Stability Analysis of an Approximate Scheme for Moving Horizon Estimation
|Title||Stability Analysis of an Approximate Scheme for Moving Horizon Estimation|
|Publication Type||Journal Article|
|Year of Publication||2009|
|Journal||Comput. Chem. Eng.|
We analyze the stability properties of an approximate algorithm for moving horizon estimation (MHE). The strategy provides instantaneous state estimates and is thus suitable for large-scale feedback control. In particular, we study the interplay between numerical approximation errors and the convergence of the estimator error. In addition, we establish connections between the numerical properties of the Hessian of the MHE problem and traditional observability definitions. We demonstrate the developments through a simulation case study.