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Related papers: Robust Stability of Optimization-based State Estim…

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This paper is concerned with the problem of state estimation for discrete-time linear systems in the presence of additional (equality or inequality) constraints on the state (or estimate). By use of the minimum variance duality, the…

Optimization and Control · Mathematics 2021-12-08 Prabhat K. Mishra , Girish Chowdhary , Prashant G. Mehta

Continuum robots, made from flexible materials with continuous backbones, have several advantages over traditional rigid robots. Some of them are the ability to navigate through narrow or confined spaces, adapt to irregular or changing…

Robotics · Computer Science 2023-08-09 Hend Abdelaziz , Ayman Nada , Hiroyuki Ishii , Haitham El-Hussieny

We propose a moving horizon estimation (MHE) scheme for general nonlinear constrained systems with parametric or static nonlinear uncertainties and a predetermined state feedback controller that is assumed to robustly stabilize the system…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Yang Guo , Stefan Streif

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…

Systems and Control · Electrical Eng. & Systems 2022-04-29 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…

Signal Processing · Electrical Eng. & Systems 2021-10-12 Xiangxiang Dong , Giorgio Battistelli , Luigi Chisci , Yunze Cai

We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…

Systems and Control · Electrical Eng. & Systems 2022-07-18 Julian D. Schiller , Boyang Wu , 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

In this work, an innovative data-driven moving horizon state estimation is proposed for model dynamic-unknown systems based on Bayesian optimization. As long as the measurement data is received, a locally linear dynamics model can be…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Qing Sun , Shuai Niu , Minrui Fei

In this paper, we propose a suboptimal moving horizon estimator for a general class of nonlinear systems. For the stability analysis, we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the…

Systems and Control · Electrical Eng. & Systems 2022-07-18 Julian D. Schiller , Matthias A. Müller

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

This paper presents a robust moving horizon estimation (MHE) approach with provable estimation error bounds for solving the simultaneous localization and mapping (SLAM) problem. We derive sufficient conditions to guarantee robust stability…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Jelena Trisovic , Alexandre Didier , Simon Muntwiler , Melanie N. Zeilinger

In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Marina H. Murillo , Guido Sanchez , Lucas M. Genzelis , Leonardo Giovanini

Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…

Optimization and Control · Mathematics 2023-06-26 Tianchen Liu , Kushal Chakrabarti , Nikhil Chopra

This work proposes an event-triggered moving horizon estimation (ET-MHE) scheme for general nonlinear systems. The key components of the proposed scheme are a novel event-triggering mechanism (ETM) and the suitable design of the MHE cost…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Isabelle Krauss , Julian D. Schiller , Victor G. Lopez , Matthias A. Müller

In this paper we propose a detectability condition for nonlinear continuous-time systems with irregular/infrequent output measurements, namely a sample-based version of incremental integral input/output-to-state stability (i-iIOSS). We…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

We propose a moving horizon estimation scheme for estimating the states and time-varying parameters of nonlinear systems. We consider the case where observability of the parameters depends on the excitation of the system and may be absent…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Julian D. Schiller , Matthias A. Müller

In this paper, partition-based distributed state estimation of general linear systems is considered. A distributed moving horizon state estimation scheme is developed via decomposing the entire system model into subsystem models and…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Song Bo , Yan Qin , Xunyuan Yin

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 state- and control-dependent moving-horizon estimation (SCD-MHE) algorithm for nonlinear discrete-time systems. Within this framework, a pseudo-linear representation of nonlinear dynamics is leveraged utilizing state-…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Mohammadreza Kamaldar

The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading to large MHE cost function values as outliers, which are…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Wenhan Cao , Chang Liu , Zhiqian Lan , Shengbo Eben Li , Wei Pan , Angelo Alessandri