РЕГУЛЯРИЗОВАНИЙ ЕЛІПСОЇДАЛЬНИЙ ФІЛЬТР СТАНУ ДИСКРЕТНИХ ДИНАМІЧНИХ СИСТЕМ З ВИКОРИСТАННЯМ УСЕРЕДНЕНИХ ПОТОЧНИХ ВИМІРІВ НА КОВЗНОМУ ІНТЕРВАЛІ

A new robust method is proposed for the ellipsoidal estimation of the current state vector of discrete dynamical systems by measuring their scalar outputs with additive limited interference of known intensity. Unlike the well-known methods of ellipsoidal estimation, it uses guaranteed restrictions n...

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Bibliographic Details
Date:2020
Main Authors: Volosov, V.V., Shevchenko, V.N.
Format: Article
Language:English
Published: V.M. Glushkov Institute of Cybernetics of NAS of Ukraine 2020
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Online Access:https://jais.net.ua/index.php/files/article/view/486
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Journal Title:Problems of Control and Informatics

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Problems of Control and Informatics
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Summary:A new robust method is proposed for the ellipsoidal estimation of the current state vector of discrete dynamical systems by measuring their scalar outputs with additive limited interference of known intensity. Unlike the well-known methods of ellipsoidal estimation, it uses guaranteed restrictions not on the intensity of possible current instantaneous implementations of interference, but restrictions on their arithmetic mean value at each current time interval of a given duration. For the case of alternating interference, the method allows one to obtain more accurate estimates of the state vector of the system, since in it, unlike the existing methods, it is explicitly taken into account the prehistory of the interference and the corresponding measurements in this interval. In addition, a new regularization algorithm is proposed for constructing the intersection of the current ellipsoid with many states compatible with the measurement result. This additionally contributes to the construction of ellipsoidal estimates of the state vector of a smaller multidimensional volume.