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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Main Author: Polina A. Yurovskikh
Format: Article
Language:English
Published: 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
Series:Ural Mathematical Journal
Subjects:
Online Access:https://umjuran.ru/index.php/umj/article/view/373
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spelling 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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