Constrained Receding Horizon Output Estimation of Linear Distributed Parameter Systems

In this article, we address the constrained output estimation of discrete-time linear distributed parameter systems in the presence of plant and measurement disturbances. Sufficient conditions are proposed for the strong stability of the proposed moving horizon estimator. We further show that the discrete-time estimation results can be linked to continuous-time infinite-dimensional systems described by partial differential equations with unbounded disturbance and output operators by using the Cayley–Tustin transformation. The theoretical results are illustrated with numerical examples on a 1-D wave equation and a 1-D diffusion equation.