Guaranteed accuracy of estimating the state vector of an unperturbed linear dynamic system


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Abstract

We propose a constructive algorithm for determining the guaranteed accuracy of estimating the state vector of an unperturbed linear dynamic system for an arbitrarily taken algorithm in the context of a problem with measuring errors that are limited in magnitude [1]. We also present the results of determining the measure of the guaranteed accuracy of estimation for the class of algorithms that minimize the Hölder norm.

About the authors

A. V. Zaitsev

State Research Institute of Aviation Systems (State Scientific Center of the Russian Federation)

Author for correspondence.
Email: zaitsev53@mail.ru
Russian Federation, Moscow, 125319

Yu. D. Kislitsyn

State Research Institute of Aviation Systems (State Scientific Center of the Russian Federation)

Email: zaitsev53@mail.ru
Russian Federation, Moscow, 125319


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