状态空间等式约束下的Kalman滤波
Kalman Filtering in the Presence of State Space Equality Constraints
摘要：
我们讨论了两个独立的技术卡尔曼滤波的状态空间等式约束的存在。然后，我们证明，尽管缺乏相似的配方，在某些条件下，这两种方法的结果在数学上等价的约束估计结构。我们的结论是，在卡尔曼滤波中使用等式约束的潜在好处通常超过计算成本，因此，等式约束（如果存在）应该通过这两种方法之一来实施。
英文摘要：
We discuss two separate techniques for Kalman Filtering in the presence of state space equality constraints. We then prove that despite the lack of similarity in their formulations, under certain conditions, the two methods result in mathematically equivalent constrained estimate structures. We conclude that the potential benefits of using equality constraints in Kalman Filtering often outweigh the computational costs, and as such, equality constraints, when present, should be enforced by way of one of these two methods.
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