# Fast interval estimation for discrete-time linear systems: An $L_1$ optimization method

2 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques
CEDRIC - Centre d'études et de recherche en informatique et communications
3 I4S - Statistical Inference for Structural Health Monitoring
Inria Rennes – Bretagne Atlantique , COSYS - Département Composants et Systèmes
Abstract : This paper studies interval estimation for discrete-time linear systems with unknown but bounded disturbances. Inspired by the parity space approach, we propose a point estimator with fixed-time convergence property. The estimator is combined with the zonotope-based interval analysis to achieve fast interval estimation. The parameter matrix in the estimator is optimized by minimizing the length of the edges of the outer box of the error zonotope. It is formulated as L1 optimization problem and can be efficiently solved by linear programming. Comparison studies illustrate the superiority of the proposed method over existing techniques.
Keywords :
Document type :
Journal articles
Domain :

https://hal-cnam.archives-ouvertes.fr/hal-03346716
Contributor : Thach Ngoc Dinh Connect in order to contact the contributor
Submitted on : Thursday, December 9, 2021 - 9:52:12 AM
Last modification on : Friday, August 5, 2022 - 2:54:00 PM

### File

Automatica2021_Fast_interval.p...
Files produced by the author(s)

### Citation

Zhenhua Wang, Thach Ngoc Dinh, Qinghua Zhang, Tarek Raissi, Yi Shen. Fast interval estimation for discrete-time linear systems: An $L_1$ optimization method. Automatica, Elsevier, In press, ⟨10.1016/j.automatica.2021.110029⟩. ⟨hal-03346716⟩

Record views