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Data-Based Moving Horizon Estimation for Linear Discrete-Time Systems (2111.04979v3)
Published 9 Nov 2021 in eess.SY and cs.SY
Abstract: This paper introduces a data-based moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems. The scheme solely relies on collected data without employing any system identification step. Robust global exponential stability of the data-based MHE is proven under standard assumptions for the case where the online output measurements are corrupted by some non-vanishing measurement noise. A simulation example illustrates the behavior of the data-based MHE scheme.