Abstract
A problem in the optimal estimation of a linear dynamical system is solved under the condition that the effects on the system of noise and observation error belong to a prescribed parallelepiped region.
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B. N. Bublik, N. F. Kirichenko, and A. G. Nakonechniy, “Mini-max estimates and regulators in dynamical systems,” Preprint Akad. Nauk. Ukr SSR, Institute of Cybernetics, No. 78-31, Kiev (1978).
N. F. Kirichenko, Introduction to the Theory of Stabilization of Motion [in Russian], Kiev (1978).
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Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 110–114, 1989.
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Stoyan, V.A. Solution of a problem in the optimal estimation of the states of linear dynamical systems. J Math Sci 67, 3121–3124 (1993). https://doi.org/10.1007/BF01098152
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DOI: https://doi.org/10.1007/BF01098152