Linear set-membership state estimation with unknown but bounded disturbances

• Main Authors: Foo, Y. K., Soh, Y. C., Moayedi, M.
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/105379; http://hdl.handle.net/10220/17026; http://dx.doi.org/10.1080/00207721.2010.521596
• Institution: Nanyang Technological University

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.