Skip to Main Content
This paper presents a new approach to guaranteed state estimation for nonlinear discrete-time systems with a bounded description of noise and parameters. The main result is an algorithm to compute a set that contains the states consistent with the measured output and the given noise and parameters. This set is represented by a zonotope. The volume of the zonotope is minimized each sample instant solving a convex optimization problem. Interval arithmetic is used to calculate a guaranteed trajectory of the state process. Two examples have been provided for clarifying the algorithm.