Norm-Constrained Kalman Filtering Academic Article uri icon

abstract

  • The problem of estimating the state vector of a dynamical system from vector measurements when it is known that the state vector satisfies norm equality constraints is considered. The case of a linear dynamical system with linear measurements subject to a norm equality constraint is discussed with a review of existing solutions. The norm constraint introduces a nonlinearity in the system for which a new estimator structure is derived by minimizing a constrained cost function. It is shown that the constrained estimate is equivalent to the brute-force normalization of the unconstrained estimate. The obtained solution is extended to nonlinear measurement models and applied to the spacecraft attitude filtering problem.

author list (cited authors)

  • Zanetti, R., Majji, M., Bishop, R. H., & Mortari, D.

citation count

  • 74

publication date

  • September 2009