Robust Stability of Moving Horizon Estimation Under Bounded Disturbances

被引：52

作者：

Ji, Luo ^{[1
]}

Rawlings, James B. ^{[1
]}

Hu, Wuhua ^{[2
]}

Wynn, Andrew ^{[3
]}

Diehl, Moritz ^{[4
,5
]}

机构：

[1] Univ Wisconsin, Dept Chem & Biol Engn, Madison, WI 53706 USA

[2] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore

[3] Imperial Coll, Dept Aeronaut, London SW7 2AZ, England

[4] Univ Freiburg, Dept Microsyst Engn IMTEK, Freiburg, Germany

[5] KU Leuven Univ, Dept Elect Engn ESAT STADIUS, B-3000 Leuven, Belgium

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2016年 / 61卷 / 11期

关键词：

Bounded disturbances; constraints; incremental input/output to state stability; moving horizon estimation; nonlinear state estimation; robust global asymptotic stability; TO-STATE STABILITY; NONLINEAR-SYSTEMS;

D O I：

10.1109/TAC.2015.2513364

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This note proposes a new form of nonlinear state estimator, for which we can establish robust global asymptotic stability 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, which has a smaller and more tractable online computational complexity.

引用

页码：3509 / 3514

页数：6

共 50 条

[31] On Observability and Stability of Moving-Horizon Estimation in a Distributional Framework
Krishnan, Vishaal
Martinez, Sonia
2019 AMERICAN CONTROL CONFERENCE (ACC), 2019, : 459 - 464
[32] An iteration scheme with stability guarantees for proximity moving horizon estimation
Gharbi, Meriem
Ebenbauer, Christian
2020 EUROPEAN CONTROL CONFERENCE (ECC 2020), 2020, : 973 - 978
[33] Stability of a Nonlinear Moving Horizon Estimator with Pre-Estimation
Suwantong, Rata
Bertrand, Sylvain
Dumur, Didier
Beauvois, Dominique
2014 AMERICAN CONTROL CONFERENCE (ACC), 2014, : 5688 - 5693
[34] A moving horizon state and parameter estimation scheme with guaranteed robust convergence
Schiller, Julian D.
Mueller, Matthias A.
IFAC PAPERSONLINE, 2023, 56 (02): : 6759 - 6764
[35] Robust Kalman filtering with Moving Horizon Estimation and multivariate Laplace modeling
Hu, Yue
Zhou, Weidong
MEASUREMENT, 2025, 242
[36] Robust state estimation for power systems via moving horizon strategy
Chen, Tengpeng
SUSTAINABLE ENERGY GRIDS & NETWORKS, 2017, 10 : 46 - 54
[37] Moving Horizon Estimation with a Huber Penalty Function for Robust Pose Estimation of Tethered Airplanes
Geebelen, K.
Wagner, A.
Gros, S.
Swevers, J.
Diehl, M.
2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 6169 - 6174
[38] Optimization-based State Estimation under Bounded Disturbances
Hu, Wuhua
Xie, Lihua
You, Keyou
2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 6597 - 6602
[39] Batch and Moving Horizon Estimation for Systems subjected to Non-additive Stochastic Disturbances
Varshney, Devyani
Patwardhan, Sachin C.
Bhushan, Mani
Biegler, Lorenz T.
IFAC PAPERSONLINE, 2019, 52 (01): : 16 - 21
[40] A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
Dong, Xiangxiang
Battistelli, Giorgio
Chisci, Luigi
Cai, Yunze
AUTOMATICA, 2022, 142

← 1 2 3 4 5 →