东南大学学报（自然科学版）2013，Vol.43Issue(z1)：179-182,4.DOI:10.3969/j.issn.1001-0505.2013.S1.037
线性系统在非线性等式约束下的集员卡尔曼滤波
Set-membership Kalman filtering for linear systems with nonlinear equality constraints
摘要
Abstract
The set-membership Kalman filtering is proposed to solve the problems of the system requiring 100％ confidence to be estimated and the real-time calculation for systems with nonlinear equality constraints.The algorithm of the minimum trace ellipsoid is adopted to optimize the stage of time updating.At the steps of prediction and filter,the unconstrained set-membership Kalman filtering is projected onto the state constraint surface to deal with the constraint problem.The proposed algorithm is tested on a vehicle tracking application.The results show that the true values by using the constrained set-membership filter always reside between their upper bounds and lower bounds during the later tracing,despite the original values have great error which rapidly decreases compared to the Kalman filtering.The simulation results show that the proposed method is available and effective.关键词
非线性等式约束/最小迹椭球/集员卡尔曼滤波Key words
nonlinear equality constraint/ minimum trace ellipsoid/ set-membership Kalman filtering分类
信息技术与安全科学引用本文复制引用
许艳萍,王武,蔡逢煌..线性系统在非线性等式约束下的集员卡尔曼滤波[J].东南大学学报（自然科学版）,2013,43(z1):179-182,4.基金项目
福建省自然科学基金资助项目(2012J01257). （2012J01257）
