Convergence Guarantees for Moving Horizon Estimation Based on the Real-Time Iteration Scheme

On The Convergence Of Modified Noor Iteration For Nearly Lipschitzian Maps In Real Banach Spaces

In this paper, we obtained the convergence of modified Noor iterative scheme for nearly Lipschitzian maps in real Banach spaces. Our results contribute to the literature in this area of re- search.

Stability analysis of an approximate scheme for moving horizon estimation

We analyze the stability properties of an approximate algorithm for moving horizon estimation (MHE). The strategy provides instantaneous state estimates and is thus suitable for large-scale feedback control. In particular, we study the interplay between numerical approximation errors and the convergence of the estimator error. In addition, we establish connections between the numerical properti...

Moving horizon state estimation for linear discrete-time singular systems

In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the least squares estimation problem. It will be shown that this procedure yields the same state estimate as the Kalman filter for descriptor systems when the noises are Gaussian. The obtained results are applied to the state and the unknown inputs estimation for discrete-time systems with un...

An Adaptive Multiscale Method for Real–Time Moving Horizon Optimization

Strong Convergence for Hybrid S-Iteration Scheme