Robust Estimation of Linear-Switched Systems with Dwell Time

In order to overcome the deficiencies of the standard approaches to robust filtering of systems with large parameter uncertainties, a new method of estimation for non-switched, exponentially stable, uncertain systems is presented. We divide the uncertainty region into several overlapping subregions where, for each of these subregions, a separate filter is assigned. The resulting system is then treated as a switched system that switches between the subregions. The theory developed is demonstrated by two simple examples. In the first, a filtering solution is obtained for a switched system with error variance that is very close to the best achievable result for a single subsystem. The second example demonstrates the benefit, from the estimation error point of view, of dividing the uncertainty polytope of an uncertain non-switched system into two overlapping sub-polytopes.