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Minimum variance constrained estimator (Q2071951)

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Language	Label	Description	Also known as
English	Minimum variance constrained estimator	scientific article

Statements

scholarly article

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Minimum variance constrained estimator (English)

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zbMATH Open document ID

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10.1016/j.automatica.2021.110106

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Prabhat K. Mishra

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Girish Chowdhary

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Prashant G. Mehta

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publication date

31 January 2022

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full work available at URL

https://arxiv.org/abs/2101.05941

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

constrained estimation

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MHE

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Kalman filter

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minimum variance duality

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Receding-horizon estimation for discrete-time linear systems

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A maximum-likelihood Kalman filter for switching discrete-time linear systems

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Fast moving horizon state estimation for discrete‐time systems with linear constraints

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CasADi: a software framework for nonlinear optimization and optimal control

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Introduction to stochastic control theory

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Constrained minimum variance control for discrete-time stochastic linear systems

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Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints

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On mean square boundedness of stochastic linear systems with bounded controls

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Simultaneous nonlinear model predictive control and state estimation

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Unbiased minimum variance estimation for systems with unknown exogenous inputs

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Extension of minimum variance estimation for systems with unknown inputs.

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Distributed Moving Horizon Estimation for Linear Constrained Systems

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A new approach to constrained state estimation for discrete-time linear systems with unknown inputs

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Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations

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State estimation for linear systems with state equality constraints

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Filtering for systems subject to unknown inputs without a priori initial information

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Metamorphic moving horizon estimation

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A receding horizon unbiased FIR for discrete-time state space models

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A receding horizon Kalman FIR filter for discrete time-invariant systems

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Inequality Constrained Least-Squares Estimation

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Stochastic predictive control under intermittent observations and unreliable actions

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Maximum-likelihood recursive nonlinear filtering

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The duality between estimation and control from a variational viewpoint: The discrete time case

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On the Duality between Estimation and Control

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Constrained linear MPC with time-varying terminal cost using convex combinations

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Constrained linear state estimation -- a moving horizon approach

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An iterative partition-based moving horizon estimator with coupled inequality constraints

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On the error matrix in optimal linear filtering of stationary processes

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Linear constrained moving horizon estimator with pre-estimating observer

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Linear Moving Horizon Estimation With Pre-Estimating Observer

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On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0

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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

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Minimum variance unbiased FIR filter for discrete time-variant systems

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Mathematics(1 entry)

mardi Publication:2071951

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