论文标题
具有保证可靠收敛的移动范围状态和参数估计方案
A moving horizon state and parameter estimation scheme with guaranteed robust convergence
论文作者
论文摘要
我们为非线性不确定时间系统的关节状态和参数估计提出了移动范围估计方案。我们建立了由过程干扰和测量噪声的组合估计误差的强大指数收敛。我们采用关节增量输入/输出到状态稳定性（$δ$ -IOSS）lyapunov功能来表征系统的非线性可检测性和系统的（常数）参数。使用激发条件的持久性，为特殊类型的非线性系统提供了构建联合$δ$ -IOSS LYAPUNOV功能的足够条件。理论结果通过数值示例说明。
We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process disturbances and measurement noise. We employ a joint incremental input/output-to-state stability ($δ$-IOSS) Lyapunov function to characterize nonlinear detectability for the states and (constant) parameters of the system. Sufficient conditions for the construction of a joint $δ$-IOSS Lyapunov function are provided for a special class of nonlinear systems using a persistence of excitation condition. The theoretical results are illustrated by a numerical example.
