Multirate State Estimation using Moving Horizon Estimation

In most chemical processes only some measurements are available online whileother measurements are available infrequently and often with long delays.Multirate state estimation can optimally combine these different classes ofmeasurements to improve the estimation quality compared to the fastmeasurements alone. The nature of measurements at different sampling intervalswhich are subject to delays makes the application of traditional one step stateestimators cumbersome. There is but one state estimation scheme which naturallysuggests the inclusion of these different classes of measurements, the MovingHorizon Estimator (MHE). In this paper, we extend the MHE concept to themultirate case (MMHE). We present two forms, a variable structure and a fixedstructure MMHE and present the relevant equations. We recommend the fixedstructure estimator as it has superior noise reductions qualities. The proposedscheme is supported by a simulation example.