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Conference papers
Stability Analysis and Robustness Assessment of Deterministic and Stochastic Nonlinear Moving Horizon Estimators
Abstract : This paper proposes a discussion on the classification of the formulations of nonlinear Moving Horizon Estimators (MHE) of the literature into two categories: deterministic and stochastic. The stability of the dynamics of the estimation error is discussed for the MHEs in both frameworks. This paper also provides full explicit formulation of the stability conditions for the MHE in the deterministic framework, which were not given in the literature. Furthermore, robustness of MHE in both frameworks with respect to model errors is investigated through a simulation example of space object tracking. Comparison with other more classical estimators such as EKF, UKF and particle filter is also achieved.
Cited literature [11 references]
https://hal-centralesupelec.archives-ouvertes.fr/hal-01637691
Contributor : Didier Dumur <>
Submitted on : Thursday, March 12, 2020 - 11:26:56 AM
Last modification on : Wednesday, September 16, 2020 - 4:50:52 PM
Long-term archiving on: : Saturday, June 13, 2020 - 2:28:10 PM
Contributor : Didier Dumur <>
Submitted on : Thursday, March 12, 2020 - 11:26:56 AM
Last modification on : Wednesday, September 16, 2020 - 4:50:52 PM
Long-term archiving on: : Saturday, June 13, 2020 - 2:28:10 PM
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hal-01637691.pdf
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