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Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Angelo Alessandri

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

We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…

Systems and Control · Electrical Eng. & Systems 2025-12-22 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 introduces an adaptive polytopic estimator design for nonlinear systems under bounded disturbances combining moving horizon and dual estimation techniques. It extends the moving horizon estimation results for LTI systems to…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Nestor N. Deniz , Marina H. Murillo , Guido Sanchez , Leonardo L. Giovanini

In this paper, we present a new approach to distributed moving horizon estimation for constrained nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, distributed…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Xiaojie Li , Xunyuan Yin

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

We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Julian D. Schiller , Matthias A. Müller

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…

Optimization and Control · Mathematics 2023-01-09 Johannes Köhler , Melanie N. Zeilinger , Lars Grüne

The paper addresses state estimation for linear discrete-time systems with binary (threshold) measurements. A Moving Horizon Estimation (MHE) approach is followed and different estimators, characterized by two different choices of the cost…

Systems and Control · Computer Science 2018-04-05 Giorgio Battistelli , Luigi Chisci , Stefano Gherardini

A new adaptive observer is proposed for a certain class of nonlinear systems with bounded unknown input and parametric uncertainty. Unlike most existing solutions, the proposed approach ensures asymptotic convergence of the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Anton Glushchenko , Konstantin Lastochkin

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

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

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE…

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

This paper considers state estimation for general nonlinear discrete-time systems subject to measurement noise and possibly unbounded unknown inputs. To approach this problem, we first propose the concept of strong nonlinear detectability.…

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

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

This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

In this paper it is showed that if a time-varying uncertain system is robustly completely detectable then there exists an estimator for this system, i.e. we can estimate asymptotically the state vector of the system. Moreover, if a…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Costas Kravaris

This paper presents a robust non-linear state estimator for autonomous surface vehicles, where the movement is restricted to the horizontal plane. It is assumed that only the vehicle position and orientation can be measured, being the…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Guillermo Bejarano , Sufiyan N-Yo , Luis Orihuela

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Optimization and Control · Mathematics 2020-08-31 Michelle S. Chong , Henrik Sandberg , Joao P. Hespanha
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