Linear set-membership state estimation with unknown but bounded disturbances
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...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/105379 http://hdl.handle.net/10220/17026 http://dx.doi.org/10.1080/00207721.2010.521596 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | 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. |
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