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Interval-valued estimation for discrete-time linear systems: application to switched systems

Published 23 Dec 2019 in eess.SY and cs.SY | (1912.10770v2)

Abstract: This paper proposes a new framework for constructing interval-valued state estimators for discrete-time linear and switched linear systems. Our main results are (i) the derivation of the tightest interval-valued estimator for linear discrete-time systems; (ii) a systematic design method for interval-valued state estimators; (iii) an application of the proposed estimation framework to switched linear systems.

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