@article{9805818, abstract = {We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the observer admits a Lyapunov function, we show that this function is an $\boldsymbol {M}$ -step Lyapunov function for suboptimal MHE. The presented sufficient conditions can be easily verified in practice. We illustrate the practicability of the proposed suboptimal MHE scheme with a standard nonlinear benchmark example. Here, performing a single iteration is sufficient to significantly improve the observer’s estimation results under valid theoretical guarantees.}, added-at = {2023-02-24T09:57:48.000+0100}, author = {Schiller, Julian D. and Wu, Boyang and Müller, Matthias A.}, biburl = {https://www.bibsonomy.org/bibtex/208a356ba3b71e66f41f9e2574c67964a/matthiasmueller}, doi = {10.1109/LCSYS.2022.3186236}, interhash = {e246563c1c2353596c4fa5ec7cb82d9b}, intrahash = {08a356ba3b71e66f41f9e2574c67964a}, issn = {2475-1456}, journal = {IEEE Control Systems Letters}, keywords = {#rank1 myown}, pages = {19-24}, timestamp = {2024-02-07T10:05:41.000+0100}, title = {A Simple Suboptimal Moving Horizon Estimation Scheme With Guaranteed Robust Stability}, url = {https://ieeexplore.ieee.org/document/9805818/}, volume = 7, year = 2023 } @article{journals/csysl/SchillerWM23, added-at = {2022-12-07T00:00:00.000+0100}, author = {Schiller, Julian D. and Wu, Boyang and Müller, Matthias A.}, biburl = {https://www.bibsonomy.org/bibtex/238a600ed2c39c16f2b6a5d356730a612/dblp}, ee = {https://doi.org/10.1109/LCSYS.2022.3186236}, interhash = {e246563c1c2353596c4fa5ec7cb82d9b}, intrahash = {38a600ed2c39c16f2b6a5d356730a612}, journal = {IEEE Control. Syst. Lett.}, keywords = {dblp}, pages = {19-24}, timestamp = {2024-04-08T09:37:34.000+0200}, title = {A Simple Suboptimal Moving Horizon Estimation Scheme With Guaranteed Robust Stability.}, url = {http://dblp.uni-trier.de/db/journals/csysl/csysl7.html#SchillerWM23}, volume = 7, year = 2023 }