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  • Set-membership filtering for polytopic uncertain discrete-time systems

    Author(s)
    Yang, Fuwen
    Li, Yongmin
    Griffith University Author(s)
    Yang, Fuwen
    Year published
    2011
    Metadata
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    Abstract
    In this paper, a set-membership filtering problem is considered for systems with polytopic uncertainty. A recursive algorithm for calculating an ellipsoid which always contains the state is developed. In the prediction step, a predicted state ellipsoid is determined; in the update step, a state estimation ellipsoid is computed by combining the predicted state ellipsoid and the set of states compatible with the measurement equation. A smallest possible estimate set is calculated recursively by solving the semi-definite programming problems. Hence, the proposed set-membership filter relies on a two-step prediction–correction ...
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    In this paper, a set-membership filtering problem is considered for systems with polytopic uncertainty. A recursive algorithm for calculating an ellipsoid which always contains the state is developed. In the prediction step, a predicted state ellipsoid is determined; in the update step, a state estimation ellipsoid is computed by combining the predicted state ellipsoid and the set of states compatible with the measurement equation. A smallest possible estimate set is calculated recursively by solving the semi-definite programming problems. Hence, the proposed set-membership filter relies on a two-step prediction–correction structure, which is similar to the Kalman filter. Simulation results are provided to demonstrate the effectiveness of the proposed method.
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    Journal Title
    International Journal of General Systems
    Volume
    40
    Issue
    7
    DOI
    https://doi.org/10.1080/03081079.2011.592831
    Subject
    Theory of computation
    Automation engineering
    Publication URI
    http://hdl.handle.net/10072/173522
    Collection
    • Journal articles

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