Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution
Systems and Control
2021-09-13 v2 Systems and Control
Optimization and Control
Abstract
In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the context of moving horizon estimation in the following sense: Using a suitably defined, feasible candidate solution based on the trajectory of an auxiliary observer, robust stability of the proposed suboptimal estimator is inherited independently of the horizon length and even if no optimization is performed.
Cite
@article{arxiv.2011.08723,
title = {Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution},
author = {Julian D. Schiller and Sven Knüfer and Matthias A. Müller},
journal= {arXiv preprint arXiv:2011.08723},
year = {2021}
}