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Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems

2021/11/09 by Tobias M. Wolff, Wolff, Tobias M., Victor G. Lopez +3 · 1 citation
Engineering · #Adaptive Control of Nonlinear Systems #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2111.04979

openalex publication_date 2021/11/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.

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