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Guaranteed Estimation of the State of a Dynamic System in the Presence of Observations with a Bounded Error Value

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Abstract

Equations are obtained for calculating the optimal guaranteed estimation of the state of a dynamic system from observational data in the presence of a bounded noise. For differential equations describing the desired estimation and linear in the phase vector and the vector of observations, within the framework of the ellipsoids method, it is shown that the optimal solution consists of sections where either the observational data or the properties of the system are ignored.

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Funding

This work was carried out on the topic of a state assignment, state registration no. АААА-А20-120011690138-6.

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Authors and Affiliations

  1. Ishlinskii Institute for Problems in Mechanics, Russian Academy of Sciences, Moscow, Russia

    A. M. Shmatkov

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  1. A. M. Shmatkov
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Correspondence to A. M. Shmatkov.

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Shmatkov, A.M. Guaranteed Estimation of the State of a Dynamic System in the Presence of Observations with a Bounded Error Value. Dokl. Phys. 66, 329–332 (2021). https://doi.org/10.1134/S1028335821110070

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  • DOI: https://doi.org/10.1134/S1028335821110070

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