Iterative Method of Maximum likelihood for State Estimation with Inequality Constraints

摘要：

An iterative method of incorporating state inequality constraints in kalman filter is proposed. The constrained filter is derived as the maximum posteriori solution to the constraints, a penalty function is used to transform the inequality constraints, and the solution to the set of estimates is obtained by using Gaussian Newton method. At each time step the unconstrained kalman filter solution is projected onto the state Constraint surface. A target tracking example is presented demonstrating the efficiency of the algorithm.

关键词： component inequality linearly constraints unscented kalman filter (UKF)

作者: Wu XinHui Huang Gaoming Gao Jun

作者单位: College of Electronic Engineering Naval University of Engineering Wuhan 430033, China

会议类型: 国际会议

会议名称: 2012 International Conference on Computer Science and Electronic Engineering(2012 IEEE计算机科学与电子工程国际会议 ICCSEE 2012)

会议地点: 杭州

会议语种:英文

页码: 576-579

在线出版日期: 2012-03-23（万方平台首次上网日期，不代表论文的发表时间）