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.
, , , ,
lib.physcon.ru
IPACS Electronic library
International Conference on Physics and Control
Computational Dynamics

Mallet, V., & Zhuk, S. (2011). Reduced minimax filtering by means of differential-algebraic equations. In IPACS Electronic library. lib.physcon.ru.