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Set-membership filtering for systems with sensor saturation. (English) Zbl 1185.93049
Summary: This paper addresses the set-membership filtering problem for a class of discrete time-varying systems with sensor saturation in the presence of unknown-but-bounded process and measurement noises. A sufficient condition for the existence of set-membership filter is derived. A convex optimisation method is proposed to determine a state estimation ellipsoid that is a set of states compatible with sensor saturation and unknown-but-bounded process and measurement noises. A recursive algorithm is developed for computing the ellipsoid that guarantees to contain the true state by solving a time-varying linear matrix inequality. Simulation results are provided to demonstrate the effectiveness of the proposed method.
MSC:
93B51Design techniques in systems theory
93C55Discrete-time control systems
93C10Nonlinear control systems
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