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

Journal of Process Control

Volumn 21, Issue 6, 2011, Pages 909-919

  López Negrete, Rodrigo ^a   Patwardhan, Sachin C ^b   Biegler, Lorenz T ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b INDIAN INSTITUTE OF TECHNOLOGY BOMBAY   (India)

Author keywords

Constrained estimation; Moving Horizon Estimation; Particle filters

Indexed keywords

APPROXIMATION METHODS; APPROXIMATION TECHNIQUES; ARRIVAL COSTS; BENCH-MARK PROBLEMS; COMPUTATIONALLY EFFICIENT; CONDITIONAL DENSITY; CONSTRAINED ESTIMATION; CONVENTIONAL METHODS; ESTIMATION ERRORS; FILTERING METHOD; GAUSSIANITY; GAUSSIANS; LOG LIKELIHOOD; MONTE CARLO SIMULATION; MOVING HORIZON ESTIMATION; NON-GAUSSIAN; NON-LINEAR OPTIMIZATION PROBLEMS; ON-LINE APPLICATIONS; OPTIMAL RECURSIVE BAYESIAN FILTERS; PARAMETER ESTIMATE; PARTICLE FILTER; PARTICLE FILTERS; PREDICTION HORIZON; PROBABILITY DENSITIES; SAMPLING TIME; SAMPLING-BASED METHOD; SIMULATION STUDIES; STATE ESTIMATES; STATE ESTIMATION METHODS;

ALGORITHMS; APPROXIMATION THEORY; COSTS; COVARIANCE MATRIX; DISTRIBUTED COMPUTER SYSTEMS; ESTIMATION; NONLINEAR ANALYSIS; NONLINEAR FILTERING; NONLINEAR SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; STATE ESTIMATION; TARGET TRACKING;

COST BENEFIT ANALYSIS;

EID: 79958157095     PISSN: 09591524     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jprocont.2011.03.004     Document Type: Article

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