Minimax State Observation in Linear One Dimensional 2-Point Boundary Value Problems
| dc.creator | Zhuk, Serhiy | |
| dc.creator | Demidenko, Serhiy | |
| dc.creator | Nakonechniy, Alexander | |
| dc.date | 2007-04-17 | |
| dc.date.accessioned | 2026-07-07T07:56:53Z | |
| dc.date.available | 2026-07-07T07:56:53Z | |
| dc.description | In this paper we study observation problem for linear 2-point BVP Dx=Bf assuming that information about system input f and random noise ηin system state observation model y=Hx+η$ is incomplete (f and Mηη' are some arbitrary elements of given sets). A criterion of guaranteed (minimax) estimation error finiteness is proposed. Representations of minimax estimations are obtained in terms of 2-point BVP solutions. It is proved that in general case we can only estimate a projection of system state onto some linear manifold $F$. In particular, $F=L_2$ if $dim N(D H) = 0$. Also we propose a procedure which decides if given linear functional belongs to $F$. | |
| dc.description | 3 pages, 2 figs, to be presented at Int.conf. PDMU-2007 (http://www.unicyb.kiev.ua/ConfPDMU2007) | |
| dc.identifier | https://arxiv.org/abs/0704.2212 | |
| dc.identifier | http://arxiv.org/abs/0704.2212 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/127477 | |
| dc.subject | Optimization and Control | |
| dc.subject | 93C41; 49N90 | |
| dc.title | Minimax State Observation in Linear One Dimensional 2-Point Boundary Value Problems | |
| dc.type | text |