Accession Number : AD0764111
Title : Near- Optimal State Estimation for Interconnected Systems.
Descriptive Note : Technical rept.,
Corporate Author : IOWA STATE UNIV AMES ENGINEERING RESEARCH INST
Personal Author(s) : Cline,Terry B.
Report Date : JUL 1973
Pagination or Media Count : 111
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)
Descriptors : (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), NONLINEAR SYSTEMS, STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, TRAJECTORIES, MATRICES(MATHEMATICS), NOISE, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE