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Guaranteed accuracy of estimating the state vector of an unperturbed linear dynamic system
Authors:A. V. Zaitsev  Yu. D. Kislitsyn
Affiliation:1.State Research Institute of Aviation Systems (State Scientific Center of the Russian Federation),Moscow,Russia
Abstract:We propose a constructive algorithm for determining the guaranteed accuracy of estimating the state vector of an unperturbed linear dynamic system for an arbitrarily taken algorithm in the context of a problem with measuring errors that are limited in magnitude [1]. We also present the results of determining the measure of the guaranteed accuracy of estimation for the class of algorithms that minimize the Hölder norm.
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