Ellipsoidal Set-Membership Filtering for Discrete-Time Linear Time-Varying Systems

• 成果类型: Article
• 署名作者: Wang, Zhenhua; Zhang, Yilian; Shen, Mouquan; Shen, Yi
• 署名单位: Harbin Institute of Technology; Shanghai Maritime University; Nanjing Tech University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2022.3228205
• 发表日期: 2023
• 页码: 5767-5774
• 关键词: estimation; Ellipsoids; Kalman filters; uncertainty; Time-varying systems; optimization; Linear matrix inequalities; Ellipsoid; linear matrix inequality (LMI); linear time-varying (LTV) system; set-membership filtering

摘要

This article studies set-membership estimation for discrete-time linear time-varying systems with unknown-but-bounded uncertainties. An ellipsoidal set-membership filtering method with a new estimator is proposed. Based on the S-procedure, the proposed set-membership filtering is formulated as an optimization problem in terms of linear matrix inequalities. Moreover, it is shown that the optimal ellipsoids estimated by two existing set-membership filtering approaches are equivalent to the optimal estimation results obtained by two special cases of the proposed method, respectively. The proposed estimator has more design parameters which can be effectively optimized to improve the estimation accuracy. Simulation results are given to show the performance of the proposed method.