Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

DOI10.1109/TAC.2002.808470zbMATH Open1364.93781WikidataQ63090408 ScholiaQ63090408MaRDI QIDQ5266935FDOQ5266935

James B. Rawlings, Christopher V. Rao, D. Q. Mayne

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Estimation and detection in stochastic control theory (93E10)

Cited In (81)

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Simultaneous robust model predictive control and state estimation for nonlinear systems with state- and input-dependent uncertainties
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Enhancement of the moving horizon estimation performance based on an adaptive estimation algorithm
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An iterative partition-based moving horizon estimator with coupled inequality constraints
Distributed Kalman filtering for uncertain dynamic systems with state constraints
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Supervisory predictive control and on-line set-point optimization
Robust filtering for a class of nonlinear stochastic systems with probability constraints
Moving horizon observer with regularisation for detectable systems without persistence of excitation
Linear constrained moving horizon estimator with pre-estimating observer
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Nonlinear moving horizon estimation in the presence of bounded disturbances
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Simulation-based designs for multiperiod control
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Hierarchical MPC schemes for periodic systems using stochastic programming
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An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
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Proportioning with second-order information for model predictive control
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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
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Robust stability of nonlinear model predictive control with extended Kalman filter and target setting
Minimax FIR smoothers for deterministic continuous-time state space models
NSM constrained approximation of Lipschitz functions from data
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Noise covariance identification for time-varying and nonlinear systems
State estimation with probability constraints
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Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation
Simultaneous nonlinear model predictive control and state estimation
Robust observer design for discrete-time locally one-sided Lipschitz systems
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Lagrangian duality between constrained estimation and control
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