Sets of possible states of linear systems given perturbed observations

By H. Witsenhausen. 1968

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The Ideal Continual Learner: An Agent That Never Forgets (2023, methodology): “Inspired by classic works on adaptive filtering (Haykin, 2002) and recursive least-squares (Singhal & Wu, 1989) in signal processing, Zeng et al. (2019) proposed to set the projection matrix to be I − (X 1 )⊤ ( X (j) 1 (X (j) 1 ) ⊤ + λI )−1 X (j) 1 for the task 1 and update it for later tasks as in ”
Robust output feedback model predictive control of constrained linear systems (2006, methodology): “In the late sixties, Witsenhausen (1968a, 1968b) studied robust control synthesis and set-membership estimation of linear dynamic systems subject to bounded uncertainties; this work was followed by Schweppe (1968), Bertsekas and Rhodes (1971a,1971b), Glover and Schweppe (1971) and by related work…”
A Set-Membership Approach to Event-Triggered Filtering for General Nonlinear Systems Over Sensor Networks (2020, background): “The origination of the SMF scheme dates back to the 1960s [34], [39], whose main idea is to obtain a conﬁdence region containing true states of the targets.”