Set-membership filtering for systems with sensor saturation

This paper addresses the set-membership filtering problem for a class of discrete time-varying systems with sensor saturation in the presence of unknown-but-bounded process and measurement noises. A sufficient condition for the existence of set-membership filter is derived. A convex optimisationmethod is proposed to determine a state estimation ellipsoid that is a set of states compatiblewith sensor saturation and unknown-but-bounded process and measurement noises. A recursive algorithm is developed for computing the ellipsoid that guarantees to contain the true state by solving a time-varying linear matrix inequality. Simulation results are provided to demonstrate the effectiveness of the proposed method. © 2009 Elsevier Ltd. All rights reserved.