International Journal of Control, Vol.63, No.4, 799-811, 1996
A State-Set Estimation Algorithm for Linear-Systems in the Presence of Bounded Disturbances
This paper concerns the problem of state-set estimation for discrete-time linear systems. The linear system is given in state-space form and the system’s uncertainty is described by bounded scalar variations. We present a recursive algorithmic procedure of computing guaranteed estimated state sets. In particular, a polyhedron variation algorithm is presented. The new algorithm is based on linear-programming and sensitivity analysis techniques for improved computational efficiency and practicability.
Keywords:UNCERTAINTY;MODELS