A structure exploiting interior-point method for moving horizon estimation

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2009, Pages 6561-6565

  Haverbeke, Niels ^a   Diehl, Moritz ^a   De Moor, Bart ^a  

^a Katholieke Universiteit Leuven   (Belgium)

Author keywords

Matrix riccati equations; Optimal filtering; Optimization problems; State estimation

Indexed keywords

COMPUTATIONAL COMPLEXITY; COVARIANCE MATRIX; KALMAN FILTERS; RICCATI EQUATIONS; STATE ESTIMATION;

ADDITIONAL COSTS; COVARIANCE MATRICES; INTERIOR-POINT METHOD; LINEAR COMPLEXITY; MATRIX RICCATI EQUATION; MOVING HORIZON ESTIMATION; OPTIMAL FILTERING; OPTIMIZATION PROBLEMS;

LINEAR PROGRAMMING;

EID: 77950802753     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2009.5400804     Document Type: Conference Paper

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