Constrained linear state estimation -- a moving horizon approach (Q5947633)
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scientific article; zbMATH DE number 1661385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained linear state estimation -- a moving horizon approach |
scientific article; zbMATH DE number 1661385 |
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Constrained linear state estimation -- a moving horizon approach (English)
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16 November 2002
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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.
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constraints
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state estimation
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optimization
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stability
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moving horizon
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