Real-Time Non-Linear Receding Horizon Control Methodology for Estimation of Time-Varying Parameters

TL;DR

This paper introduces a real-time nonlinear receding horizon control method for estimating unknown time-varying parameters in nonlinear systems, transforming the estimation into an optimization problem solved efficiently with the Riccati method.

Contribution

It presents a novel real-time estimation approach for time-varying parameters in nonlinear systems using receding horizon control and Riccati-based optimization.

Findings

Successfully estimates unknown parameters in nonlinear examples

Demonstrates effectiveness of the proposed algorithm in real-time scenarios

Applicable to systems with unknown or varying parameters

Abstract

In control and engineering community, models generally contain a number of parameters which are unknown or roughly known. A complete knowledge of these parameters is critical to describe and analyze the dynamics of the system. This paper develops a novel approach of estimating unknown time-varying parameters of nonlinear systems based on real-time nonlinear receding horizon control strategy. For this purpose, the problem of estimation is converted into optimization problem which can be solved by backwards sweep Riccati method. Methodology is implemented on two nonlinear examples without providing any reference of the parameters. Results successfully demonstrate the fact that proposed algorithm is able to estimate unknown time-varying parameters of nonlinear systems effectively.