On‐line state estimation for nonlinear dynamical systems

Abstract

Abstract A problem of estimation of states of a dynamical object on the base of incomplete and inexact measurements is studied. The focus is on a set‐based estimation of states required for construction of optimal guaranteeing feedbacks. In particular, the aim is to construct at every current time instant polyhedral approximations of sets of all states consistent with the obtained measurements. A problem of constructing estimates, associated with these approximations, is called an optimal observation problem. This note presents a numerical method for solving optimal observation problems for nonlinear dynamical systems. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)