scholarly journals Performance guaranteed state estimation for renewable penetration with improved meters

2018 ◽  
Vol 2018 (6) ◽  
pp. 323-331 ◽  
Author(s):  
Yang Weng ◽  
Jiafan Yu ◽  
Ram Rajagopal
Keyword(s):  
State Estimation ◽  
Guaranteed State Estimation

Method for Guaranteed State Estimation of Dynamic Systems

1987 ◽  
Vol 20 (5) ◽  
pp. 17-23
Author(s):  
F.L. Chernousko ◽  
A.I. Ovseevich ◽  
V.L. Trushchenkov
Keyword(s):  
State Estimation ◽  
Dynamic Systems ◽  
Guaranteed State Estimation

Guaranteed state estimation by zonotopes

Automatica ◽  
2005 ◽  
Vol 41 (6) ◽  
pp. 1035-1043 ◽  
Author(s):  
T. Alamo ◽  
J.M. Bravo ◽  
E.F. Camacho
Keyword(s):  
State Estimation ◽  
Guaranteed State Estimation

scholarly journals About control of guaranteed estimation

2018 ◽  
pp. 18-25 ◽  
Author(s):  
Boris Ananyev
Keyword(s):  
State Estimation ◽  
Riccati Equation ◽  
Compact Sets ◽  
Minimax Optimization ◽  
Initial State ◽  
Observation Process ◽  
Integrable Functions ◽  
Guaranteed Estimation ◽  
Information Set ◽  
Guaranteed State Estimation

The control problem by parameters in the course of the guaranteed state estimation of linear non-stationary systems is considered. It is supposed that unknown disturbances in the system and the observation channel are limited by norm in the space of square integrable functions and the initial state of the system is also unknown. The process of guaranteed state estimation includes the solution of a matrix Riccati equation that contains some parameters, which may be chosen at any instant of time by the first player (an observer) and the second player (an opponent of the observer). The purposes of players are diametrically opposite: the observer aims to minimize diameter of information set at the end of observation process, and the second player on the contrary aims to maximize it. This problem is interpreted as a differential game with two players for the Riccati equation. All the choosing parameters are limited to compact sets in appropriate spaces of matrices. The payoff of the game is interpreted through the Euclidean norm of the inverse Riccati matrix at the end of the process. A specific case of the problem with constant matrices is considered. Methods of minimax optimization, the theory of optimal control, and the theory of differential games are used. Examples are also given.

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