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arXiv · 2111.04979

Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems

Tobias M. Wolff·Victor G. Lopez·Matthias A. Müller
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Abstract

This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.

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Tobias M. Wolff, Victor G. Lopez, Matthias A. Müller. 2021-11-09. Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems. https://arxiv.org/abs/2111.04979

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