The paper introduces a method for synthesising set-valued state estimators for uncertain discrete-time linear systems. Based on the past values of the input and output of the system and on its observability matrix, a non-conservative numerical scheme is proposed to characterise at each time instant a tight enclosure of the actual state vector of the system. Interval analysis and consistency techniques are applied to design this guaranteed state estimator. In addition, the finite-time convergence of the width of the estimated state enclosures is shown. A comparison study, with some existing methods in the literature, throughout numerical examples is presented.
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