Robust extrapolation for systems with unknown input and interval uncertainty in system and observations
The problem of robust extrapolation for discrete linear system with unknown input and uncertain interval parameters in system and model of observations is considered. The probabilistic approach is used, which is based on replacing uncertain parameters of interval type by independent random variables...
| Опубликовано в: : | Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 62. P. 85-91 |
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| Главный автор: | |
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| Формат: | Статья в журнале |
| Язык: | English |
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| Online-ссылка: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001004076 Перейти в каталог НБ ТГУ |
| Итог: | The problem of robust extrapolation for discrete linear system with unknown input and uncertain interval parameters in system and model of observations is considered. The probabilistic approach is used, which is based on replacing uncertain parameters of interval type by independent random variables with uniform distribution in recursive Kalman schemes. The LSM algorithms and nonparametric smoothing procedures are applied for estimating unknown input. The proposed algorithms can be used in control systems with incomplete information. Simulation results are presented and discussed. |
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| Библиография: | Библиогр.: 15 назв. |
| ISSN: | 1998-8605 |