Iterative multiscale methods for process monitoring

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The authors propose a state estimator obtained as the solution of an optimization problem on a receding horizon. The computational complexity constraint is addressed by a multiscale approach that provides a fast coarse approximation followed by successive refinement levels. At each refinement step the error is shown to decrease by a fixed fraction of the discretization error. The authors present numerical results of their optimization algorithm. For the entire collection see [Zbl 0967.00097].











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