A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation

DOI10.1016/J.AUTOMATICA.2014.02.001zbMATH Open1298.93326OpenAlexW1969958935MaRDI QIDQ463876FDOQ463876

Authors: Ramón A. Delgado, Graham C. Goodwin 

Publication date: 17 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/1053290

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zbMATH Keywords

nonlinear filteringmoving horizon estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Stochastic processes and filtering theory
• Efficient numerical methods for nonlinear MPC and moving horizon estimation
• On Divergences and Informations in Statistics and Information Theory
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Constrained linear state estimation -- a moving horizon approach
• Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
• Title not available (Why is that?)
• Finite sample properties of system identification methods
• Non-asymptotic confidence ellipsoids for the least-squares estimate
• Sequential Bayesian filtering via minimum distortion quantization
• Abstract Dynamic Programming Models under Commutativity Conditions

Cited In (3)

• A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
• Map moving horizon estimation for threshold measurements with application to field monitoring
• Moving horizon estimation for multirate systems with time-varying time-delays

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