Moving Horizon Estimation With Unknown Inputs Under Dynamic Quantization Effects

• Published in: IEEE transactions on automatic control Vol. 65; no. 12; pp. 5368 - 5375
• Main Authors: Zou, Lei, Wang, Zidong, Hu, Jun, Zhou, Donghua
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.12.2020; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Convergence; Decoupling; Dynamic quantization; Errors; Estimation error; Linear systems; Measurement; moving horizon estimation; networked linear systems; Parameter estimation; Quantization (signal); State estimation; Strategy; ultimate boundedness; unknown inputs
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2020.2968975

This article is concerned with the moving horizon estimation (MHE) problem for networked linear systems (NLSs) with unknown inputs under dynamic quantization effects. For the NLSs with unknown input signals, the conventional MHE strategy is incapable of guaranteeing the satisfactory performance as the estimation error is dependent on the external disturbances. In this work, a novel MHE strategy is developed to cope with the underlying NLS with unknown inputs by dedicatedly introducing certain temporary estimates of unknown inputs, where the desired estimator parameters are designed to decouple the estimation error dynamics from the unknown inputs. A two-step design strategy (namely, decoupling step and convergence step) is proposed to obtain the estimator parameters. In the decoupling step, the decoupling parameter of the moving horizon estimator is designed based on certain assumptions on system parameters and quantization parameters. In the convergence step, by employing a special observability decomposition scheme, the convergence parameters of the moving horizon estimator are achieved such that the estimation error dynamics is ultimately bounded. Moreover, the developed MHE strategy is extended to the scenario with direct feedthrough of unknown inputs. Two simulation examples are given to demonstrate the correctness and effectiveness of the proposed MHE strategies.