Brief paper: Set-membership filtering for systems with sensor saturation

Authors:
Fuwen Yang;Yongmin Li
Affiliations:
School of Information Science and Engineering, East China University of Science and Technology, Shanghai 200237, PR China and Department of Information Systems and Computing, Brunel University, Ux ...;Department of Information Systems and Computing, Brunel University, Uxbridge, Middlesex, UB8 3PH, United Kingdom
Venue:
Automatica (Journal of IFAC)
Year:
2009

Citing 4
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Robust state estimation for two-dimensional stochastic time-delay systems with missing measurements and sensor saturation

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Abstract

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.