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A gain modification form for Kalman filtering under state inequality constraints

Abstract : This paper presents a method for dealing with Kalman filtering under particular classes of nonlinear state model and state inequality constraints. This method is based on a modification of the optimal Kalman gain in order to enforce the state constraints if necessary. The proposed method is applied to a nonlinear hydraulic system in order to highlight the efficiency of this method.
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https://hal-normandie-univ.archives-ouvertes.fr/hal-02297026
Contributor : Vincent Sircoulomb <>
Submitted on : Wednesday, September 25, 2019 - 4:39:37 PM
Last modification on : Wednesday, April 22, 2020 - 3:30:24 PM

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V. Sircoulomb, G. Hoblos, H. Chafouk. A gain modification form for Kalman filtering under state inequality constraints. International Journal of Adaptive Control and Signal Processing, Wiley, 2010, 24 (12), pp.1051-1069. ⟨10.1002/acs.1180⟩. ⟨hal-02297026⟩

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