Distributed Moving Horizon Estimation for Linear Constrained Systems

Distributed moving horizon estimation for nonlinear constrained systems

Optimal estimation for linear singular systems using moving horizon estimation

In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the minimum variance estimation problem. The proposed estimate of the state using the measured outputs samples on the recent finite time horizon is unbiased and independent of any a priori information of the state on the horizon. The convergence and stability of the filter are evoked. A numer...

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...

Constrained Split Rate Estimation by Moving Horizon

The paper presents a method for the constrained Moving Horizon Estimation of origin-destination (OD) matrices for traffic networks. In traffic systems split ratios are important parameters for OD estimation and for control problems as well. The paper treats the general constrained Moving Horizon Estimation problem for traffic systems modelled in terms of linear time varying system and solves th...

Moving horizon estimation for hybrid systems

We propose a state smoothing algorithm for hybrid systems based on Moving Horizon Estimation (MHE) by exploiting the equivalence between hybrid systems modeled in the Mixed Logic Dynamical form and piecewise affine systems. We provide sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee asymptotic convergence of the MHE...