Optimality of set-valued observers for linear systems

Jeff S. Shamma*, Edward Tu

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

7 Scopus citations

Abstract

A 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 time-varying systems with a priori magnitude bounds on exogenous signals. We provide a recursive algorithm to propagate the set of possible states based on output measurements. We show that the centers of these sets provide optimal estimates in an l-induced norm sense. We then consider the utility of guaranteed state estimators for disturbance rejection with output feedback. In particular, we derive a separation structure for disturbance rejection in the special case of output feedback will full control.

Original languageEnglish (US)
Pages (from-to)2081-2086
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - Dec 1 1995
EventProceedings of the 1995 34th IEEE Conference on Decision and Control. Part 1 (of 4) - New Orleans, LA, USA
Duration: Dec 13 1995Dec 15 1995

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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