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A New Approach to Receding Horizon State Estimation for LTI Systems in the Presence of Non-uniform Sampled Measurements

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Abstract

This paper proposes a recursive solution as an estimation strategy that incorporates non-uniform sampled measurements for a Linear Time-Invariant (LTI) Systems. The estimator is based on a modified Receding Horizon Estimator. The proposed approach allows system states to be recursively estimated, reducing estimation error by including measurements available at different sampling times, using a well-known structure. A discussion of the observability of the system in the presence of non-uniform measurements and the convergence conditions of the proposed estimator are also presented. Finally, numerical simulation demonstrates the effectiveness of the proposed estimator in comparison with a method using a Kalman filter with augmented state widely reported in the literature.

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Author information

Authors and Affiliations

  1. Instituto Tecnológico Metropolitano de Medellín, Facultad de Ingenierías, Medellín, Colombia

    Jhon A. Isaza-Hurtado

  2. Univ. Grenoble Alpes, CNRS, GIPSA-lab, F-38000, Grenoble, France

    John J. Martinez

  3. Universidad Nacional de Colombia, Research group on Dynamic Processes, Kalman, Colombia

    Hector A. Botero-Castro

Authors
  1. Jhon A. Isaza-Hurtado
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  2. John J. Martinez
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  3. Hector A. Botero-Castro
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Corresponding author

Correspondence to Jhon A. Isaza-Hurtado.

Additional information

Recommended by Associate Editor Jun Cheng under the direction of Editor PooGyeon Park.

Jhon A. Isaza-Hurtado received his B.S. degree in Instrumentation and Control Engineering from the Politécnico Colombiano Jaime Isaza Cadavid in 2008. In 2012 he received his M.Sc. degree in Engineering with an emphasis on Industrial Automation from the Universidad Nacional de Colombia and he is currently a third year doctoral student in the same university. His research interests include estimation and control theory, automation and instrumentation of industrial processes.

John J. Martinez is an associate professor at GRENOBLE-INP and researcher at GIPSA-lab (Control System Department). His research interest is related to modelling and robust control of mechatronic systems (e.g., Polytopic system modeling, Linear Parameter-Varying systems, Switching control and Invariant-Set Theory for Fault-Tolerant Control and Robust Disturbance Estimation/Rejection), mostly in the following applications: Automotive vehicle dynamics & Safety, Aerial vehicle dynamics, Wind turbines control, Physiologic-aware electric bikes and Anti-vibration systems. He has obtained the Accreditation to Supervise Research (HDR) from the University of Grenoble Alpes, France, in July 2013.

Hector A. Botero-Castro received his B. Sc. degree in Electrical Engineering, his specialist degree in Industrial Automation from Universidad de Antioquia, Colombia, and his M.Sc. degree in Engineering from Universidad del Valle, Colombia. Finally, he received his Ph.D. degree from Universidad Nacional de Colombia at Medellin. He is currently with the Department of Electrical Energy and Automatics, Universidad Nacional de Colombia, Medellín-Colombia. His research interests include state estimation, identification of generation control systems, and education in engineering.

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Isaza-Hurtado, J.A., Martinez, J.J. & Botero-Castro, H.A. A New Approach to Receding Horizon State Estimation for LTI Systems in the Presence of Non-uniform Sampled Measurements. Int. J. Control Autom. Syst. 17, 679–690 (2019). https://doi.org/10.1007/s12555-018-0357-6

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  • DOI: https://doi.org/10.1007/s12555-018-0357-6

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