A new approach to constrained state estimation for discrete-time linear systems with unknown inputs

J.F. Garcia Tirado, A. Marquez-Ruiz, H. Botero Castro, F. Angulo

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3 Citaten (Scopus)
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Samenvatting

This paper addresses the problem of estimating the state for a class of uncertain discrete-time linear systems with constraints by using an optimization-based approach. The proposed scheme uses the moving horizon estimation philosophy together with the game theoretical approach to the H∞ filtering to obtain a robust filter with constraint handling. The used approach is constructive since the proposed moving horizon estimator (MHE) results from an approximation of a type of full information estimator for uncertain discrete-time linear systems, named in short H∞-MHE and H∞-full information estimator, respectively. Sufficient conditions for the stability of the H∞-MHE are discussed for a class of uncertain discrete-time linear systems with constraints. Finally, since the H∞-MHE needs the solution of a complex minimax optimization problem at each sampling time, we propose an approximation to relax the optimization problem and hence to obtain a feasible numerical solution of the proposed filter. Simulation results show the effectiveness of the robust filter proposed.

Originele taal-2Engels
Pagina's (van-tot)326–341
Aantal pagina's16
TijdschriftInternational Journal of Robust and Nonlinear Control
Volume28
Nummer van het tijdschrift1
DOI's
StatusGepubliceerd - 10 jan 2018

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