arXiv · 1410.5033
Optimization-based State Estimation under Bounded Disturbances
Abstract
This paper studies an optimization-based state estimation approach for discrete-time nonlinear systems under bounded process and measurement disturbances. We first introduce a full information estimator (FIE), which is given as a solution to minimize a cost function by using all the available measurements. Then, we prove that the FIE of an incrementally input/output-to-state stable system is robustly globally asymptotically stable under a certain class of cost functions. Moreover, the implications and relationships with related results in the literature are discussed. Finally, a simple example is included to illustrate the theoretical results.
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Wuhua Hu, Lihua Xie, Keyou You. 2014-10-19. Optimization-based State Estimation under Bounded Disturbances. https://arxiv.org/abs/1410.5033
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