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Design of mixed H2-dissipative observers with stochastic resilience for discrete-time nonlinear systems
Authors:Chung Seop Jeong  Yvonne I Yaz
Institution:a Marquette University, Department of Electrical and Computer Engineering, Milwaukee, Wisconsin 53201, USA
b Milwaukee School of Engineering, Math Department, Milwaukee, Wisconsin 53202, USA
Abstract:A linear matrix inequality based mixed H2-dissipative type state observer design approach is presented for smooth discrete time nonlinear systems with finite energy disturbances. This observer is designed to maintain H2 type estimation error performance together with either H or a passivity type disturbance reduction performance in case of randomly varying perturbations in its gain. A linear matrix inequality is used at each time instant to find the time-varying gain of the observer. Simulation studies are included to explore the performance in comparison to the extended Kalman filter and a previously proposed constant gain observer counterpart.
Keywords:H2-H&infin   approach  Nonlinear observer  Stochastic systems  Robust design  Extended Kalman filter
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