Receding Horizon Estimation for Linear Discrete-time Systems with Multi-channel Observation Delays

This paper investigates the receding horizon state estimation for the linear discrete-time system with multi-channel observation delays. The receding horizon estimation is designed by the reorganized observation technique and the linear unbiased estimation method. The estimation gains are developed by solving a set of Riccati equations, and a stability result about the state estimation is shown. Finally, an example is given to illustrate the efficiency of the receding horizon state estimation.