Nonlinear moving horizon state estimation
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The authors consider sufficient conditions which guarantee the asymptotic stability of nonlinear moving horizon estimation, i.e., an optimization based strategy for state estimation that allows for nonlinear models and inequality constraints. The main idea is to generate a monotone decreasing sequence that bounds the optimal cost function, thereby bypassing the need for lower bounds; the decreasing sequence can be viewed as the generation of a feasible estimation trajectory. For the entire collection see [Zbl 0934.00030].
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