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Interval Estimation Methods for Discrete-Time Linear Time-Invariant Systems

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This paper investigates interval estimation methods for discrete-time linear time-invariant systems. We propose a novel interval estimation method by integrating robust observer design with reachability analysis. By introducing $H_{\infty }$… Click to show full abstract

This paper investigates interval estimation methods for discrete-time linear time-invariant systems. We propose a novel interval estimation method by integrating robust observer design with reachability analysis. By introducing $H_{\infty }$ design into interval estimation, the proposed method is effective in improving the accuracy of interval estimation. Moreover, the comparisons and relationships between the existing methods and the proposed method are discussed in detail. Finally, simulation results are presented to demonstrate the effectiveness of the proposed method.

Keywords: discrete time; time; methods discrete; interval estimation; estimation methods

Journal Title: IEEE Transactions on Automatic Control
Year Published: 2019

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