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Moving Horizon Estimation for Nonlinear Networked Control Systems with Unsynchronized Timescales

Abstract This paper deals with the state and parameter estimation problem for nonlinear networked control systems. In contrast to the general assumption of synchronized clocks, the different timescale of each sensor node is explicitly considered in the proposed method. This renders conventional synchronization algorithms redundant and thus frees up the network resources involved in the synchronization. To this end, the sensor measurements are transmitted together with the corresponding time stamps as packets to the estimator via a communication network. These packets are subject to random, variable and unbounded time delays which leads to packet reordering as well as to packet drop. The presented method is capable of dealing with the aforementioned circumstances by formulating the estimation problem as a suitable optimization problem within a moving horizon framework. The resulting nonlinear program is efficiently solved by an adapted sequential quadratic programming approach which exploits the inherent structure in the problem formulation. Simulation results confirm the performance of the proposed method.