Convergence and Stability of a Constrained Partition-Based Moving Horizon Estimator.

René Schneider Wolfgang Marquardt

Published in: IEEE Trans. Autom. Control. (2016)

Keyphrases

rates of convergence
least squares
stability analysis
moving objects
maximum likelihood
maximum a posteriori
convergence rate
convergence speed
global convergence
variance reduction
objective function
control system
convergence analysis
asymptotic stability
bias variance
variance estimator