Technical communique: Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty

Authors:
Andrey V. Savkin;Ian R. Petersen
Affiliations:
Department of Electrical and Electronic Engineering, University of Western Australia, Nedlands Perth WA 6009, Australia;Department of Electrical Engineering, Australian Defence Force Academy, Campbell, 2600, Australia
Venue:
Automatica (Journal of IFAC)
Year:
1998

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Abstract

The paper presents a new approach to robust state estimation for a class of uncertain discrete-time systems with a deterministic description of noise and uncertainty. The main result is a recursive scheme for constructing an ellipsoidal state estimation set of all states consistent with the measured output and the given noise and uncertainty description. The paper also includes a result on model validation whereby it can be determined if the assumed model is consistent with measured data.