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Zh. Vychisl. Mat. Mat. Fiz., 2019, Volume 59, Number 6, Pages 937–950 (Mi zvmmf10905)  

This article is cited in 1 scientific paper (total in 1 paper)

Numerical-analytical method for analyzing the behavior of a dynamical system using incorrect observations without state space extension

Yu. G. Bulychev, A. V. Mel'nikov

All-Russia Research Institute "Gradient", Rostov-on-Don, 344000 Russia

Abstract: Various continuous linear functionals of integral curves of a dynamical system are optimally estimated using incorrect additive observations of this system. A numerical-analytical method for analyzing the behavior of the system is developed in the case when observations contain not only counts of an integral curve and fluctuation noise, but also counts of singular disturbance. The method yields optimal unbiased and invariant (with respect to the given noise) estimates without using conventional state space extension. The random and systematic errors are analyzed, and illustrative examples are given.

Key words: dynamical system, incorrect observation, singular disturbance, optimal estimation, supporting integral curves, Lagrange multiplier method, unbiasedness and invariance conditions.

DOI: https://doi.org/10.1134/S0044466919140011


English version:
Computational Mathematics and Mathematical Physics, 2019, 59:6, 881–893

Bibliographic databases:

UDC: 519.652
Received: 05.10.2018
Revised: 04.02.2019
Accepted:08.02.2019

Citation: Yu. G. Bulychev, A. V. Mel'nikov, “Numerical-analytical method for analyzing the behavior of a dynamical system using incorrect observations without state space extension”, Zh. Vychisl. Mat. Mat. Fiz., 59:6 (2019), 937–950; Comput. Math. Math. Phys., 59:6 (2019), 881–893

Citation in format AMSBIB
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\by Yu.~G.~Bulychev, A.~V.~Mel'nikov
\paper Numerical-analytical method for analyzing the behavior of a dynamical system using incorrect observations without state space extension
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2019
\vol 59
\issue 6
\pages 937--950
\mathnet{http://mi.mathnet.ru/zvmmf10905}
\crossref{https://doi.org/10.1134/S0044466919140011}
\elib{https://elibrary.ru/item.asp?id=37462912}
\transl
\jour Comput. Math. Math. Phys.
\yr 2019
\vol 59
\issue 6
\pages 881--893
\crossref{https://doi.org/10.1134/S0965542519060162}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85068547380}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Yu. G. Bulychev, “Some aspects of identification of dynamic objects under incorrect observation conditions”, Autom. Remote Control, 81:6 (2020), 1073–1090  mathnet  crossref  crossref  isi  elib
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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