Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Minimax state estimation for linear continuous differential-algebraic
  equations   This paper describes a minimax state estimation approach for linear
Differential-Algebraic Equations (DAE) with uncertain parameters. The approach
addresses continuous-time DAE with non-stationary rectangular matrices and
uncertain bounded deterministic input. An observation's noise is supposed to be
random with zero mean and unknown bounded correlation function. Main results
are a Generalized Kalman Duality (GKD) principle and sub-optimal minimax state
estimation algorithm. GKD is derived by means of Young-Fenhel duality theorem.
GKD proves that the minimax estimate coincides with a solution to a Dual
Control Problem (DCP) with DAE constraints. The latter is ill-posed and,
therefore, the DCP is solved by means of Tikhonov regularization approach
resulting a sub-optimal state estimation algorithm in the form of filter. We
illustrate the approach by an synthetic example and we discuss connections with
impulse-observability.

25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
14
The categories of this paper are: math-ph
23
The categories of this paper are: solv-int
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
4
The categories of this paper are: cond-mat
20
The categories of this paper are: acc-phys
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
16
The categories of this paper are: stat
8
The categories of this paper are: hep-ex
13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an