A pseudospectral observer for nonlinear systems

Wei Kang, I. Ross, Qi Gong
2007 Discrete and continuous dynamical systems. Series B  
We present a method for designing an observer for nonlinear systems based on pseudospectral discretizations and a moving horizon strategy. The observer has a low computational burden, fast convergence rate and an ability to handle measurement noise. Our observer can also be applied to nonlinear systems governed by deferential-algebraic equations (DAE) which is very difficult to deal with by other designs like the unscented Kalman filter. The performance of the proposed observer is demonstrated
more » ... er is demonstrated by numerical experiments on a time-varying chaotic nonlinear system with unknown parameters and also a nonlinear circuit with singularity-induced bifurcation.
doi:10.3934/dcdsb.2007.8.589 fatcat:p7odvmj4yfcithuo4kvr3lrvay