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22. 6. 1983.
A Hierarchical Estimator for Sparse Systems
The objective of this paper is to present a "piece-by-piece" design of hierarchtical Kalman estimator for sparse systems. The proposed procedure is applied to a block-triangular representation of the system obtained via a graph-theoretic decomposition algorithm. The estimator is built as a union of low-order optimal estimators, and offers a reduction of computational requirements for systems of large dimensions.