Recursive set-membership state estimation for linear non-causal time-variant differential- algebraic equation with continuous time

Abstract

This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership description. The approach is based on the notion of the linear minimax estimation. Suboptimal minimax state estimation algorithm is introduced for DAEs with non-stationary rectangular matrices. Optimal algorithm is presented for DAEs with special structure of the matrices. A comparison of suboptimal and optimal algorithms is presented for 2D time-varying DAE with a singular matrix pencil.