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Related papers: Event-triggered moving horizon estimation for nonl…

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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

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 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…

Systems and Control · Electrical Eng. & Systems 2022-04-29 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

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

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…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Tobias M. Wolff , Victor G. Lopez , 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

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

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

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

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, 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.…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Simon Muntwiler , Kim P. Wabersich , Melanie N. Zeilinger

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

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

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

We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…

Systems and Control · Electrical Eng. & Systems 2022-07-18 Julian D. Schiller , Boyang Wu , Matthias A. Müller

This paper considers the state estimation problem for discrete-time linear systems under event-triggered scheme. In order to improve performance, a novel event-triggered scheme based on confidence level is proposed using the chi-square…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Wei Liu

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

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 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
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