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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2019, Volume 59, Number 6, Pages 937–950
DOI: https://doi.org/10.1134/S0044466919140011 (Mi zvmmf10905) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Numerical-analytical method for analyzing the behavior of a dynamical system using incorrect observations without state space extension

Yu. G. Bulychev, A. V. Mel'nikov

All-Russia Research Institute "Gradient", Rostov-on-Don, 344000 Russia
Citations (3)
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DOI: https://doi.org/10.1134/S0044466919140011
Abstract: Various continuous linear functionals of integral curves of a dynamical system are optimally estimated using incorrect additive observations of this system. A numerical-analytical method for analyzing the behavior of the system is developed in the case when observations contain not only counts of an integral curve and fluctuation noise, but also counts of singular disturbance. The method yields optimal unbiased and invariant (with respect to the given noise) estimates without using conventional state space extension. The random and systematic errors are analyzed, and illustrative examples are given.
Key words: dynamical system, incorrect observation, singular disturbance, optimal estimation, supporting integral curves, Lagrange multiplier method, unbiasedness and invariance conditions.
Received: 05.10.2018
Revised: 04.02.2019
Accepted: 08.02.2019
English version:
Computational Mathematics and Mathematical Physics, 2019, Volume 59, Issue 6, Pages 881–893
DOI: https://doi.org/10.1134/S0965542519060162
Bibliographic databases:
Document Type: Article
UDC: 519.652
Language: Russian
Citation: Yu. G. Bulychev, A. V. Mel'nikov, “Numerical-analytical method for analyzing the behavior of a dynamical system using incorrect observations without state space extension”, Zh. Vychisl. Mat. Mat. Fiz., 59:6 (2019), 937–950; Comput. Math. Math. Phys., 59:6 (2019), 881–893
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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