Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost

Abstract

The robust stability and convergence to the true state of a moving horizon estimator based on an adaptive arrival cost are established for non-linear detectable systems in this study. Robust global asymptotic stability is shown for the case of non-vanishing bounded disturbances, whereas the convergence to the true state is proved for the case of vanishing disturbances. Two simulations were made to show the estimator behaviour under different operational conditions and to compare it with the state of the art of estimation methods.