Moving horizon state estimation for discrete-time linear systems with binary sensors

Abstract

The paper addresses state estimation for linear discrete-time systems with binary (threshold) measurements. A Moving Horizon Estimation (MHE) approach is undertaken and different estimators, characterised by different choices of the cost function and/or by the possible inclusion of constraints, are proposed. Observability from binary measurements is discussed and stability results are proved for the proposed MHE algorithms. The proposed techniques are also evaluated and compared by means of a simulation example.