Optimization of the algorithms of guaranteed state estimation of dynamic systems

For the discrete dynamic systems described by equations in the inclusion form, a set-theoretical approach to the problem of estimating their states was developed. The problem of designing the optimal algorithms of set-theoretical filtering was considered. Its solution was shown to be closely related to the problem of designing the optimal algorithms of point estimation. A functional equation whose solution provides the optimal algorithms of point and-after a minor modification-multiple estimation was presented. The paper was concluded by an example of solving the problem in the linear quadratic case.