Robust stability of moving horizon estimation for nonlinear systems with bounded disturbances using adaptive arrival cost

In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case of non-vanishing bounded disturbances whereas the convergence...

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Bibliographic Details
Main Authors Deniz, Nestor N, Murillo, Marina H, Sanchez, Guido, Genzelis, Lucas M, Giovanini, Leonardo
Format Journal Article
LanguageEnglish
Published 03.06.2019
Subjects
Computer Science - Performance
Computer Science - Robotics
Computer Science - Systems and Control
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Summary:In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case of non-vanishing bounded disturbances whereas the convergence to the true state is proved for the case of vanishing disturbances. Several simulations were made in order to show the estimator behaviour under different operational conditions and to compare it with the state of the art estimation methods.
DOI:10.48550/arxiv.1906.01060