Sub-Optimal Moving Horizon Estimation in Feedback Control of Linear Constrained Systems
Sub-Optimal Moving Horizon Estimation in Feedback Control of Linear Constrained Systems
Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power, we propose to solve the optimization problem underlying MHE sub-optimally for a fixed number of optimization iterations …