Title

On Kalman filtering with nonlinear equality constraints

Authors

Authors

S. J. Julier;J. J. LaViola

Comments

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Abbreviated Journal Title

IEEE Trans. Signal Process.

Keywords

Kalman filtering; quaternions; measurement matrix; nonlinear constraints; TARGET TRACKING; IDENTIFICATION; Engineering, Electrical & Electronic

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.

Journal Title

Ieee Transactions on Signal Processing

Volume

55

Issue/Number

6

Publication Date

1-1-2007

Document Type

Article

Language

English

First Page

2774

Last Page

2784

WOS Identifier

WOS:000246705500002

ISSN

1053-587X

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