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A Constrained Recdeing Horizon Estimaator with FIR Structures

Pyung Soo Kim/Young Sam Lee
Transaction on Control Automation, and Systems Engineering, vol. 3, no. 4, pp.289-292, 2001

Abstract : This paper concerns with a receding horizon estimator (RHE) for discrete-time linear systems subject toconstraintson the stimate. In solving the optimization for every horizons, the past al measurement data outside the horizon is discarded and thus the arivalcostisnotconsidered. The RHE in the curent work is aniteim pulseresponse(FIR)structure which has some good in herent properties. The proposed RHE can be represented in the simple matrix form for the unconstrained case. Various numerical examples demonst ratehow in cluding const raints in the RHE can improveesti mation per for mance. Especialy,in the application totheun known in put estimation,it wil be shown how the FIR structure in the RHE can improve theestimationspeed.

Keyword : stateestimation,constraints,FIRstructure,quadraticprogramming

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