Abstract
A set-valued observer (SVO) produces a set of possible states based on output measurements and a priori models of exogenous disturbances and noises. A SVO can be constructed conceptually for nonlinear systems, however the set of possible state vectors does not take the form of polytopes as in the linear case. This paper considers an "extended SVO" which linearizes the system about the current state estimate trajectory and derives associated guaranteed convergence properties.
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