论文信息 - Two-Level Form of the Kalman Filter

Two-Level Form of the Kalman Filter

AbstvuctSequential estimation of the states of several high-order interconnected systems may be prohibitive on computer time and storage if the problem is formulated as for a single system. Therefore, mdtilevel systems theory has been applied to derive a coordination algorithm, with one-step convergence, for a number of subsystem Kalman estimators. The procedure may be computationally attractive for sparsely coupled subsystems with few stochastic inputs.

Dimitri P. Bertsekas | D. Bertsekas

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