Stability of a Nonlinear Moving Horizon Estimator with Pre-EstimationReport as inadecuate




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1 SUPELEC Systems Sciences E3S - SUPELEC Systems Sciences E3S - Computer Science Department 2 Palaiseau - ONERA - The French Aerospace Lab 3 E3S SUPELEC Systems Sciences E3S - SUPELEC Systems Sciences E3S - Computer Science Department 4 AUTO - Département Automatique E3S - Supélec Sciences des Systèmes Gif-sur-Yvette

Abstract : In this paper, a Moving Horizon Estimator with pre-estimation MHE-PE is proposed for discrete-time nonlinear systems under bounded noise. While the classical Moving Horizon Estimator MHE compensates for model errors by estimating the process noise sequence over the horizon via optimization, the MHE-PE does it using an auxiliary estimator. The MHE-PE is shown to require significantly less computation time compared to the MHE, while providing the same order of magnitude of estimation errors. The stability of the estimation errors of the MHE-PE is also proven and an upper bound on its estimation errors is derived. Performances of the MHE-PE is illustrated via a simulation example of pressure estimation in a gas-phase reversible reaction.





Author: Rata Suwantong - Sylvain Bertrand - Didier Dumur - Dominique Beauvois -

Source: https://hal.archives-ouvertes.fr/



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