Adaptative high-gain extended Kalman filter and applications
Adaptative high-gain extended Kalman filter and applications
Adaptative high-gain extended Kalman filter and applications
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tel-00559107, version 1 - 24 Jan 2011<br />
Contents<br />
List of Figures xxvi<br />
List of Tables xxvii<br />
Nomenclature xxx<br />
1 Introduction 1<br />
1.1 Context . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2<br />
1.2 Motivations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4<br />
1.3 Contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br />
1.4 Dissertation Outline <strong>and</strong> Comments to the Reader . . . . . . . . . . . . . . . 8<br />
2 Observability <strong>and</strong> High-<strong>gain</strong> Observers 10<br />
2.1 Systems <strong>and</strong> Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11<br />
2.2 The Several Definitions of Observability . . . . . . . . . . . . . . . . . . . . . 12<br />
2.3 Observability Normal Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15<br />
2.3.1 First case: ny >nu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15<br />
2.3.2 Second case: ny ≤ nu . . . . . . . . . . . . . . . . . . . . . . . . . . . 16<br />
2.4 Single Output Normal Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18<br />
2.5 High-<strong>gain</strong> Observers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20<br />
2.6 On Adaptive High-<strong>gain</strong> Observers . . . . . . . . . . . . . . . . . . . . . . . . . 21<br />
2.6.1 E. Bullinger <strong>and</strong> F. Allőgower . . . . . . . . . . . . . . . . . . . . . . . 23<br />
2.6.2 L. Praly, P. Krishnamurthy <strong>and</strong> coworkers . . . . . . . . . . . . . . . . 24<br />
2.6.3 Ahrens <strong>and</strong> Khalil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27<br />
2.6.4 Adaptive <strong>Kalman</strong> Filters . . . . . . . . . . . . . . . . . . . . . . . . . 29<br />
2.6.5 Boutayeb, Darouach <strong>and</strong> coworkers . . . . . . . . . . . . . . . . . . . . 32<br />
2.6.6 E. Busvelle <strong>and</strong> J-P. Gauthier . . . . . . . . . . . . . . . . . . . . . . . 35<br />
3 Adaptive High-<strong>gain</strong> Observer: Definition <strong>and</strong> Convergence 37<br />
3.1 Systems Under Consideration . . . . . . . . . . . . . . . . . . . . . . . . . . . 39<br />
3.2 Observer Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39<br />
3.3 Innovation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40<br />
3.4 Main Result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44<br />
3.5 Preparation for the Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44<br />
3.6 Boundedness of the Riccati Matrix . . . . . . . . . . . . . . . . . . . . . . . . 47<br />
xxi