DocumentCode
1061712
Title
On estimation error bounds for receding-horizon filters using quadratic boundedness
Author
Alessandri, Angelo ; Baglietto, Marco ; Battistelli, Giorgio
Author_Institution
Inst. of Intelligent Syst. for Autom., Nat. Res. Council of Italy, Genova, Italy
Volume
49
Issue
8
fYear
2004
Firstpage
1350
Lastpage
1355
Abstract
Quadratic boundedness is used to deal with stability and design of receding-horizon estimators. Upper bounds on the norm of the estimation error have been found by means of invariant sets that can be constructed by using quadratic boundedness. Moreover, these bounds are expressed in terms of linear matrix inequalities and are well-suited to being minimized for the purpose of design.
Keywords
discrete time systems; filtering theory; invariance; linear matrix inequalities; linear systems; minimisation; stability; state estimation; discrete-time linear systems; estimation error bounds; invariant sets; linear matrix inequalities; quadratic boundedness; receding-horizon estimators; receding-horizon filters; Cost function; Estimation error; Fault diagnosis; Filters; Linear matrix inequalities; Linear systems; State estimation; Symmetric matrices; Upper bound; Vectors; Bounded estimation error; quadratic boundedness; receding horizon; state estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2004.832652
Filename
1323176
Link To Document