Nonlinear Filters. Simon Haykin
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where
(3.28)
and subtracting (3.27) from (3.24), we obtain the following error dynamics:
According to (3.29), the state estimation problem can be viewed as finding an auxiliary observer input
Applying the equivalent control,
(3.31)
which converges to zero by properly choosing the eigenvalues of
In (3.30),
Now, the equivalent observer auxiliary input can be calculated as:
(3.33)
where