MURPHYS-HSFS-2014 - 7th International Workshop on Multi-Rate Processes & Hysteresis, 2nd International Workshop on Hysteresis and Slow-Fast Systems, April 7-11, 2014 - Abstract
Sobolev, Vladimir
The possibility of applying the method of integral manifolds to the reduction of optimal filtering problems for systems with low energy dissipation is explored. For such systems, it is shown that the slow subsystem of matrix Riccati differential equations turns out to have a higher dimension than expected, which leads to an increase in the dimension of the reduced problems. An optimal filter is constructed for the Langevin equation and for a dynamic model of a singlelink flexible manipulator.