Multi-level state estimation†
- 1 June 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 6 (6) , 533-555
- https://doi.org/10.1080/00207727508941836
Abstract
This paper discusses certain aspects of multi-level state estimation. In the first part, the multi-level state estimator of Pearson is considered and it is shown why such filters cannot be used for the practical state estimation of large systems. Then a computationally efficient suboptimal filter formulated by Shah is described and which is then extended to systems with time lags between the subsystems. For large serially connected systems, an even simpler state estimator could be used. A number of numerical studies are given comparing the performance of the two sub-optimal estimators and the overall optimal solution.Keywords
This publication has 3 references indexed in Scilit:
- Two-level form of the Kalman filterIEEE Transactions on Automatic Control, 1971
- Duality of linear estimation and controlJournal of Optimization Theory and Applications, 1970
- On the estimation of state variables and parameters for noisy dynamic systemsIEEE Transactions on Automatic Control, 1964