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@ARTICLE{Schneider:826305,
author = {Schneider, Rene and Marquardt, Wolfgang},
title = {{C}onvergence and {S}tability of a {C}onstrained
{P}artition-{B}ased {M}oving {H}orizon {E}stimator},
journal = {IEEE transactions on automatic control},
volume = {61},
number = {5},
issn = {1558-2523},
address = {New York, NY},
publisher = {Institute of Electrical and Electronics Engineers},
reportid = {FZJ-2017-00538},
pages = {1316 - 1321},
year = {2016},
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.},
cin = {VS-V},
ddc = {620},
cid = {I:(DE-Juel1)VS-V-20090406},
pnm = {899 - ohne Topic (POF3-899)},
pid = {G:(DE-HGF)POF3-899},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000375120500014},
doi = {10.1109/TAC.2015.2471775},
url = {https://juser.fz-juelich.de/record/826305},
}