Constrained Split Rate Estimation by Moving Horizon

Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

State estimator design for a nonlinear discrete-time system is a challenging problem, further complicated when additional physical insight is available in the form of inequality constraints on the state variables and disturbances. One strategy for constrained state estimation is to employ online optimization using a moving horizon approximation. In this article we propose a general theory for c...

A parametric programming approach to moving-horizon state estimation

We propose a solution to moving-horizon state estimation that incorporates inequality constraints in both a systematic and computationally efficient way akin to Kalman filtering. The proposed method allows the on-line constrained optimization problem involved in moving-horizon state estimation to be solved off-line, with only simple function evaluations required for real-time implementation. Th...

Implementation of real-time moving horizon estimation for robust air data sensor fault diagnosis in the RECONFIGURE benchmark

This paper presents robust fault diagnosis and estimation for the calibrated airspeed and angle-of-attack sensor faults in the RECONFIGURE benchmark. We adopt a low-order longitudinal kinematic model augmented with wind dynamics. In order to enhance sensitivity to faults in the presence of winds, we propose a constrained residual generator by formulating a constrained moving horizon estimation ...

Multiple Window Moving Horizon Estimation

Long horizon lengths in Moving Horizon Estimation are desirable to reach the performance limits of the full information estimator. However, the conventional MHE technique suffers from a number of deficiencies in this respect. First, the problem complexity scales at least linearly with the horizon length selected, which restrains from selecting long horizons if computational limitations are pres...

Distributed moving horizon estimation for nonlinear constrained systems