DEVELOPMENT OF THE GUARANTEED ESTIMATION ROBUST ALGORITHM OF LINEAR CONTROLLED SYSTEM STATES

Authors

  • Aleksey V. Sholokhov

DOI:

https://doi.org/10.47839/ijc.10.3.753

Keywords:

Linear controlled system, a set of attainability, a hyperlayer of a set of system states observation, approximating ellipsoid, guaranteed state estimation, a robust algorithm, a criterion of observations information value, a step of algorithm, Kalman filt

Abstract

Ellipsoidal approximation of the ellipsoid and hyperlayer crossing has been considered as a basis of the algorithm of states estimation of the linear controlled system whose set of possible states is represented with an ellipsoid, and observations – with a hyperlayer. This representation is considered as an analogue of Kalman filter. The conditions of a priori system state and a posteriori measurement information compatibility and sensitivity of the algorithm to a choice of its parameters have been investigated. Dependence of the system state estimate improvement on a relative width of the hyperlayer of a set of observations has been shown. The obtained algorithm in comparison with the known solutions at minor degradation of accuracy is much easier in realization and stabler in operation from the standpoint of prior guesses violation.

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Published

2011-12-20

How to Cite

Sholokhov, A. V. (2011). DEVELOPMENT OF THE GUARANTEED ESTIMATION ROBUST ALGORITHM OF LINEAR CONTROLLED SYSTEM STATES. International Journal of Computing, 10(3), 235-248. https://doi.org/10.47839/ijc.10.3.753

Issue

2011, Volume 10, Issue 3

Section

Articles

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