Nonlinear Robust Filtering of Sampled-Data Dynamical Systems (1812.09701v1)

Abstract: This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a class of Lipschitz nonlinear systems. Two type of systems are considered, Lipschitz nonlinear discrete-time systems and Lipschitz nonlinear sampled-data systems with Euler approximate discrete-time models. Observer convergence when the exact discrete-time model of the system is available is shown. Then, practical convergence of the proposed observer is proved using the Euler approximate discrete-time model. As an additional feature, maximizing the admissible Lipschitz constant, the solution of the proposed LMI optimization problem guaranties robustness against some nonlinear uncertainty. The robust H_infty observer synthesis problem is solved for both cases. The maximum disturbance attenuation level is achieved through LMI optimization. At the end, a path to extending the results to higher-order approximate discretizations is provided.