Exact recursive estimation of linear systems subject to bounded   disturbances
  This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve with time as new measurements become available. We present an exact, computationally simple procedure that propagates a point on the boundary of the uncertainty set at some time instant to a set of points on the boundary of the uncertainty set at the next time instant. 
Robin Hill, Yousong Luo and Uwe Schwerdtfeger
math.OC