A New Approach to Receding Horizon State Estimation for LTI Systems in the Presence of Non-uniform Sampled Measurements
Résumé
This paper proposes a recursive solution as an estimation strategy that incorporates non-uniform sampledmeasurements for a Linear Time-Invariant (LTI) Systems. The estimator is based on a modified Receding HorizonEstimator. The proposed approach allows system states to be recursively estimated, reducing estimation error byincluding measurements available at different sampling times, using a well-known structure. A discussion of theobservability of the system in the presence of non-uniform measurements and the convergence conditions of theproposed estimator are also presented. Finally, numerical simulation demonstrates the effectiveness of the proposedestimator in comparison with a method using a Kalman filter with augmented state widely reported in the literature