Abstract
A method is presented for computing input disturbance estimates for a state-space system using noisy observations. The input disturbance and the measurement noise is assumed to be bounded. In addition, the input disturbance is time varying and the rate of change per sampling time is bounded. A recursive procedure for estimating the bounds of the inpu5t disturbance is derived. Based on these estimates, a disturbance rejection scheme is proposed which results in obtaining less conservative guaranteed state estimated sets. Simulation results demonstrate the performance of our technique.
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