Set-membership state estimation framework for uncertain linear differential-algebraic equations
Abstract
Description
We investigate a state estimation problem for the dynamical system described by uncertain linear operator equation in Hilbert space. The uncertainty is supposed to admit a set-membership description. We present explicit expressions for linear minimax estimation and error provided that any pair of uncertain parameters belongs to the quadratic bounding set. We introduce a new notion of minimax directional observability and index of non-causality for linear noncausal DAEs. Application of these notions to the state estimation problem for linear uncertain noncausal DAEs allows to derive new minimax recursive estimator for both continuous and discrete time. We illustrate the benefits of non-causality of the plant applying our approach to scalar nonlinear set-membership state estimation problem. Numerical example is presented.
27 pages, 2 figures, reported at Conference on Differential and Difference Equations and Applications 2008,(CDDEA 2008), Differential equations and Topology, Moscow, 2008
27 pages, 2 figures, reported at Conference on Differential and Difference Equations and Applications 2008,(CDDEA 2008), Differential equations and Topology, Moscow, 2008