Zonotopic Kalman Filter-based Interval Estimation for Discrete-Time Linear Systems with Unknown Inputs

Thomas Chevet (1, 2) , Thach Ngoc Dinh (1) , Julien Marzat (2) , Zhenhua Wang (3) , Tarek Raïssi (1)

1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques
2 DTIS, ONERA, Université Paris Saclay [Palaiseau]
3 HIT - Harbin Institute of Technology

This letter proposes an unknown input zonotopic Kalman filter-based interval observer for discrete-time linear time-invariant systems. In such contexts, a change of coordinates decoupling the state and the unknown inputs is often used. Here, the dynamics are rewritten into a discrete-time linear time-invariant descriptor system by augmenting the state vector with the unknown inputs. A zonotopic outer approximation of the feasible state set is then obtained with a prediction-correction strategy using the information from the system dynamics, known inputs and outputs. Bounds for both the state and unknown inputs are obtained from this zonotopic set. The efficiency of the proposed interval observer is assessed with numerical simulations.

Keywords: INTERVAL OBSERVER; ZONOTOPIC KALMAN FILTER; INTERVAL OBSERVER; UNKNOWN INPUT; DISCRETE-TIME SYSTEMS

Domains: Engineering Sciences [physics]; Automatic; Engineering Sciences [physics]; Computer Science [cs]

Thomas Chevet, Thach Ngoc Dinh, Julien Marzat, Zhenhua Wang, Tarek Raïssi. Zonotopic Kalman Filter-based Interval Estimation for Discrete-Time Linear Systems with Unknown Inputs. IEEE Control Systems Letters, 2021, 6, pp.806 - 811. ⟨10.1109/LCSYS.2021.3086562⟩. ⟨hal-03239436⟩