Hierarchical estimation with reduced order local observers

Susmita Roy, P. Mookerjee · 2003

Decentralized hierarchical implementations of the Kalman filter using reduced-order estimators are discussed. Comments on and illustrative extensions to a previously obtained condition for global optimality of a hierarchical estimator using reduced-order local models are presented. A suboptimal solution is presented for the case in which the condition is not satisfied.>

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