Implementation of set membership filter based on high dimensional space ellipsoid calculation
Formula derivation can be found in this paper : Milanese M, Vicino A. Estimation theory for nonlinear models and set membership uncertainty[J]. Automatica, 1991, 27(2): 403-408
The advantage of set membership filter is that there is no need to model the noise which means the noise only need to be bounded. However the filter`s performance is not really statisfying in this code.