  This paper discusses an interval-valued state estimator for linear dynamic
systems. In particular, we derive an expression of the tightest possible
interval-valued estimator in the sense that it is the intersection of all
interval-valued estimators. This estimator appears, in a general setting, to be
an infinite dimensional dynamic system. Therefore, practical implementation
requires some over-approximations which would yield a good trade-off between
computational complexity and tightness.
