Adaptive arrival cost update for improving Moving Horizon Estimation performance

Autores
Sanchez, Guido Marcelo; Murillo, Marina Hebe; Giovanini, Leonardo Luis
Año de publicación
2017
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing a natural framework to handle bounds and constraints on estimates, noises and parameters. However, the approximation of the arrival cost and its updating mechanism are an active research topic. The arrival cost is very important because it provides a mean to incorporate information from previous measurements to the current estimates and it is difficult to estimate its true value. In this work, we exploit the features of adaptive estimation methods to update the parameters of the arrival cost. We show that, having a better approximation of the arrival cost, the size of the optimization problem can be significantly reduced guaranteeing the stability and convergence of the estimates. These properties are illustrated through simulation studies.
Fil: Sanchez, Guido Marcelo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
Fil: Murillo, Marina Hebe. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
Fil: Giovanini, Leonardo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
Materia
Moving Horizon Estimation
Arrival cost
Adaptive estimation
Constrained state estimation
Variable forgetting
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/47320
Acceder
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oai_identifier_str oai:ri.conicet.gov.ar:11336/47320
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Adaptive arrival cost update for improving Moving Horizon Estimation performanceSanchez, Guido MarceloMurillo, Marina HebeGiovanini, Leonardo LuisMoving Horizon EstimationArrival costAdaptive estimationConstrained state estimationVariable forgettinghttps://purl.org/becyt/ford/2.2https://purl.org/becyt/ford/2Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing a natural framework to handle bounds and constraints on estimates, noises and parameters. However, the approximation of the arrival cost and its updating mechanism are an active research topic. The arrival cost is very important because it provides a mean to incorporate information from previous measurements to the current estimates and it is difficult to estimate its true value. In this work, we exploit the features of adaptive estimation methods to update the parameters of the arrival cost. We show that, having a better approximation of the arrival cost, the size of the optimization problem can be significantly reduced guaranteeing the stability and convergence of the estimates. These properties are illustrated through simulation studies.Fil: Sanchez, Guido Marcelo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; ArgentinaFil: Murillo, Marina Hebe. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; ArgentinaFil: Giovanini, Leonardo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; ArgentinaElsevier Science Inc2017-05info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/47320Sanchez, Guido Marcelo; Murillo, Marina Hebe; Giovanini, Leonardo Luis; Adaptive arrival cost update for improving Moving Horizon Estimation performance; Elsevier Science Inc; ISA Transactions; 68; 5-2017; 54-620019-0578CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0019057817303002info:eu-repo/semantics/altIdentifier/doi/10.1016/j.isatra.2017.02.012info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-03T10:12:06Zoai:ri.conicet.gov.ar:11336/47320instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-03 10:12:07.17CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Adaptive arrival cost update for improving Moving Horizon Estimation performance
title Adaptive arrival cost update for improving Moving Horizon Estimation performance
spellingShingle Adaptive arrival cost update for improving Moving Horizon Estimation performance
Sanchez, Guido Marcelo
Moving Horizon Estimation
Arrival cost
Adaptive estimation
Constrained state estimation
Variable forgetting
title_short Adaptive arrival cost update for improving Moving Horizon Estimation performance
title_full Adaptive arrival cost update for improving Moving Horizon Estimation performance
title_fullStr Adaptive arrival cost update for improving Moving Horizon Estimation performance
title_full_unstemmed Adaptive arrival cost update for improving Moving Horizon Estimation performance
title_sort Adaptive arrival cost update for improving Moving Horizon Estimation performance
dc.creator.none.fl_str_mv Sanchez, Guido Marcelo
Murillo, Marina Hebe
Giovanini, Leonardo Luis
author Sanchez, Guido Marcelo
author_facet Sanchez, Guido Marcelo
Murillo, Marina Hebe
Giovanini, Leonardo Luis
author_role author
author2 Murillo, Marina Hebe
Giovanini, Leonardo Luis
author2_role author
author
dc.subject.none.fl_str_mv Moving Horizon Estimation
Arrival cost
Adaptive estimation
Constrained state estimation
Variable forgetting
topic Moving Horizon Estimation
Arrival cost
Adaptive estimation
Constrained state estimation
Variable forgetting
purl_subject.fl_str_mv https://purl.org/becyt/ford/2.2
https://purl.org/becyt/ford/2
dc.description.none.fl_txt_mv Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing a natural framework to handle bounds and constraints on estimates, noises and parameters. However, the approximation of the arrival cost and its updating mechanism are an active research topic. The arrival cost is very important because it provides a mean to incorporate information from previous measurements to the current estimates and it is difficult to estimate its true value. In this work, we exploit the features of adaptive estimation methods to update the parameters of the arrival cost. We show that, having a better approximation of the arrival cost, the size of the optimization problem can be significantly reduced guaranteeing the stability and convergence of the estimates. These properties are illustrated through simulation studies.
Fil: Sanchez, Guido Marcelo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
Fil: Murillo, Marina Hebe. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
Fil: Giovanini, Leonardo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional. Universidad Nacional del Litoral. Facultad de Ingeniería y Ciencias Hídricas. Instituto de Investigación en Señales, Sistemas e Inteligencia Computacional; Argentina
description Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing a natural framework to handle bounds and constraints on estimates, noises and parameters. However, the approximation of the arrival cost and its updating mechanism are an active research topic. The arrival cost is very important because it provides a mean to incorporate information from previous measurements to the current estimates and it is difficult to estimate its true value. In this work, we exploit the features of adaptive estimation methods to update the parameters of the arrival cost. We show that, having a better approximation of the arrival cost, the size of the optimization problem can be significantly reduced guaranteeing the stability and convergence of the estimates. These properties are illustrated through simulation studies.
publishDate 2017
dc.date.none.fl_str_mv 2017-05
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/47320
Sanchez, Guido Marcelo; Murillo, Marina Hebe; Giovanini, Leonardo Luis; Adaptive arrival cost update for improving Moving Horizon Estimation performance; Elsevier Science Inc; ISA Transactions; 68; 5-2017; 54-62
0019-0578
CONICET Digital
CONICET
url http://hdl.handle.net/11336/47320
identifier_str_mv Sanchez, Guido Marcelo; Murillo, Marina Hebe; Giovanini, Leonardo Luis; Adaptive arrival cost update for improving Moving Horizon Estimation performance; Elsevier Science Inc; ISA Transactions; 68; 5-2017; 54-62
0019-0578
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0019057817303002
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.isatra.2017.02.012
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier Science Inc
publisher.none.fl_str_mv Elsevier Science Inc
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.13397

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