NDLI: On Kalman Filtering With Nonlinear Equality Constraints

Content Provider	IEEE Xplore Digital Library
Author	Julier, S.J. LaViola, J.J.
Copyright Year	1991
Abstract	The state space description of some physical systems possess nonlinear equality constraints between some state variables. In this paper, we consider the problem of applying a Kalman filter-type estimator in the presence of such constraints. We categorize previous approaches into pseudo-observation and projection methods and identify two types of constraints-those that act on the entire distribution and those that act on the mean of the distribution. We argue that the pseudo-observation approach enforces neither type of constraint and that the projection method enforces the first type of constraint only. We propose a new method that utilizes the projection method twice-once to constrain the entire distribution and once to constrain the statistics of the distribution. We illustrate these algorithms in a tracking system that uses unit quaternions to encode orientation
Sponsorship	IEEE Signal Processing Society
Starting Page	2774
Ending Page	2784
Page Count	11
File Size	894740
File Format	PDF
ISSN	1053587X
Volume Number	55
Issue Number	6
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-06-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Kalman filters Filtering Probability distribution Quaternions Computer science State-space methods Statistical distributions Physics Chemical reactors Kinematics nonlinear constraints Kalman filtering quaternions measurement matrix
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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