Conference Proceedings

Probability-Guaranteed Set-Membership State Estimation for Polynomially Uncertain Linear Time-Invariant Systems

Y Wan, V Puig, C Ocampo-Martinez, Y Wang, RD Braatz

2018 IEEE Conference on Decision and Control (CDC) | IEEE | Published : 2019

Abstract

Conventional deterministic set-membership (SM) estimation is limited to unknown-but-bounded uncertainties. In order to exploit distributional information of probabilistic uncertainties, a probability-guaranteed SM state estimation approach is proposed for uncertain linear time-invariant systems. This approach takes into account polynomial dependence on probabilistic uncertain parameters as well as additive stochastic noises. The purpose is to compute, at each time instant, a bounded set that contains the actual state with a guaranteed probability. The proposed approach relies on the extended form of an observer representation over a sliding window. For the offline observer synthesis, a polyn..

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