Design of interval observers for uncertain dynamical systems

Resumo

Interval state observers provide an estimate on the set of admissible values of the state vector at each instant of time. Ideally, the size of the evaluated set is proportional to the model uncertainty, thus interval observers generate the state estimates with estimation error bounds, similarly to Kalman filters, but in the deterministic framework. Main tools and techniques for design of interval observers are reviewed in this tutorial for continuous-time, discrete-time and time-delayed systems.