Moving horizon estimation based on distributionally robust optimisation


Moving horizon estimation based on distributionally robust optimisation is a scholarly work, published in 2024 in ''International Journal of Systems Science''. The main subjects of the publication include computer science, horizon, Fuzzy differential equation, mathematical optimization, fault detection and isolation, robust optimization, project management estimation, and control theory. The paper presents a novel moving horizon estimation approach based on distributionally robust optimisation to tackle the state estimation problem of non-linear systems with missing noise distribution information.

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