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On Convergence of External Ellipsoidal Approximations of the Reachability Domains of Discrete Dynamic Linear Systems

โœ Scribed by A. V. Nazin; S. A. Nazin; B. T. Polyak


Book ID
111572438
Publisher
SP MAIK Nauka/Interperiodica
Year
2004
Tongue
English
Weight
285 KB
Volume
65
Category
Article
ISSN
0005-1179

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โœ G.S. Christensen; S.A. Soliman ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 505 KB

This paper offers a new formulation for optimal linear filtering of dynamic systems based on Weighted Least Absolute Value (WLAV) approximations. We start, in this paper, with a single stage process as an introduction to the multistage processes. Given the initial estimation $(0) prior to the measur