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In this paper, we consider networked constrained Kalman filtering with observation losses. The observation losses of communication network is modeled as an i.i.d. Bernoulli process. Based on physical consideration, at each time step through projecting the unconstrained Kalman filter solution onto the state constraint surface, the constrained estimation can be derived, which significantly improves...
In this paper, the constrained extended Kalman filter (EKF) is discussed for nonlinear dynamical systems when observations are available according to a Bernoulli process. First, by using EKF approach, we provide a sufficient condition such that computing of the error covariance of nonlinear system is converted into the corresponding computing of linear system. Then based on physical consideration,...
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