State estimation for dynamical system described by linear equation with uncertainty

Details State estimation for dynamical system described by linear equation with uncertainty State estimation for dynamical system described by linear equation with uncertainty

2008-10-18

arxiv.org/abs/0810.3295v1

Mathematics

Optimization and Control

5 pages, to appear in Ukrainian mathematical journal, 2009

Scientific paper

In this paper we investigate a problem of state estimation for the dynamical system described by the linear operator equation with unknown parameters in Hilbert space. We present explicit expressions for linear minimax estimation and error provided that any pair of uncertain parameters belongs to the quadratic bounding set. As an application of the main result we present the solution of minimax estimation problem for the linear descriptor differential equation with constant matrices.

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