DocumentCode
490222
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
fYear
1993
fDate
2-4 June 1993
Firstpage
900
Lastpage
904
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1993
Conference_Location
San Francisco, CA, USA
Print_ISBN
0-7803-0860-3
Type
conf
Filename
4792993
Link To Document