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A New Approach for Guaranteed Ellipsoidal State Estimation

Abstract : This paper proposes a new ellipsoid-based guaranteed state estimation approach for linear discrete-time systems with bounded perturbations and bounded measurement noise. This approach is based on the minimization of the radius of the ellipsoidal state estimation set. Firstly, the ellipsoidal state estimation is computed by o -line solving a Linear Matrix Inequality optimization problem. Secondly, a new online method is developed in order to improve the accuracy of the estimation but it leads to an increase of the online computation load. A new scaling technique is proposed to reduce the computation time, while keeping a good accuracy of the state estimation. An illustrative example is analyzed in order to show the advantages of the proposed approach.
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Sofiane Ben Chabane, Cristina Stoica Maniu, Teodoro Alamo, Eduardo Fernandez Camacho, Didier Dumur. A New Approach for Guaranteed Ellipsoidal State Estimation. 19th IFAC World Congress (2014), Aug 2014, Cape Town, South Africa. ⟨10.3182/20140824-6-ZA-1003.01629⟩. ⟨hal-00973445⟩

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