Constrained Dynamic Systems: Generalized Modeling and State Estimation

State Estimation for Equality-Constrained Nonlinear Systems

This paper addresses the state-estimation problem for nonlinear systems in a context where prior knowledge, in addition to the model and the measurement data, is available in the form of a nonlinear equality constraint. Then three suboptimal algorithms based on the unscented Kalman filter (UKF) are developed, namely, the equality-constrained unscented Kalman filter (ECUKF), the projected unscen...

Online Kinematic and Dynamic-State Estimation for Constrained Multibody Systems Based on IMUs

This article addresses the problems of online estimations of kinematic and dynamic states of a mechanism from a sequence of noisy measurements. In particular, we focus on a planar four-bar linkage equipped with inertial measurement units (IMUs). Firstly, we describe how the position, velocity, and acceleration of all parts of the mechanism can be derived from IMU signals by means of multibody k...

Dynamic Programming Solution of State Estimation Problems with Constrained Disturbances

This paper is concerned with maximum a posteriori state estimation of linear systems in the presence of constrained scalar process noise. The goal of this work is to investigate closed form solutions aimed at reducing the online computations required by the estimation problem. Dynamic programming is used to derive a closed form solution that can be precomputed offline. The optimal solution is g...

State estimation for linear and non-linear equality-constrained systems

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Hybrid dynamic modeling and control of constrained manipulation systems