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NONUNIFORM OBSERVABILITY FOR MOVING HORIZON ESTIMATION AND STABILITY WITH RESPECT TO ADDITIVE PERTURBATION

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Date

2023

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Abstract

This paper formalizes the concepts of weakly and weakly regularly persistent input trajectory as well as their link to the observability Grammian and the existence and uniqueness of solutions of moving horizon estimation (MHE) problems. Additionally, thanks to a new timeuniform implicit function theorem, these notions are proved to imply the stability of MHE solutions with respect to small additive perturbation in the measurements and in the dynamics, both uniformly and nonuniformly in time. Finally, examples and counterexamples of weakly persistent and weakly regularly persistent input trajectories are given in the case of 2D bearing-only navigation.

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Keywords

implicit function theorem, moving horizon estimation, nonlinear observability, persistent input, stability of solutions

Citation

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https://dspace-test.anu.edu.au/handle/1885/733751911

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DevOps Pure Testing

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SIAM Journal on Control and Optimization

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Article

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DOI

10.1137/22M1475132

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