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首页> 外文期刊>IEEE Transactions on Automatic Control >Moving Horizon Estimation for Large-Scale Interconnected Systems
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Moving Horizon Estimation for Large-Scale Interconnected Systems

机译:大型互联系统的运动层估计

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摘要

We present computationally efficient centralized and distributed moving horizon estimation (MHE) methods for large-scale interconnected systems, that are described by sparse banded or sparse multibanded system matrices. Both of these MHE methods are developed by approximating a solution of the MHE problem using the Chebyshev approximation method. By exploiting the sparsity of this approximate solution we derive a centralized MHE method, which computational complexity and storage requirements scale linearly with the number of local subsystems of an interconnected system. Furthermore, on the basis of the approximate solution of the MHE problem, we develop a novel, distributed MHE method. This distributed MHE method estimates the state of a local subsystem using only local input-output data. In contrast to the existing distributed algorithms for the state estimation of large-scale systems, the proposed distributed MHE method is not relying on the consensus algorithms and has a simple analytic form. We have studied the stability of the proposed MHE methods and we have performed numerical simulations that confirm our theoretical results.
机译:我们提出了针对大型互连系统的高效计算的集中式和分布式移动视野估计(MHE)方法,这些方法由稀疏带或稀疏多带系统矩阵描述。这两种MHE方法都是通过使用Chebyshev近似方法对MHE问题的解决方案进行近似来开发的。通过利用这种近似解决方案的稀疏性,我们得出了一种集中式MHE方法,该方法的计算复杂度和存储要求随互连系统的本地子系统数量线性增长。此外,在MHE问题的近似解的基础上,我们开发了一种新颖的分布式MHE方法。这种分布式MHE方法仅使用本地输入输出数据来估计本地子系统的状态。与现有的用于大规模系统状态估计的分布式算法相反,所提出的分布式MHE方法不依赖于共识算法,并且具有简单的解析形式。我们已经研究了提出的MHE方法的稳定性,并进行了数值模拟,证实了我们的理论结果。

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