On the tightest interval-valued state estimator for linear systems

Laurent Bako (1) , Vincent Andrieu (2)

1 MIS - Ampère, Département Méthodes pour l'Ingénierie des Systèmes
2 LAGEP - Laboratoire d'automatique et de génie des procédés

This paper discusses an interval-valued state estimator for linear dynamic systems. In particular, we derive an expression of the tightest possible interval estimator in the sense that it is the intersection of all interval-valued estimators. This estimator appears, in a general setting, to be an infinite dimensional dynamic system. Therefore practical implementation requires some over-approximations which would yield a good trade-off between computational complexity and tightness.

Domaines: Automatique / Robotique

Laurent Bako, Vincent Andrieu. On the tightest interval-valued state estimator for linear systems. 57th IEEE CDC, Dec 2018, Miami, FL, United States. ⟨hal-02126544⟩