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State estimation of linear dynamical systems under bounded control

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Abstract

The problem of estimation of all possible states that a linear system under bounded control may take (namely, the reachable or attainable set) is addressed. A number of previously developed Lyapunov techniques for estimating the reachable set of ann-dimensional linear system are extended and compared. The techniques produce over-estimates in the form ofn-dimensional ellipsoids. Illustrative examples are solved.

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Communicated by J. Speyer

This work was supported by the Natural Sciences and Engineering Research Council of Canada, Operating Grant Nos. A-0621 and A-4080, and by Research Personnel Support from the Dean of Science, Memorial University of Newfoundland, Canada.

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Summers, D., Wu, Z.Y. & Sabin, G.C.W. State estimation of linear dynamical systems under bounded control. J Optim Theory Appl 72, 299–318 (1992). https://doi.org/10.1007/BF00940520

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