The extensive development of integrated electricity and heat systems(IEHS) has promoted the absorption of renewable energy and improves the operation flexibility of multi-energy system. However

the time scale differences between electric power system and district heating system make it complicate to perform the estimation procedure accurately. In this paper

the coupling and interaction mechanisms in IEHS are studied. The partial differential equations describing the thermal dynamics are solved by the finite difference method

and the multitimescale state estimation model is proposed using Lagrange multiplier. Case studies shows that

compared with measured data

the average relative error of the proposed multi-timescale method on evaluating the change of supply water temperature within a period is 0.27%

while that of the steady state model is 1.03%. The proposed multitimescale method can accurately describe the multi-timescale characteristics of the IEHS.