http://www.cnr.it/ontology/cnr/individuo/prodotto/ID52523
Receding-horizon estimation for discrete-time linear systems (Articolo in rivista)
- Type
- Label
- Receding-horizon estimation for discrete-time linear systems (Articolo in rivista) (literal)
- Anno
- 2003-01-01T00:00:00+01:00 (literal)
- Alternative label
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
- Alessandri A. 1, Baglietto M. 2, Battistelli G. 3 (literal)
- Pagina inizio
- Pagina fine
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
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- Pubblicazione su rivista internazionale IEEE. (literal)
- Note
- ISI Web of Science (WOS) (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
- 1 CNR, 2 UNI Genova, 3 UNI Genova (literal)
- Titolo
- Receding-horizon estimation for discrete-time linear systems (literal)
- Abstract
- The problem of estimating the state of a discrete-time linear system
can be addressed by minimizing an estimation cost function dependent
on a batch of recent measure and input vectors. This problem
has been solved by introducing a receding-horizon objective function
that also includes a weighted penalty term related to the prediction
of the state. For such an estimator, convergence results and
unbiasedness properties have been proved. The issues concerning the
design of this filter have been discussed in terms of the choice of the free parameters in the cost function. The performance of the
proposed receding-horizon filter has been evaluated and compared with other techniques by way of a numerical example. (literal)
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