Fixed structure multirate state estimation

In most chemical processes only some measurements are available online while other measurements are available infrequently and often with long delays. Multirate state estimation can optimally combine these different classes of measurements to improve the estimation quality compared to the fast measurements alone. The following new aspects of multirate state estimation are discussed in this paper: Firstly, we discuss the behaviour of variable and fixed structure estimation schemes and conclude that a fixed structure is preferable. Secondly, the moving horizon state estimator is extended to the multirate case in a fashion that corresponds to the fixed structure state estimation scheme. Finally, a performance gauge is proposed which measures the maximal improvements that can be obtained by using additional noisy slow measurements. The theoretical findings are supported by a simulation example.