Exact Set-valued Estimation using Constrained Convex Generators for uncertain Linear Systems

Abstract: Set-valued state estimation when in the presence of uncertainties in the model have been addressed in the literature essentially following three main approaches: i) interval arithmetic of the uncertain dynamics with the estimates; ii) factorizing the uncertainty into matrices with unity rank; and, iii) performing the convex hull for the vertices of the uncertainty space. Approach i) and ii) introduce a lot of conservatism because both disregard the relationship of the parameters with the entries of the dynamics matrix. On the other hand, approach iii) has a large growth on the number of variables required to represent the set or is approximated losing its main advantage in comparison with i) and ii). In this paper, with the application of autonomous vehicles in GPS-denied areas that resort to beacon signals for localization, we develop an exact (meaning no added conservatism) and optimal (smallest growth in the number of variables) closed-form definition for the convex hull of Convex Constrained Generators (CCGs). This results in a more efficient method to represent the minimum volume convex set corresponding to the state estimation. Given that reductions methods are still lacking in the literature for CCGs, we employ an approximation using ray-shooting that is comparable in terms of accuracy with methods for Constrained Zonotopes as the ones implemented in CORA. Simulations illustrate the greater accuracy of CCGs with the proposed convex hull operation in comparison to Constrained Zonotopes.