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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

This technical report provides the description and the derivation of a novel nonlinear unknown input and state estimation algorithm (NUISE) for mobile robots. The algorithm is designed for real-world robots with nonlinear dynamic models and…

Systems and Control · Computer Science 2018-04-11 Pinyao Guo , Hunmin Kim , Nurali Virani , Jun Xu , Minghui Zhu , Peng Liu

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

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

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

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

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

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…

Optimization and Control · Mathematics 2017-09-27 Wuhua Hu

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

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

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

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

This paper addresses the observability analysis and the optimal design of observation parameters in the presence of noisy measurements and parametric uncertainties. The main underlying frameworks are the nonlinear constrained moving horizon…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

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

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 address the problem of robust state estimation of a class of discrete-time nonlinear systems with positive-slope nonlinearities when the sensors are corrupted by (potentially unbounded) attack signals and bounded measurement noise. We…

Signal Processing · Electrical Eng. & Systems 2018-09-21 Tianci Yang , Carlos Murguia , Margreta Kuijper , Dragan Nešić

In this paper we propose a detectability condition for nonlinear continuous-time systems with irregular/infrequent output measurements, namely a sample-based version of incremental integral input/output-to-state stability (i-iIOSS). We…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

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

This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise…

Optimization and Control · Mathematics 2026-05-13 Laurent Bako , Madiha Nadri , Vincent Andrieu , Qinghua Zhang

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
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