Evolution equations in the problem of estimating trajectories of systems with a priori quadratic constraints on uncertain parameters (Q1062957)

This paper deals with the problem of estimating the state of a linear system with parameter uncertainties and noisy outputs. Given the output matrix of the system, the problem consists in finding the set of the possible states of the system at a given time, exploiting the knowledge of the time-history of the noisy outputs in a given time-interval. The solution is characterized in terms of evolution equations of the possible set of states. The problems of smoothing, filtering and prediction are investigated.