Receding horizon observer for linear time-varying systems

被引:6
|
作者
Qayyum, Atif [1 ]
Salman, Muhammad [2 ]
Malik, Mohammad Bilal [1 ]
机构
[1] Natl Univ Sci & Technol, Dept Elect Engn, Coll Elect & Mech Engn, Islamabad 44000, Pakistan
[2] Natl Univ Technol, Dept Elect Engn Technol, Islamabad, Pakistan
关键词
Receding horizon; state observer; finite impulse response; recursive estimation; least squares; discrete-time control; ESTIMATOR;
D O I
10.1177/0142331218805153
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, we present a receding horizon observer for linear time-varying systems. Our main contribution is that known deterministic input has been fully dealt with. This poses considerable challenges for recursive formulation of the filter. The suggested observer can be used in closed-loop feedback control systems. The existing finite memory filters lack this ability. First- and second-order statistical convergence analysis carried out in this paper provide an insight into the stochastic behaviour of the observer. Some examples demonstrate the utility of the proposed filter.
引用
收藏
页码:2612 / 2622
页数:11
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