Robust stability of moving horizon estimation under bounded disturbances
File(s)IEEE_TAC_Bounded_Disturbances.pdf (280.25 KB)
Accepted version
Author(s)
Ji, L
Rawlings, JB
Hu, W
Wynn, A
Diehl, M
Type
Journal Article
Abstract
This note proposes a new form of nonlinear state estimator, for which we can establish robust global asymptotic stability (RGAS) in the case of bounded disturbances. In this estimator, a max term is added to the usual sum of stage costs, and one additional assumption is made relating the initial state stage cost to the system’s detectability condition. A simulation example is presented to illustrate the estimator’s performance. Two open issues are presented: (i) the proof of estimator convergence for convergent disturbances and (ii) changing from full information estimation to moving horizon estimation (MHE), which has a smaller and more tractable online computational complexity.
Date Issued
2015-12-29
Date Acceptance
2014-09-23
Citation
IEEE Transactions on Automatic Control, 2015, 61 (11), pp.3509-3514
ISSN
0018-9286
Publisher
IEEE
Start Page
3509
End Page
3514
Journal / Book Title
IEEE Transactions on Automatic Control
Volume
61
Issue
11
Copyright Statement
© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Subjects
Industrial Engineering & Automation
0906 Electrical And Electronic Engineering
0102 Applied Mathematics
0913 Mechanical Engineering
Publication Status
Published