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