Receding-horizon estimation for discrete-time linear systems

DOI10.1109/TAC.2003.809155zbMath1364.93758OpenAlexW2141179401MaRDI QIDQ5266917

Marco Baglietto, Angelo Alessandri, Giorgio Battistelli

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2003.809155

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (39)

Fusion estimation for stochastic uncertain systems with time-correlated rician fading channels ⋮ Distributed moving horizon estimation for nonlinear constrained systems ⋮ A variational Bayes moving horizon estimation adaptive filter with guaranteed stability ⋮ Energy-regenerative model predictive control ⋮ Estimation of nonlinear functions of state vector for linear systems with time-delays and uncertainties ⋮ Distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors ⋮ Output feedback stabilization of switching discrete-time linear systems with parameter uncertainties ⋮ Logic embedded NMPC of a solar air conditioning plant ⋮ Centralized moving‐horizon estimation for a class of nonlinear dynamical complex networks under event‐triggered transmission scheme ⋮ Approximate moving horizon estimation for switching conservative linear infinite-dimensional systems ⋮ Zonotopic set-membership estimation for time-varying systems subject to dynamical biases and quantization effects ⋮ Moving horizon estimation of amnioserosa cell dynamics during \textit{Drosophila} dorsal closure ⋮ Estimation of ARMAX processes with noise corrupted output signal observations ⋮ Moving horizon estimation with non-uniform sampling under component-based dynamic event-triggered transmission ⋮ Metamorphic moving horizon estimation ⋮ Suboptimal receding horizon estimation via noise blocking ⋮ Minimax FIR smoothers for deterministic continuous-time state space models ⋮ Event-triggered maximum likelihood state estimation ⋮ Linear constrained moving horizon estimator with pre-estimating observer ⋮ Moving horizon estimation for ARMAX processes with additive output noise ⋮ Observer design of descriptor nonlinear system with nonlinear outputs by using \(\mathcal{W}^{1,2}\)-optimality criterion ⋮ Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes ⋮ Moving-horizon partition-based state estimation of large-scale systems ⋮ Robust output feedback time optimal decomposed controllers for linear systems via moving horizon estimation ⋮ Robust receding-horizon state estimation for uncertain discrete-time linear systems ⋮ Near optimal solutions to least-squares problems with stochastic uncertainty ⋮ Fault detection and isolation for uncertain linear systems: a robust moving horizon estimation scheme using LMIs ⋮ Minimum variance constrained estimator ⋮ Moving horizon estimation for uncertain networked control systems with packet loss ⋮ Receding horizon filtering for a class of discrete time-varying nonlinear systems with multiple missing measurements ⋮ Fast moving horizon state estimation for discrete‐time systems with linear constraints ⋮ A proximity moving horizon estimator for a class of nonlinear systems ⋮ Iterative distributed fault detection and isolation for linear systems based on moving horizon estimation ⋮ Distributed monitoring of the absorption column of a post‐combustion CO₂ capture plant ⋮ Outlier accommodation in moving‐horizon state estimation: A risk‐averse performance‐specified approach ⋮ MAP moving horizon estimation for threshold measurements with application to field monitoring ⋮ Optimal feedback input design for dynamic nonlinear systems ⋮ Robust recursive filtering for uncertain stochastic systems with amplify-and-forward relays ⋮ Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers

This page was built for publication: Receding-horizon estimation for discrete-time linear systems