DocumentCode
1449349
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
Volume
55
Issue
11
fYear
2010
Firstpage
2462
Lastpage
2475
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2010.2046058
Filename
5437313
Link To Document