Mathematics – Optimization and Control
Scientific paper
2007-04-17
Mathematics
Optimization and Control
3 pages, 2 figs, to be presented at Int.conf. PDMU-2007 (http://www.unicyb.kiev.ua/ConfPDMU2007)
Scientific paper
In this paper we study observation problem for linear 2-point BVP Dx=Bf assuming that information about system input f and random noise \eta in system state observation model y=Hx+\eta$ is incomplete (f and M\eta\eta' are some arbitrary elements of given sets). A criterion of guaranteed (minimax) estimation error finiteness is proposed. Representations of minimax estimations are obtained in terms of 2-point BVP solutions. It is proved that in general case we can only estimate a projection of system state onto some linear manifold $F$. In particular, $F=L_2$ if $dim N(D H) = 0$. Also we propose a procedure which decides if given linear functional belongs to $F$.
Demidenko Serhiy
Nakonechniy Alexander
Zhuk Serhiy
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