论文标题
一个简单的次级运动范围估计方案,并保证了可靠的稳定性
A simple suboptimal moving horizon estimation scheme with guaranteed robust stability
论文作者
论文摘要
我们为一般类别的非线性系统提出了次优的移动范围估计(MHE)方案。为此,我们考虑了一种MHE公式,该公式在稳健稳定的观察者的轨迹上进行了优化。假设观察者允许Lyapunov函数,我们表明此函数是次优MHE的M-Step Lyapunov函数。在实践中可以轻松验证提供的足够条件。我们用标准的非线性基准示例说明了提出的次优MHE方案的实用性。在这里,执行单个迭代足以显着改善观察者在有效的理论保证下的估计结果。
We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the observer admits a Lyapunov function, we show that this function is an M-step Lyapunov function for suboptimal MHE. The presented sufficient conditions can be easily verified in practice. We illustrate the practicability of the proposed suboptimal MHE scheme with a standard nonlinear benchmark example. Here, performing a single iteration is sufficient to significantly improve the observer's estimation results under valid theoretical guarantees.