GUARANTEED ESTIMATION OF THE STATE OF A DYNAMICAL SYSTEM IN THE PRESENCE OF OBSERVATIONS WITH THE BOUNDED ERROR VALUE
Equations are obtained for calculating the optimal guaranteed estimation of the state of a dynamical system from observational data in the presence of a bounded noise. For differential equations describing the desired estimation and linear in the phase vector and the vector of observations, within the framework of the ellipsoids method, it is shown that the optimal solution consists of sections where either the observational data or the properties of the system are ignored.