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Mohan Kumar Ramalingam Thesis.pdf (1.07 MB)

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Moving Horizon Estimation with Dynamic Programming

Ramalingam, Mohan Kumar
http://rave.ohiolink.edu/etdc/view?acc_num=csu1386778712

Abstract Details

2013, Master of Science in Chemical Engineering, Cleveland State University, Fenn College of Engineering.
Moving Horizon Estimation (MHE) is a optimization based strategy to state estimation. It involves computation of arrival cost, a penalty term, based on the MHE cost function. Minimization of this arrival cost is done through various methods. All these methods use nonlinear programming optimization technique which gives the estimate. The main idea of MHE revolves around minimizing the estimation cost function. The cost function is dependent on prediction error computation from data and arrival cost summarization. The major issue that hampers the MHE is choosing the arrival cost for ensuring stability of the overall estimation and computational time. In order to attain this stability, this thesis incorporates dynamic programming algorithm to estimate MHE cost function. Dynamic programming is an algorithm for solving complex problems. The MHE cost function algorithm has been modified based on dynamic programming algorithm in order to ensure stability of the overall estimation. In order to apply this algorithm, a specific non-linear filter, particle filter is used for the initialization of MHE. The reason of using particle filter for initialization of MHE is due to fact that dynamic programming algorithm works on principle of samples and particle filter provides the samples. A comparison of mean squared error(MSE) using the nonlinear programming optimization and dynamic programming optimization is verified for the proposed theory of using dynamic programming algorithm in estimation of cost function.
Sridhar Ungarala, PhD (Committee Chair)
Jorge Gatica, PhD (Committee Member)
Rolf Lustig, PhD (Committee Member)
Chemical Engineering

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Citations

  • Ramalingam, M. K. (2013). Moving Horizon Estimation with Dynamic Programming [Master's thesis, Cleveland State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=csu1386778712

    APA Style (7th edition)

  • Ramalingam, Mohan Kumar. Moving Horizon Estimation with Dynamic Programming. 2013. Cleveland State University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=csu1386778712.

    MLA Style (8th edition)

  • Ramalingam, Mohan Kumar. "Moving Horizon Estimation with Dynamic Programming." Master's thesis, Cleveland State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=csu1386778712

    Chicago Manual of Style (17th edition)

csu1386778712
431
© 2013, all rights reserved.
This open access ETD is published by Cleveland State University and OhioLINK.