Mathematically Equivalent Approaches for Equality Constrained Kalman Filtering

@inproceedings{Gupta2009MathematicallyEA,
  title={Mathematically Equivalent Approaches for Equality Constrained Kalman Filtering},
  author={Nachi Gupta},
  year={2009}
}
Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not expl oited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose some ne w ideas for filtering in the presence of equality constraints.We then show that three methods for incorporating state space equal ity constraints are mathematically equivalent to the more gene ral “Projection” method, which allows different weighting… CONTINUE READING

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