Robust convergence analysis of moving-horizon estimator for LPV discrete-time systems
Résumé
This paper deals with the problem of robust stability analysis of Moving Horizon Estimator~(MHE) for Linear Parameter Varying~(LPV) systems. The main contribution of the paper lies in the introduction of novel stability analysis tools guaranteeing exponential robust convergence of the MHE under only the incremental Exponential Input-Output-to-State Stability~(i-EIOSS) assumption. Indeed, the i-EIOSS property characterizes the detectability of a system, which is a less conservative assumption compared to the observability condition.