Abstract
In this paper, we present a receding horizon observer for linear time-varying systems. Our main contribution is that known deterministic input has been fully dealt with. This poses considerable challenges for recursive formulation of the filter. The suggested observer can be used in closed-loop feedback control systems. The existing finite memory filters lack this ability. First- and second-order statistical convergence analysis carried out in this paper provide an insight into the stochastic behaviour of the observer. Some examples demonstrate the utility of the proposed filter.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Transactions of the Institute of Measurement and Control
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.