State Estimators for Discrete-Time Descriptor Linear Systems with Mixed
Uncertainties and State Constraints
Abstract
This paper presents two novel mixed-uncertainty state estimators for
discrete-time descriptor linear systems, namely linear
time-varying mixed-uncertainty filter (LTVMF) and linear
time-invariant mixed-uncertainty filter (LTIMF). The former estimator
is based on the minimum-variance approach, from which quadratic and
explicit formulations are derived and addressed to LTI and LTV systems.
Both formulations incorporate the knowledge of state linear constraints,
such as equality (in the descriptor form) and inequality, to mitigate
precision and accuracy issues related to initialization and evolution of
the state estimates. The explicit version is developed to reduce the
computational burden of quadratic solvers, which is based on a
particularity of the state inequality constraints. The LTIMF algorithm
is based on the mixed H 2 / H ∞ criterion motivated by performing
low-cost computations. This speed benefit is originated from a
reachability analysis involving constant design matrices. Both LTVMF and
LTIMF algorithms solve state-estimation problems in which the
uncertainties are combined to yield the so-called
mixed-uncertainty vector, which is composed by set-bounded
uncertainties, characterized by constrained zonotopes, and stochastic
uncertainties, characterized by Gaussian random vectors. As
mixed-uncertainty vectors imply biobjective optimization problems, we
innovatively present multiobjective arguments to justify the choice of
the solution on the Pareto-optimal front. According to these arguments,
LTVMF is introduced with a cost normalization, which enables the
combination of beyond minimum-variance approaches. Likewise, the mixed H
2 / H ∞ criterion of LTIMF is introduced with slack variables to improve
the quality of the state estimates. In order to discuss the advantages
and drawbacks, the state estimators are tested in two numerical
examples.