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arXiv · 2410.09857

Optimal Set-Membership Smoothing

Yudong Li·Yirui Cong·Xiangyun Zhou·Jiuxiang Dong
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Abstract

This article studies the Set-Membership Smoothing (SMSing) problem for non-stochastic Hidden Markov Models. By adopting the mathematical concept of uncertain variables, an optimal SMSing framework is established for the first time. This optimal framework reveals the principles of SMSing and the relationship between set-membership filtering and smoothing. Based on the design principles, we put forward two SMSing algorithms: one for linear systems with zonotopic constrained uncertainties, where the solution is given in a closed form, and the other for a class of nonlinear systems. Numerical simulations corroborate the effectiveness of our theoretical results.

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Yudong Li, Yirui Cong, Xiangyun Zhou, Jiuxiang Dong. 2024-10-13. Optimal Set-Membership Smoothing. https://arxiv.org/abs/2410.09857

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