M. Farina, G. Ferrari-Trecate, and R. Scattolini. A moving horizon scheme for distributed state estimation. Technical Report 2009.5, Dipartimento di Elettronica e Informazione, Politecnico di Milano, 2009.
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 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.