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| Title: | An LFT/SDP approach to the uncertainty analysis for state |
| Authors: | Nagar, A Powell, R S |
| Keywords: | State estimation Linear fractional transformation Uncertainty Water networks |
| Publication Date: | 2002 |
| Publisher: | IET |
| Citation: | IEE Proceedings Control Theory and Applications. 149(2) 137-142, Mar 2002 |
| Abstract: | A state estimator is an algorithm that computes the current state of a time-varying system from on-line measurements. Physical quantities such as measurements and parameters are characterised by uncertainty. Understanding how uncertainty affects the accuracy of state estimates is therefore a pre-requisite to the application of such techniques to real systems. In this paper we develop a method of uncertainty analysis based on linear fractional transformations (LFT) and obtain ellipsoid-of-confidence bounds by recasting the LFT problem into a semidefinite programming problem (SDP). The ideas are illustrated by applying them to a simple water distribution network. |
| URI: | http://bura.brunel.ac.uk/handle/2438/2838 |
| Appears in Collections: | School of Engineering and Design Research papers Electronic and Computer Engineering
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