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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,…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Yujia Yang , Chris Manzie , Ye Pu

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 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…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Simon Muntwiler , Johannes Köhler , Melanie N. Zeilinger

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

In this paper, we propose time-discounted schemes for full information estimation (FIE) and moving horizon estimation (MHE) that are robustly globally asymptotically stable (RGAS). We consider general nonlinear system dynamics with…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Sven Knuefer , Matthias A. Mueller

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

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

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

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

Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…

Systems and Control · Computer Science 2016-11-18 Gang Wang , Seung-Jun Kim , Georgios B. Giannakis

Long horizon lengths in Moving Horizon Estimation are desirable to reach the performance limits of the full information estimator. However, the conventional MHE technique suffers from a number of deficiencies in this respect. First, the…

Systems and Control · Computer Science 2014-02-17 Ali Al-Matouq , Tyrone Vincent

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

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

In this paper, we propose a data-enabled moving horizon estimation (MHE) approach for a class of nonlinear systems without explicit modeling, by leveraging Koopman operator theory and Willems fundamental lemma. Specifically, the nonlinear…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Xiaojie Li , Xunyuan Yin

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 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

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

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

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 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