Compututational Methods and Applications

Optimal pulse observation of one type of systems with delay

P. V. Makevich

Belarusian State University, Minsk, Belarus

Abstract: Consideration is given to a linear problem of optimal pulse observation of a non-stationary dynamic system with delay in an equation of its mathematical model. To compute estimates of an unknown vector parameter of the initial state of the system, fast direct and dual methods are proposed. The main role belongs to quasi-reduction of the fundamental matrix of solutions to systems with delay. As is shown, to perform iterations of the method, integration of auxiliary systems of ordinary differential equations on small time intervals is sufficient. An algorithm of the operation of an optimal estimator – device for computing estimates of current states – is described. The results are illustrated by the problem of optimal observation of the fourth-order system with delay.

PACS: 02.30.Yy

Presented by the member of Editorial Board: V. N. Bukov

Received: 16.01.2007

 English version: Automation and Remote Control, 2008, 69:4, 668–681

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