A Pseudospectral Observer for Nonlinear Systems
Ross, I. Michael
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In this paper, we present an observer design method for nonlinear systems based on pseudospectral discretizations and a moving horizon strat- egy. The observer has a low computational burden, a fast convergence rate and the ability to handle measurement noise. In addition to ordinary differ- ential equations, our observer is applicable to nonlinear systems governed by deferential-algebraic equations (DAE), which are considered very difficult to deal with by other designs such as Kalman filters. The performance of the pro- posed observer is demonstrated by several numerical experiments on a time- varying chaotic nonlinear system with unknown parameters and a nonlinear circuit with a singularity-induced bifurcation.
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