ROBUST SET-VALUED STATE ESTIMATION FOR LINEAR TIME-VARYING SYSTEMS IN HILBERT SPACES

Abstract

This paper considers a robust set-valued state estimation problem for a class of uncertain linear time-varying systems satisfying an integral quadratic constraint in Hilbert spaces. The robust set-valued state estimation problem involves constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed in terms of the solvability of linear quadratic regulator Riccati equations. The approach is based on the infinite-dimensional tracking problem.