Ellipsoidal set-membership state estimation for descriptor systems

Abstract

This paper presents an ellipsoidal set-membership state estimation technique for discrete-time linear time-invariant descriptor systems with bounded perturbations and noises. The approach proceeds off-line by minimizing a parameter with respect to a linear matrix inequality (LMI). The system state of the considered descriptor system is guaranteed to belong to an ellipsoidal set at each time instant. Finally, the proposed technique is analyzed via an illustrative example.