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