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Istituto di Studi sui Sistemi Intelligenti per l'Automazione     
Alessandri A., Baglietto M., Battistelli G. On estimation error bounds for receding-horizon filters using quadratic boundedness. In: Ieee Transactions on Automatic Control, vol. 49 (8) pp. 1350 - 1355. IEEE, 2004.
 
 
Abstract
(English)
Quadratic boundedness is used to deal with stability and design of receding-horizon estimators. Upper bounds on the norm of the estimation error have been found by means of invariant sets that can be constructed by using quadratic boundedness. Moreover, these bounds are expressed in terms of linear matrix inequalities and are well-suited to being minimized for the purpose of design.
DOI: 10.1109/TAC.2004.832652
Subject Bounded estimation error
Quadratic boundedness
Receding horizon
State estimation


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