Interval observer design for uncertain discrete-time linear systems

This paper proposes a novel interval observer design method for discrete-time linear systems with unknown but bounded disturbance and measurement noise. The proposed interval observer has a new structure that provides more design degrees of freedom. A direct method based on H∞ technique is used to improve the accuracy of interval estimation. The design conditions are formulated into linear matrix inequalities, which can be efficiently solved. Two numerical examples are given to illustrate the design and validate the performance of the interval observers.