论文标题
Lyapunov的函数,可稳健地移动地平线估计
A Lyapunov function for robust stability of moving horizon estimation
论文作者
论文摘要
我们为使用Lyapunov函数提供了一种新型的鲁棒稳定性分析,用于移动地平线估计(MHE)。此外,我们引入了线性矩阵不等式(LMI),以验证必要的增量输入/输出到状态稳定性($δ$ -IOSS)可检测性条件。我们考虑使用指数$δ$ -IOSS lyapunov函数的非线性系统的MHE公式,并具有时间缩短的二次目标。我们表明,通过对MHE目标进行合适的参数化,$δ$ -IOSS LYAPUNOV函数可作为MHE的$ M $ -Step Lyapunov函数。只要选择了足够大的估计范围,这直接意味着MHE的指数稳定性。稳定性分析还适用于完整的信息估计,在此限制指数$δ$ -IOSS可以放松。此外,我们提供了简单的LMI条件,可以系统地得出$δ$ -IOSS LYAPUNOV功能,这使我们可以轻松地验证一类大型非线性检测系统的$δ$ -IOSS。这通常在MHE的背景下很有用,因为MHE的大多数现有非线性(健壮)稳定性结果取决于系统为$δ$ -IOSS(可检测)。结合使用,我们提供了一个框架,用于设计具有坚定稳健指数稳定性的MHE方案。通过非线性化学反应器工艺和12态四型四个模型证明了所提出方法的适用性。
We provide a novel robust stability analysis for moving horizon estimation (MHE) using a Lyapunov function. Additionally, we introduce linear matrix inequalities (LMIs) to verify the necessary incremental input/output-to-state stability ($δ$-IOSS) detectability condition. We consider an MHE formulation with time-discounted quadratic objective for nonlinear systems admitting an exponential $δ$-IOSS Lyapunov function. We show that with a suitable parameterization of the MHE objective, the $δ$-IOSS Lyapunov function serves as an $M$-step Lyapunov function for MHE. Provided that the estimation horizon is chosen large enough, this directly implies exponential stability of MHE. The stability analysis is also applicable to full information estimation, where the restriction to exponential $δ$-IOSS can be relaxed. Moreover, we provide simple LMI conditions to systematically derive $δ$-IOSS Lyapunov functions, which allows us to easily verify $δ$-IOSS for a large class of nonlinear detectable systems. This is useful in the context of MHE in general, since most of the existing nonlinear (robust) stability results for MHE depend on the system being $δ$-IOSS (detectable). In combination, we thus provide a framework for designing MHE schemes with guaranteed robust exponential stability. The applicability of the proposed methods is demonstrated with a nonlinear chemical reactor process and a 12-state quadrotor model.