Nonlinear moving horizon estimation in the presence of bounded disturbances

DOI10.1016/J.AUTOMATICA.2017.01.033MaRDI QIDQ2409362zbMATH OpenOpenAlexFDO

Authors Matthias A. Müller

Publication date 11 October 2017

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.01.033

zbMATH Keywords

moving horizon estimationnonlinear state estimationnonlinear systemsrobust stability

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A Lyapunov approach to incremental stability properties
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Convergence Guarantees for Moving Horizon Estimation Based on the Real-Time Iteration Scheme
• Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Output-to-state stability and detectability of nonlinear systems
• Robust Stability of Moving Horizon Estimation Under Bounded Disturbances

Cited in

(28)

• Nonlinear state estimation under bounded noises
• Moving horizon estimation for switching nonlinear systems
• Moving horizon estimation: error dynamics and bounding error sets for robust control
• A moving horizon approach to a noncontinuum state estimation
• Moving horizon observer with regularisation for detectable systems without persistence of excitation
• Min-max moving-horizon estimation for uncertain discrete-time linear systems
• Robust Stability of Moving Horizon Estimation Under Bounded Disturbances
• A moving horizon estimator performance bound
• scientific article; zbMATH DE number 1445422 (Why is no real title available?)
• A homotopy-based moving horizon estimation
• 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
• Nonlinear detectability and incremental input/output-to-state stability
• Robust stability of full information estimation
• Nonuniform Observability for Moving Horizon Estimation and Stability with Respect to Additive Perturbation
• Model predictive control for nonlinear systems with time‐varying dynamics and guaranteed Lyapunov stability
• Economic Lyapunov‐based model predictive control with event‐triggered parametric identification
• Nonlinear full information and moving horizon estimation: robust global asymptotic stability
• Simultaneous moving horizon estimation and control for nonlinear systems subject to bounded disturbances
• A robust nonlinear tracking MPC using qLPV embedding and zonotopic uncertainty propagation
• Moving horizon estimation based on distributionally robust optimisation
• Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost
• Robust moving horizon estimation for nonlinear systems: from perfect to imperfect optimization
• Robust Bayesian inference for moving horizon estimation
• Distributed moving horizon estimation over a sensor network with nonlinear measurements and pre-estimation
• Enhancement of the moving horizon estimation performance based on an adaptive estimation algorithm
• Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes

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Uses Software

• Ipopt

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