Ellipsoidal State Estimation for Systems with Interval Uncertainties

This paper presents a new ellipsoidal set-membership state estimation approach for linear systems with interval uncertainties, bounded perturbations and noises. This approach consists in minimizing the radius of the ellipsoidal state estimation set at each time instant by solving a Linear Matrix Inequality problem. An improvement of the accuracy of this estimation technique is further proposed by adding quadratic constraints on the measurements and perturbations. The proposed methods are analyzed via an illustrative example.