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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2014, Volume 54, Number 1, Pages 50–64
DOI: https://doi.org/10.7868/S0044466914010116 (Mi zvmmf9972) 		 
This article is cited in 9 scientific papers (total in 9 papers)

Reduction of dimension of optimal estimation problems for dynamical systems with singular perturbations

M. O. Osintsev, V. A. Sobolev

Samara State Aerospace University, Moskovskoe sh. 34, Samara, 443086, Russia
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DOI: https://doi.org/10.7868/S0044466914010116
Abstract: The possibility of applying the method of integral manifolds to the reduction of optimal filtering problems for systems with low energy dissipation is explored. For such systems, it is shown that the slow subsystem of matrix Riccati differential equations turns out to have a higher dimension than expected, which leads to an increase in the dimension of the reduced problems. An optimal filter is constructed for the Langevin equation and for a dynamic model of a single-link flexible manipulator.
Key words: optimal estimation problem, dynamical system with singular perturbations, method of integral manifolds, numerical solution method.
Received: 29.11.2012
English version:
Computational Mathematics and Mathematical Physics, 2014, Volume 54, Issue 1, Pages 45–58
DOI: https://doi.org/10.1134/S0965542514010102
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: M. O. Osintsev, V. A. Sobolev, “Reduction of dimension of optimal estimation problems for dynamical systems with singular perturbations”, Zh. Vychisl. Mat. Mat. Fiz., 54:1 (2014), 50–64; Comput. Math. Math. Phys., 54:1 (2014), 45–58
Citation in format AMSBIB
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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