Skip to main content
Log in

Optimization Approach to Guaranteed State Estimation of Dynamic Systems

  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

The optimization approach to set-theoretic estimation problems is developed. Level sets of strictly convex and continuous functions are used as the set estimates. These functions are shown to satisfy, in estimating, the functional equation of dynamic programming.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. G. M. Bakan, “Algorithms of construction of guaranteed and fuzzy estimates in linear systems based on the least-squares method,” Probl. Upravl. Inform., No. 3, 117-129 (1995).

  2. G. M. Bakan, “Ellipsoidal algorithms of guaranteed estimation and recurrent least-squares method in problems of filtration of states of dynamic systems,” Probl. Upravl. Inform., No. 3, 34-38 (1997).

  3. G. M. Bakan, “Guaranteed ellipsoidal estimates and the least-squares method in problems of digital processing of signals,” Kibern. Vychisl. Tekhn., Diskr. Sist., 113, 3-13 (1997).

    Google Scholar 

  4. A. B. Kurzhanskii, Control and Observation under Uncertainty Conditions [in Russian], Nauka, Moscow (1977).

    Google Scholar 

  5. F. L. Chernous'ko, Estimation of the Phase State of Dynamic Systems [in Russian], Nauka, Moscow (1988).

    Google Scholar 

  6. G. M. Bakan, “Filtration under conditions of nonstochastically specified uncertainty,” Avtomatika, No. 2, 13-22 (1980).

  7. G. M. Bakan, “Synthesis of optimal fuzzy estimation algorithms,” Kibern. Sist. Anal. No. 4, 57-68 (1998).

    Google Scholar 

  8. G. M. Bakan, “Sequential decomposition in problems of dynamic process optimization with models in inclusions,” Probl. Upravl. Inform., No. 6, 60-73 (1999).

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bakan, G.M. Optimization Approach to Guaranteed State Estimation of Dynamic Systems. Cybernetics and Systems Analysis 36, 722–728 (2000). https://doi.org/10.1023/A:1009480823460

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1009480823460

Navigation