A set-valued non-linear filter for robust localization

Abstract

In this paper, we propose a set-valued filtering algorithm for non-linear discrete-time systems. At each step, the algorithm computes an ellipsoid of minimal size that guarantees to contain the true state of the system, despite the noise affecting the system and taking into explicit consideration the linearization error. The filter is based on a two-step… (More)

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Cite this paper

@article{Calafiore2001ASN, title={A set-valued non-linear filter for robust localization}, author={Giuseppe Carlo Calafiore}, journal={2001 European Control Conference (ECC)}, year={2001}, pages={1710-1715} }