TY  - JOUR
AU  - Schneider, Rene
AU  - Marquardt, Wolfgang
TI  - Convergence and Stability of a Constrained Partition-Based Moving Horizon Estimator
JO  - IEEE transactions on automatic control
VL  - 61
IS  - 5
SN  - 1558-2523
CY  - New York, NY
PB  - Institute of Electrical and Electronics Engineers
M1  - FZJ-2017-00538
SP  - 1316 - 1321
PY  - 2016
AB  - 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.
LB  - PUB:(DE-HGF)16
UR  - <Go to ISI:>//WOS:000375120500014
DO  - DOI:10.1109/TAC.2015.2471775
UR  - https://juser.fz-juelich.de/record/826305
ER  -