Robust Stability of Suboptimal Moving Horizon Estimation using an Observer-Based Candidate Solution

In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis transfer “feasibility-implies-stability/robustness” paradigm from model predictive control to context of estimation in following sense: Using suitably defined, feasible candidate solution based on trajectory an auxiliary observer, robust proposed is inherited independently length and even if no optimization performed.