The paper concerns the results of simulation of a certain approach, in which es-timation of object state associated with the decentralization of calculations. It is realized by dividing the optimization problem into sub-problems of smaller dimensionality. The main idea of the method is to assign individual quality indicators to each sub-object and to carry out the synthesis of estimators in a sequential manner, start-ing with the last sub-object. Implementation of the estimation process requires knowledge about the measurements of the individual sub-objects. The parameters of the filter sequential gains are calculated based on Riccati equation solutions for sub-objects and certain bilinear equations for cross-linkage connections. In the simulation tests the influence of types of connection between the sub-objects, the intensity disturbances of measurements and system on the values of coefficients of gains, as well as the estimation errors is presented.
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