Interval observers for linear time-invariant systems with disturbances

It is shown that, for any time-invariant exponentially stable linear system with additive disturbances, time-varying exponentially stable interval observers can be constructed. The technique of construction relies on the Jordan canonical form that any real matrix admits and on time-varying changes of coordinates for elementary Jordan blocks which lead to cooperative linear systems. The approach is applied to detectable linear systems. (C) 2010 Elsevier Ltd. All rights reserved.