Set-valued estimators for Uncertain Linear Parameter-Varying systems

Abstract

In this paper, we tackle the problem of state estimation for uncertain linear systems when bounds are known for the disturbances, noise and initial state. Practical systems often have parameters that cannot be measured precisely at every iteration. The framework of Uncertain Linear Parameter-Varying systems (Uncertain LPVs) have attracted attention from the community and have seen applications from the aerospace industry to mechatronic systems, among many other examples. By formulating the problem as the solution of a feasibility program, we show that the optimal convex solution can be computed through an enumeration of the vertices of the estimates. Resorting to this result, three algorithms are proposed: an approximation algorithm using only set operations; an exact convex hull method returning the optimal convex set suitable for cases where estimates do not have a large number of vertices; and an event-triggering algorithm suitable for fault/attack detection that combines both the convex and nonconvex methods. Simulations are conducted using a motor speed model where some of the parameters cannot be measured exactly pointing out that the uncertainty matrices are responsible for the accuracy of the approximation algorithm, and also that the point-based method is suitable for online estimation.