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Minimax state estimation of continuous-discrete dynamic systems

  • Applied Topics in Control Theory, Mathematical Cybernetics, and Applied Statistics
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Abstract

Formulas are given for minimax estimation of the state vector of a linear continuous dynamic system in which the incoming information is processed and used at discrete time instants. The uncertainty region is constructed which may contain the system phase vector given the sampled observations. Some new approaches to experiment control geared to efficient estimation are described.

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Authors
  1. V. T. Zlatskii
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Additional information

Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 68, pp. 108–113, 1989.

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Zlatskii, V.T. Minimax state estimation of continuous-discrete dynamic systems. J Math Sci 69, 1455–1458 (1994). https://doi.org/10.1007/BF01250591

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  • DOI: https://doi.org/10.1007/BF01250591

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