An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization

Automatica

Volumn 45, Issue 1, 2009, Pages 25-33

  Bell, Bradley M ^a   Burke, James V ^a   Pillonetto, Gianluigi ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Function estimation; Inequality constrained systems; Interior point applications; Kalman filter; State estimation

Indexed keywords

CONTROL THEORY; FUNCTIONS; KALMAN FILTERS; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; STATE ESTIMATION; VECTORS;

FUNCTION ESTIMATION; FUNCTION OF TIMES; GAUSSIAN; INEQUALITY CONSTRAINED SYSTEMS; INEQUALITY CONSTRAINTS; INTERIOR POINT APPLICATIONS; INTERIOR POINT METHODS; MEASUREMENT NOISES; NUMERICAL OPERATIONS; STATE VARIABLES; STATE VECTORS; STOCHASTIC DYNAMICS; TIME POINTS;

NONLINEAR ANALYSIS;

EID: 57949107354     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2008.05.029     Document Type: Article

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