Guaranteed Dynamic-System State Estimation by the Method of Bidirectional Dynamic Programming

  • Authors:

  • G. M. Bakan

  • Affiliations:

  • Institute for Space Research, National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Kiev, Ukraine

  • Venue:
  • Cybernetics and Systems Analysis
  • Year:
  • 2001

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Abstract

The problem of guaranteed estimation (smoothing, filtration, prediction) of a dynamic process observed on a finite discrete time interval is solved, based on generalization of the dynamic programming procedure for the case with sequential optmization in direct and inverse time.