Title :
On estimation error bounds for receding-horizon filters using quadratic boundedness
Author :
Alessandri, Angelo ; Baglietto, Marco ; Battistelli, Giorgio
Author_Institution :
Inst. of Intelligent Syst. for Autom., Nat. Res. Council of Italy, Genova, Italy
Abstract :
Quadratic boundedness is used to deal with stability and design of receding-horizon estimators. Upper bounds on the norm of the estimation error have been found by means of invariant sets that can be constructed by using quadratic boundedness. Moreover, these bounds are expressed in terms of linear matrix inequalities and are well-suited to being minimized for the purpose of design.
Keywords :
discrete time systems; filtering theory; invariance; linear matrix inequalities; linear systems; minimisation; stability; state estimation; discrete-time linear systems; estimation error bounds; invariant sets; linear matrix inequalities; quadratic boundedness; receding-horizon estimators; receding-horizon filters; Cost function; Estimation error; Fault diagnosis; Filters; Linear matrix inequalities; Linear systems; State estimation; Symmetric matrices; Upper bound; Vectors; Bounded estimation error; quadratic boundedness; receding horizon; state estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2004.832652
