Title :
Robust moving horizon estimation for system with uncertain measurement output
Author :
Haiyan, Zhao ; Hong, Chen ; Yan, Ma
Author_Institution :
Dept. of Control Sci. & Eng., Jilin Univ., Changchun, China
Abstract :
A moving horizon estimation (MHE) method of the constrained system with uncertain measurement output and norm-bounded parameter uncertainties is proposed. Based on the probability of known error of the output signal, the initial state variables and disturbance are estimated by minimizing performance object at each sampling moment. The estimation values of the state variables are calculated by the optimization theory of model predictive control (MPC). Simulation results show that MHE method has better ability than the method of the robust filter.
Keywords :
estimation theory; optimisation; predictive control; probability; uncertain systems; model predictive control; moving horizon estimation; norm-bounded parameter uncertainty; optimization theory; uncertain measurement output; Constraint optimization; Filtering; Measurement uncertainty; Noise measurement; Noise robustness; Predictive control; Predictive models; State estimation; Uncertain systems; White noise;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399583
