arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2210.09017eess.SYcs.SY
收藏

面向线性离散时间系统的鲁棒数据驱动滚动时域估计

Robust Data-Driven Moving Horizon Estimation for Linear Discrete-Time Systems

Tobias M. Wolff, Victor G. Lopez, Matthias A. Müller

AI总结:

针对受有界持续噪声影响的线性离散时间系统,提出一种无需系统辨识、仅依赖离线数据的鲁棒数据驱动 MHE 方案,并证明其实用鲁棒指数稳定性,仿真表明其可与基于模型的 MHE 相比。

摘要:

本文提出一种适用于线性时不变离散时间系统的鲁棒数据驱动滚动时域估计(MHE)方案。该方案仅依赖离线采集的数据,无需采用任何系统辨识步骤。针对在线测量数据与离线采集数据均受到非消失且有界噪声污染的情形,我们证明了其实用鲁棒指数稳定性。通过仿真算例展示了这一新型鲁棒数据驱动 MHE 方案的性能,并将其与标准的基于模型的 MHE 方案进行比较;后者所用模型由与数据驱动 MHE 方案相同的离线数据辨识得到。

英文摘要:

In this paper, a robust data-driven moving horizon estimation (MHE) scheme for linear time-invariant discrete-time systems is introduced. The scheme solely relies on offline collected data without employing any system identification step. We prove practical robust exponential stability for the setting where both the online measurements and the offline collected data are corrupted by non-vanishing and bounded noise. The behavior of the novel robust data-driven MHE scheme is illustrated by means of simulation examples and compared to a standard model-based MHE scheme, where the model is identified using the same offline data as for the data-driven MHE scheme.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑