The Joint Model and State Estimation Problem under Set-membership Uncertainty

The present paper deals with combined estimation of the state and of the system model for a continuous-time system under uncertain perturbations which may arise not only in the inputs but also in the system parameters. This produces model uncertainty of the multiplicative type. The uncertain items are assumed either unknown but bounded by hard or soft bounds or bounded with unspecified bound. They are obtained in recurrent form, through appropriate versions of the Principle of Optimality which produces Dynamic Programming schemes. Also discussed is the case when the perturbations are mixed – partly unknown but bounded and partly with unspecified bound. The result is given by a pointwise or set-valued estimator for the state space variable as well as for the transition function of the investigated system.Copyright c ©2002 IFAC