On the approach of dynamic system state estimation as solving linear inequalities system

Abstract

The article describes guaranteed estimation of dynamic system state vector under condition of uncertainty. Minimax filter is used when statistic information about disturbances and noises is absent but sets of their possible values are available. Methods of performing set operations while minimax filter realization are described when sets are given by linear inequalities systems. The algorithm of accurate construction of feasible sets with convolution of systems of linear inequalities Fourier-Chernikov is presented in the article. The article describes algorithm of performing intersection of sets which consists of revealing extra inequalities in the system basing on Minkowski-Farkash theorem. The numerical example showing described algorithms is presented.