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Journal Articles International Journal of Adaptive Control and Signal Processing Year : 2010

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.

Dates and versions

hal-02297026 , version 1 (25-09-2019)

Identifiers

Cite

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, 2010, 24 (12), pp.1051-1069. ⟨10.1002/acs.1180⟩. ⟨hal-02297026⟩
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