Constrained linear state estimation -- a moving horizon approach
From MaRDI portal
In this brief paper, the authors consider moving horizon strategies for constrained linear state estimation. For avoiding a too important growth of the estimation problem as measurements increase, they explore moving horizon strategies and they give sufficient conditions for the stability in the case of linear models subject to constraints on the estimate.
Recommendations
- Linear constrained moving horizon estimator with pre-estimating observer
- Fast moving horizon state estimation for discrete-time systems with linear constraints
- Constrained state estimation for stochastic jump systems: moving horizon approach
- scientific article; zbMATH DE number 1445422
- A parametric programming approach to moving-horizon state estimation
Cites work
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- Abstract Dynamic Programming Models under Commutativity Conditions
- Constrained model predictive control: Stability and optimality
- scientific article; zbMATH DE number 1445422 (Why is no real title available?)
- scientific article; zbMATH DE number 1445430 (Why is no real title available?)
- Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
- Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
- Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
- Stochastic processes and filtering theory
- Sufficient statistics in the optimum control of stochastic systems
Cited in
(84)- An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- Symmetry between constrained reference tracking and constrained state estimation
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results
- Metamorphic moving horizon estimation
- Suboptimal receding horizon estimation via noise blocking
- Moving horizon estimation for ARMAX processes with additive output noise
- Nonlinear model predictive control based on piecewise linear Hammerstein models
- Truncation nonlinear filters for state estimation with nonlinear inequality constraints
- Convergent properties of Riccati equation with application to stability analysis of state estimation
- Kalman filtering under unknown inputs and norm constraints
- Fault detection and isolation for uncertain linear systems: a robust moving horizon estimation scheme using LMIs
- Minimum variance constrained estimator
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
- A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
- Filtering for systems subject to unknown inputs without a priori initial information
- Distributed moving horizon state estimation: simultaneously handling communication delays and data losses
- Overview of estimation methods for industrial dynamic systems
- Multiple window moving horizon estimation
- Moving horizon estimation: error dynamics and bounding error sets for robust control
- Two triggered information transmission algorithms for distributed moving horizon state estimation
- Linear constrained moving horizon estimator with pre-estimating observer
- Robust moving horizon estimation based output feedback economic model predictive control
- Robust receding-horizon state estimation for uncertain discrete-time linear systems
- Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers
- Distributed moving horizon estimation for nonlinear constrained systems
- A moving horizon estimator performance bound
- Flood Regulation by Means of Model Predictive Control
- A new approach to constrained state estimation for discrete-time linear systems with unknown inputs
- Conditions for optimality of Naïve quantized finite horizon control
- Robust moving horizon state observer
- State estimation with probability constraints
- State estimation for linear and non-linear equality-constrained systems
- Implementation of FIR control for \(H _{\infty }\) output feedback stabilisation of linear systems
- Finite memory observers for linear time-varying systems: theory and diagnosis applications
- Detection, isolation and diagnosability analysis of intermittent faults in stochastic systems
- Control and systems theory for advanced manufacturing
- Event-triggered maximum likelihood state estimation
- A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation
- scientific article; zbMATH DE number 1445422 (Why is no real title available?)
- Moving horizon estimation: open problems, theoretical progress, and new application perspectives
- Fast moving horizon state estimation for discrete-time systems with linear constraints
- A proximity moving horizon estimator for a class of nonlinear systems
- 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
- Proximity moving horizon estimation
- Simultaneous nonlinear model predictive control and state estimation
- Robust stability of full information estimation
- Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
- Constrained state estimation for stochastic jump systems: moving horizon approach
- Self-reflective model predictive control
- Remarks on Moving Horizon State Estimation with Guaranteed Convergence
- Directional sensitivity of continuous least-squares state estimators
- 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
- Consensus-based distributed moving horizon estimation with constraints
- Distributed state estimation with state equality constraints in the presence of packet dropping
- Moving horizon estimation of amnioserosa cell dynamics during \textit{Drosophila} dorsal closure
- Simultaneous moving horizon estimation and control for nonlinear systems subject to bounded disturbances
- An internal model approach to estimation of systems with arbitrary unknown inputs
- Moving horizon estimation based on distributionally robust optimisation
- Back-and-forth nudging moving horizon estimation for discrete-time linear systems
- Parameter optimization of moving horizon estimation based on hybrid intelligent algorithm
- Equality-constrained state estimation for hybrid systems
- Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost
- Distributed moving horizon fusion estimation for linear constrained uncertain systems
- Moving horizon estimation for nonlinear systems subject to measurement outliers
- Receding horizon estimation for multi-rate sampled data systems under component-based event-triggered mechanisms: handling delayed and degraded measurements
- Distributed adaptive moving horizon estimation for multi-sensor networks subject to quantization effects
- Regularised estimation for ARMAX process with measurements subject to outliers
- Event-triggered moving horizon state estimation for discrete-time linear systems subject to measurement outliers
- Hopfield neural networks for online constrained parameter estimation with time-varying dynamics and disturbances
- Distributed moving horizon estimation over a sensor network with nonlinear measurements and pre-estimation
- Moving horizon estimation for uncertain networked control systems with packet loss
- Lagrangian duality between constrained estimation and control
- Enhancement of the moving horizon estimation performance based on an adaptive estimation algorithm
- Receding horizon estimation to networked control systems with multirate scheme
- Simultaneous state and input estimation of hybrid systems with unknown inputs
- A parametric programming approach to moving-horizon state estimation
- An iterative partition-based moving horizon estimator with coupled inequality constraints
- 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
This page was built for publication: Constrained linear state estimation -- a moving horizon approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5947633)