This article is cited in 2 papers

Applied mathematics

One approach to the problem of estimating parameters of a dynamical system under uncertainty

V. V. Karelin

St. Petersburg State University

Abstract: In the paper, we consider problem of finding parameters of a dynamical system when the input of the measuring device is a affected by a limited disturbance. To describe such a system, differential inclusions are used. To solve the problem stated, the Pontryagin maximum principle was employed, and, a result, the linear system was reduced to an unconstrained optimization problem, for which necessary optimality conditions were obtained and an algorithm for its solution was derived.

Keywords: differential inclusions, identification, support functions, support vector.

UDC: 539.3


Accepted: June 21, 2012