DocumentCode
434890
Title
State estimation for piecewise affine, discrete time systems with bounded disturbances
Author
Rakovi, S.V. ; Mayne, D.Q.
Author_Institution
Dept. of Electr. & Electron. Eng., Imperial Coll., London, UK
Volume
4
fYear
2004
fDate
14-17 Dec. 2004
Firstpage
3557
Abstract
The problem of state estimation for piecewise affine, discrete time systems with bounded disturbances is considered. It is shown that the state lies in a closed uncertainty set that is determined by the available observations and that evolves in time. The uncertainty set is characterised and a recursive algorithm for its computation is presented. Recursive algorithms are proposed for filtering prediction and smoothing problems.
Keywords
discrete time systems; set theory; state estimation; uncertain systems; bounded disturbances; closed uncertainty set; filtering prediction; piecewise affine discrete time systems; recursive algorithm; smoothing problems; state estimation; Discrete time systems; Distributed computing; Ellipsoids; Filtering algorithms; Linear systems; Smoothing methods; State estimation; Stochastic processes; Uncertain systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1429264
Filename
1429264
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