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Approximating arrival costs in distributed moving horizon estimation: A recursive method

2024/06/10 by X R Li, Li, Xiaojie, Xunyuan Yin +1
Earth and Planetary Sciences · #FOS: Electrical engineering #Meteorological Phenomena and Simulations #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2406.05966

openalex publication_date 2024/06/10 · openalex created_date 2024/06/12 · openalex updated_date 2026/07/28

Abstract

In this paper, we present a new approach to distributed moving horizon estimation for constrained nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, distributed full-information estimation for linear unconstrained systems is presented, which serves as the foundation for deriving the analytical expression of the arrival costs for the local estimators. Subsequently, we develop a recursive arrival cost design for linear distributed moving horizon estimation. Sufficient conditions are derived to ensure the stability of the estimation error for constrained linear systems. Next, we extend the arrival cost design derived for linear systems to account for nonlinear systems, and a partition-based constrained distributed moving horizon estimation algorithm for nonlinear systems is formulated. A benchmark chemical process is used to illustrate the effectiveness and superiority of the proposed method.

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