Set-membership filtering for polytopic uncertain discrete-time systems
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Li, Yongmin
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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 structure, which is similar to the Kalman filter. Simulation results are provided to demonstrate the effectiveness of the proposed method.
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International Journal of General Systems
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40
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7
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Theory of computation
Automation engineering