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Estimators for Uncertain Dynamic Systems (Paperback, Softcover reprint of the original 1st ed. 1998)
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Estimators for Uncertain Dynamic Systems (Paperback, Softcover reprint of the original 1st ed. 1998)
Series: Mathematics and Its Applications, 458
Expected to ship within 10 - 15 working days
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When solving the control and design problems in aerospace and naval
engi neering, energetics, economics, biology, etc., we need to know
the state of investigated dynamic processes. The presence of
inherent uncertainties in the description of these processes and of
noises in measurement devices leads to the necessity to construct
the estimators for corresponding dynamic systems. The estimators
recover the required information about system state from mea
surement data. An attempt to solve the estimation problems in an
optimal way results in the formulation of different variational
problems. The type and complexity of these variational problems
depend on the process model, the model of uncertainties, and the
estimation performance criterion. A solution of variational problem
determines an optimal estimator. Howerever, there exist at least
two reasons why we use nonoptimal esti mators. The first reason is
that the numerical algorithms for solving the corresponding
variational problems can be very difficult for numerical imple
mentation. For example, the dimension of these algorithms can be
very high."
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