State estimation in discrete-time distributed parameter systems under incomplete priori information about the system. (English) Zbl 0581.93056

Korbicz, Józef

Kybernetika 21, 470-479 (1985).

An algorithm for state estimation is presented for linear discrete-time distributed parameter systems in case of incomplete priori information concerning system parameters and statistic characteristics of noises. The algorithm is based on the correction of the covariance matrix of the estimation error taking into consideration a real, not theoretical, error. Digital simulation results confirm the stability of the algorithm and its practical utility.

MSC:

93E10	Estimation and detection in stochastic control theory
93C05	Linear systems in control theory
93C35	Multivariable systems, multidimensional control systems
93C55	Discrete-time control/observation systems
93E25	Computational methods in stochastic control (MSC2010)
93E11	Filtering in stochastic control theory
62M20	Inference from stochastic processes and prediction

Keywords:

state estimation; linear discrete-time distributed parameter systems; incomplete priori information; algorithm

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