Title :
Constrained state estimation using the Unscented Kalman Filter
Author :
Kandepu, Rambabu ; Imsland, Lars ; Foss, Bjarne A.
Author_Institution :
Elkem Res., Kristiansand
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;
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
DOI :
10.1109/MED.2008.4602001
