Related papers: Data-Driven Moving Horizon Estimators for Linear S…
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…
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.…
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…
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…
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…
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…
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…
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 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…
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…
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…
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…
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)…
In this paper, we propose a physics-informed learning-based Koopman modeling approach and present a Koopman-based self-tuning moving horizon estimation design for a class of nonlinear systems. Specifically, we train Koopman operators and…
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 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-…
In this paper, we introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we…
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…
The neural moving horizon estimator (NMHE) is a relatively new and powerful state estimator that combines the strengths of neural networks (NNs) and model-based state estimation techniques. Various approaches exist for constructing NMHEs,…
Estimating and reacting to external disturbances is of fundamental importance for robust control of quadrotors. Existing estimators typically require significant tuning or training with a large amount of data, including the ground truth, to…