Мінімаксна рекурсивна оцінка стану лінійних дескрипторних систем із дискретним часом

This paper describes an approach to the online state estimation of systems described by a general class of linear noncausal time-varying difference descriptor equations subject to uncertainties. An approach is based on the notions of a linear minimax estimation and an index of causality introduced h...

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Bibliographic Details
Date:2010
Main Author: Zhuk, S.
Format: Article
Language:English
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2010
Online Access:http://journal.iasa.kpi.ua/article/view/106967
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Journal Title:System research and information technologies

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System research and information technologies
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Summary:This paper describes an approach to the online state estimation of systems described by a general class of linear noncausal time-varying difference descriptor equations subject to uncertainties. An approach is based on the notions of a linear minimax estimation and an index of causality introduced here for singular difference equations. The online minimax observer is derived by the application of the dynamical programming and Moore's pseudoinverse theory to the minimax estimation problem.