Journal
JOURNAL OF PROCESS CONTROL
Volume 22, Issue 8, Pages 1439-1444Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.jprocont.2012.03.001
Keywords
Moving horizon estimation; Nonlinear state estimation; Constraints; Incremental input/output to state stability
Funding
- Texas-Wisconsin-California Control Consortium
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This paper presents an overview of the fundamentals of moving horizon state estimation and full information estimation. The paper provides a new statement of robust global asymptotic stability (RGAS) for state estimation and establishes a new result using this definition, namely that full information is RGAS for the case of a nonlinear detectable system subject to beta-convergent state and measurement disturbances. Two unsolved research problems are presented: (i) suboptimal moving horizon estimation and (ii) proving RGAS for the case of bounded rather than convergent disturbances. (c) 2012 Elsevier Ltd. All rights reserved.
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