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 hierearchical estimation algorithm is obtained.
|Original language||English (US)|
|Title of host publication||Unknown Host Publication Title|
|Number of pages||5|
|State||Published - 1985|
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