An anomaly affected discrete LTI systems: a moving horizon approach for estimating position and temperature measurements

Abstract

A real-time system may be subjected to various anomalies that can affect the quality of the observations. The main motivation of the article arises from the need in addressing challenges posed by the presence of anomalies in discrete linear time-invariant (LTI) systems with a focus on the estimation processes, in the context of position and temperature measurements. The proposed approach leverages the properties of discrete LTI systems and takes advantage of the predictive capabilities of the moving horizon strategy (MHS). It operates recursively updating estimates of new measurement while fairly considering its past estimates that occur within the window of the moving horizon. The estimation framework will be designed to handle disturbances and provide robust estimates, to ensure the effectiveness of the system. In order to validate the proposed approach simulation studies were conducted on different and only scenarios in different order LTI system. Comparative studies with different estimation techniques demonstrate the capability of the proposed approach in terms of performance and efficiency. The proposed approach can be applied to systems with changing system dynamics. Future research may be conducted to utilize this strategy in other domains to mitigate anomalies while enhancing performance.

Keywords

• Horizon approach
• linear time invariant systems
• Kalman filter
• position estimation and MHE