One approach to the problem of estimating parameters of a dynamical system under uncertainty
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.