Estimation and control of large sparse systems (Q1071707)

A procedure for designing a suboptimal estimator for a large scale system consisting of hierarchically ordered subsystems is presented. The design procedure proceeds in a step-by-step manner from top to bottom. At each step, an estimator is designed for a subsystem treating the outputs of the preceding estimators as known inputs to the current estimator being optimized. The overall estimator is the collection of subsystem estimators designed sequentially, and also has a block triangular structure as does the system. Computer programs for hierarchical decomposition of the system based on the graph-theoretic procedure of \textit{V. Pichai}, the reviewer and \textit{D. D. Siljak} [IEEE Trans. Syst. Man. Cybern. SMC-13, 197-207 (1983; Zbl 0511.93008)], and the design of estimators are also included.