Optimal induced-norm and set membership state smoothing and filtering for linear systems with bounded disturbances

Authors:
A. Garulli;A. Vicino;G. Zappa
Affiliations:
Dipartimento di Ingegneria dellInformazione, Università di Siena, Via Roma 56, 53100 Siena, Italy;Dipartimento di Ingegneria dellInformazione, Università di Siena, Via Roma 56, 53100 Siena, Italy;Dipartimento di Sistemi e Informatica, Università di Firenze, Via di S. Marta 3, 50139 Firenze, Italy
Venue:
Automatica (Journal of IFAC)
Year:
1999

Citing 4
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Abstract

In this paper a unified framework founded on Information-Based Complexity is introduced, to study set membership and optimal induced-norm state estimation problems, for linear systems subject to norm bounded process noise and measurement errors. The proposed approach leads to a clean geometric picture of the problem, allowing for a straightforward derivation of several existing results. Moreover, it permits to tackle new estimation problems in which both induced-norm optimization and consistency of the estimate with the noise bound are required.