Guaranteed State Estimation for Dynamic Systems: Beyond the Overviews

This paper gives a concise description of effective solutions to the "guaranteed" state estimation problems for dynamic systems with unknown but bounded uncertainty. It indicates a rether·unconventional, rigorous theory for these problems based on the notion of evolution equations of the "funnel" type which could be further transformed through exact ellipsoidal approximation - into algorithmic procedures that allow effective simulation particularly with computer graphics. The estimation problem of tracking a partially known system under incomplete measurements. Mathematically, the techinique described in this paper is based on a theory of set-valued evolution equations with the approximation of solutions formulated in terms of set-valued calculus by ellipsoidal-valued functions