Geodesic
One approach to the problem of estimating parameters of a dynamical system under uncertainty
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 4 (2012), pp. 31-36

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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, support functions, support vector.
Mots-clés : identification 
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     title = {One approach to the problem of estimating parameters of a dynamical system under uncertainty},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {31--36},
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     number = {4},
     year = {2012},
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V. V. Karelin. One approach to the problem of estimating parameters of a dynamical system under uncertainty. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 4 (2012), pp. 31-36. http://geodesic.mathdoc.fr/item/VSPUI_2012_4_a2/