2005
DOI: 10.3182/20050703-6-cz-1902.00654
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Multirate State Estimation Using Moving Horizon Estimation

Abstract: In most chemical processes only some measurements are available online while other measurements are available infrequently and often with long delays. Multirate state estimation can optimally combine these different classes of measurements to improve the estimation quality compared to the fast measurements alone. The nature of measurements at different sampling intervals which are subject to delays makes the application of traditional one step state estimators cumbersome. There is but one state estimation sche… Show more

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Cited by 12 publications
(10 citation statements)
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“…For the multi-rate estimation, the problem has been widely studied based on EKF framework [38]. Moving horizon estimation (MHE) [39][40][41] and other state observer design [37,42,43] have also been investigated. However, most of the EKF and MHE-based methods will not account for the inter-sample dynamic behavior and are incapable of giving estimation for asynchronously sampled measurements.…”
mentioning
confidence: 99%
“…For the multi-rate estimation, the problem has been widely studied based on EKF framework [38]. Moving horizon estimation (MHE) [39][40][41] and other state observer design [37,42,43] have also been investigated. However, most of the EKF and MHE-based methods will not account for the inter-sample dynamic behavior and are incapable of giving estimation for asynchronously sampled measurements.…”
mentioning
confidence: 99%
“…Several different structures have been proposed for the multi-rate MHE; Some approaches align the two measurements by filling in empty values for the slow measurement with a zero-order hold method (Kramer et al, 2005), or a model prediction (Liu et al, 2016). In contrast, in a variable structure only existing slow measurements are considered (Krämer and Gesthuisen, 2005). The approach of the distributed MHE regards the fast measurements from the fast dynamics as algebraic equations and solves the MHE only for the slow subsystem (Yin and Liu, 2017).…”
Section: Multi-rate Measurements and Ill-conditioning Of The Estimati...mentioning
confidence: 99%
“…Despite the fact that fairly good estimation results have been achieved, stability analysis of a multirate multidelay observer remained open. Other multirate estimation methods considering measurement delays, such as extended Kalman filter, and moving horizon estimation, have also been investigated. In addition, a number of results are available in the literature regarding controller design for nonlinear systems with delays in states, actuators, and measurements …”
Section: Introductionmentioning
confidence: 99%