A journal of IEEE and CAA , publishes high-quality papers in English on original theoretical/experimental research and development in all areas of automation
Volume 6 Issue 2
Mar.  2019

IEEE/CAA Journal of Automatica Sinica

  • JCR Impact Factor: 15.3, Top 1 (SCI Q1)
    CiteScore: 23.5, Top 2% (Q1)
    Google Scholar h5-index: 77, TOP 5
Turn off MathJax
Article Contents
Chunyan Han, Chaochao Li, Fang He and Yue Liu, "Receding Horizon Estimation for Linear Discrete-time Systems with Multi-channel Observation Delays," IEEE/CAA J. Autom. Sinica, vol. 6, no. 2, pp. 478-484, Mar. 2019. doi: 10.1109/JAS.2018.7511261
Citation: Chunyan Han, Chaochao Li, Fang He and Yue Liu, "Receding Horizon Estimation for Linear Discrete-time Systems with Multi-channel Observation Delays," IEEE/CAA J. Autom. Sinica, vol. 6, no. 2, pp. 478-484, Mar. 2019. doi: 10.1109/JAS.2018.7511261

Receding Horizon Estimation for Linear Discrete-time Systems with Multi-channel Observation Delays

doi: 10.1109/JAS.2018.7511261
Funds:

National Natural Science Foundation of China 61473134

National Natural Science Foundation of China 61573220

the Postdoctoral Science Foundation of China 2017M622231

More Information
  • This paper investigates the receding horizon state estimation for the linear discrete-time system with multi-channel observation delays. The receding horizon estimation is designed by the reorganized observation technique and the linear unbiased estimation method. The estimation gains are developed by solving a set of Riccati equations, and a stability result about the state estimation is shown. Finally, an example is given to illustrate the efficiency of the receding horizon state estimation.

     

  • loading
  • [1]
    A. Alessandri, M. Baglietto, and G. Battistelli, "Receding-horizon estimation for discrete-time linear systems, " IEEE Trans. Autom. Control, vol. 48, no. 3, pp. 473-478, Mar. 2003. https://ieeexplore.ieee.org/document/1184901
    [2]
    K. V. Ling and K. W. Lim, "Receding horizon recursive state estimation, " IEEE Trans. Autom. Control, vol. 44, no. 9, pp. 1750-1753, Sep. 1999. https://www.researchgate.net/publication/3023479_Receding_Horizon_Recursive_State_Estimation
    [3]
    A. Alessandri, M. Baglietto, and G. Battistelli, "Robust receding-horizon estimation for discrete-time linear systems in the presence of bounded uncertainties, " in Proc. 44th IEEE Conf. Decision and Control, Seville, Spain, 2005, pp. 4269-4274. http://120.52.51.19/folk.ntnu.no/skoge/prost/proceedings/ecc03/pdfs/247.pdf
    [4]
    L. Ji, J. B. Rawlings, W. H. Hu, A. Wynn, and M. Diehl, "Robust stability of moving horizon estimation under bounded disturbances, " IEEE Trans. Autom. Control, vol. 61, no. 11, pp. 3509-3514, Nov. 2016. http://jbrwww.che.wisc.edu/tech-reports/twccc-2013-01.pdf
    [5]
    A. Wynn, M. Vukov, and M. Diehl, "Convergence guarantees for moving horizon estimation based on the real-time iteration scheme, " IEEE Trans. Autom. Control, vol. 59, no. 8, pp. 2215-2221, Aug. 2014. https://spiral.imperial.ac.uk/bitstream/10044/1/12628/2/MHE_Convergence.pdf
    [6]
    A. Alessandri, M. Baglietto, G. Battistelli, and T. Parisini, "New convergence conditions for receding-horizon state estimation of nonlinear discrete-time systems, " in Proc. 43rd IEEE Conf. Decision and Control, Nassau, Bahamas, 2004, pp. 2094-2099. https://ieeexplore.ieee.org/document/1430357
    [7]
    S. Kramer, R. Gesthuisen, and S. Engell, "Receding horizon state estimation with measurements at different sampling intervals, " in Proc. 2002 American Control Conf., Anchorage, AK, USA, 2002, pp. 905-906. https://wenku.baidu.com/view/78afb98d19e8b8f67c1cb98a.html
    [8]
    A. Alessandri, M. Baglietto, G. Battistelli, and T. Parisini, "Receding-horizon estimation for noisy nonlinear discrete-time systems, " in Proc. 42nd IEEE Conf. Decision and Control, Maui, Hawaii, USA, 2003, pp. 5825-5830. https://ieeexplore.ieee.org/document/1271934
    [9]
    R. Rengaswamy, S. Narasimhan, and V. Kuppuraj, "Receding-horizon nonlinear Kalman (RNK) filter for state estimation, " IEEE Trans. Autom. Control, vol. 58, no. 8, pp. 2054-2059, Aug. 2013. https://www.sciencedirect.com/science/article/pii/B9780444537119501693
    [10]
    M A M$ddot{text{u}}$ller, "Nonlinear moving horizon estimation in the presence of bounded disturbances, " Automatica, vol. 79, pp. 306-314, May 2017.
    [11]
    H. P. Li, W. S. Yan, and H. Z. Yang, "Receding horizon consensus estimation of sensor networks with packet dropouts, " in Proc. 34th Chinese Control Conf., Hangzhou, China, 2015, pp. 7659-7664.
    [12]
    H. P. Li and Y. Shi, "Consensus-based distributed receding horizon estimation of sensor networks, " in Proc. 32nd Chinese Control Conf., Xi'an, China, 2015, pp. 7483-7488.
    [13]
    J. B. Rawlings, Moving Horizon Estimation. London: Springer, 2014, pp. 1-7.
    [14]
    B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
    [15]
    L. H. Xie, C. L. Du, C. S. Zhang, and Y. C. Soh, "$H_{\infty}$ deconvolution filtering of 2-D digital systems, " IEEE Trans. Signal Process., vol. 50, no. 9, pp. 2319-2332, Sep. 2002.
    [16]
    L. Chisci, and E. Mosca, "Polynomial equations for the linear MMSE state estimation, " IEEE Trans. Autom. Control, vol. 37, no. 5, pp. 623-626, May 1992. https://www.researchgate.net/publication/266512049_Polynomial_MMSE_deconvolution_and_its_duality_with_LQGR
    [17]
    H. S. Zhang, L. H. Xie, D. Zhang, and Y. C. Soh, "A reorganized innovation approach to linear estimation, " IEEE Trans. Autom. Control, vol. 49, no. 10, pp. 1810-1814, Oct. 2004. A reorganized innovation approach to linear estimation
    [18]
    C. Y. Han, H. S. Zhang, and M. Y. Fu, "Optimal filtering for networked systems with markovian communication delays, " Automatica, vol. 49, no. 10, pp. 3097-3104, Oct. 2013. https://www.sciencedirect.com/science/article/pii/S000510981300366X
    [19]
    J. Zhang and J. F. Liu, "Observer-enhanced distributed moving horizon state estimation subject to communication delays, " J. Process Control, vol. 24, no. 5, pp. 672-686, May 2014.
    [20]
    I. Y. Song, D. Y. Kim, V. Shin, and M. Jeon, "Receding horizon filtering for discrete-time linear systems with state and observation delays, " IET Radar Sonar Navig., vol. 6, no. 4, pp. 263-271, Apr. 2012. https://www.researchgate.net/publication/235423662_Receding_Horizon_Filtering_for_Discrete-Time_Linear_Systems_with_State_and_Observation_Delays
    [21]
    Y. S. Lee and S. Han, "An improved receding horizon control for time-delay systems, " J. Optim. Theory Appl., vol. 165, no. 2, pp. 627-638, May 2015. doi: 10.1007/s10957-014-0658-8

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Figures(4)

    Article Metrics

    Article views (1401) PDF downloads(95) Cited by()

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return