Interval Estimation Methods for Discrete-Time Linear Time-Invariant Systems

Abstract

This paper investigates interval estimation methods for discrete-time linear time-invariant systems. We propose a novel interval estimation method by integrating robust observer design with reachability analysis. By introducing <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$H_{\infty }$</tex-math></inline-formula> design into interval estimation, the proposed method is effective in improving the accuracy of interval estimation. Moreover, the comparisons and relationships between the existing methods and the proposed method are discussed in detail. Finally, simulation results are presented to demonstrate the effectiveness of the proposed method.