Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems
Systems and Control
2022-04-29 v3 Systems and Control
Abstract
This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.
Cite
@article{arxiv.2111.04979,
title = {Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems},
author = {Tobias M. Wolff and Victor G. Lopez and Matthias A. Müller},
journal= {arXiv preprint arXiv:2111.04979},
year = {2022}
}
Comments
Accepted to ECC 2022