Sequential estimation with multiple constraints

• Autorzy: Stubberud S. C. , Stubberud A. R.
• Języki publikacji: EN

Abstrakty

EN

In previous work, a sequential estimator that incorporates constraints was developed. This technique created a parallel implementation of an unconstrained estimator that used a time series of measurements to continually update the estimate and a constrained estimator that at each time step used the unconstrained estimate and the constraint to create a constrained state estimate. The algorithm that was generated had one drawback to implementation in general. The constraint estimate equation was limited by linear independence in the number of constraints to the number of states in the system. For example, if the system has two states, then only two constraints can be allowed. In this paper, two implementations for handling multiple constraints are considered. The first is a least-squares approach to the problem. The second is an iterative approach.

Słowa kluczowe

EN

linear system; discrete-time systems; sequential estimation; state estimation; point estimate generation; probability based estimate

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2004
• Tom: Vol. 30, no 4
• Strony: 51--60
• Opis fizyczny: Bibliogr. 6 poz., rys., wykr.

Twórcy

autor

Stubberud S. C.

• The Boeing Company, 3370 Miraloma Ave., Anaheim, CA 92803

autor

Stubberud A. R.

• department of Electrical Engineering and Computer Science, Henry Samueli School of Engineering Irvine, CA 92697-2625

Bibliografia

• [1] Ortega J. M., Matrix Theory: A Second Course, Plenum Press, New York 1987.
• [2] Steinberg A., Bowman C., White F., Revisions to the JDL Data Fusion Model, Proc. of the SPIE Sensor Fusion: Architectures, Algorithms, and Applications III, Orlando, Florida, 1999, 430-441.
• [3] Stubberud A. R., Sequential Linear Estimates Under State Constraints, Proceedings of the Seventh International Conference on Advances in Communication and Control, Athens, Greece, 1999, 809-817.
• [4] Stubberud A. R., Constrained Estimate of the State of a Time-Variable System, Proceedings of the 14th International Conference on Systems Engineering, Coventry, 2000, 513-518.
• [5] Stubberud A. R., Constrained Estimate of the State of a Time-Variable System, Proceedings of the 16th International Conference on Systems Engineering, Coventiy, 2003, 652-656.
• [6] Stubberud A. R., Stubberud S. C., Sequential Constraint Estimation: Implementation Modifications, Proceedings of Fusion 2004, Stockholm, 2004.