Forward-Backward Set-Membership State Estimator Based on Interval Analysis

Interval computation is used to design a set-membership state estimator for uncertain discrete-time linear systems. Based on the observability property, an output set-version technique is applied to discard all the parts of the predicted state enclosure that are inconsistent with system output measurements over a finite time-horizon. Thanks to this correction procedure the convergence of the width of the estimated state enclosure can be...