A Recursive Approach to Approximate Arrival Costs in Distributed Moving Horizon Estimation

被引:0
作者
Li, Xiaojie [1 ]
Yin, Xunyuan [1 ]
机构
[1] Nanyang Technol Univ, Sch Chem Chem Engn & Biotechnol, 62 Nanyang Dr, Singapore 637459, Singapore
来源
IFAC PAPERSONLINE | 2024年 / 58卷 / 18期
关键词
Distributed state estimation; moving horizon estimation; arrival cost; nonlinear processes; STATE ESTIMATION; FILTER;
D O I
10.1016/j.ifacol.2024.09.040
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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. Copyright (C) 2024 The Authors.
引用
收藏
页码:257 / 262
页数:6
相关论文
共 18 条
  • [1] Stability of consensus extended Kalman filter for distributed state estimation
    Battistelli, Giorgio
    Chisci, Luigi
    [J]. AUTOMATICA, 2016, 68 : 169 - 178
  • [2] Distributed model predictive control: A tutorial review and future research directions
    Christofides, Panagiotis D.
    Scattolini, Riccardo
    Munoz de la Pena, David
    Liu, Jinfeng
    [J]. COMPUTERS & CHEMICAL ENGINEERING, 2013, 51 : 21 - 41
  • [3] Farina M., 2009, Technical report
  • [4] Findeisen P. K., 1997, Moving horizon state estimation of discrete time systems
  • [5] ON DERIVING THE INVERSE OF A SUM OF MATRICES
    HENDERSON, HV
    SEARLE, SR
    [J]. SIAM REVIEW, 1981, 23 (01) : 53 - 60
  • [6] Li X., 2023, AICHE J, V69
  • [7] Li X., 2024, AIChE Journal, V70
  • [8] Iterative distributed moving horizon estimation of linear systems with penalties on both system disturbances and noise
    Li, Xiaojie
    Bo, Song
    Qin, Yan
    Yin, Xunyuan
    [J]. CHEMICAL ENGINEERING RESEARCH & DESIGN, 2023, 194 : 878 - 893
  • [9] Constrained particle filter approach to approximate the arrival cost in Moving Horizon Estimation
    Lopez-Negrete, Rodrigo
    Patwardhan, Sachin C.
    Biegler, Lorenz T.
    [J]. JOURNAL OF PROCESS CONTROL, 2011, 21 (06) : 909 - 919
  • [10] Computation of arrival cost for moving horizon estimation via unscented Kalman filtering
    Qu, Cheryl C.
    Hahn, Juergen
    [J]. JOURNAL OF PROCESS CONTROL, 2009, 19 (02) : 358 - 363