Abstract
Limit possibilities of state estimation under information constraints (limited information capacity of the coupling channel) for multi-input-multi-output (MIMO) nonlinear systems are evaluated. We give theoretical analysis for state estimation of nonlinear systems represented in Lurie form (linear part plus nonlinearity depending only on measurable outputs) with a first-order coder-decoder. It is shown that the upper bound of the limit estimation error is proportional to the upper bound of the transmission error. As a consequence, the upper bound of limit estimation error is proportional to the maximum rate of the coupling signal and inversely proportional to the information transmission rate (channel capacity). The results are applied to state estimation of a nonlinear self-excited mechanical oscillator and a reaction-wheel pendulum.
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