Use of trellis diagrams in state estimation in blocks for nonlinear discrete dynamic systems with aKth-order memory

Abstract

A new suboptimum estimation scheme is proposed for nonlinear discrete dynamic systems with aKth-order memory. These systems are first represented by trellis diagrams, and then states are estimated by the Viterbi algorithm of information theory. The state and observation models of the proposed scheme can be nonlinear functions of the disturbance noise, observation noise, and present and past discrete values of the state, whereas the models of the classical estimation algorithms, such as the extended Kaiman filter, must be linear functions of the disturbance noise and observation noise. States are estimated in blocks, which results in an estimation scheme whose implementation requries a constant memory.