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Moving horizon estimation for hybrid systems

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Ferrari-Trecate, G., Mignone, D., Morari, M.·2002·IEEE Transactions on Automatic Control

Abstract

We propose a state-smoothing algorithm for hybrid systems based on moving-horizon estimation (MHE) by exploiting the equivalence between hybrid systems modeled in the mixed logic dynamical form and piecewise affine systems. We provide sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee asymptotic convergence of the MHE scheme. Moreover, we propose two practical algorithms for the computation of penalties that allow us to implement MHE by solving a mixed-integer quadratic program.

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Metadata

Authors
Ferrari-Trecate, G., Mignone, D., & Morari, M.
Venue
IEEE Transactions on Automatic Control
Published
2002-10
Volume
47
Issue
10
Pages
1663-1676
ISSN
0018-9286 (ISSN-L)
OpenAlex
W2138280264
Cited by
233
References
1
FWCI
33.46
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Moving horizon estimation for hybrid systems. https://app.cochat.ai/papers/10.1109/tac.2002.802772
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Ferrari-Trecate, G., Mignone, D., & Morari, M. (2002). Moving horizon estimation for hybrid systems. IEEE Transactions on Automatic Control. https://doi.org/10.1109/tac.2002.802772

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