Title :
Receding Horizon Recursive State Estimation
Author :
Muske, Kenneth R. ; Rawlings, James B. ; Lee, Jay H.
Author_Institution :
Department of Chemical Engineering, The University of Texas at Austin, Austin, TX 78712
Abstract :
A discrete time, receding horizon, recursive state estimation scheme based on the batch state estimation least squares formulation is presented. It is shown that this procedure yields the same state estimate as the standard Kalman filter. Nominal stability of a constrained batch state estimation formulation is demonstrated and a constrained, receding horizon, recursive state estimation formulation is presented.
Keywords :
Chemical engineering; Least squares approximation; Linear systems; Noise measurement; Random variables; State estimation; Stochastic processes; Symmetric matrices; Time measurement; Yield estimation;
Conference_Titel :
American Control Conference, 1993
Conference_Location :
San Francisco, CA, USA
Print_ISBN :
0-7803-0860-3
