Title
An Iteration Scheme With Stability Guarantees For Proximity Moving Horizon Estimation
Abstract
In this paper, we propose and investigate an iteration scheme for proximity moving horizon state estimation of discrete-time linear systems subject to polytopic constraints. Based on a relaxed barrier function formulation of the underlying optimization problem, the state estimate is computed at each time instant after a limited number of optimization iterations. We establish sufficient conditions for the stability of the resulting estimation error. A simulation example demonstrates the computational efficiency of the proposed scheme and illustrates its satisfactory performance in comparison with fully converged proximity moving horizon estimators.
Year
DOI
Venue
2020
10.23919/ECC51009.2020.9143840
2020 EUROPEAN CONTROL CONFERENCE (ECC 2020)
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Meriem Gharbi101.01
Christian Ebenbauer220030.31