This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator. Output-feedback stability is proved through input-to-state stability of the state/error system under a small noise and initial error assumption. Numerical experiments have been carried out in the case of Active Simultaneous Localisation and Mapping (SLAM).
@article{arxiv.2303.13993,
title = {Nonlinear Dual control based on Fast Moving Horizon estimation and Model Predictive Control with an observability constraint},
author = {Emilien Flayac and Girish Nair and Iman Shames},
journal= {arXiv preprint arXiv:2303.13993},
year = {2023}
}