Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 6759-6764 |
| Seitenumfang | 6 |
| Fachzeitschrift | IFAC-PapersOnLine |
| Jahrgang | 56 |
| Ausgabenummer | 2 |
| Frühes Online-Datum | 22 Nov. 2022 |
| Publikationsstatus | Veröffentlicht - 2023 |
Abstract
ASJC Scopus Sachgebiete
- Ingenieurwesen (insg.)
- Steuerungs- und Systemtechnik
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in: IFAC-PapersOnLine, Jahrgang 56, Nr. 2, 2023, S. 6759-6764.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - A moving horizon state and parameter estimation scheme with guaranteed robust convergence
AU - Schiller, Julian D.
AU - Müller, Matthias A.
N1 - Publisher Copyright: Copyright © 2023 The Authors. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/)
PY - 2023
Y1 - 2023
N2 - We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process disturbances and measurement noise. We employ a joint incremental input/output-to-state stability (δ-IOSS) Lyapunov function to characterize nonlinear detectability for the states and (constant) parameters of the system. Sufficient conditions for the construction of a joint δ-IOSS Lyapunov function are provided for a special class of nonlinear systems using a persistence of excitation condition. The theoretical results are illustrated by a numerical example.
AB - We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process disturbances and measurement noise. We employ a joint incremental input/output-to-state stability (δ-IOSS) Lyapunov function to characterize nonlinear detectability for the states and (constant) parameters of the system. Sufficient conditions for the construction of a joint δ-IOSS Lyapunov function are provided for a special class of nonlinear systems using a persistence of excitation condition. The theoretical results are illustrated by a numerical example.
KW - eess.SY
KW - cs.SY
KW - incremental system properties
KW - nonlinear systems
KW - Moving horizon estimation
KW - parametric uncertainties
KW - parameter estimation
KW - state estimation
UR - http://www.scopus.com/inward/record.url?scp=85180623064&partnerID=8YFLogxK
U2 - 10.48550/arXiv.2211.09053
DO - 10.48550/arXiv.2211.09053
M3 - Article
VL - 56
SP - 6759
EP - 6764
JO - IFAC-PapersOnLine
JF - IFAC-PapersOnLine
SN - 2405-8963
IS - 2
ER -