Imperial College London

Dr Imad M. Jaimoukha

Faculty of EngineeringDepartment of Electrical and Electronic Engineering

Senior Lecturer
 
 
 
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Contact

 

+44 (0)20 7594 6279i.jaimouka Website

 
 
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Location

 

617Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Georgiou:2021:10.1109/CDC42340.2020.9304474,
author = {Georgiou, A and Tahir, F and Evangelou, S and Jaimoukha, I},
doi = {10.1109/CDC42340.2020.9304474},
pages = {2900--2905},
publisher = {IEEE},
title = {Robust moving horizon state estimation for uncertain linear systems using linear matrix inequalities},
url = {http://dx.doi.org/10.1109/CDC42340.2020.9304474},
year = {2021}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AB - This paper investigates the problem of state estimation for linear-time-invariant (LTI) discrete-time systems subject to structured feedback uncertainty and bounded disturbances. The proposed Robust Moving Horizon Estimation (RMHE) scheme computes at each sample time tight bounds on the uncertain states by solving a linear matrix inequality (LMI) optimization problem based on the available noisy input and output data. In comparison with conventional approaches that use offline calculation for the estimation, the suggested scheme achieves an acceptable level of performance with reduced conservativeness, while the online computational time is maintained relatively low. The effectiveness of the proposed estimation method is assessed via a numerical example.
AU - Georgiou,A
AU - Tahir,F
AU - Evangelou,S
AU - Jaimoukha,I
DO - 10.1109/CDC42340.2020.9304474
EP - 2905
PB - IEEE
PY - 2021///
SP - 2900
TI - Robust moving horizon state estimation for uncertain linear systems using linear matrix inequalities
UR - http://dx.doi.org/10.1109/CDC42340.2020.9304474
UR - http://hdl.handle.net/10044/1/83377
ER -