State observation with guaranteed confidence regions through sign perturbed sums

Philipp Polterauer, Harald Kirchsteiger, Luigi Del Re

Publikation: Beitrag in Buch/Bericht/TagungsbandKonferenzbeitragBegutachtung

1 Zitat (Scopus)

Abstract

Standard state estimation approaches do not provide guaranteed confidence regions for finite data amounts. For some applications, in particular safety critical ones, this can be of interest. In this paper, we suggest a method to construct a moving horizon state estimator (MHE) able to provide confidence regions (CR) of the state estimate with exact probability under mild assumptions on the noise. To do so a novel algorithm called sign perturbed sums (SPS), as presented by B.Cs. Csaji et al. in [4], is combined with a MHE approach. The paper develops the idea for single input single output (SISO) linear time invariant (LTI) state-space systems and uses simulations and a comparison to results obtained in the standard way to confirm the potential of the method.

OriginalspracheEnglisch
Titel54rd IEEE Conference on Decision and Control,CDC 2015
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
Seiten5660-5665
Seitenumfang6
ISBN (elektronisch)9781479978861
DOIs
PublikationsstatusVeröffentlicht - 8 Feb. 2015
Extern publiziertJa
Veranstaltung54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
Dauer: 15 Dez. 201518 Dez. 2015

Publikationsreihe

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (elektronisch)2576-2370

Konferenz

Konferenz54th IEEE Conference on Decision and Control, CDC 2015
Land/GebietJapan
OrtOsaka
Zeitraum15.12.201518.12.2015

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