Title :
A moving horizon scheme for distributed state estimation
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 sensor to the correct state even when constraints on noise are taken into account in the estimation process. Simulation examples are provided in order to show the main features of the proposed method.
Keywords :
distributed parameter systems; state estimation; distributed state estimation; moving horizon scheme; sensor; Computer networks; Convergence; Estimation error; Filtering algorithms; Iterative algorithms; Kalman filters; Monitoring; Observability; Sensor systems; State estimation;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400244
