Title :
State estimation for piecewise affine, discrete time systems with bounded disturbances
Author :
Rakovi, S.V. ; Mayne, D.Q.
Author_Institution :
Dept. of Electr. & Electron. Eng., Imperial Coll., London, UK
Abstract :
The problem of state estimation for piecewise affine, discrete time systems with bounded disturbances is considered. It is shown that the state lies in a closed uncertainty set that is determined by the available observations and that evolves in time. The uncertainty set is characterised and a recursive algorithm for its computation is presented. Recursive algorithms are proposed for filtering prediction and smoothing problems.
Keywords :
discrete time systems; set theory; state estimation; uncertain systems; bounded disturbances; closed uncertainty set; filtering prediction; piecewise affine discrete time systems; recursive algorithm; smoothing problems; state estimation; Discrete time systems; Distributed computing; Ellipsoids; Filtering algorithms; Linear systems; Smoothing methods; State estimation; Stochastic processes; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1429264
