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Robust Data-Driven Moving Horizon Estimation for Linear Discrete-Time Systems

delete2024-08-01
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OA
AI
T
Tobias M. Wolff *
V
Victor G. Lopez
M
Matthias A. Müller
DOI:10.1109/TAC.2024.3371373delete
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Abstract

Abstract

En 中文
In this article, a robust data-driven moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems is introduced. The scheme solely relies on offline collected data without employing any system identification step. We prove practical robust exponential stability for the setting where both the online measurements and the offline collected data are corrupted by nonvanishing and bounded noise. The behavior of the novel robust data-driven MHE scheme is illustrated by means of simulation examples and compared with a standard model-based MHE scheme, where the model is identified using the same offline data as for the data-driven MHE scheme.
Keywords:
Data-driven state estimation
moving horizon estimation (MHE)
observers for linear systems
state estimation
Data-driven state estimation
moving horizon estimation (MHE)
observers for linear systems
state estimation

Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

L
Leibniz University Hannover
Scholars:
1.1W
Papers: 8.5K
Citations: 1.1W