  We discuss two separate techniques for Kalman Filtering in the presence of
state space equality constraints. We then prove that despite the lack of
similarity in their formulations, under certain conditions, the two methods
result in mathematically equivalent constrained estimate structures. We
conclude that the potential benefits of using equality constraints in Kalman
Filtering often outweigh the computational costs, and as such, equality
constraints, when present, should be enforced by way of one of these two
methods.
