M. Farina, G. Ferrari-Trecate, and R. Scattolini. Distributed moving horizon estimation for nonlinear constrained systems. Technical Report 2010.07, Dipartimento di Elettronica e Informazione, Politecnico di Milano, 2010.
In this paper we consider a nonlinear constrained system observed by a sensor network and propose a distributedstate estimation scheme based on Moving Horizon Estimation (MHE). In order to embrace the case where thewhole system state cannot be reconstructed from data available to individual sensors, we resort to the notion ofMHE detectability for nonlinear systems, and add to the MHE problems solved by each sensor a consensus termfor propagating information about estimates through the network. We characterize the error dynamics and provideconditions on the local exchanges of information in order to guarantee convergence to zero and stability of thestate estimation error provided by any sensor.