Title :
Constrained two-stage Kalman filter for target tracking
Author :
Khabbazi, Mohammad-Reza ; Esfanjani, Reza Mahboobi
Author_Institution :
Electr. Eng. Dept., Sahand Univ. of Technol., Tabriz, Iran
Abstract :
This note investigates the problem of state estimation for an uncertain linear system with a priori known information in the form of equality constraints. System projection idea is employed to develop a robust two-stage Kalman filter satisfying state constraints. The proposed method is utilized to solve the target tracking problem. Simulation results illustrate that the proposed two-stage filter outperforms the standard constrained Kalman filter.
Keywords :
Kalman filters; state estimation; target tracking; a priori known information; constrained two-stage Kalman filter; equality constraints; robust two-stage Kalman filter; state constraints; state estimation; system projection; target tracking; uncertain linear system; Covariance matrices; Equations; Filtering theory; Kalman filters; State estimation; Kalman filter; modeling uncertainty; projection method; state constraint;
Conference_Titel :
Computer and Knowledge Engineering (ICCKE), 2014 4th International eConference on
Conference_Location :
Mashhad
Print_ISBN :
978-1-4799-5486-5
DOI :
10.1109/ICCKE.2014.6993432
