Title :
Moving horizon estimation for hybrid systems
Author :
Ferrari-Trecate, Giancarlo ; Mignone, Domenico ; Morari, Manfred
Author_Institution :
Inst. fur Autom., Eidgenossische Tech. Hochschule, Zurich, Switzerland
Abstract :
In this paper, by exploiting the equivalence between hybrid systems modeled in the mixed logic dynamical form and piecewise affine systems, we propose a state smoothing algorithm based on moving horizon estimation (MHE). We provide sufficient conditions on the time horizon and the initial penalties to guarantee asymptotic convergence of the MHE scheme. Moreover we propose an algorithm for the computation of the initial penalties that allows to implement MHE by solving mixed-integer quadratic programs
Keywords :
integer programming; quadratic programming; state estimation; MHE; asymptotic convergence; hybrid systems; initial penalties; mixed logic dynamical form; mixed-integer quadratic programs; moving horizon estimation; piecewise affine systems; state smoothing algorithm; time horizon; Controllability; Convergence; Fault detection; Logic; Predictive models; Quadratic programming; Smoothing methods; Stability; State estimation; Sufficient conditions;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.879488
