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This paper investigates the receding horizon state estimation for the linear discrete-time system with multi-channel observation delays. The receding horizon estimation is designed by the reorganized observation technique and the… Click to show full abstract
This paper investigates the receding horizon state estimation for the linear discrete-time system with multi-channel observation delays. The receding horizon estimation is designed by the reorganized observation technique and the linear unbiased estimation method. The estimation gains are developed by solving a set of Riccati equations, and a stability result about the state estimation is shown. Finally, an example is given to illustrate the efficiency of the receding horizon state estimation.
Journal Title: IEEE/CAA Journal of Automatica Sinica
Year Published: 2019
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