Reduced-order observer-based interval estimation for discrete-time linear systems

Abstract

This paper proposes an interval estimation method for discrete-time linear systems by designing robust reduced-order observer with reachability analysis. First, the discrete-time linear system is transformed into a reduced-order system via a special equivalent transformation, which depends on the orthogonal procedure on the output matrix. Then, a kind of robust reduced-order observer is developed such that the states of the original discrete-time system can be indirectly estimated, where the technique is used to attenuate the effects of disturbances. Based on the estimated states provided by the reduced-order observer, the interval estimation can be obtained by reachability analysis. A simulation example is given to illustrate that the proposed method of interval estimation has better performance than the full-order observer-based interval estimation.