Nonlinear Constrained Moving Horizon Estimation Applied to Vehicle Position Estimation

Distributed moving horizon estimation for nonlinear constrained systems

Constrained Split Rate Estimation by Moving Horizon

The paper presents a method for the constrained Moving Horizon Estimation of origin-destination (OD) matrices for traffic networks. In traffic systems split ratios are important parameters for OD estimation and for control problems as well. The paper treats the general constrained Moving Horizon Estimation problem for traffic systems modelled in terms of linear time varying system and solves th...

Introduction to Nonlinear Model Predictive Control and Moving Horizon Estimation

Nonlinear model predictive control and moving horizon estimation are related methods since both are based on the concept of solving an optimization problem that involves a finite time horizon and a dynamic mathematical model. This chapter provides an introduction to these methods, with emphasis on how to formulate the optimization problem. Both theoretical and practical aspects are treated, ran...

Multirate State Estimation Using Moving Horizon Estimation

In most chemical processes only some measurements are available online while other measurements are available infrequently and often with long delays. Multirate state estimation can optimally combine these different classes of measurements to improve the estimation quality compared to the fast measurements alone. The nature of measurements at different sampling intervals which are subject to de...

Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

State estimator design for a nonlinear discrete-time system is a challenging problem, further complicated when additional physical insight is available in the form of inequality constraints on the state variables and disturbances. One strategy for constrained state estimation is to employ online optimization using a moving horizon approximation. In this article we propose a general theory for c...