Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems

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Original languageEnglish
Title of host publication2022 European Control Conference (ECC)
Place of Publication[Piscataway, NJ]
Pages1778-1783
Number of pages6
ISBN (electronic)978-3-9071-4407-7
Publication statusPublished - 2022
Event2022 European Control Conference (ECC) - London, United Kingdom (UK)
Duration: 12 Jul 202215 Jul 2022

Abstract

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 with-out employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.

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Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems. / Wolff, Tobias M.; Lopez, Victor G.; Müller, Matthias A.
2022 European Control Conference (ECC). [Piscataway, NJ], 2022. p. 1778-1783.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Wolff, TM, Lopez, VG & Müller, MA 2022, Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems. in 2022 European Control Conference (ECC). [Piscataway, NJ], pp. 1778-1783, 2022 European Control Conference (ECC), London, United Kingdom (UK), 12 Jul 2022. https://doi.org/10.23919/ECC55457.2022.9838331
Wolff TM, Lopez VG, Müller MA. Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems. In 2022 European Control Conference (ECC). [Piscataway, NJ]. 2022. p. 1778-1783 doi: 10.23919/ECC55457.2022.9838331
Wolff, Tobias M. ; Lopez, Victor G. ; Müller, Matthias A. / Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems. 2022 European Control Conference (ECC). [Piscataway, NJ], 2022. pp. 1778-1783
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note = "Funding Information: *This project has received funding from the European Research Council (ERC) under the European Union{\textquoteright}s Horizon 2020 research and innovation programme (grant agreement No 948679). 1Leibniz University Hannover, Institute of Control, 30167 Hannover, Germany. E-mail:; 2022 European Control Conference (ECC) ; Conference date: 12-07-2022 Through 15-07-2022",
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N1 - Funding Information: *This project has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 948679). 1Leibniz University Hannover, Institute of Control, 30167 Hannover, Germany. E-mail:

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