International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 56, Pages 3573-3590
doi:10.1155/S0161171203203264
Interval estimates of functionals in time-delay systems with uncertainty
Yury V. Zaika
Institute of Applied Mathematical Research, Karelian Research Center, Russian Academy of Sciences, Petrozavodsk 185610, Russia
Abstract
We consider a linear dynamical system with delay and uncertainty in initial data and movement and measurement equations. We present an algorithm of estimating an interval of possible values of functionals on solutions. We construct suboptimal weight functions in integral observation operators to minimize a sure estimation.