Generalised observer design for dissipative Lipschitz nonlinear systems in the presence of measurement noise

Abstract

This paper presents two novel observer concepts. First, it develops a globally exponentially stable nonlinear observer for noise-free dissipative nonlinear systems. Second, for a dissipative nonlinear system with measurement noise, the paper develops an observer to guarantee a desired performance, namely an upper limit on the ratio of the square of the weighted L2 norm of the error to the square of the weighted L2 norm of the measurement noise. The necessary and sufficient conditions for both observers are reformulated as algebraic Riccati equations (AREs) so that standard solvers can be utilised. In addition, the paper presents necessary and sufficient conditions to be satisfied by the nonlinear system in order to ensure that the ARE (and hence the observer design problem) has a solution. The use of the methodology developed in this paper is demonstrated through illustrative examples. In literature, there is no previous observer for dissipative system that provides both necessary and sufficient conditions. Results for noisy system either rely on linearising the system about state trajectory (requiring initial estimates to be close to the actual states) or are for specialised systems that cannot be extended to dissipative systems.