Abstract
Abstract The paper describes some aspects of guaranteed state estimation for dynamic systems under external disturbances in the presence of observation errors. Both external disturbances and observation errors are assumed to be unknown functions with known bounds. The method of optimal (in the sense of volume) ellipsoidal approximation for the set of possible state vectors is presented. Both discrete and continuous observations are considered. Finite-difference and differential equations of guaranteed filtering describing evolution of estimating ellipsoids are obtained. Package of computer programs was developed which is based on proposed estimation methods. Some results of computer simulation of guaranteed estimation are presented.
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