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This paper presents a novel distributed estimation algorithm based on the concept of moving horizon estimation. Under weak observability conditions we prove convergence of the state estimates computed by any sensors to the correct state even when constraints on noise and state variables are taken into account in the estimation process. Simulation examples are provided in order to show the main features of the proposed method.
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Marcello Farina, Giancarlo Ferrari Trecate
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Marcello Farina, Giancarlo Ferrari Trecate