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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
Issue 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.
Appears in Collections:Electronic and Computer Engineering
Dept of Electronic and Computer Engineering Research Papers

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