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Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems
- Publication Year :
- 2021
-
Abstract
- This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.<br />Comment: Accepted to ECC 2022
- Subjects :
- Electrical Engineering and Systems Science - Systems and Control
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2111.04979
- Document Type :
- Working Paper