This paper presents a recursive solution of an estimation strategy that incorporates
non-uniform measurements for a Linear Time-Invariant (LTI) Systems.
The estimator is based on a modied Receding Horizon Estimator. The proposed
approach allows to recursively estimate the system state, reducing the
estimation error, by including measurements available at different sampled time
using a well-known structure. A discussion of observability of the system in the
presence of non-uniform measurements and the convergence conditions of the
proposed estimator are also presented. Finally, numerical simulation shows the
effectiveness of the proposed estimator in comparison with a Kalman lter with
augmented state method. |