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Main Authors: Wolff, Tobias M., Krauss, Isabelle, Lopez, Victor G., Müller, Matthias A.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.20259
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author Wolff, Tobias M.
Krauss, Isabelle
Lopez, Victor G.
Müller, Matthias A.
author_facet Wolff, Tobias M.
Krauss, Isabelle
Lopez, Victor G.
Müller, Matthias A.
contents In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements available. This setting is encountered in applications where measuring is expensive or time-consuming. Furthermore, the state estimation framework does not rely on a standard mathematical model, but on an implicit system representation based on measured data. We prove sample-based practical robust exponential stability of the proposed estimator under mild assumptions. Furthermore, we apply the proposed scheme to estimate the states of a gastrointestinal tract absorption system.
format Preprint
id arxiv_https___arxiv_org_abs_2512_20259
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Data-based Moving Horizon Estimation under Irregularly Measured Data
Wolff, Tobias M.
Krauss, Isabelle
Lopez, Victor G.
Müller, Matthias A.
Systems and Control
In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements available. This setting is encountered in applications where measuring is expensive or time-consuming. Furthermore, the state estimation framework does not rely on a standard mathematical model, but on an implicit system representation based on measured data. We prove sample-based practical robust exponential stability of the proposed estimator under mild assumptions. Furthermore, we apply the proposed scheme to estimate the states of a gastrointestinal tract absorption system.
title Data-based Moving Horizon Estimation under Irregularly Measured Data
topic Systems and Control
url https://arxiv.org/abs/2512.20259