Vol.11, No 2, 2012 pp. 91 - 97
UDC
681.5.01 621.372.852.1
A NOTE ON THE SMOOTHING FORMULATION OF MOVING HORIZON ESTIMATION
Morten Hovd
Engineering Cybernetics Department, Norwegian University of Science and Technology, N-7491 Trondheim, Norway
Abstract.
This note points out two discrepancies in the formulation of the arrival cost in the smoothing formulation of Moving Horizon Estimation (MHE). The first is an apparent misprint in the expression for the arrival cost in [1], the second is that we cannot assume that the control inputs and the state excitation noise sequences are uncorrelated over the estimation horizon.
Key Words:
MPC, moving horizon, estimation.
NAPOMENA O UBLAŽENOJ FORMULACIJI ESTIMACIJE POKRETNOG HORIZONTA
Ovaj rad ukazuje na dva neslaganja u definisanju kriteriujumske funkcije u ublaženoj formulaciji estimacije pokretnog horizonta. Prvo neslaganje je očigledna greška u izrazu za kritierijumsku funkciju [1], dok je drugo u nepostojanju pretpostavke da su ulazni signali i sekvence šuma za pobuđivanje stanja nekorelaisani na horizontu estimacije.
Ključne reči:
MPC, pokretni horizont, estimacija
