Truncation nonlinear filters for state estimation with nonlinear inequality constraints
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F12%3A43897452" target="_blank" >RIV/49777513:23520/12:43897452 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.automatica.2011.11.002" target="_blank" >http://dx.doi.org/10.1016/j.automatica.2011.11.002</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.automatica.2011.11.002" target="_blank" >10.1016/j.automatica.2011.11.002</a>
Alternative languages
Result language
angličtina
Original language name
Truncation nonlinear filters for state estimation with nonlinear inequality constraints
Original language description
The paper focuses on the state estimation problem of nonlinear non-Gaussian systems with state subject to a nonlinear inequality constraint. Taking into account the available additional information about the state given by the constraint increases the estimate quality compared to classical state estimation methods which cannot utilize the information. Considering the constraint in the form of an inequality involving a nonlinear function of the state makes the state estimation problem difficult and hencetreated only marginally. In this paper, a generic local filter for the inequality constrained estimation problem is proposed. It covers the extended Kalman filter, unscented Kalman filter, and divided difference filter as special cases and enforces theconstraint by truncating the conditional density of the state. The same idea is then utilized in a truncation Gaussian mixture filter which is also proposed in the paper to increase the estimate quality further by providing a global const
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP103%2F11%2F1353" target="_blank" >GAP103/11/1353: State Estimation of Dynamic Stochastic Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
AUTOMATICA
ISSN
0005-1098
e-ISSN
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Volume of the periodical
48
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
14
Pages from-to
"273?286"
UT code for WoS article
000301213200004
EID of the result in the Scopus database
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