… This paper presents the SCKF, the constrained Kalman filter with smooth application of
nonlinear constraints. The SCKF efficiently integrates both linear and nonlinear constraints with a …

… the constrained Kalman filter by using the maximum probability method of the Kalman filter.
… In this section we derive the constrained Kalman filter by using a mean square minimization …

… This paper presents a survey of how state constraints can be incorporated into the Kalman
filter and … , linear and nonlinear state constraints, and equality and inequality state constraints. …

… state constraints. The objective of this work is to modify the Kalman filter solution to constrain
the … of the Kalman filter, the state can be related to the control algebraically. The optimization …

… solution to the linear state constraints, an alternative approach, recently … constrained systems
and then applying the Kalman filter to the projected systems. The constrained Kalman filter …

… constrained Kalman filtering under a reduced modelling framework. Although the usual
constrained Kalman filtering … the first way to impose linear constraints in a static linear regression …

… -constrained Kalman predictor (GCKP) as well as the two-step gain-constrained Kalman filter
(… on the unscented Kalman filter [14], a specialized sigma-point filter [33], yielding the gain-…

… This article develops the truncation method of constrained Kalman filtering, and then applies
it to the estimation of engine health parameters. We use heuristic knowledge of the health …

… This paper applies constrained Kalman filtering to estimate engine component efficiencies
and flow capacities, which are referred to as health parameters. We can use our knowledge of …

… nonlinear equality constraints between some state variables. In this paper, we consider
the problem of applying a Kalman filter-type estimator in the presence of such constraints. We …