A new set-membership estimation method based on zonotopes and ellipsoids

Abstract

This paper presents a new approach for guaranteed state estimation based on zonotopes and ellipsoids for linear discrete-time systems with unknown but bounded perturbations and noises. At each sample time, a predicted state set is calculated by zonotopes and an outer bounding ellipsoid of the predicted state set is calculated. State estimation is calculated directly by intersects with an outer bounding ellipsoid and strip. The precision of the state estimation will increase as output order improves by this method. Two examples have been provided to clarify the algorithm.