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Optimal Finite-Time State Estimation for Discrete-Time Switched Systems under Switching Frequency Constraint

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  • Lin Du
  • Weiming Xiang
  • Yongchi Zhao

Abstract

The state estimation problem for a class of switched linear systems which only switches in some short interval is addressed. Besides the asymptotic stability of error dynamics, the boundness of error state is a significant issue for short-time switched systems. By introducing the concept of finite-time stability, the state estimation procedure is formulated to determine appropriate observer gains ensuring the error dynamics is finite-time stable in the short-time switching intervals of interest. Optimal finite-time observers are designed through iterative algorithms to minimize the bound of error state, in the cases with and without disturbances. Particularly, when the total activation time is known, a less conservative result can be derived and an optimization problem can be solved with the help of the genetic algorithm. A numerical example is provided to illustrate the theoretical findings in this paper.

Suggested Citation

  • Lin Du & Weiming Xiang & Yongchi Zhao, 2014. "Optimal Finite-Time State Estimation for Discrete-Time Switched Systems under Switching Frequency Constraint," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-9, July.
    • Handle: RePEc:hin:jnlmpe:512485
    DOI: 10.1155/2014/512485
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