A parametric programming approach to moving-horizon state estimation

DOI10.1016/j.automatica.2006.11.021zbMath1117.93069OpenAlexW2022088595MaRDI QIDQ883389

Mark L. Darby, Michael Nikolaou

Publication date: 4 June 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.11.021

zbMATH Keywords

parametric programmingstate estimationKalman filterconstraintsmoving horizon

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (5)

Theoretical and algorithmic advances in multi-parametric programming and control ⋮ Constrained state estimation for stochastic jump systems: moving horizon approach ⋮ The exact solution of multiparametric quadratically constrained quadratic programming problems ⋮ An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization ⋮ Multivariable system identification for integral controllability

Cites Work

• Stochastic models, estimation, and control. Vol. 2,3
• On the use of constraints in least squares estimation and control
• Constrained model predictive control: Stability and optimality
• Constrained linear state estimation -- a moving horizon approach
• The explicit linear quadratic regulator for constrained systems
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