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