Minimax state estimates for abstract Neumann problems
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Attainable sets, reachability (93B03) Observability (93B07) Linear systems in control theory (93C05) Control/observation systems governed by partial differential equations (93C20) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Control/observation systems in abstract spaces (93C25)
Abstract: The paper presents analytic expressions of minimax (worst-case) estimates for solutions of linear abstract Neumann problems in Hilbert space with uncertain (not necessarily bounded!) inputs and boundary conditions given incomplete observations with stochastic noise. The latter is assumed to have uncertain but bounded correlation operator. It is demonstrated that the minimax estimate is asymptotically exact under mild assumptions on observations and bounding sets. A relationship between the proposed estimates and a robust pseudo-inversion of compact operators is revealed. This relationship is demonstrated on an academic numerical example: homogeneous Neumann problem for Poisson equation in two spatial dimensions.
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Cited in
(6)- Minimax estimation of solutions to Neumann boundary value problems for elliptic equations under unknown boundary conditions
- On minimax estimates of solutions of operator equations with nonstationary observations
- Approximate guaranteed mean square estimates of functionals on solutions of parabolic problems with fast oscillating coefficients under nonlinear observations
- Data assimilation finite element method for the linearized Navier-Stokes equations in the low Reynolds regime
- The minimax estimation method for a class of inverse Helmholtz transmission problems
- State space formulas for a solution of the suboptimal Nehari problem on the unit disc
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