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- W2575983518 abstract "Summary This paper presents a continuous‐time O ( n )‐constrained Kalman‐like filter. O ( n ) is the group of n × n orthonormal matrices. The O ( n )‐constrained Kalman‐like filter is derived by posing a constrained optimization problem. The solution involves a projection of the unconstrained Kalman state estimate derivative onto the tangent space of O ( n ). Using this filter, an extended O ( n )‐constrained Kalman‐like filter is developed for nonlinear systems where a portion of the states evolve on O ( n ). A numerical example demonstrates the effectiveness of the extended O ( n )‐constrained Kalman‐like filter. Copyright © 2017 John Wiley & Sons, Ltd." @default.
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- W2575983518 date "2017-01-19" @default.
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- W2575983518 title "Continuous-time Kalman filtering on the orthogonal groupO(n)" @default.
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- W2575983518 doi "https://doi.org/10.1002/rnc.3744" @default.
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