Journal Article

FZJ-2017-00538

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Convergence and Stability of a Constrained Partition-Based Moving Horizon Estimator

Schneider, R. ; Marquardt, W.FZJ*

2016
Institute of Electrical and Electronics Engineers New York, NY

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Please use a persistent id in citations: doi:10.1109/TAC.2015.2471775

Abstract: A novel type of iterative partition-based moving horizon estimators (PMHE) is proposed, the estimates of which approach those of a centralized moving horizon estimator as the number of iterations increases. It uses a deterministic setting and can handle known inputs as well as bounds on the estimated state. We derive conditions on the system, its partitions, and the scalar regularization parameter, which guarantee convergence towards the optimal centralized state estimate as well as stability of the estimation error dynamics, even with a finite number of iterations at each time step. Finally, numerical simulations demonstrate both the features and competitive estimation quality of the proposed method.

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Contributing Institute(s):

1. Vorstandsbereich Wissenschaft, Außenbeziehungen (VS-V)

Research Program(s):

1. 899 - ohne Topic (POF3-899) (POF3-899)

Appears in the scientific report 2016

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Database coverage:
; Current Contents - Engineering, Computing and Technology ; Ebsco Academic Search ; IF < 5 ; JCR ; SCOPUS ; Science Citation Index ; Science Citation Index Expanded ; Thomson Reuters Master Journal List ; Web of Science Core Collection

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