A Parallel Estimation Algorithm

  • M. Hodzic
  • D. D. Siljak
Part of the Applied Information Technology book series (AITE)


A parallel estimation algorithm is proposed for large scale dynamic systems. The algorithm is bi-modal in that the local estimates are computed in parallel at high sampling rates considering the subsystems as decoupled from each other. At the same time, the outputs of the local estimators are used as initial data for the overall estimator which takes the interaction effects into account in a block-iterative fashion. Each individual locally optimal estimator can have a different sampling rate to match the subsystem dynamics.


Gain Matrix Optimal Estimator High Sampling Rate Individual Subsystem Subsystem Dynamic 
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Copyright information

© Plenum Press, New York 1986

Authors and Affiliations

  • M. Hodzic
    • 1
  • D. D. Siljak
    • 1
  1. 1.School of Engineering, EECS DepartmentSanta Clara UniversitySanta ClaraUSA

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