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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2012, Issue 4, Pages 31–36
(Mi vspui91)
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This article is cited in 2 scientific papers (total in 2 papers)
Applied mathematics
One approach to the problem of estimating parameters of a dynamical system under uncertainty
V. V. Karelin St. Petersburg State University
Abstract:
In the paper, we consider problem of finding parameters of a dynamical system when the input of the measuring device is a affected by a limited disturbance. To describe such a system, differential inclusions are used. To solve the problem stated, the Pontryagin maximum principle was employed, and, a result, the linear system was reduced to an unconstrained optimization problem, for which necessary optimality conditions were obtained and an algorithm for its solution was derived.
Keywords:
differential inclusions, identification, support functions, support vector.
Accepted: June 21, 2012
Citation:
V. V. Karelin, “One approach to the problem of estimating parameters of a dynamical system under uncertainty”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2012, no. 4, 31–36
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https://www.mathnet.ru/eng/vspui91 https://www.mathnet.ru/eng/vspui/y2012/i4/p31
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