Set-valued observers and optimal disturbance rejection

@article{Shamma1999SetvaluedOA,
  title={Set-valued observers and optimal disturbance rejection},
  author={Jeff S. Shamma and Kuang-Yang Tu},
  journal={IEEE Trans. Automat. Contr.},
  year={1999},
  volume={44},
  pages={253-264}
}
A set-valued observer (also called guaranteed state estimator) produces a set of possible states based on output measurements and models of exogenous signals. In this paper, we consider the guaranteed state estimation problem for linear timevarying systems with a priori magnitude bounds on exogenous signals. We provide an algorithm to propagate the set of possible states based on output measurements and show that the centers of these sets provide optimal estimates in aǹ1-induced norm sense. We… CONTINUE READING
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