Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution

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Original languageEnglish
Pages (from-to)226-231
Number of pages6
JournalIFAC-PapersOnLine
Volume54
Issue number6
Early online date9 Sept 0021
Publication statusPublished - 2021

Abstract

In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis we transfer the “feasibility-implies-stability/robustness” paradigm from model predictive control to the context of moving horizon estimation in the following sense: Using a suitably defined, feasible candidate solution based on the trajectory of an auxiliary observer, robust stability of the proposed suboptimal estimator is inherited independently of the horizon length and even if no optimization is performed.

Keywords

    Nonlinear moving horizon estimation, Nonlinear state estimation, Suboptimal MHE

ASJC Scopus subject areas

Cite this

Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution. / Schiller, Julian D.; Knüfer, Sven; Müller, Matthias A.
In: IFAC-PapersOnLine, Vol. 54, No. 6, 2021, p. 226-231.

Research output: Contribution to journalConference articleResearchpeer review

Schiller JD, Knüfer S, Müller MA. Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution. IFAC-PapersOnLine. 2021;54(6):226-231. Epub 21 Sept 9. doi: 10.1016/j.ifacol.2021.08.549
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