Constrained particle filter approach to approximate the arrival cost in Moving Horizon Estimation

Author:

López-Negrete Rodrigo,Patwardhan Sachin C.,Biegler Lorenz T.

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Computer Science Applications,Modeling and Simulation,Control and Systems Engineering

Reference29 articles.

1. Stochastic Processess and Filtering Theory;Jazwinski,2007

2. Applied Optimal Control: Optimization, Estimation, and Control;Bryson,1975

3. Critical evaluation of extended Kalman filtering and Moving-Horizon Estimation;Haseltine;Industrial & Engineering Chemistry Research,2005

4. Constrained linear state estimation – a moving horizon approach;Rao;Automatica,2001

5. Constrained process monitoring: moving-horizon approach;Rao;AIChE Journal,2002

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