Moving Horizon Estimators for Large-Scale Systems

Abstract

In this report, a review on state estimation schemes applied to large-scale systems is made. The attention is focused on Moving Horizon Estimation (MHE) schemes due to the addressing of the estimation problem in an optimal way, and it inherent capability to handle the process constraints. Moreover, the cost function can be proposed unlike other optimal estimation schemes like those based on Kalman Filters. Therefore, contributions on state estimation schemes applied to large-scale systems are described, in order to outline its merits and limitations. Finally, open problems are listed with the aim to prepare a basis for future contributions.