In this paper, the objective is to estimate the pseudo-state of fractional order systems defined by the Caputo fractional derivative from discrete noisy output measurement. For this purpose, an innovative modulating functions method is proposed, which can provide non-asymptotic estimation within finite-time and is robust against corrupting noises. First, the proposed method is directly applied to the Brunovsky’s observable canonical form of the considered system. Then, the initial value of the pseudo-state is exactly expressed by an algebraic integral formula, based on which the pseudo-state is estimated. Second, the properties and construction of the required modulating functions are studied. Furthermore, error analysis is provided in discrete noise cases, which is useful for improving the estimation accuracy. In order to show the advantages of the proposed method, two numerical examples are given, where both rational order and irrational order dynamical systems are considered. After selecting the design parameters using the provided noise error bound, the pseudo-states of considered systems are estimated. The fractional order Luenberger-like observer and the fractional order H∞-like observer are also applied. Better than the applied fractional order observers, the proposed method can guarantee the convergence speed and robustness at the same time.
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