State estimation in the presence of bounded disturbances

This contribution proposes a robust recursive algorithm for the state estimation of linear models with unknown but bounded disturbances corrupting both the state and measurement vectors. A novel approach based on state bounding techniques is presented. The proposed algorithm can be decomposed into t...

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Veröffentlicht in:Automatica (Oxford) 2008-07, Vol.44 (7), p.1867-1873
Hauptverfasser: Becis-Aubry, Y., Boutayeb, M., Darouach, M.
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container_title Automatica (Oxford)
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creator Becis-Aubry, Y.
Boutayeb, M.
Darouach, M.
description This contribution proposes a robust recursive algorithm for the state estimation of linear models with unknown but bounded disturbances corrupting both the state and measurement vectors. A novel approach based on state bounding techniques is presented. The proposed algorithm can be decomposed into two steps: time updating and observation updating that uses a switching estimation Kalman-like gain matrix. Particular emphasis will be given to the design of a weighting factor that ensures the stability of the estimation error.
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subjects Applied sciences
Automatic
Computer science
control theory
systems
Control system analysis
Control theory. Systems
Ellipsoidal state bounding
Engineering Sciences
Exact sciences and technology
Input-to-state stability
Modelling and identification
Recursive state estimation
Set-membership state estimation
Unknown but bounded noise
title State estimation in the presence of bounded disturbances
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