State estimation for a dynamical system described by a linear equation with unknown parameters |
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Authors: | S M Zhuk |
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Institution: | 1.Shevchenko Kyiv National University,Kyiv,Ukraine |
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Abstract: | We investigate the state estimation problem for a dynamical system described by a linear operator equation with unknown parameters
in a Hilbert space. In the case of quadratic restrictions on the unknown parameters, we propose formulas for a priori mean-square minimax estimators and a posteriori linear minimax estimators. A criterion for the finiteness of the minimax error is formulated. As an example, the main results
are applied to a system of linear algebraic-differential equations with constant coefficients. |
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Keywords: | |
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