Robust Global Exponential Stability for Moving Horizon Estimation

Research output: Chapter in book/report/conference proceedingConference contributionResearch

Authors

External Research Organisations

  • University of Stuttgart
View graph of relations

Details

Original languageEnglish
Title of host publication2018 IEEE Conference on Decision and Control, CDC 2018
Pages3477-3482
Number of pages6
ISBN (electronic)9781538613955
Publication statusPublished - 2 Jul 2018
Externally publishedYes
Event2018 IEEE Conference on Decision and Control (CDC) - Miami Beach, FL
Duration: 17 Dec 201819 Dec 2018

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2018-December
ISSN (Print)0743-1546
ISSN (electronic)2576-2370

Abstract

In this paper, we consider optimization-based state estimation for general detectable nonlinear systems subject to unknown disturbances. The main contribution is a novel formulation of the cost function and a novel proof technique, which allows us (i) to ensure robust global exponential stability of the estimation error under a suitable exponential detectability condition and (ii) to overcome several of the drawbacks in the existing literature. In particular, we obtain improved estimates for the disturbance gains and the required minimal estimation horizon (which are independent of some maximum a priori disturbance bound), and provide a unified proof technique which can be used for both full information estimation and moving horizon estimation.

ASJC Scopus subject areas

Cite this

Robust Global Exponential Stability for Moving Horizon Estimation. / Knüfer, Sven; Muller, Matthias A.
2018 IEEE Conference on Decision and Control, CDC 2018. 2018. p. 3477-3482 8619617 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December).

Research output: Chapter in book/report/conference proceedingConference contributionResearch

Knüfer, S & Muller, MA 2018, Robust Global Exponential Stability for Moving Horizon Estimation. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619617, Proceedings of the IEEE Conference on Decision and Control, vol. 2018-December, pp. 3477-3482, 2018 IEEE Conference on Decision and Control (CDC), 17 Dec 2018. https://doi.org/10.1109/CDC.2018.8619617
Knüfer, S., & Muller, M. A. (2018). Robust Global Exponential Stability for Moving Horizon Estimation. In 2018 IEEE Conference on Decision and Control, CDC 2018 (pp. 3477-3482). Article 8619617 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December). https://doi.org/10.1109/CDC.2018.8619617
Knüfer S, Muller MA. Robust Global Exponential Stability for Moving Horizon Estimation. In 2018 IEEE Conference on Decision and Control, CDC 2018. 2018. p. 3477-3482. 8619617. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC.2018.8619617
Knüfer, Sven ; Muller, Matthias A. / Robust Global Exponential Stability for Moving Horizon Estimation. 2018 IEEE Conference on Decision and Control, CDC 2018. 2018. pp. 3477-3482 (Proceedings of the IEEE Conference on Decision and Control).
Download
@inproceedings{e5711d5ea8544c8b9e38c7bd3728d749,
title = "Robust Global Exponential Stability for Moving Horizon Estimation",
abstract = "In this paper, we consider optimization-based state estimation for general detectable nonlinear systems subject to unknown disturbances. The main contribution is a novel formulation of the cost function and a novel proof technique, which allows us (i) to ensure robust global exponential stability of the estimation error under a suitable exponential detectability condition and (ii) to overcome several of the drawbacks in the existing literature. In particular, we obtain improved estimates for the disturbance gains and the required minimal estimation horizon (which are independent of some maximum a priori disturbance bound), and provide a unified proof technique which can be used for both full information estimation and moving horizon estimation.",
author = "Sven Kn{\"u}fer and Muller, {Matthias A.}",
note = "Funding information: The authors are indebted to the Baden-W{\"u}rttemberg Stiftung for the financial support of this research project by the Elite Programme for Postdocs.; 2018 IEEE Conference on Decision and Control (CDC) ; Conference date: 17-12-2018 Through 19-12-2018",
year = "2018",
month = jul,
day = "2",
doi = "10.1109/CDC.2018.8619617",
language = "English",
series = "Proceedings of the IEEE Conference on Decision and Control",
pages = "3477--3482",
booktitle = "2018 IEEE Conference on Decision and Control, CDC 2018",

}

Download

TY - GEN

T1 - Robust Global Exponential Stability for Moving Horizon Estimation

AU - Knüfer, Sven

AU - Muller, Matthias A.

N1 - Funding information: The authors are indebted to the Baden-Württemberg Stiftung for the financial support of this research project by the Elite Programme for Postdocs.

PY - 2018/7/2

Y1 - 2018/7/2

N2 - In this paper, we consider optimization-based state estimation for general detectable nonlinear systems subject to unknown disturbances. The main contribution is a novel formulation of the cost function and a novel proof technique, which allows us (i) to ensure robust global exponential stability of the estimation error under a suitable exponential detectability condition and (ii) to overcome several of the drawbacks in the existing literature. In particular, we obtain improved estimates for the disturbance gains and the required minimal estimation horizon (which are independent of some maximum a priori disturbance bound), and provide a unified proof technique which can be used for both full information estimation and moving horizon estimation.

AB - In this paper, we consider optimization-based state estimation for general detectable nonlinear systems subject to unknown disturbances. The main contribution is a novel formulation of the cost function and a novel proof technique, which allows us (i) to ensure robust global exponential stability of the estimation error under a suitable exponential detectability condition and (ii) to overcome several of the drawbacks in the existing literature. In particular, we obtain improved estimates for the disturbance gains and the required minimal estimation horizon (which are independent of some maximum a priori disturbance bound), and provide a unified proof technique which can be used for both full information estimation and moving horizon estimation.

UR - http://www.scopus.com/inward/record.url?scp=85062170038&partnerID=8YFLogxK

U2 - 10.1109/CDC.2018.8619617

DO - 10.1109/CDC.2018.8619617

M3 - Conference contribution

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 3477

EP - 3482

BT - 2018 IEEE Conference on Decision and Control, CDC 2018

T2 - 2018 IEEE Conference on Decision and Control (CDC)

Y2 - 17 December 2018 through 19 December 2018

ER -

By the same author(s)