On the tightest interval-valued state estimator for linear systems

Laurent Bako (1) , Vincent Andrieu (2)

1 LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal
2 LAGEP - Laboratoire d'automatique et de génie des procédés

This paper discusses an interval-valued state es-timator 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. 2018 IEEE Conference on Decision and Control (CDC), Dec 2018, Miami Beach, France. pp.3904-3909, ⟨10.1109/CDC.2018.8618668⟩. ⟨hal-02366166⟩