Geodesic
Reduction of dimension of optimal estimation problems for dynamical systems with singular perturbations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 54 (2014) no. 1, pp. 50-64 Cet article a éte moissonné depuis la source Math-Net.Ru

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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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M. O. Osintsev; V. A. Sobolev. Reduction of dimension of optimal estimation problems for dynamical systems with singular perturbations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 54 (2014) no. 1, pp. 50-64. http://geodesic.mathdoc.fr/item/ZVMMF_2014_54_1_a3/

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