  This paper proposes a state estimator for large-scale linear systems
described by the interaction of state-coupled subsystems affected by bounded
disturbances. We equip each subsystem with a Local State Estimator (LSE) for
the reconstruction of the subsystem states using pieces of information from
parent subsystems only. Moreover we provide conditions guaranteeing that the
estimation errors are confined into prescribed polyhedral sets and converge to
zero in absence of disturbances. Quite remarkably, the design of an LSE is
recast into an optimization problem that requires data from the corresponding
subsystem and its parents only. This allows one to synthesize LSEs in a
Plug-and-Play (PnP) fashion, i.e. when a subsystem gets added, the update of
the whole estimator requires at most the design of an LSE for the subsystem and
its parents. Theoretical results are backed up by numerical experiments on a
mechanical system.
