Set Membership State Estimation for Nonlinear Systems in the Presence of Bounded Disturbances

In this paper an extended set membership state estimation algorithm for nonlinear discrete-time system in the presence of bounded disturbances is presented. The convergence analysis for nonlinear system is derived from Lyapunov method. It is shown that the estimation error remains bounded if the nonlinear system is uniformly observable and the initial error is sufficiently small as well as the noise terms are small enough. The simulation results illustrate the effectiveness of the proposed approach.