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Moving Horizon Estimation

Encyclopedia of Systems and Control

Abstract

Moving horizon estimation (MHE) is a state estimation method that is particularly useful for nonlinear or constrained dynamic systems for which few general methods with established properties are available. This entry explains the concept of full information estimation and introduces moving horizon estimation as a computable approximation of full information. The basic design methods for ensuring stability of MHE are presented. The relationships of full information and MHE to other state estimation methods such as Kalman filtering and statistical sampling are discussed.

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Authors and Affiliations

  1. University of Wisconsin, Madison, Madison, WI, USA

    James B. Rawlings

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  1. James B. Rawlings
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Correspondence to James B. Rawlings .

Editor information

Editors and Affiliations

  1. Electrical and Computer Engineering, Boston University, Boston, Massachusetts, USA

    John Baillieul

  2. Automation and Control Solutions, Honeywell, Golden Valley, Minnesota, USA

    Tariq Samad

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© 2013 Springer-Verlag London

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Rawlings, J.B. (2013). Moving Horizon Estimation. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_4-1

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_4-1

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  • Publisher Name: Springer, London

  • Online ISBN: 978-1-4471-5102-9

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Chapter history

  1. Latest

    Moving Horizon Estimation
    Published:
    21 November 2020

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_4-2

  2. Original

    Moving Horizon Estimation
    Published:
    07 February 2014

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_4-1

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