Tight set-valued state estimation by combining reachability analysis and set-filtering approaches

In this work, a new approach to design set-valued state estimator for linear discrete-time systems subject to additive and bounded process and measurement uncertainties is proposed. First, the system state equation is rewritten to obtain a stable numerical scheme on which an explicit reachability method is developed, based on zonotopic set computation and a re-initialization procedure. Then, to enhance the accuracy of the computed reachable set, a set-filtering technique is designed based on the system output equation and its intrinsic invariant relationships. The implementation of this filtering method is based on interval analysis coupled to contractor algorithms. The convergence property of the proposed set-valued state estimator is shown under the classical detectability assumption of linear systems. Some simulation results are presented to show the merit of the proposed new set-membership state estimation approach.