Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities. (English) Zbl 1508.93104
Summary: This paper presents a new estimation technique for linear time-invariant (LTI) systems with bounded additional nonlinearities and/or disturbances, measurement noises, and initial states. A new direct methodology is developed to design an estimator optimizing the maximum estimation error of the system state or its linear function in a prefixed time interval. For some mechanical systems, both the parameters of the optimal estimator and the related maximum estimation error in a closed form are provided. The proposed method is illustrated through four simulation and experimental examples.
MSC:
| 93B51 | Design techniques (robust design, computer-aided design, etc.) |
| 93C10 | Nonlinear systems in control theory |
| 93D40 | Finite-time stability |
Keywords:
optimal estimator; systems with bounded noises; systems with bounded disturbances and nonlinearities; finite time estimatorReferences:
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