On information sets for linear nonstationary systems with noise having wave structure (Q1282558)

The author studies the estimation of the set of phase states for linear dynamic systems perturbed in a linear way by a piecewise continuous disturbance; the observation depends linearly on the state and on the disturbance. The uniform part of the considered linear system is assumed to be uniformly observable. A method for the construction of state sets of the observation system compatible with the output is proposed. This method is based on the reduction of the uniform part of the observation system to a canonical form. A criterion for ideal observability is given. An example of construction of an information set is discussed.