Minimum-distance receding-horizon state estimation for switching discrete-time linear systems
DOI10.1007/978-3-540-72699-9_28zbMATH Open1223.93078OpenAlexW98674978MaRDI QIDQ5198751FDOQ5198751
M. Baglietto, G. Battistelli, A. Alessandri
Publication date: 9 August 2011
Published in: Assessment and Future Directions of Nonlinear Model Predictive Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-72699-9_28
Recommendations
- A maximum-likelihood Kalman filter for switching discrete-time linear systems
- Luenberger observers for switching discrete-time linear systems
- Robust receding-horizon state estimation for uncertain discrete-time linear systems
- Moving horizon estimation for switching nonlinear systems
- State estimation for a class of discrete-time piecewise-linear systems
discrete-time systemsstate estimationcomputationally efficient methodminimum-distance criterionquadratic least-squares cost function
Observability (93B07) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)
Cited In (6)
- Least-mean-square receding horizon estimation
- Luenberger observers for switching discrete-time linear systems
- Robust receding-horizon state estimation for uncertain discrete-time linear systems
- Receding horizon estimation to networked control systems with multirate scheme
- Offline state estimation for hybrid systems via nonsmooth variable projection
- Optimal finite-time state estimation for discrete-time switched systems under switching frequency constraint
This page was built for publication: Minimum-distance receding-horizon state estimation for switching discrete-time linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5198751)
