Moving horizon estimation with multirate measurements and correlated noises

• Published in: International journal of robust and nonlinear control Vol. 30; no. 17; pp. 7429 - 7445
• Main Authors: Zou, Lei, Wang, Zidong, Dong, Hongli, Han, Qing‐Long
• Format: Journal Article
• Language: English
• Published: Bognor Regis Wiley Subscription Services, Inc 25.11.2020
• Subjects: correlated noises; Correlation analysis; Covariance; Error analysis; Exact solutions; lifting technique; Linear matrix inequalities; Mathematical analysis; moving horizon estimation; multirate measurements; Parameter estimation; periodic system; State estimation

Summary This article is concerned with the moving horizon estimation (MHE) problem for a class of linear discrete‐time systems subject to multirate measurements and correlated noises. The sensors of the plant are grouped into two nodes with different sampling periods, which give rise to the multirat...