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Optimal observation of multistage systems
Authors:N. M. Dmitruk
Affiliation:1. Belarusian State University, pr. Nezavisimosti 4, Minsk, 220030, Belarus
Abstract:The problem of optimal observation of a nonlinear step system is considered. The task is to obtain guaranteed estimates of the initial state from given incomplete and inaccurate measurements of the current states. The cases of fixed and unfixed transition times in a step system are examined. Algorithms for solving a posteriori and positional observation problems are proposed. The results are illustrated by examples.
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