State estimation for a dynamical system described by a linear equation with unknown parameters

  • S. M. Zhuk


We investigate the state estimation problem for a dynamical system described by a linear operator equation with unknown parameters in a Hilbert space. In the case of quadratic restrictions on the unknown parameters, we propose formulas for a priori mean-square minimax estimators and a posteriori linear minimax estimators. A criterion for the finiteness of the minimax error is formulated. As an example, the main results are applied to a system of linear algebraic-differential equations with constant coefficients.
How to Cite
Zhuk, S. M. “State Estimation for a Dynamical System Described by a Linear Equation With Unknown Parameters”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 61, no. 2, Feb. 2009, pp. 178-94,
Research articles