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000826305 1001_ $$0P:(DE-HGF)0$$aSchneider, Rene$$b0
000826305 245__ $$aConvergence and Stability of a Constrained Partition-Based Moving Horizon Estimator
000826305 260__ $$aNew York, NY$$bInstitute of Electrical and Electronics Engineers$$c2016
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000826305 520__ $$aA 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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000826305 7001_ $$0P:(DE-Juel1)162219$$aMarquardt, Wolfgang$$b1$$ufzj
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