Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 120-133 |
| Seitenumfang | 14 |
| Fachzeitschrift | At-Automatisierungstechnik |
| Jahrgang | 72 |
| Ausgabenummer | 2 |
| Publikationsstatus | Veröffentlicht - 26 Feb. 2024 |
Abstract
We consider a moving horizon estimation (MHE) scheme involving a discounted least squares objective for general nonlinear continuous-time systems. Provided that the system is detectable (incrementally integral input/output-to-state stable, i-iIOSS), we show that there exists a sufficiently long estimation horizon that guarantees robust global exponential stability of the estimation error in a time-discounted L2-to-L∞ sense. In addition, we show that i-iIOSS Lyapunov functions can be efficiently constructed by verifying certain linear matrix inequality conditions. In combination, we propose a flexible Lyapunov-based MHE framework in continuous time, which particularly offers more tuning possibilities than its discrete-time analog, and provide sufficient conditions for stability that can be easily verified in practice. Our results are illustrated by a numerical example.
Schlagwörter
- incremental system properties, Lyapunov methods, moving horizon estimation, state estimation
ASJC Scopus Sachgebiete
- Ingenieurwesen (insg.)
- Steuerungs- und Systemtechnik
- Informatik (insg.)
- Angewandte Informatik
- Ingenieurwesen (insg.)
- Elektrotechnik und Elektronik
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in: At-Automatisierungstechnik, Jahrgang 72, Nr. 2, 26.02.2024, S. 120-133.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Robust stability of moving horizon estimation for continuous-time systems
AU - Schiller, Julian D.
AU - Müller, Matthias A.
N1 - Funding Information: Research funding: This work was funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) – 426459964.
PY - 2024/2/26
Y1 - 2024/2/26
N2 - We consider a moving horizon estimation (MHE) scheme involving a discounted least squares objective for general nonlinear continuous-time systems. Provided that the system is detectable (incrementally integral input/output-to-state stable, i-iIOSS), we show that there exists a sufficiently long estimation horizon that guarantees robust global exponential stability of the estimation error in a time-discounted L2-to-L∞ sense. In addition, we show that i-iIOSS Lyapunov functions can be efficiently constructed by verifying certain linear matrix inequality conditions. In combination, we propose a flexible Lyapunov-based MHE framework in continuous time, which particularly offers more tuning possibilities than its discrete-time analog, and provide sufficient conditions for stability that can be easily verified in practice. Our results are illustrated by a numerical example.
AB - We consider a moving horizon estimation (MHE) scheme involving a discounted least squares objective for general nonlinear continuous-time systems. Provided that the system is detectable (incrementally integral input/output-to-state stable, i-iIOSS), we show that there exists a sufficiently long estimation horizon that guarantees robust global exponential stability of the estimation error in a time-discounted L2-to-L∞ sense. In addition, we show that i-iIOSS Lyapunov functions can be efficiently constructed by verifying certain linear matrix inequality conditions. In combination, we propose a flexible Lyapunov-based MHE framework in continuous time, which particularly offers more tuning possibilities than its discrete-time analog, and provide sufficient conditions for stability that can be easily verified in practice. Our results are illustrated by a numerical example.
KW - incremental system properties
KW - Lyapunov methods
KW - moving horizon estimation
KW - state estimation
UR - http://www.scopus.com/inward/record.url?scp=85184740612&partnerID=8YFLogxK
U2 - 10.48550/arXiv.2305.06614
DO - 10.48550/arXiv.2305.06614
M3 - Article
AN - SCOPUS:85184740612
VL - 72
SP - 120
EP - 133
JO - At-Automatisierungstechnik
JF - At-Automatisierungstechnik
SN - 0178-2312
IS - 2
ER -