Non-uniform Observability for Moving Horizon Estimation and stability with respect to additive perturbation

Abstract: This paper formalises 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 time-uniform 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 non-uniformly in time. Finally, examples and counter-examples of weakly persistent and weakly regularly persistent input trajectories are given in the case of 2D bearing-only navigation.