Robust moving horizon estimation for nonlinear systems: From perfect to imperfect optimization

IF 4.8 2区计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS

Automatica Pub Date : 2025-02-11 DOI:10.1016/j.automatica.2025.112187

Angelo Alessandri

引用次数: 0

Abstract

This paper examines the robust stability of moving-horizon estimators 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 moving-horizon estimator is derived from the on-line solution of a least-squares minimization problem at each time instant. The resulting stability guarantees depend on the optimization tolerance in solving these minimization problems. Specifically, two main contributions are established: (i) the robust stability of the estimation error, assuming the on-line minimization problem is solved exactly; (ii) the practical robust stability of the estimation error with state estimates obtained through imperfect minimization. Finally, the construction of such robust moving-horizon estimators and the performance resulting from the design based on the theoretical findings are showcased with two numerical examples.

查看原文本刊更多论文

求助全文

约1分钟内获得全文求助全文

来源期刊

Automatica 工程技术-工程：电子与电气

CiteScore

10.70

自引率

7.80%

发文量

617

审稿时长

5 months

期刊介绍： Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.