IPACS Electronic library

Reduced minimax filtering by means of Differential-Algebraic equations

Sergey Zhuk, Vivien Mallet
A reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the minimax state estimation to the resulting DAE.
File: download
Copyright © 2003—2015 The Laboratory "Control of Complex Systems", IPME RAS