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Conference paper

Moving Horizon Estimation based on Finite Impulse Response Models

In Proceedings of the European Control Conference 2009 — 2009, pp. 2839-2844

By Prasath, Guru; Jørgensen, John Bagterp1,2

From

Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark1

Department of Informatics and Mathematical Modeling, Technical University of Denmark2

In this paper we develop a moving horizon constrained regularized l2 estimator based on finite impulse response models. By numerical examples we illustrate the performance of the estimator for a system with measurement noise. Also the closed-loop performance of a model predictive controller consisting of the estimator and a predictive regulator is investigated.

The moving horizon estimator is no panacea to MPC and the closed-loop performance is strongly correlated to the level of measurement noise and the desired speed of response.

Language: English
Publisher: IEEE
Year: 2009
Pages: 2839-2844
Proceedings: European Control Conference 2009
ISBN: 3952417394 and 9783952417393
Types: Conference paper
DOI: 10.23919/ECC.2009.7074838
ORCIDs: Jørgensen, John Bagterp
Keywords

Estimation Finite impulse response filters Noise Noise measurement Numerical models Predictive models Regulators

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