Receding Horizon Estimation for Linear Discrete-time Systems with Multi-channel Observation Delays

摘要

This paper investigates the receding horizon state estimation for the linear discrete-time system with multi-channel observation delays.The receding horizon estimation is designed by the reorganized observation technique and the linear unbiased estimation method.The estimation gains are developed by solving a set of Riccati equations,and a stability result about the state estimation is shown.Finally,an example is given to illustrate the efficiency of the receding horizon state estimation.