arXivDaily arXiv每日学术速递 周一至周五更新
arXiv math/0609709math.OCmath.DS
收藏

线性差分广义系统的保估计

Guaranteed Estimations for Linear Difference Descriptor Systems

Serhiy M. Zhuk

摘要:

本文研究线性广义差分方程(LDDE)系统解域上线性函数的保估计(即Minimax估计),其中右部和初始条件是给定集合的任意元素.极小极大估计是建立在具有未知确定性噪声的系统状态观测的基础上的。研究了具有特殊结构的LDDE系统的Minimax滤波问题。

英文摘要:

This paper is devoted to guaranteed estimation (so-called minimax estimation) of linear functions, defined on the solutions domain of the linear descriptor difference equations (LDDE) system, where right-hand part and initial condition are arbitrary elements of the given set. Minimax estimations are build on the basis of system's state observation with unknown deterministic noise. Minimax filtration task is studied for LDDE system with special structure.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑