Optimal conditionally relative observation of non-stationary linear systems

✍ Scribed by R. Gabasov; N.M. Dmitruk; F.M. Kirillova

• Book ID: 104020277
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 901 KB
• Volume: 68
• Category: Article
• ISSN: 0021-8928
• DOI: 10.1016/j.jappmathmech.2004.07.005

✦ Synopsis

A problem of optimal observation arising in control under conditions of uncertainty is considered. The problem is to secure information about the output signal of a dynamical system when the initial state is incompletely defined, by processing incomplete and inaccurate measurements of its states in operation. The problem is investigated for three types of interference in the measuring instrument. Methods for constructing a posteriori and positional solutions are described. The results are illustrated by the example of the observation of a fourth-order dynamical system.