Ellipsoidal Techniques: Guaranteed State Estimation

Kurzhanski AB & Valyi I (1991). Ellipsoidal Techniques: Guaranteed State Estimation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-91-021

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Abstract

This paper gives a concise description of effective solutions to the "guaranteed" state estimation problems for dynamic systems with unknown but bounded uncertainty. It indicates a rather unconventional, rigorous theory for these problems based on the notion of evolution equations of the "funnel" type which could be further transformed -- through exact ellipsoidal approximations -- into algorithmic procedures that allow effective simulation particularly with computer graphics. The estimation problem is also interpreted as a problem of tracking a partially known system under incomplete measurements.

Mathematically, the technique described in this paper is based on a theory of set-valued evolution equations with the approximation of solutions formulated in terms of set-valued calculus by ellipsoidal-valued functions.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:01
Last Modified: 16 Aug 2016 20:09
URI: http://pure.iiasa.ac.at/3544

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