G. Ferrari-Trecate, D. Mignone, and M. Morari. Moving horizon estimation for hybrid systems. Proc. American Control Conference , pages 1684--1688, 2000. Chicago, Illinois, US, 28-30 June.
In this paper, by exploiting the equivalence between hybrid systems modeled inthe Mixed Logic Dynamical form and Piece-Wise Affine systems, we propose astate smoothing algorithm based on Moving Horizon Estimation (MHE). We providesufficient conditions on the time horizon and the initial penaltiesto guarantee asymptotic convergence of the MHE scheme.Moreover we propose an algorithm for the computation of the initialpenalties that allows to implement MHE by solving Mixed-Integer QuadraticPrograms.