STOCHASTIC REALIZATION APPROACH TO REDUCED-ORDER HIERARCHICAL ESTIMATION.

Uday B. Desai, Sayfollah Kiaei

Research output: Contribution to journalConference article

1 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)416-421
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1985
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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