A reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the minimax state estimation to the resulting DAE.
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Mallet, V.& Zhuk, S. (2011, January). Reduced minimax filtering by means of differential-algebraic equations. IPACS Electronic Library.