• DocumentCode
    696223
  • 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
  • fYear
    2009
  • fDate
    23-26 Aug. 2009
  • Firstpage
    2839
  • Lastpage
    2844
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2009 European
  • Conference_Location
    Budapest
  • Print_ISBN
    978-3-9524173-9-3
  • Type

    conf

  • Filename
    7074838
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=696223