This note presents a new method for set-based joint state and parameter estimation of discrete-time systems using constrained zonotopes. This is done by extending previous set-based state estimation methods to include parameter identification in a unified framework. Unlike in interval-based methods, the existing dependencies between states and model parameters are maintained from one time step to the next, thus providing a more accurate estimation scheme. In addition, the enclosure of states and parameters is refined using measurements through generalized intersections, which are properly captured by constrained zonotopes. The advantages of the new approach are highlighted in two numerical examples.

本说明介绍了一种使用约束 zonotopes 对离散时间系统进行基于集合的联合状态和参数估计的新方法。这是通过扩展先前的基于集合的状态估计方法以将参数识别包括在统一框架中来完成的。与基于区间的方法不同，状态和模型参数之间的现有依赖关系从一个时间步长到下一个时间步长保持不变，从而提供更准确的估计方案。此外，状态和参数的封闭使用通过广义交叉点的测量来细化，这些交叉点被约束的 zonotopes 正确捕获。两个数值示例突出了新方法的优点。