Time-Invariant Polytopic and Interval Observers for Uncertain Linear Systems via Non-Square Transformation

Abstract

This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and input-to-state stability (ISS) of the polytopic and interval set estimates. Notably, our approach applies to all detectable systems that are stabilized by any optimal observer design, utilizing a potentially non-square (lifted) time-invariant coordinate transformation based on polyhedral Lyapunov functions and mixed-monotone embedding systems that do not impose any positivity constraints, enabling feasible and optimal observer designs, even in cases where previous methods fail. The effectiveness of our approach is demonstrated through several examples of uncertain linear CT and DT systems.