A Recursive Approach to Approximate Arrival Costs in Distributed Moving Horizon Estimation
Xiaojie Li, Xunyuan Yin · IFAC-PapersOnLine · 2024
In this paper, we present a novel approach to distributed moving horizon estimation for nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, we formulate distributed full-information estimation for linear unconstrained systems, which serves as the foundation for deriving the analytical expression of the arrival cost. Subsequently, a recursive arrival cost design for linear distributed moving horizon estimation is developed. Then, we extend the arrival cost design obtained for linear systems to account for the nonlinear context, and a partition-based constrained distributed moving horizon estimation algorithm for nonlinear systems is formulated. A chemical process is introduced to illustrate the effectiveness of the proposed method.