This paper presents an infinite-dimensional Receding Horizon Observer for linear 2x2 hyperbolic systems with boundary measurements. The initial state is estimated as the optimal solution of an optimization problem which minimizes the distance between the measurements and the observer output. A constructive method is used to derive the existence and uniqueness of the solution. A composite strate...

We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementatio...

Distributed receding horizon discrete-time filtering is presented here, which combines a Kalman filter and receding horizon strategy. Distributed fusion with the weighted sum structure is then applied to local receding horizon Kalman filters (LRHKFs) having non-equal horizon time intervals. The proposed distributed algorithm has a parallel structure that allows for the parallel processing of ob...

One of the most successful techniques to arise from modern control theory works in the following way. Using current measurements of states of the system, control values are determined that make the output of the system follow a desired trajectory over a specifi ed interval of time into the future. Assuming suffi cient computational power and a suffi ciently accurate model of the system, numeric...

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