Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

DOI10.1109/TAC.2002.808470zbMath1364.93781WikidataQ63090408 ScholiaQ63090408MaRDI QIDQ5266935

James B. Rawlings, Christopher V. Rao, David Q. Mayne

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93D20: Asymptotic stability in control theory

Related Items

A homotopy-based moving horizon estimation, Fast moving horizon state estimation for discrete‐time systems with linear constraints, A proximity moving horizon estimator for a class of nonlinear systems, 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, Robust Stability of Full Information Estimation, Ensemble Kalman methods with constraints, Newton projection with proportioning using iterative linear algebra for model predictive control with long prediction horizon, Nonlinear Moving Horizon Observers: Theory and Real-Time Implementation, Real‐time nonlinear moving horizon observer with pre‐estimation for aircraft sensor fault detection and estimation, Finite Horizon Maximum Likelihood Estimation for Integrated Navigation with RF Beacon Measurements, Proportioning with second-order information for model predictive control, Constrained state estimation for stochastic jump systems: moving horizon approach, Dual Control and Online Optimal Experimental Design, Noise covariance identification for time-varying and nonlinear systems, Constrained Kalman filtering via density function truncation for turbofan engine health estimation, Nonuniform Observability for Moving Horizon Estimation and Stability with Respect to Additive Perturbation, Learning model predictive control with long short‐term memory networks, Distributed Kalman filtering for uncertain dynamic systems with state constraints, 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, Physics-informed online learning of gray-box models by moving horizon estimation, Nonlinear full information and moving horizon estimation: robust global asymptotic stability, Moving horizon estimation of amnioserosa cell dynamics during \textit{Drosophila} dorsal closure, Continuous‐time optimal unbiased FIR filter for input‐delayed systems, Simultaneous moving horizon estimation and control for nonlinear systems subject to bounded disturbances, Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers, Robust filtering for a class of nonlinear stochastic systems with probability constraints, Switching between finite-time observers, A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation, Simultaneous nonlinear model predictive control and state estimation, Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation, NSM constrained approximation of Lipschitz functions from data, Lagrangian duality between constrained estimation and control, Enhancement of the moving horizon estimation performance based on an adaptive estimation algorithm, Simultaneous state and input estimation of hybrid systems with unknown inputs, An iterative partition-based moving horizon estimator with coupled inequality constraints, Minimax FIR smoothers for deterministic continuous-time state space models, 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, An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization, Simulation-based designs for multiperiod control, Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results, Suboptimal receding horizon estimation via noise blocking, Effectiveness of Bayesian filters: an information fusion perspective, Truncation nonlinear filters for state estimation with nonlinear inequality constraints, Convergent properties of Riccati equation with application to stability analysis of state estimation, Fault detection and isolation for uncertain linear systems: a robust moving horizon estimation scheme using LMIs, A variational Bayes moving horizon estimation adaptive filter with guaranteed stability, On nonlinear robust state estimation for generalized Persidskii systems, Robust observer design for discrete-time locally one-sided Lipschitz systems, Hierarchical MPC schemes for periodic systems using stochastic programming, Moving horizon estimation for Markov jump systems, Distributed output-feedback model predictive control for multi-agent consensus, Model predictive control: recent developments and future promise, A dual pair of optimization-based formulations for estimation and control, Nonlinear moving horizon estimation in the presence of bounded disturbances, Linear constrained moving horizon estimator with pre-estimating observer, Kalman filter constraint switching for turbofan engine health estimation, State and output feedback nonlinear model predictive control: an overview, Adaptive observers and parameter estimation for a class of systems nonlinear in the parameters, Multiple-model adaptive estimation for space surveillance with measurement uncertainty, Robust stability of nonlinear model predictive control with extended Kalman filter and target setting, Distributed moving horizon estimation for nonlinear constrained systems, Moving horizon observer with regularisation for detectable systems without persistence of excitation, Unnamed Item, The eXogenous Kalman Filter (XKF), Flood Regulation by Means of Model Predictive Control, Supervisory predictive control and on-line set-point optimization, Robust moving horizon state observer, State estimation with probability constraints, State estimation for linear and non-linear equality-constrained systems