Multirate State Estimation Using Moving Horizon Estimation

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 scheme which naturally suggests the inclusion of these different classes of measurements, the Moving Horizon Estimator (MHE). In this paper, we extend the MHE concept to the multirate case (MMHE). We present two forms, a variable structure and a fixed structure MMHE and present the relevant equations. We recommend the fixed structure estimator as it has superior noise reductions qualities. The proposed scheme is supported by a simulation example. Copyright c ©2005 IFAC