DocumentCode
575404
Title
State estimation of continuous-time linear stochastic systems subject to state equality or inequality constraints
Author
Ohsumi, Akira
Author_Institution
Kyoto Inst. of Technol., Kyoto, Japan
fYear
2012
fDate
20-23 Aug. 2012
Firstpage
866
Lastpage
873
Abstract
In this paper, the constrained estimators are derived for continuous-time linear stochastic systems whose states obey state equality or inequality constraints. The principal idea is the projection of the Kalman estimate onto the constraint subspace. The estimator is extended to the identification problem to estimate the unknown parameters in the system matrix which are subjected to some inequality constraints.
Keywords
Kalman filters; continuous time systems; linear systems; state estimation; stochastic systems; Kalman estimate; constrained estimators; continuous-time linear stochastic systems; inequality constraints; state equality; state estimation; system matrix; Covariance matrix; Equations; Estimation; Kalman filters; Linear systems; Stochastic systems; Vectors; Kalman filtering; constrained parameter; state equality constraint; state inequality constraint;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE Annual Conference (SICE), 2012 Proceedings of
Conference_Location
Akita
ISSN
pending
Print_ISBN
978-1-4673-2259-1
Type
conf
Filename
6318563
Link To Document