Seminar Details
2006-03-21 (14.00 pm) : "Ellipsoidal and Interval Techniques for State Estimation in Linear Dynamical Systems under Model Uncertainty"
At Euler building
Organized by Mathematical Engineering
Speaker :
Sergey Nazin (CESAME, previously Institute of Control Science, Moscow)
Abstract :
The unknown-but-bounded description of system uncertainty is a main
counterpart to its probabilistic characterization. This description forms
the set-membership approach to the different kinds of problems in control and
identification. My talk is devoted to the state estimation problem for
linear discrete-time dynamical systems under unknown-but-bounded
uncertainties. This problem is to characterize the set of all feasible
system state vectors that are compatible with the model structure,
measurement data and hypotheses on the perturbations. All points of this set
are the candidate solutions of the estimation problem. Since the set
obtained may become extremely complicated, its outer approximations by a
simpler sets like ellipsoids or interval vectors (boxes) are then customary
to use. Ellipsoidal and interval methods will be presented for state
estimation in the case of model uncertainty, which is a natural extension of
classical methods for deterministic models with unknown-but-bounded state
perturbations and measurement noise.