Nonlinear Filters. Simon Haykin

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Nonlinear Filters - Simon  Haykin


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ModifyingAbove bold y With Ì‚ Subscript k plus 1 Baseline Choose ModifyingAbove bold z With Ì‚ Subscript k plus 1 Superscript l Baseline EndBinomialOrMatrix equals Start 2 By 2 Matrix 1st Row 1st Column bold upper Phi 11 2nd Column bold upper Phi 12 2nd Row 1st Column bold upper Phi 21 2nd Column bold upper Phi 22 EndMatrix StartBinomialOrMatrix ModifyingAbove bold y With Ì‚ Subscript k Baseline Choose ModifyingAbove bold z With Ì‚ Subscript k Superscript l Baseline EndBinomialOrMatrix plus StartBinomialOrMatrix bold upper G 1 Choose bold upper G 2 EndBinomialOrMatrix bold u Subscript k Baseline plus StartBinomialOrMatrix minus bold v Subscript k Baseline Choose bold upper L bold v Subscript k Baseline EndBinomialOrMatrix comma"/>

      where bold v Subscript k Baseline element-of double-struck upper R Superscript n Super Subscript y, and bold upper L element-of double-struck upper R Superscript left-parenthesis n Super Subscript x Superscript minus n Super Subscript y Superscript right-parenthesis times n Super Subscript y is the observer gain. Defining the estimation errors as:

      (3.28)StartBinomialOrMatrix bold e Subscript bold y Sub Subscript k Subscript Baseline Choose bold e Subscript bold z Sub Subscript k Sub Superscript l Subscript Baseline EndBinomialOrMatrix equals StartBinomialOrMatrix bold y Subscript k Baseline minus ModifyingAbove bold y With Ì‚ Subscript k Baseline Choose bold z Subscript k Superscript l Baseline minus ModifyingAbove bold z With Ì‚ Subscript k Superscript l Baseline EndBinomialOrMatrix comma

      (3.31)bold e Subscript bold z Sub Subscript k plus 1 Sub Superscript l Subscript Baseline equals left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis bold e Subscript bold z Sub Subscript k Sub Superscript l Subscript Baseline comma

      which converges to zero by properly choosing the eigenvalues of left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis through designing the observer gain matrix, bold upper L. In order to place the eigenvalues of left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis at the desired locations, the pair left-parenthesis bold upper Phi 22 comma bold upper Phi 12 right-parenthesis must be observable. This condition is satisfied if the pair left-parenthesis bold upper Phi comma bold upper C right-parenthesis is observable. This leads to a sliding‐mode realization of the standard reduced order asymptotic observer [37].

      Now, the equivalent observer auxiliary input can be calculated as:

      (3.33)StartLayout 1st Row 1st Column bold v Subscript k Superscript e q Baseline equals 2nd Column minus left-parenthesis bold upper Phi 11 plus bold upper Phi 12 bold upper L right-parenthesis bold e Subscript bold y Sub Subscript k minus bold upper Phi 12 left-parenthesis bold upper Phi 21 plus bold upper L bold upper Phi 11 right-parenthesis bold e Subscript bold y Sub Subscript k minus 1 2nd Row 1st Column Blank 2nd Column minus bold upper Phi 12 left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis bold e Subscript bold z Sub Subscript k minus 1 Sub Superscript l Subscript Baseline comma EndLayout