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Minimum variance constrained estimator

Journal Article · · Automatica
Not Available
Sponsoring Organization:
USDOE Advanced Research Projects Agency - Energy (ARPA-E)
OSTI ID:
1838558
Journal Information:
Automatica, Journal Name: Automatica Journal Issue: C Vol. 137; ISSN 0005-1098
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (37)

Fast moving horizon state estimation for discrete‐time systems with linear constraints journal October 2019
A new approach to constrained state estimation for discrete-time linear systems with unknown inputs: The H∞-Moving Horizon Estimator
  • Garcia Tirado, Jose Fernando; Marquez-Ruiz, Alejandro; Botero Castro, Hector
  • International Journal of Robust and Nonlinear Control, Vol. 28, Issue 1 https://doi.org/10.1002/rnc.3874
journal July 2017
Maximum-likelihood recursive nonlinear filtering journal November 1968
Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations journal May 1988
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming journal April 2005
CasADi: a software framework for nonlinear optimization and optimal control journal July 2018
Constrained linear state estimation—a moving horizon approach journal October 2001
A receding horizon unbiased FIR filter for discrete-time state space models journal March 2002
Extension of minimum variance estimation for systems with unknown inputs journal May 2003
Unbiased minimum variance estimation for systems with unknown exogenous inputs journal April 1997
Constrained linear MPC with time-varying terminal cost using convex combinations journal May 2005
State estimation for linear systems with state equality constraints journal August 2007
A maximum-likelihood Kalman filter for switching discrete-time linear systems journal November 2010
Minimum variance unbiased FIR filter for discrete time-variant systems journal March 2015
An iterative partition-based moving horizon estimator with coupled inequality constraints journal November 2015
Simultaneous nonlinear model predictive control and state estimation journal March 2017
Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints journal May 2018
Metamorphic moving horizon estimation journal November 2018
Stochastic predictive control under intermittent observations and unreliable actions journal August 2020
Filtering for systems subject to unknown inputs without a priori initial information journal October 2020
Simple and efficient moving horizon estimation based on the fast gradient method journal January 2015
A Proximity Approach to Linear Moving Horizon Estimation journal January 2018
On mean square boundedness of stochastic linear systems with bounded controls journal February 2012
Linear constrained moving horizon estimator with pre-estimating observer journal May 2014
Constrained minimum variance control for discrete-time stochastic linear systems journal March 2018
Critical Evaluation of Extended Kalman Filtering and Moving-Horizon Estimation journal April 2005
Kalman filtering with state constraints: a survey of linear and nonlinear algorithms journal August 2010
Inequality Constrained Least-Squares Estimation journal September 1976
Output Feedback Stable Stochastic Predictive Control With Hard Control Constraints journal October 2017
Minimum Variance FIR Smoothers for Discrete-Time State Space Models journal August 2007
Limited memory optimal filtering journal October 1968
Receding-horizon estimation for discrete-time linear systems journal March 2003
Distributed Moving Horizon Estimation for Linear Constrained Systems journal November 2010
Linear Moving Horizon Estimation With Pre-Estimating Observer journal October 2010
On the error matrix in optimal linear filtering of stationary processes journal September 1973
On the Duality between Estimation and Control journal November 1966
Nonlinear Constrained Moving Horizon Estimation Applied to Vehicle Position Estimation journal May 2019

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