Università degli Studi di Genova
25 Avril 2019, 14.00
Moving Horizon Methods for Constrained and Unconstrained Estimation of Dynamic Systems
Moving-horizon estimation (MHE) for dynamic systems relies on the simple idea of using a limited amount of most recent information to estimate the state variables at the current time instant, thus ensuring intrinsic robustness. The literature on MHE is vast since it has followed a favorable trend induced by the success of the model predictive control. MHE has been applied to estimation of many kind of systems in different application fields. The talk will concern the various approaches adopted to perform MHE to systems with linear, nonlinear, and switching dynamics and different optimization tools.