Journal
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
Volume 34, Issue 6, Pages 721-742Publisher
WILEY
DOI: 10.1002/acs.3092
Keywords
input-to-state stability; moving horizon estimation; proximal algorithms
Funding
- Deutsche Forschungsgemeinschaft [EB 425/6-1]
Ask authors/readers for more resources
In this article, we present a proximity-based formulation for moving horizon estimation (MHE) of a class of constrained discrete-time nonlinear systems. The cost function of the proposed estimator includes a convex stage cost as well as a Bregman distance for the a priori estimate. This rather general formulation of the cost function allows for a flexible design of the estimator depending on the setting of the problem at hand. We derive sufficient conditions for the global exponential stability of the underlying estimation error. We also investigate the robustness properties of the proposed MHE scheme applied for linear systems subject to unknown process and measurement disturbances in terms of an input-to-state stability analysis. The estimator performance is illustrated by means of simulation examples.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available