Multi-process constrained estimation

Abstract

A method that maximizes the information flow through a constrained communications channel when it is desired to estimate the state of multiple nonstationary processes is described. The concept of a constrained channel is introduced as a channel that is not capable of transferring all of the information required. A measure of information is developed based on the estimation entropy utilizing the Kalman filter state estimator. It is shown that this measure of information can be used to determine which process to observe in order to maximize a measure of global information flow. For stationary processes, the sampling sequence can be computed a priori, but nonstationary processes require real-time sequence computation.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>