Ellipsoidal Set-Membership State Estimation for Multi-Output Systems with Interval Uncertainties

Abstract

This paper presents a new online ellipsoidal guaranteed set-membership state estimation approach for Multi-Output linear systems with interval uncertainties, bounded perturbations and measurement noises. The ellipsoidal set containing the real state of the system is computed at each sample time. This approach consists in online minimizing the radius of the ellipsoidal state estimation set by solving a Linear Matrix Inequality optimization problem. Interval uncertainties are considered in both the evolution matrix and the observation matrix. An illustrative example is analyzed in order to show the advantages of the proposed approach.