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Guaranteed State Estimation

Chapter
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Part of the Systems & Control: Foundations & Applications book series (SCFA, volume 85)

Abstract

This chapter deals with the problem of set-membership or “guaranteed” state estimation. The problem is to estimate the state of a dynamic process from partial observations corrupted by unknown but bounded noise in the system and measurement inputs (in contrast with stochastic noise). The problem is treated in both continuous and discrete time. Comparison with stochastic filtering is also discussed.

Keywords

State estimation Bounding approach Information states Information tubes Hamiltonian techniques Ellipsoidal approximations 

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Faculty of Computational Mathematics and CyberneticsMoscow State (Lomonosov) UniversityMoscowRussia
  2. 2.Electrical Engineering and Computer SciencesUniversity of California, BerkeleyBerkeleyUSA

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