Near- Optimal State Estimation for Interconnected Systems.
Abstract
A new algorithm is proposed for estimating the state of a nonlinear stochastic system when only noisy observations of the state are available. The state estimation problem is formulated as a modal-trajectory maximum-likelihood estimation problem. The resulting minimization problem is analogous to the nonlinear tracking problem in optimal control theory. By viewing the system as an interconnection of lower-dimensional subsystems and applying the so-called epsilon-coupling technique, which originated in the study of the sensitivity of control systems to parameter variations, a near-optimal state estimation algorithm is derived which has the properties that all computations are performed at the subsystem level and only linear equations need to be solved. The principal attraction of the method is that significant reductions in the computational requirements relative to other approximate algorithms can be achieved when the system is large-dimensional. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1973
- Accession Number
- AD0764111
Entities
People
- Terry B. Cline
Organizations
- Iowa State University