@inproceedings{a6054c9fb553422e90577917d0d15610,
title = "Estimation and filtering of Gaussian variables with linear inequality constraints",
abstract = "In practice, a parameter or the state of a system is often subject to constraints. This paper considers the estimation problem for the parameter or the state constrained by a class of linear inequalities. Two sequential methods for optimal parameter estimation in the MMSE sense are obtained. They have an analytic form, which is different from most existing methods. For a dynamic system with constrained state, we model it with density function and provide a suboptimal filter based on reasonable approximations. This filter is applied to an example of tracking a ground moving target and its performance is also examined.",
keywords = "Filtering, Inequality constraint, Optimal estimation",
author = "Linfeng Xu and Li, \{X. Rong\}",
year = "2010",
language = "英语",
isbn = "9780982443811",
series = "13th Conference on Information Fusion, Fusion 2010",
booktitle = "13th Conference on Information Fusion, Fusion 2010",
note = "13th Conference on Information Fusion, Fusion 2010 ; Conference date: 26-07-2010 Through 29-07-2010",
}