A parametric programming approach to moving-horizon state estimation

DOI10.1016/J.AUTOMATICA.2006.11.021zbMATH Open1117.93069OpenAlexW2022088595MaRDI QIDQ883389FDOQ883389

Authors: 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

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zbMATH Keywords

Kalman filterconstraintsmoving horizonstate estimationparametric programming

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Constrained model predictive control: Stability and optimality
• Title not available (Why is that?)
• Constrained linear state estimation -- a moving horizon approach
• The explicit linear quadratic regulator for constrained systems
• Stochastic models, estimation, and control. Vol. 2,3
• On the use of constraints in least squares estimation and control

Cited In (11)

• Moving horizon estimation: open problems, theoretical progress, and new application perspectives
• An iterative partition-based moving horizon estimator with coupled inequality constraints
• Linear constrained moving horizon estimator with pre-estimating observer
• Constrained linear state estimation -- a moving horizon approach
• Moving-horizon partition-based state estimation of large-scale systems
• The exact solution of multiparametric quadratically constrained quadratic programming problems
• An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
• Constrained state estimation for stochastic jump systems: moving horizon approach
• Fast moving horizon state estimation for discrete-time systems with linear constraints
• Theoretical and algorithmic advances in multi-parametric programming and control
• Multivariable system identification for integral controllability

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