Joint state and parameter estimation based on constrained zonotopes
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Abstract: This note presents a new method for set-based joint state and parameter estimation of discrete-time systems using constrained zonotopes. This is done by extending previous set-based state estimation methods to include parameter identification in a unified framework. Unlike in interval-based methods, the existing dependencies between states and model parameters are maintained from one time step to the next, thus providing a more accurate estimation scheme. In addition, the enclosure of states and parameters is refined using measurements through generalized intersections, which are properly captured by constrained zonotopes. The advantages of the new approach are highlighted in two numerical examples.
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Cites work
- Bounded Error Identification of Systems With Time-Varying Parameters
- Constrained zonotopes: a new tool for set-based estimation and fault detection
- Guaranteed methods based on constrained zonotopes for set-valued state estimation of nonlinear discrete-time systems
- Guaranteed state estimation by zonotopes
- Introduction to Interval Analysis
- Nonlinear state estimation using forward-backward propagation of intervals in an algorithm
- Rigorously computed orbits of dynamical systems without the wrapping effect
- Set membership state and parameter estimation for systems described by nonlinear differential equations
- Set-valued state estimation of nonlinear discrete-time systems with nonlinear invariants based on constrained zonotopes
Cited in
(7)- State estimators for discrete-time descriptor linear systems with mixed uncertainties and state constraints
- Constrained zonotopes: a new tool for set-based estimation and fault detection
- Orthotope-search-expansion-based extended zonotopic Kalman filter design for a discrete-time linear parameter-varying system with a dual-noise term
- Set-based state estimation for discrete-time constrained nonlinear systems: an approach based on constrained zonotopes and DC programming
- Set-valued state estimation of nonlinear discrete-time systems with nonlinear invariants based on constrained zonotopes
- Guaranteed methods based on constrained zonotopes for set-valued state estimation of nonlinear discrete-time systems
- Set-membership state and parameter estimation for discrete time-varying systems based on the constrained zonotope
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