Online nonlinear guaranteed estimation with application to a high performance aircraft

The most commonly used filters (or estimators) for online control customization are based upon stochastic assumptions on the noise. In this paper a set-membership filter is extended to be used with nonlinear systems for which the Jacobian and Hessian are continuous over the uncertainty interval. This filter relies on assuming that the noise sources are bounded in order to obtain hard bounds on state and parameter estimates. These bounds are then compatible with robust control design so that the controller can be adequately updated in real-time. The method proposed is referred to as an extended set-membership filter and is applied to a two-state example and to the state and parameter estimations of a complex F-15 like model.