Resilient State Estimation for Discrete-Time Linear Systems

Alexandre Kircher, Laurent Bako, Eric Blanco, Mohamed Benallouch

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a noise of both dense and impulsive natures. In this setting, we construct the estimator as the map which associates to the measurements, the minimizing set of an appropriate (convex) performance function. It is then shown that the proposed estimator enjoys the property of resilience, that is, it induces an estimation error which, under certain conditions, is independent of the extreme values of the (impulsive) measurement noise. Therefore, the estimation error may be bounded while the measurement noise is virtually unbounded. Moreover, the expression of the bound depends explicitly on the degree of observability of the system being observed and on the considered performance function. Finally, a few simulation results are provided to illustrate the resilience property.

Knowledge Graph

arrow_drop_up

Comments

Sign up or login to leave a comment