State estimation and filtering in stochastic systems using adequate simplification

DOI10.1007/BF02733410MaRDI QIDQ1580201zbMATH OpenOpenAlexFDO

Authors V. V. Khilenko

Publication date 22 July 2001

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02733410

zbMATH Keywords

estimationfilteringorder reduction

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

It is proposed to apply the method of order reduction in solving problems of estimation, filtering, and optimal control in dynamic systems for overcoming difficulties connected with large dimension and rigidity of the considered mathematical models. The order-reduction method is not described in the paper. The author refers to the book: \textit{A. Z. Grishchenko} and \textit{V. V. Khilenko}, The order-reduction method in the investigation of dynamic systems (in Russian), Uchebn. Metod. Kabin. VO Minvuz USSR, Kiev (1988).

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• Innovation approach to reduced-order estimation of complementary states.

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