Title :
Distributed Moving Horizon Estimation for Linear Constrained Systems
Author :
Farina, Marcello ; Ferrari-Trecate, Giancarlo ; Scattolini, Riccardo
Author_Institution :
Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy
Abstract :
This paper presents a novel distributed estimation algorithm based on the concept of moving horizon estimation. Under weak observability conditions we prove convergence of the state estimates computed by any sensors to the correct state even when constraints on noise and state variables are taken into account in the estimation process. Simulation examples are provided in order to show the main features of the proposed method.
Keywords :
constraint theory; convergence; distributed algorithms; linear systems; observability; state estimation; distributed estimation algorithm; distributed moving horizon estimation; linear constrained system; state estimation; weak observability condition; Communication networks; Computational modeling; Computer networks; Convergence; Estimation error; Iterative algorithms; Kalman filters; Monitoring; Observability; State estimation; Consensus algorithms; distributed estimation; moving horizon estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2010.2046058
