Existence of Cascade Discrete-Continuous State Estimators for Systems on a Partial Order

In this paper, a cascade discrete-continuous state estimator on a partial order is proposed and its existence investigated. The continuous state estimation error is bounded by a monotonically nonincreasing function of the discrete state estimation error, with both the estimation errors converging to zero. This work shows that the lattice approach to estimation is general as the proposed estimator can be constructed for any observable and discrete state observable system. The main advantage of using the lattice approach for estimation becomes clear when the system has monotone properties that can be exploited in the estimator design. In such a case, the computational complexity of the estimator can be drastically reduced and tractability can be achieved. Some examples are proposed to illustrate these ideas.