Reduced minimax filtering by means of Differential-Algebraic equations

Vivien Mallet (1, 2) , Sergiy Zhuk (3)

1 Clime - Coupling environmental data and simulation models for software integration
2 CEREA - Centre d'Enseignement et de Recherche en Environnement Atmosphérique
3 CWI - Centrum voor Wiskunde en Informatica

A reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the minimax state estimation to the resulting DAE.

Domaines: Modélisation et simulation

Vivien Mallet, Sergiy Zhuk. Reduced minimax filtering by means of Differential-Algebraic equations. PhysCon 2011 - 5th International Scientific Conference on Physics and Control, Sep 2011, Leon, Spain. ⟨hal-00646323⟩