Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm

Although moving horizon estimation (MHE) is a very efficient technique for estimating parameters and states of constrained dynamical systems, however, the approximation of the arrival cost remains a major challenge and therefore a popular research topic. The importance of the arrival cost is such th...

Full description

Saved in:
Bibliographic Details
Main Authors: Steve Alan Talla Ouambo, Alexandre Teplaira Boum, Adolphe Moukengue Imano, Jean-Pierre Corriou
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Control Science and Engineering
Online Access:http://dx.doi.org/10.1155/2021/3776506
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850231595891425280
author Steve Alan Talla Ouambo
Alexandre Teplaira Boum
Adolphe Moukengue Imano
Jean-Pierre Corriou
author_facet Steve Alan Talla Ouambo
Alexandre Teplaira Boum
Adolphe Moukengue Imano
Jean-Pierre Corriou
author_sort Steve Alan Talla Ouambo
collection DOAJ
description Although moving horizon estimation (MHE) is a very efficient technique for estimating parameters and states of constrained dynamical systems, however, the approximation of the arrival cost remains a major challenge and therefore a popular research topic. The importance of the arrival cost is such that it allows information from past measurements to be introduced into current estimates. In this paper, using an adaptive estimation algorithm, we approximate and update the parameters of the arrival cost of the moving horizon estimator. The proposed method is based on the least-squares algorithm but includes a variable forgetting factor which is based on the constant information principle and a dead zone which ensures robustness. We show by this method that a fairly good approximation of the arrival cost guarantees the convergence and stability of estimates. Some simulations are made to show and demonstrate the effectiveness of the proposed method and to compare it with the classical MHE.
format Article
id doaj-art-0ba50a770fbb491092b3945993c19aa1
institution OA Journals
issn 1687-5257
language English
publishDate 2021-01-01
publisher Wiley
record_format Article
series Journal of Control Science and Engineering
spelling doaj-art-0ba50a770fbb491092b3945993c19aa12025-08-20T02:03:28ZengWileyJournal of Control Science and Engineering1687-52572021-01-01202110.1155/2021/3776506Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation AlgorithmSteve Alan Talla Ouambo0Alexandre Teplaira Boum1Adolphe Moukengue Imano2Jean-Pierre Corriou3University of DoualaUniversity of DoualaUniversity of DoualaUniversity of LorraineAlthough moving horizon estimation (MHE) is a very efficient technique for estimating parameters and states of constrained dynamical systems, however, the approximation of the arrival cost remains a major challenge and therefore a popular research topic. The importance of the arrival cost is such that it allows information from past measurements to be introduced into current estimates. In this paper, using an adaptive estimation algorithm, we approximate and update the parameters of the arrival cost of the moving horizon estimator. The proposed method is based on the least-squares algorithm but includes a variable forgetting factor which is based on the constant information principle and a dead zone which ensures robustness. We show by this method that a fairly good approximation of the arrival cost guarantees the convergence and stability of estimates. Some simulations are made to show and demonstrate the effectiveness of the proposed method and to compare it with the classical MHE.http://dx.doi.org/10.1155/2021/3776506
spellingShingle Steve Alan Talla Ouambo
Alexandre Teplaira Boum
Adolphe Moukengue Imano
Jean-Pierre Corriou
Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
Journal of Control Science and Engineering
title Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
title_full Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
title_fullStr Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
title_full_unstemmed Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
title_short Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm
title_sort enhancement of the moving horizon estimation performance based on an adaptive estimation algorithm
url http://dx.doi.org/10.1155/2021/3776506
work_keys_str_mv AT stevealantallaouambo enhancementofthemovinghorizonestimationperformancebasedonanadaptiveestimationalgorithm
AT alexandreteplairaboum enhancementofthemovinghorizonestimationperformancebasedonanadaptiveestimationalgorithm
AT adolphemoukengueimano enhancementofthemovinghorizonestimationperformancebasedonanadaptiveestimationalgorithm
AT jeanpierrecorriou enhancementofthemovinghorizonestimationperformancebasedonanadaptiveestimationalgorithm