On Kalman filtering with nonlinear equality constraints

    Authors

    S. J. Julier;J. J. LaViola

    Comments

    Authors: contact us about adding a copy of your work at STARS@ucf.edu

    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

    Share

    COinS