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On‐line state estimation for nonlinear dynamical systems
Author(s) -
Dmitruk Natalia M.
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700403
Subject(s) - focus (optics) , dynamical systems theory , nonlinear system , set (abstract data type) , state (computer science) , construct (python library) , nonlinear dynamical systems , mathematics , dynamical system (definition) , line (geometry) , mathematical optimization , base (topology) , simple (philosophy) , object (grammar) , current (fluid) , estimation , computer science , algorithm , mathematical analysis , physics , artificial intelligence , engineering , geometry , systems engineering , epistemology , quantum mechanics , optics , thermodynamics , programming language , philosophy
Abstract A problem of estimation of states of a dynamical object on the base of incomplete and inexact measurements is studied. The focus is on a set‐based estimation of states required for construction of optimal guaranteeing feedbacks. In particular, the aim is to construct at every current time instant polyhedral approximations of sets of all states consistent with the obtained measurements. A problem of constructing estimates, associated with these approximations, is called an optimal observation problem. This note presents a numerical method for solving optimal observation problems for nonlinear dynamical systems. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)