Journal
SYSTEMS & CONTROL LETTERS
Volume 67, Issue -, Pages 40-45Publisher
ELSEVIER
DOI: 10.1016/j.sysconle.2014.02.003
Keywords
Moving horizon estimation; State constraints; Input-to-state stability
Funding
- Center for Integrated Operations in the Petroleum Industry
- Research Council of Norway Strategic University Program on Computational Method in Nonlinear Motion Control
- Research Council of Norway
- Statoil through Center of Excellence on Autonomous Marine Operations and Systems
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In this paper, a constrained moving horizon estimation (MHE) strategy for linear systems is proposed. Recently, the use of a pre-estimating linear observer in the forward prediction equations in the MHE cost function has been proposed in order to reduce the effects of uncertainty. Here we introduce state constraints within this formulation and investigate stability properties in the presence of bounded disturbances and noise. The robustness and performance of the proposed observer is demonstrated with a simulation example. (C) 2014 Elsevier B.V. All rights reserved.
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