期刊
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS
卷 54, 期 1, 页码 45-58出版社
MAIK NAUKA/INTERPERIODICA/SPRINGER
DOI: 10.1134/S0965542514010102
关键词
optimal estimation problem; dynamical system with singular perturbations; method of integral manifolds; numerical solution method
资金
- Branch of Power Industry, Machine Building, Mechanics, and Control Processes of the Russian Academy of Sciences [14]
- Russian Foundation for Basic Research [12-08-00069, 13-08-97000-r_povolzh'e_a, 13-01-97002-r_povolzh'e_a]
The possibility of applying the method of integral manifolds to the reduction of optimal filtering problems for systems with low energy dissipation is explored. For such systems, it is shown that the slow subsystem of matrix Riccati differential equations turns out to have a higher dimension than expected, which leads to an increase in the dimension of the reduced problems. An optimal filter is constructed for the Langevin equation and for a dynamic model of a single-link flexible manipulator.
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