M. Farina, G. Ferrari-Trecate, and R. Scattolini. A moving horizon scheme for distributed state estimation. Proc. 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference , pages 1818--1823, 2009. Shanghai, China, 16-18 December.
This paper presents a novel distributed estimation algorithm basedon the concept of moving horizon estimation. Under weakobservability conditions we prove convergence of the state estimatescomputed by any sensor to the correct state even when constraints on noiseare taken into account in the estimation process. Simulation examples areprovided in order to show the main features of the proposed method.