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In this paper, we develop novel accuracy and performance guarantees for optimal state estimation of general nonlinear systems (in particular, moving horizon estimation, MHE). Our results rely on a turnpike property of the optimal state…

Optimization and Control · Mathematics 2025-01-31 Julian D. Schiller , Lars Grüne , and Matthias A. Müller

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

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

To verify the correct operation of systems, engineers need to determine the set of configurations of a dynamical model that are able to safely reach a specified configuration under a control law. Unfortunately, constructing models for…

Optimization and Control · Mathematics 2016-01-07 Shankar Mohan , Victor Shia , Ram Vasudevan

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

The neural moving horizon estimator (NMHE) is a relatively new and powerful state estimator that combines the strengths of neural networks (NNs) and model-based state estimation techniques. Various approaches exist for constructing NMHEs,…

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

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

This paper considers a practical scenario where a classical estimation method might have already been implemented on a certain platform when one tries to apply more advanced techniques such as moving horizon estimation (MHE). We are…

Systems and Control · Computer Science 2018-07-06 He Kong , Salah Sukkarieh

In this work, we propose an event-triggered moving horizon estimation (ET-MHE) scheme for the remote state estimation of general nonlinear systems. In the presented method, whenever an event is triggered, a single measurement is transmitted…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Isabelle Krauss , Victor G. Lopez , 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

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

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

State estimation is an important aspect in many robotics applications. In this work, we consider the task of obtaining accurate state estimates for robotic systems by enhancing the dynamics model used in state estimation algorithms.…

Robotics · Computer Science 2023-02-16 Kong Yao Chee , M. Ani Hsieh

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

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

Optimization-based state estimation is useful for handling of constrained linear or nonlinear dynamical systems. It has an ideal form, known as full information estimation (FIE) which uses all past measurements to perform state estimation,…

Optimization and Control · Mathematics 2022-03-29 Wuhua Hu

Moving Horizon Estimation~(MHE) is essentially an optimization-based approach designed to estimate the states of dynamic systems within a moving time horizon. Traditional MHE solutions become computationally prohibitive due to the…

Systems and Control · Electrical Eng. & Systems 2025-08-22 Shuting Wu , Yifei Wang , Jingzhe Wang , Apostolos I. Rikos , Xu Du

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 introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we…

Systems and Control · Electrical Eng. & Systems 2023-06-16 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller