Fast Moving Horizon State Estimation for Discrete-Time Systems Using Single and Multi Iteration Descent Methods
From MaRDI portal
Publication:4566783
DOI10.1109/TAC.2017.2660438zbMath1390.93742OpenAlexW2580426207WikidataQ59403847 ScholiaQ59403847MaRDI QIDQ4566783
Angelo Alessandri, Mauro Gaggero
Publication date: 27 June 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2017.2660438
Filtering in stochastic control theory (93E11) Methods of quasi-Newton type (90C53) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)
Related Items (9)
A variational Bayes moving horizon estimation adaptive filter with guaranteed stability ⋮ Nonuniform Observability for Moving Horizon Estimation and Stability with Respect to Additive Perturbation ⋮ Approximate moving horizon estimation for switching conservative linear infinite-dimensional systems ⋮ Consensus-based distributed moving horizon estimation with constraints ⋮ Suboptimal receding horizon estimation via noise blocking ⋮ Real‐time nonlinear moving horizon observer with pre‐estimation for aircraft sensor fault detection and estimation ⋮ Fast moving horizon state estimation for discrete‐time systems with linear constraints ⋮ A proximity moving horizon estimator for a class of nonlinear systems ⋮ MAP moving horizon estimation for threshold measurements with application to field monitoring
This page was built for publication: Fast Moving Horizon State Estimation for Discrete-Time Systems Using Single and Multi Iteration Descent Methods