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Citation

Straka Ondřej and Šimandl Miroslav and Duník Jindřich : Design of nonlinear global filter with nonlinear constraints . Proceedings of the IASTED International Conference on Modelling, Identification and Control, vol. 29, p. 314-320, Acta Press, Calgary, 2010.

Abstract

The paper deals with state estimation of nonlinear stochastic systems, where the state is subject to a nonlinear equality constraint reflecting some physical or technological limitations. Usually, local and global filters are designed without considering any constraint. However, recently some local filters with constraints either linear or nonlinear have emerged. The aim of the paper is to improve estimate quality by considering constraints within design of a nonlinear global filter. As a basis for the proposed constrained global filtering method, the Gaussian sum approximation technique has been chosen together with the two-step projection method for constraint application, which was originally used in the Kalman filtering framework only. The performance of the novel method compared to a standard constrained local filtering method is illustrated in a numerical example.

Detail of publication

Title: Design of nonlinear global filter with nonlinear constraints
Author: Straka Ondřej ; Šimandl Miroslav ; Duník Jindřich
Language: English
Year: 2010
Type of publication: Papers in journals
Title of journal or book: Proceedings of the IASTED International Conference on Modelling, Identification and Control
Číslo vydání: 29
Page: 314 - 320
ISSN: 1025-8973
Publisher: Acta Press
Address: Calgary
2011-03-15 16:21:57 / 2011-03-15 16:21:57 / 1

Keywords

Constrained estimation, Gaussian sum method, Nonlinear filtering, State estimation, Stochastic system

BibTeX

@ARTICLE{StrakaOndrej_2010_Designofnonlinear,
 author = {Straka Ond\v{r}ej and \v{S}imandl Miroslav and Dun\'{i}k Jind\v{r}ich},
 title = {Design of nonlinear global filter with nonlinear constraints},
 year = {2010},
 publisher = {Acta Press},
 journal = {Proceedings of the IASTED International Conference on Modelling, Identification and Control},
 address = {Calgary},
 volume = {29},
 pages = {314-320},
 ISSN = {1025-8973},
 note = {v db Scopus pod ISSN - typ J za\v{r}azen KKY pro RIV
UK: Proceedings of the IASTED international conference on modelling, identification and control, Calgary : Acta Press, 2010, ISSN1025-8973, ISBN 978-0-88986-833-5},
 url = {http://www.kky.zcu.cz/en/publications/StrakaOndrej_2010_Designofnonlinear},
}