Root / Conference Proceedings / 5th International Conference on Physics and Control (PhysCon 2011) / Reduced minimax filtering by means of Differential-Algebraic equations
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.
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