Back-and-forth nudging moving horizon estimation for discrete-time linear systems

DOI10.1016/j.automatica.2024.111691zbMATH Open1545.93627MaRDI QIDQ6566774

Junyao Xie, Biao Huang

Publication date: 3 July 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

convergence analysislinear systemsstate estimationmoving horizon estimationback-and-forth nudging

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• OSQP: An Operator Splitting Solver for Quadratic Programs
• Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers
• Recovering the initial state of an infinite-dimensional system using observers
• Moving horizon estimation for switching nonlinear systems
• Back and forth nudging algorithm for data assimilation problems
• Receding-horizon estimation for discrete-time linear systems
• Moving horizon estimation for hybrid systems
• Constrained linear state estimation -- a moving horizon approach
• Constrained Receding Horizon Output Estimation of Linear Distributed Parameter Systems

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