Set-membership filtering for systems with sensor saturation

• Published in: Automatica (Oxford) Vol. 45; no. 8; pp. 1896 - 1902
• Main Authors: Yang, Fuwen, Li, Yongmin
• Format: Journal Article
• Language: English
• Published: Kidlington Elsevier Ltd 01.08.2009; Elsevier
• Subjects: Applied sciences; Computer science; control theory; systems; Control system analysis; Control theory. Systems; Convex optimisation; Exact sciences and technology; Modelling and identification; Sensor saturation; Set-membership filtering; State estimation ellipsoid; Unknown-but-bounded noise; Unknown-but-bounded noise; Set-membership filtering; State estimation ellipsoid; Convex optimisation; Sensor saturation; Saturation; Measurement sensor; Set computation; Recursive algorithm; Time varying system; Discrete time; Linear matrix inequality; System identification; Ellipsoid; State estimation; Signal to noise ratio
• ISSN: 0005-1098; 1873-2836
• DOI: 10.1016/j.automatica.2009.04.011

This paper addresses the set-membership filtering problem for a class of discrete time-varying systems with sensor saturation in the presence of unknown-but-bounded process and measurement noises. A sufficient condition for the existence of set-membership filter is derived. A convex optimisation method is proposed to determine a state estimation ellipsoid that is a set of states compatible with sensor saturation and unknown-but-bounded process and measurement noises. A recursive algorithm is developed for computing the ellipsoid that guarantees to contain the true state by solving a time-varying linear matrix inequality. Simulation results are provided to demonstrate the effectiveness of the proposed method.