Linear set-membership state estimation with unknown but bounded disturbances

Y.K. Foo, Y.C. Soh and M. Moayedi

International Journal of Systems Science, 2012, vol. 43, issue 4, 715-730

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.

Date: 2012
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DOI: 10.1080/00207721.2010.521596

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