Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers

DOI10.1016/J.AUTOMATICA.2016.01.015zbMATH Open1335.93123OpenAlexW2293429011MaRDI QIDQ259406FDOQ259406

Authors: A. Alessandri, Moath Awawdeh 

Publication date: 11 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.01.015

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zbMATH Keywords

outliermoving horizonstate estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cited In (30)

• Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers
• Back-and-forth nudging moving horizon estimation for discrete-time linear systems
• Moving horizon estimation for ARMAX processes with additive output noise
• Convergence Guarantees for Moving Horizon Estimation Based on the Real-Time Iteration Scheme
• Robust fixed-lag smoother for linear systems including outliers in the system and observation noises
• Outlier-resistant observer-based \(H_\infty\) PID control under stochastic communication protocol
• Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
• Estimation of ARMAX processes with noise corrupted output signal observations
• Articulated estimator random field and geometrical approach applied in system identification
• Decentralized dynamic state estimation for multi-machine power systems with non-Gaussian noises: outlier detection and localization
• Robust set-membership state estimator against outliers in data
• A new approach to event-triggered robust control of T-S fuzzy systems
• LQG online learning
• Outlier detection and trimmed-average estimation in network systems
• A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
• A proximity moving horizon estimator for a class of nonlinear systems
• Output outlier robust state estimation
• Outlier‐robust zonotope set‐membership filter for discrete‐time nonlinear system
• Min-max moving-horizon estimation for uncertain discrete-time linear systems
• Event-based fault detection for interval type-2 fuzzy systems with measurement outliers
• Outlier-resistant observer-based \(H_\infty\)-consensus control for multi-rate multi-agent systems
• Outlier‐robust set‐membership estimation for discrete‐time linear systems
• Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results
• Nonuniform Observability for Moving Horizon Estimation and Stability with Respect to Additive Perturbation
• Outlier accommodation in moving-horizon state estimation: a risk-averse performance-specified approach
• Fast moving horizon state estimation for discrete-time systems with linear constraints
• Stubborn state observers for linear time-invariant systems
• Distributed moving horizon fusion estimation for linear constrained uncertain systems
• Robust Stability of Moving Horizon Estimation Under Bounded Disturbances
• Title not available (Why is that?)

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