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

Wentao Tang | Zendy; Zhenhua Wang | Zendy; Ye Wang | Zendy; Tarek Raïssi | Zendy; Yi Shen | Zendy

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

Author(s) -

Wentao Tang,

Zhenhua Wang,

Ye Wang,

Tarek Raïssi,

Yi Shen

Publication year - 2019

Publication title -

ieee transactions on automatic control

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 3.436

H-Index - 294

eISSN - 1558-2523

pISSN - 0018-9286

DOI - 10.1109/tac.2019.2902673

Subject(s) - reachability , interval (graph theory) , interval estimation , observer (physics) , discrete time and continuous time , invariant (physics) , lti system theory , interval arithmetic , algorithm , estimation theory , mathematics , notation , estimation , computer science , mathematical optimization , linear system , confidence interval , statistics , combinatorics , engineering , arithmetic , mathematical analysis , physics , bounded function , systems engineering , quantum mechanics , mathematical physics

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.

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