DocumentCode
2616362
Title
Constrained state estimation using the Unscented Kalman Filter
Author
Kandepu, Rambabu ; Imsland, Lars ; Foss, Bjarne A.
Author_Institution
Elkem Res., Kristiansand
fYear
2008
fDate
25-27 June 2008
Firstpage
1453
Lastpage
1458
Abstract
A simple procedure to include state inequality constraints in the unscented Kalman filter is proposed. With this procedure, the information of active state constraints influences the state covariance matrix, resulting in better estimates. In a numerical example, the approach outperforms the extended Kalman filter implemented with constraint handling via ldquoclippingrdquo.
Keywords
Kalman filters; covariance matrices; state estimation; constrained state estimation; constraint handling; state covariance matrix; state inequality constraint; unscented Kalman filter; Automatic control; Automation; Costs; Covariance matrix; Linear approximation; Measurement uncertainty; Monitoring; Process control; State estimation; Working environment noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Automation, 2008 16th Mediterranean Conference on
Conference_Location
Ajaccio
Print_ISBN
978-1-4244-2504-4
Electronic_ISBN
978-1-4244-2505-1
Type
conf
DOI
10.1109/MED.2008.4602001
Filename
4602001
Link To Document