Title :
Moving Horizon Estimation based on finite impulse response models
Author :
Prasath, Guru ; Jorgensen, John Bagterp
Author_Institution :
Dept. of Inf. & Math. Modeling, Tech. Univ. of Denmark, Lyngby, Denmark
Abstract :
In this paper we develop a moving horizon constrained regularized l2 estimator based on finite impulse response models. By numerical examples we illustrate the performance of the estimator for a system with measurement noise. Also the closed-loop performance of a model predictive controller consisting of the estimator and a predictive regulator is investigated. The moving horizon estimator is no panacea to MPC and the closed-loop performance is strongly correlated to the level of measurement noise and the desired speed of response.
Keywords :
closed loop systems; measurement errors; measurement uncertainty; predictive control; quadratic programming; MPC; closed-loop performance; finite impulse response models; measurement noise; model predictive controller; moving horizon constrained regularized l2 estimator; performance analysis; predictive regulator; response speed; Estimation; Finite impulse response filters; Noise; Noise measurement; Numerical models; Predictive models; Regulators;
Conference_Titel :
Control Conference (ECC), 2009 European
Conference_Location :
Budapest
Print_ISBN :
978-3-9524173-9-3
