SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES
We consider a set membership estimation problem for linear non-stationary systems for which initial states belong to a compact set and uncertain disturbances in an observation equation are integrally restricted. We prove that the exact information set of the system can be approximated by a set of ex...
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Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin.
2021-07-01
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doaj-3c60d3cde85340638319abe5b0d28bb22021-08-02T14:22:35ZengKrasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin. Ural Mathematical Journal2414-39522021-07-017110.15826/umj.2021.1.012124SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCESPolina A. Yurovskikh0Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, 16 S.Kovalevskaya Str., Ekaterinburg, 620108We consider a set membership estimation problem for linear non-stationary systems for which initial states belong to a compact set and uncertain disturbances in an observation equation are integrally restricted. We prove that the exact information set of the system can be approximated by a set of external ellipsoids in the absence of disturbances in the dynamic equation. There are three examples of linear systems. Two examples illustrate the main theorem of the paper, the latter one shows the possibility of generalizing the theorem to the case with disturbances in the dynamic equation.https://umjuran.ru/index.php/umj/article/view/373set membership estimation, filtration, approximation, information set, ellipsoid approach |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Polina A. Yurovskikh |
spellingShingle |
Polina A. Yurovskikh SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES Ural Mathematical Journal set membership estimation, filtration, approximation, information set, ellipsoid approach |
author_facet |
Polina A. Yurovskikh |
author_sort |
Polina A. Yurovskikh |
title |
SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES |
title_short |
SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES |
title_full |
SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES |
title_fullStr |
SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES |
title_full_unstemmed |
SET MEMBERSHIP ESTIMATION WITH A SEPARATE RESTRICTION ON INITIAL STATE AND DISTURBANCES |
title_sort |
set membership estimation with a separate restriction on initial state and disturbances |
publisher |
Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin. |
series |
Ural Mathematical Journal |
issn |
2414-3952 |
publishDate |
2021-07-01 |
description |
We consider a set membership estimation problem for linear non-stationary systems for which initial states belong to a compact set and uncertain disturbances in an observation equation are integrally restricted. We prove
that the exact information set of the system can be approximated by a set of external ellipsoids in the absence of disturbances in the dynamic equation.
There are three examples of linear systems. Two examples illustrate the main theorem of the paper, the latter one shows the possibility of generalizing the theorem to the case with disturbances in the dynamic equation. |
topic |
set membership estimation, filtration, approximation, information set, ellipsoid approach |
url |
https://umjuran.ru/index.php/umj/article/view/373 |
work_keys_str_mv |
AT polinaayurovskikh setmembershipestimationwithaseparaterestrictiononinitialstateanddisturbances |
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1721231204611522560 |