Related papers: A simple suboptimal moving horizon estimation sche…
We consider a moving horizon estimation (MHE) scheme involving a discounted least squares objective for general nonlinear continuous-time systems. Provided that the system is detectable (incrementally integral input/output-to-state stable,…
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…
We provide a novel robust stability analysis for moving horizon estimation (MHE) using a Lyapunov function. Additionally, we introduce linear matrix inequalities (LMIs) to verify the necessary incremental input/output-to-state stability…
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…
This work proposes a unifying probabilistic framework for the design of robustly asymptotically stable moving-horizon estimators (MHE) for discrete-time nonlinear systems, and a mechanism to incorporate differential privacy in…
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…
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…
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…
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…
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…
Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power,…
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…
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…
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…
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…
In this paper, we study joint state and parameter estimation for general nonlinear systems with uncertain parameters and persistent process and measurement noise. In particular, we are interested in stability properties of the resulting…
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…
In this paper, a robust data-driven moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems is introduced. The scheme solely relies on offline collected data without employing any system identification step.…
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…
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…