Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems

A non-linear discrete-time distributed-parameter system may be described by stochastic partial differential equations. Some state variables are measured at selected points of the system space. For this system a suboptimal state estimation algorithm is proposed. The error covariance matrix is calculated by an approximate approach. This simplification considerably reduces computer calculations in comparison with an optimal algorithm. Finally, the digital simulation of a non-linear DPS demonstrates the effectiveness of the suboptimal estimator.