Distributed Receding Horizon Estimation for Time Invariant Discrete Time Linear Systems Based on Substate Decomposition

Date

2025

Authors

Huang, Z.
Chen, Z.
Xu, Y.
Liu, C.
Shi, P.

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IEEE Transactions on Network Science and Engineering, 2025; 1-13

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Zenghong Huang, Zijie Chen, Yong Xu, Chang Liu, and Peng Shi

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Abstract

This paper investigates distributed receding horizon estimation (DRHE) for time-invariant discrete-time linear systems over a sensor network. The original system is decomposed into several low-dimensional subsystems, where each sensor is capable of observing only one specific subsystem. The observable substate for each node is estimated by minimizing a local cost associated with receding horizon estimation (RHE), while the prediction of unobservable substates is updated through onestep weighted fusion. A maximal directed acyclic graph (MDAG) is introduced to facilitate the construction of the weight values for fusing these predictions, which is a more general method compared to directed spanning trees. Additionally, we propose a novel algorithm for identifying an MDAG across the network. We establish sufficient stability conditions for the proposed estimator under the assumption of collective observability. Finally, a numerical example of temperature monitoring is presented to demonstrate the effectiveness of the developed method.

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OnlinePubl. Available online 5 August 2025

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© 2025 IEEE. All rights reserved, including rights for text and data mining and training of artificial intelligence and similar technologies. Personal use is permitted, but republication/redistribution requires IEEE permission. See https://www.ieee.org/publications/rights/index.html for more information.

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