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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

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

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,…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Julian D. Schiller , 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

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

In this paper, we address the efficient implementation of moving horizon state estimation of constrained discrete-time linear systems. We propose a novel iteration scheme which employs a proximity-based formulation of the underlying…

Optimization and Control · Mathematics 2021-11-09 Meriem Gharbi , Bahman Gharesifard , Christian Ebenbauer

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

This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Xiaolei Bian , Huimin Chen , X. Rong Li

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, 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

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

General nonlinear continuous-time systems are considered for which its state is estimated via a packet-based communication network. We assume that the system has multiple sensor nodes, affected by measurement noise, which can transmit at…

Systems and Control · Electrical Eng. & Systems 2021-12-09 Koen J. A. Scheres , Michelle S. Chong , Romain Postoyan , W. P. Maurice H. Heemels

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

This paper investigates the state estimation problem for linear systems subject to Gaussian noise, where the model parameters are unknown. By formulating and solving an optimization problem that incorporates both offline and online system…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Peihu Duan , Jiabao He , Yuezu Lv , Guanghui Wen

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

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

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…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Julian D. Schiller , Simon Muntwiler , Johannes Köhler , Melanie N. Zeilinger , Matthias A. Müller

We propose an open-loop and a closed-loop stochastic event-triggered sensor schedule for remote state estimation. Both schedules overcome the essential difficulties of existing schedules in recent literature works where, through introducing…

Information Theory · Computer Science 2016-04-27 Duo Han , Yilin Mo , Junfeng Wu , Sean Weerakkody , Bruno Sinopoli , Ling Shi

This paper addresses state estimation of linear systems with special attention on unknown process and measurement noise covariances, aiming to enhance estimation accuracy while preserving the stability guarantee of the Kalman filter. To…

Signal Processing · Electrical Eng. & Systems 2021-10-12 Xiangxiang Dong , Giorgio Battistelli , Luigi Chisci , Yunze Cai