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Linear set-membership state estimation with unknown but bounded disturbances

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  • Y.K. Foo
  • Y.C. Soh
  • M. Moayedi

Abstract

In this article, we consider the problem of discrete-time linear state estimation when at every discrete instant Δ the Euclidean norm of the discrete-time disturbance ‖w(Δ)‖2 is bounded within some known value. Specifically, given a hypersphere that contains the uncertain disturbance signal w(Δ) and an ellipsoid containing the uncertain system state x(Δ) at time step Δ, a sub-optimal approach to computing a linear minimax filter which constructs a minimal ellipsoid to contain x(Δ + 1) is derived. A distinct feature of our approach when compared to earlier solutions is that both the filter and the performance bound can be pre-computed off-line.

Suggested Citation

  • Y.K. Foo & Y.C. Soh & M. Moayedi, 2012. "Linear set-membership state estimation with unknown but bounded disturbances," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(4), pages 715-730.
    • Handle: RePEc:taf:tsysxx:v:43:y:2012:i:4:p:715-730
    DOI: 10.1080/00207721.2010.521596
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