Optimal and suboptimal solutions for a kind of decentralized filtering problems
type: Item
instance of: scholarly article
title: Optimal and suboptimal solutions for a kind of decentralized filtering problems
zbMATH Open document ID: 0738.93075
author: Guoliang Shi
author: Zhenjun Wang
published in: Chinese Science Bulletin
publication date: 1992-06-25T00:00:00Z
review text: The authors consider a discrete linear large-scale system \[ x(k+1)=F(k)x(k)+B(k)w(k),\leqno(1) \] \[ z_ i(k)=C_ i(k)x(k)+v_ i(k),\leqno(2) \] \(i=1,\dots,N\), consisting of \(N\) subsystems of the form \[ x_ i(k+1)=F_ i(k)x_ i(k)+B_ i(k)w_ i(k), i=1,\dots,N,\leqno(3) \] \[ z_ i(k)=H_ i(k)x_ i(k)+v_ i(k), i=1,\dots,N.\leqno(4) \] The authors present a method of constructing the global optimal and suboptimal filters for system (1-2) under the assumption that a local optimal filter for subsystems (3-4) is given.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93A15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 13110
zbMATH Keywords: discrete linear large-scale system
zbMATH Keywords: global optimal filters
zbMATH Keywords: local optimal filter
reviewed by: Stanislaw Walczak
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 13110