On Kalman filtering with linear state equality constraints.

Leif Erik Andersson Lars Imsland Edmund Førland Brekke Francesco Scibilia

Published in: Autom. (2019)

Keyphrases

kalman filtering
equality constraints
kalman filter
linear constraints
nonlinear programming
decomposition algorithm
constrained optimization problems
quadratic programming problems
particle filtering
optimal solution
computational complexity
optimization problems
closed form
constrained optimization