Exact recursive updating of state uncertainty sets for linear SISO systems

• Published in: Automatica (Oxford) Vol. 95; pp. 33 - 43
• Main Authors: Hill, Robin, Luo, Yousong, Schwerdtfeger, Uwe
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.09.2018
• Subjects: Duality; Estimation; Linear programming; Linear systems; Uncertainty; Linear systems; Linear programming; Uncertainty; Duality; Estimation

This paper addresses the classical problem of determining the set of possible states of a linear discrete-time SISO system subject to bounded disturbances, from measurements corrupted by bounded noise. These so-called uncertainty sets evolve with time as new measurements become available. We present...