ABSTRACT

In this chapter, the author begins with a discussion of dynamic programming techniques for the viability problem. He deals with two schemes for the calculation of information (consistency) sets in the guaranteed state estimation problem, as well as of viability kernels, with the aim of presenting solution schemes that appear to be somewhat different from those introduced earlier. A similar dynamic programming scheme allows to be applied to the calculation of information (consistency) sets for the set-membership (bounding) approach to the state-estimation problem. It is important to emphasize that the dynamic programming schemes show close connections with the approaches to uncertain systems based on Liapunov functions.