Details
Original language | English |
---|---|
Pages (from-to) | 120-133 |
Number of pages | 14 |
Journal | At-Automatisierungstechnik |
Volume | 72 |
Issue number | 2 |
Publication status | Published - 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.
ASJC Scopus subject areas
- Engineering(all)
- Control and Systems Engineering
- Computer Science(all)
- Computer Science Applications
- Engineering(all)
- Electrical and Electronic Engineering
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In: At-Automatisierungstechnik, Vol. 72, No. 2, 26.02.2024, p. 120-133.
Research output: Contribution to journal › Article › Research › 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 -