Related papers: Sample-based Moving Horizon Estimation
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…
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.…
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…
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…
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…
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,…
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…
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…
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…
For reliable and safe battery operations, accurate and robust State of Charge (SOC) and model parameters estimation are vital. However, the nonlinear dependency of the model parameters on battery states makes the problem challenging. We…
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…
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…
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…
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-…
The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading to large MHE cost function values as outliers, which are…
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)…
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…
Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…
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 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…