Robust Filtering for Linear Equality Constrained Systems

Table 1

Variation of error variance with different measurement noises variance.

Precision	Measurement noises variance
	𝑉(𝑘)=0.7∗𝐼2	𝑉(𝑘)=1.2∗𝐼2	𝑉(𝑘)=2.5∗𝐼2
Error variance of 𝑥1,100	0.9429	1.3377	2.7273
Error variance of 𝑥2,100	1.3217	1.8631	3.6547
Error variance of 𝑥3,100	1.6217	2.2641	3.9199