Receding horizon estimation
Dr Keck Voon Ling (NTU Singapore, visiting CUED)
In this talk, a discrete-time receding horizon state observer is derived
using the deterministic least squares framework. The state estimation
horizon, which determines the number of past measurement samples used to
reconstruct the state vector, is introduced as a tuning parameter for the
proposed state observer. A stability result concerning the choice of the
estimation horizon is established. The application of the proposed observer
to 2-DOF controller design and to multirate MPC will be discussed.
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