Title :
Improved State Estimation using a Combination of Moving Horizon Estimator and Particle Filters
Author :
Rajamani, Murali R. ; Rawlings, James B.
Author_Institution :
Univ. of Wisconsin - Madison, Madison
Abstract :
State estimation is an important part of advanced process control. A moving horizon estimator (MHE) is often used for state estimation due to its robustness and ease of handling constraints. Sequential Monte-Carlo type techniques for state estimation also called particle niters (PF) are becoming popular due to their speed and ease of implementation. In this paper we present a novel combination of the MHE with the PF to gives a robust fast state estimator. The combined advantages of the MHE and particle filter provide efficient state estimation.
Keywords :
particle filtering (numerical methods); process control; state estimation; Monte-Carlo type techniques; handling constraints; improved state estimation; moving horizon estimator; particle filters combination; robustness; Cities and towns; Gaussian distribution; Gaussian noise; Noise robustness; Nonlinear equations; Particle filters; Process control; Sampling methods; State estimation; Time measurement;
Conference_Titel :
American Control Conference, 2007. ACC '07
Conference_Location :
New York, NY
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2007.4283068