Encyclopedia of Systems and Control

2015 Edition
| Editors: John Baillieul, Tariq Samad

Moving Horizon Estimation

  • James B. Rawlings
Reference work entry
DOI: https://doi.org/10.1007/978-1-4471-5058-9_4

Abstract

Moving horizon estimation (MHE) is a state estimation method that is particularly useful for nonlinear or constrained dynamic systems for which few general methods with established properties are available. This entry explains the concept of full information estimation and introduces moving horizon estimation as a computable approximation of full information. The basic design methods for ensuring stability of MHE are presented. The relationships of full information and MHE to other state estimation methods such as Kalman filtering and statistical sampling are discussed.

Keywords

Full information estimation Kalman filtering Statistical sampling 
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Copyright information

© Springer-Verlag London 2015

Authors and Affiliations

  • James B. Rawlings
    • 1
  1. 1.University of WisconsinMadisonUSA