Fast Moving Horizon State Estimation for Discrete-Time Systems Using Single and Multi Iteration Descent Methods

DOI10.1109/TAC.2017.2660438zbMath1390.93742OpenAlexW2580426207WikidataQ59403847 ScholiaQ59403847MaRDI QIDQ4566783

Angelo Alessandri, Mauro Gaggero

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2017.2660438

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Methods of quasi-Newton type (90C53) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

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