Summary: | The problem of state estimation with a destination constraint using the noisy prior information of the destination is investigated. With the utilisation of constraint information in estimation system, the estimation accuracy can be significantly enhanced. A projection-based constrained state estimation method is proposed to address this problem. In this method, the unscented Kalman filter is employed to obtain the unconstrained estimation. The Taylor series expansion is adopted to deal with the non-linearity of the destination constraint and the projection method is used to project the unconstraint estimate onto the constraint surface. Monte Carlo simulation results are presented to illustrate the effectiveness of the new approach.
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