Guaranteed Estimation Problem for Multi-Step Systems

Abstract

Questions of the guaranteed estimation of nonlinear multistep systems are considered, for which part of coordinates is not observable. For disturbances we set a priori restrictions with non-negative semi-continuous functions that includes geometrical restrictions as well. As the general formulas for creation of information sets and their specification in special cases are provided. Two-dimensional logistics systems and the equations of Lotka-Volterra are considered as examples. The case of the linear equations where basic functions of convex sets are used is separately considered. Under geometrical restrictions on disturbances the rough procedure of estimation with possible use of functions of distance to the set is given.

Keywords

• guaranteed estimation
• multistep systems
• information set
• set of attainability