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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

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

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

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, a new nonlinear identification framework is proposed to address the issue of off-line computation of moving-horizon observer estimate. The proposed structure merges the advantages of nonlinear approximators with the efficient…

Systems and Control · Computer Science 2016-11-17 Mazen Alamir

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

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 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 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

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

The paper deals with joint state and parameter estimation for nonlinear continuous-time systems. Based on a guaranteed LPV approximation, the set adaptive observers design problem is solved avoiding the exponential complexity obstruction…

Systems and Control · Computer Science 2010-12-06 Denis Efimov , Tarek Raïssi , Ali Zolghadri

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

This report presents three Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-overlapping states. The MHE approach is used due to its capability of…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Marcello Farina , Giancarlo Ferrari-Trecate , Riccardo Scattolini

This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and…

Systems and Control · Electrical Eng. & Systems 2025-12-04 Feiya Zhu , Tarun Pati , Sze Zheng Yong

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 paper, an adaptive observer is proposed for multi-input multi-output (MIMO) discrete-time linear time-invariant (LTI) systems. Unlike existing MIMO adaptive observer designs, the proposed approach is applicable to LTI systems in…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Anchita Dey , Shubhendu Bhasin

We consider the joint problem of online experiment design and parameter estimation for identifying nonlinear system models, while adhering to system constraints. We utilize a receding horizon approach and propose a new adaptive input design…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Jingwei Hu , Dave Zachariah , Torbjörn Wigren , Petre Stoica

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

This contribution proposes a recursive, computationally efficient, ready-to-use, online method for the ellipsoidal state characterization for linear discrete-time models with additive unknown disturbances vectors (bounded by known possibly…

Systems and Control · Electrical Eng. & Systems 2021-04-28 Yasmina Becis-Aubry
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