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Critical Evaluation of Extended Kalman Filtering and Moving-Horizon Estimation

✍ Scribed by Haseltine, Eric L.; Rawlings, James B.

Book ID
120024034
Publisher
American Chemical Society
Year
2005
Tongue
English
Weight
167 KB
Volume
44
Category
Article
ISSN
0888-5885

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Moving horizon estimation alleviates the computational burden of solving a full information estimation problem by considering a finite horizon of the measurement data, however, it is non-trivial to determine the arrival cost. A commonly used approach for computing the arrival cost is to use a first-