Nonlinear Filters. Simon Haykin
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The system of nonlinear differential equations in (2.67) can be linearized about an initial state
(2.70)
Using Cartan's formula:
(2.71)
we obtain:
(2.72)
Now, we can proceed with deriving the local observability test for nonlinear systems based on the aforementioned linearized system of equations. The nonlinear system in (2.61) and (2.62) is observable at
1 for .
2 The row vectors of are linearly independent.
From the row vectors
If
The nonlinear system in (2.61) and (2.62) can be linearized about
(2.74)