Exact recursive updating of uncertainty sets for discrete-time plants with a lag

Abstract

In a recent paper [arXiv:1612.04918] there are new results concerning the polytopic set of possible states of a linear discrete-time SISO system subject to bounded disturbances from measurements corrupted by bounded noise. Using these results we construct an algorithm which, for the special case of a plant with a lag, recursively updates these polytopic sets when new measurements arrive.