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A New Approach to Receding Horizon State Estimation for LTI Systems in the Presence of Non-uniform Sampled Measurements

Abstract : This paper proposes a recursive solution as an estimation strategy that incorporates non-uniform sampledmeasurements for a Linear Time-Invariant (LTI) Systems. The estimator is based on a modified Receding HorizonEstimator. The proposed approach allows system states to be recursively estimated, reducing estimation error byincluding measurements available at different sampling times, using a well-known structure. A discussion of theobservability of the system in the presence of non-uniform measurements and the convergence conditions of theproposed estimator are also presented. Finally, numerical simulation demonstrates the effectiveness of the proposedestimator in comparison with a method using a Kalman filter with augmented state widely reported in the literature
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https://hal.archives-ouvertes.fr/hal-02047372
Contributor : John Jairo Martinez Molina Connect in order to contact the contributor
Submitted on : Sunday, February 24, 2019 - 2:33:29 PM
Last modification on : Wednesday, November 3, 2021 - 5:06:59 AM

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Jhon Isaza-Hurtado, John Jairo Martinez Molina, Hector Botero-Castro. A New Approach to Receding Horizon State Estimation for LTI Systems in the Presence of Non-uniform Sampled Measurements. International Journal of Control, Automation and Systems, Springer, 2019, 17 (3), pp.679-690. ⟨10.1007/s12555-018-0357-6⟩. ⟨hal-02047372⟩

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