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eess.SY2014
Multiple Window Moving Horizon Estimation
Ali Al-Matouq, Tyrone Vincent
Long horizon lengths in Moving Horizon Estimation are desirable to reach the performance limits of the full information estimator. However, the conventional MHE technique suffers f…
eess.SY2012★ 1 cited
Derivation of the Maximum a Posterori Estimate for Discrete Time Descriptor Systems
Ali Al-Matouq
In this report a derivation of the MAP state estimator objective function for general (possibly non-square) discrete time causal/non-causal descriptor systems is presented. The der…