M. Farina, G. Ferrari-Trecate, and R. Scattolini. Distributed moving horizon estimation for nonlinear constrained systems. Proc. 8th IFAC Symposium on Nonlinear Control Systems , pages 909--914, 2010. Bologna, Italy, September 1 - 3.
In this paper we consider a nonlinear constrained system observed by a sensor networkand propose a distributed state estimation scheme based on Moving Horizon Estimation (MHE). Inorder to embrace the case where the whole system state cannot be reconstructed from data available toindividual sensors, we resort to the notion of MHE-detectability for nonlinear systems, and add to theMHE problems solved by each sensor a consensus term for propagating information about estimatesthrough the network. Under some suitable assumptions we prove convergence to zero and stability ofthe state estimation error provided by any sensor.