CUED Publications database

Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

Rowe, C and Maciejowski, J (2003) Min-Max Moving Horizon Estimation for a Class of Hybrid Systems. Proceedings of the IEEE Conference on Decision and Control, 1. pp. 149-154. ISSN 0191-2216

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In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

Item Type: Article
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 09 Dec 2016 17:35
Last Modified: 23 Jun 2017 23:45