A hierarchical estimation algorithm is developed using the stochastic realization approach. The key feature of the algorithm is that the local processors compute oblique projections as opposed to orthogonal projections. Then using the interaction between appropriately defined past and future residuals the new reduced-order hierarchical estimation algorithm is obtained.
|Number of pages
|Proceedings of the IEEE Conference on Decision and Control
|Published - Dec 1 1985
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization