Abstract
In this paper, a sequential filter algorithm is derived for the Distributed-Delay Model (multidimensional linear difference equation of high-order) in which the subsystems are serially inter-connected. Taking advantage of the serial structure of the system, the computational burden for a state estimation is enormously reduced. A mathematical model for the pollution dynamics of a river is described by the Distributed-Delay Model with the serially connected structure, and the sequential filter obtained in this paper is applied to the state estimation of water quality in the Yomo River near Osaka. It is shown that, among the various state estimation algorithms, the sequential filter developed in this paper is a powerful one for the Distributed-Delay Model with a serially connected structure.
