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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2014, Volume 54, Number 11, Pages 1734–1751
DOI: https://doi.org/10.7868/S0044466914110040 (Mi zvmmf10109) 		 
Optimal observation of multistage systems

N. M. Dmitruk

Belarusian State University, pr. Nezavisimosti 4, Minsk, 220030, Belarus
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DOI: https://doi.org/10.7868/S0044466914110040
Abstract: The problem of optimal observation of a nonlinear step system is considered. The task is to obtain guaranteed estimates of the initial state from given incomplete and inaccurate measurements of the current states. The cases of fixed and unfixed transition times in a step system are examined. Algorithms for solving a posteriori and positional observation problems are proposed. The results are illustrated by examples.
Key words: nonlinear step system, multiple uncertainty, optimal observation, computational algorithm.
Received: 03.02.2014
English version:
Computational Mathematics and Mathematical Physics, 2014, Volume 54, Issue 11, Pages 1669–1685
DOI: https://doi.org/10.1134/S0965542514110049
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: N. M. Dmitruk, “Optimal observation of multistage systems”, Zh. Vychisl. Mat. Mat. Fiz., 54:11 (2014), 1734–1751; Comput. Math. Math. Phys., 54:11 (2014), 1669–1685
Citation in format AMSBIB
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