Event-triggered robust state estimation for systems with unknown exogenous inputs

Abstract An event-triggered robust state estimation problem for linear time-varying systems subject to Gaussian noises and non-stochastic unknown exogenous inputs is investigated in this work. To design the estimator, the state estimation problem is formulated as an optimization problem with a risk-sensitive cost function. This problem is solved by constructing a reference probability measure, under which the cost function has a simpler form and an information state can be developed. The obtained robust state estimator is shown to have a recursive form parameterized by a Riccati-type time-varying matrix equation. The effectiveness of the proposed event-based robust state estimator is illustrated with numerical examples.

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