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Related papers: Multiple Window Moving Horizon Estimation

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Optimization-based state estimation is useful for nonlinear or constrained dynamic systems for which few general methods with established properties are available. The two fundamental forms are moving horizon estimation (MHE) which uses the…

Optimization and Control · Mathematics 2017-09-27 Wuhua Hu

In this paper, we propose a moving horizon estimation (MHE)-based training method for feedforward neural networks (FNNs) with rectified linear unit (ReLU) activation functions to determine their ideal weights from a control-theoretic…

Systems and Control · Electrical Eng. & Systems 2026-05-29 Yi Yang , Victor G. Lopez , Matthias A. Müller

In this paper, we propose a novel Gaussian process-based moving horizon estimation (MHE) framework for unknown nonlinear systems. On the one hand, we approximate the system dynamics by the posterior means of the learned Gaussian processes…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

We consider the problem of active learning in the context of spatial sampling for level set estimation (LSE), where the goal is to localize all regions where a function of interest lies above/below a given threshold as quickly as possible.…

Machine Learning · Computer Science 2025-07-24 Phillip Kearns , Bruno Jedynak , John Lipor

Observers for PDEs are themselves PDEs. Therefore, producing real time estimates with such observers is computationally burdensome. For both finite-dimensional and ODE systems, moving-horizon estimators (MHE) are operators whose output is…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Luke Bhan , Yuanyuan Shi , Iasson Karafyllis , Miroslav Krstic , James B. Rawlings

For reliable and safe battery operations, accurate and robust State of Charge (SOC) and model parameters estimation are vital. However, the nonlinear dependency of the model parameters on battery states makes the problem challenging. We…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Tushar Desai , Federico Oliva , Riccardo M. G. Ferrari , Daniele Carnevale

Estimating and reacting to disturbances is crucial for robust flight control of quadrotors. Existing estimators typically require significant tuning for a specific flight scenario or training with extensive ground-truth disturbance data to…

Robotics · Computer Science 2023-11-15 Bingheng Wang , Zhengtian Ma , Shupeng Lai , Lin Zhao

The paper deals with state estimation of a spatially distributed system given noisy measurements from pointwise-in-time-and-space threshold sensors spread over the spatial domain of interest. A Maximum A posteriori Probability (MAP)…

Systems and Control · Electrical Eng. & Systems 2019-09-24 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Gherardini

This paper presents a recursive solution to the receding or moving horizon estimation (MHE) problem for nonlinear time-variant systems. We provide the conditions under which the recursive MHE is equivalent to the extended Kalman filter…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Xu Weng , K. V. Ling , Ling Zhao

Multistage Stochastic Programming (MSP) is a class of models for sequential decision-making under uncertainty. MSP problems are known for their computational intractability due to the sequential nature of the decision-making structure and…

Optimization and Control · Mathematics 2021-02-10 Murwan Siddig , Yongjia Song , Amin Khademi

Accurate disturbance estimation is essential for safe robot operations. The recently proposed neural moving horizon estimation (NeuroMHE), which uses a portable neural network to model the MHE's weightings, has shown promise in further…

Robotics · Computer Science 2024-03-08 Bingheng Wang , Xuyang Chen , Lin Zhao

We present a solution for modeling and online identification for heating, ventilation, and air conditioning (HVAC) control in buildings. Our approach comprises: (a) a resistance-capacitance (RC) model based on first order energy balance for…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Saman Mostafavi , Harish Doddi , Krishna Kalyanam , David Schwartz

In this paper, a novel and innovative methodology for feasible motion planning in the multi-agent system is developed. On the basis of velocity obstacles characteristics, the chance constraints are formulated in the receding horizon control…

Robotics · Computer Science 2021-03-25 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Tong Heng Lee

Real-world three-phase microgrids face two interconnected challenges: 1. time-varying uncertainty from renewable generation and demand, and 2. persistent phase imbalances caused by uneven distributed energy resources DERs, load asymmetries,…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Pablo Cortés , Alejandra Tabares , Fredy Franco

Power network and generators state estimation are usually tackled as separate problems. We propose a dynamic scheme for the simultaneous estimation of the network and the generator states. The estimation is formulated as an optimization…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Milos Katanic , John Lygeros , Gabriela Hug

Large-scale multiple-input multiple-output (MIMO) is an emerging wireless technology that deploys thousands of transmit antennas at the base-station to boost spectral efficiency. The classic weighted minimum mean-square-error (WMMSE)…

Information Theory · Computer Science 2025-03-17 Yi Feng , Kaiming Shen

Energy storage scheduling problems, where a storage is operated to maximize its profit in response to a price signal, are essentially infinite-horizon optimization problems as storage systems operate continuously, without a foreseen end to…

Optimization and Control · Mathematics 2025-06-09 Eléa Prat , Richard M. Lusby , Juan Miguel Morales , Salvador Pineda , Pierre Pinson

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…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Julian D. Schiller , Sven Knüfer , Matthias A. Müller

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tobias M. Wolff , Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

This paper develops a data-based moving horizon estimation (MHE) method for agile quadrotors. Accurate state estimation of the system is paramount for precise trajectory control for agile quadrotors; however, the high level of aerodynamic…

Robotics · Computer Science 2023-08-01 Wonoo Choo , Erkan Kayacan