On Adaptive Measurement Inclusion Rate In Real-Time Moving-Horizon Observers

Abstract

This paper investigates a self adaptation mechanism regarding the rate with which new measurements have to be incorporated in Moving-Horizon state estimation algorithms. This investigation can be viewed as the dual of the one proposed by the author in the context of real-time model predictive control. An illustrative example is provided in order to assess the relevance of the proposed updating rule.

arXiv comment6 pages. 4 Figures