Filtering method for nonlinear systems with constraints

Author

Wang, L.S. ; Chiang, Y.-T. ; Chang, F.R.

Author_Institution

Inst. of Appl. Mech., Nat. Taiwan Univ., Taipei, Taiwan

Volume

149

Issue

6

fYear

2002

fDate

11/1/2002 12:00:00 AM

Firstpage

525

Lastpage

531

Abstract

A constrained filtering method is proposed to deal with the filtering problems for nonlinear systems with constraints. The problem is converted to a sequence of recursive estimation problems in which the system equations and constraint conditions are treated as pseudo-measurements. To resolve the singularity problem arising from the constraints, a modified maximum-likelihood method for nonlinear systems is developed. The simulation results from the application of the proposed scheme to the target tracking problem shows that the constrained filtering method can enhance the performance of filter design significantly.

Keywords

Newton-Raphson method; constraint theory; covariance matrices; filtering theory; maximum likelihood estimation; nonlinear systems; radar theory; recursive estimation; target tracking; Newton-Raphson method; constrained filtering method; constraint conditions; filter design performance enhancement; modified maximum-likelihood method; nonlinear systems; nonsingular covariance matrix; pseudo-measurements; recursive estimation problems; singular covariance matrix; singularity problem; system equations; target tracking problem;

fLanguage

English

Journal_Title

Control Theory and Applications, IEE Proceedings -

Publisher

iet

ISSN

1350-2379

Type

jour

DOI

10.1049/ip-cta:20020799

Filename

1176499