Improved set-membership guaranteed state estimation for uncertain non-linear systems

This paper presents a new improved set-membership algorithm for guaranteed state estimation for non-linear discrete-time systems with an unknown but bounded description of disturbance and noise. In this paper, the non-linear model is linearized first and the difference of convex (DC) programming method is used to outer-bound the linearization error, which is regarded as a disturbance of the system, and the improved set-membership algorithm guaranteed state estimation for the linearization system. An example is given to illustrate the proposed algorithm.