M. Farina, G. Ferrari-Trecate, and R. Scattolini. Distributed moving horizon estimation for linear constrained systems. IEEE Trans. on Automatic Control , 55(11):2462--2475, 2010.
This paper presents a novel distributed estimationalgorithm based on the concept of moving horizon estimation.Under weak observability conditions we prove convergence ofthe state estimates computed by any sensors to the correct stateeven when constraints on noise and state variables are takeninto account in the estimation process. Simulation examples areprovided in order to show the main features of the proposedmethod.