Journal
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
Volume 29, Issue 11, Pages 1354-1366Publisher
WILEY-BLACKWELL
DOI: 10.1002/acs.2544
Keywords
receding horizon (RH) smoother; preview size; robustness; set-valued estimation; uncertain system
Funding
- Kangwon National University
Ask authors/readers for more resources
In this paper, a robust fixed-lag receding horizon (RH) smoother is proposed for a discrete-time state space model with bounded uncertainties. The proposed robust RH smoother is based on a set-valued state estimation method, which produces a set of possible estimates based on inputs and outputs measured over a finite time horizon. The set of possible estimates is represented in an ellipsoidal form, and then the major axis of the ellipsoid is minimized with respect to the preview size. The center of the ellipsoid with the minimum major axis is taken as the estimate of the real state to minimize the possible maximum estimation error under bounded uncertainties. It is illustrated through a numerical example that the proposed robust RH smoother has better performance than the conventional robust Kalman smoothers. Copyright (c) 2015 John Wiley & Sons, Ltd.
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