DocumentCode
359040
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
Volume
3
fYear
2000
fDate
2000
Firstpage
1684
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2000. Proceedings of the 2000
Conference_Location
Chicago, IL
ISSN
0743-1619
Print_ISBN
0-7803-5519-9
Type
conf
DOI
10.1109/ACC.2000.879488
Filename
879488
Link To Document