Kyongmin Yeo, Malgorzata Zimon, et al.
INFORMS 2022
This paper presents a generalization of the minimax state estimation approach for singular linear Differential-Algebraic Equations (DAE) with uncertain but bounded input and observation's noise. We apply generalized Kalman Duality principle to DAE in order to represent the minimax estimate as a solution of a dual control problem for adjoint DAE. The latter is then solved converting the adjoint DAE into ODE by means of a projection algorithm. Finally we represent the minimax estimate in the form of a linear recursive filter. © 2012 IFAC.
Kyongmin Yeo, Malgorzata Zimon, et al.
INFORMS 2022
Tigran Tchrakian, Mykhaylo Zayats, et al.
ICDH 2023
Sergiy Zhuk, Mykhaylo Zayats, et al.
Automatica
Emanuele Ragnoli, Sergiy Zhuk, et al.
ECC 2014