2025/01/07 by A. Alessandri, Alessandri, Angelo
Engineering · #93 #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Electrical engineering #Fault Detection and Control Systems #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2501.03894
openalex publication_date 2025/01/07 · openalex created_date 2025/01/09 · openalex updated_date 2026/07/28
Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a moving-horizon estimator stems from the on-line solution of a least-squares minimization problem at each time instant. The resulting stability guarantees depend on the optimization tolerance in solving such minimization problems. Specifically, two main contributions are established: (i) the robust stability of the estimation error, while supposing to solve exactly the on-line minimization problem; (ii) the practical robust stability of the estimation error with state estimates obtained by an imperfect minimization. Finally, the construction of such robust moving-horizon estimators and the performances resulting from the design based on the theoretical findings are showcased with two numerical examples.