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This paper presents three non-linear observers on three examples of engineering interest: a chemical reactor, a non-holonomic car, and an inertial navigation system. For each example, the design is based on physical symmetries. This motivates the theoretical development of invariant observers, i.e, symmetry-preserving observers. We consider an observer to consist in a copy of the system equation and a correction term, and we give a constructive method (based on the Cartan moving-frame method) to find all the symmetry-preserving correction terms. They rely on an invariant frame (a classical notion) and on an invariant output-error, a less standard notion precisely defined here. For each example, the convergence analysis relies also on symmetries consideration with a key use of invariant state-errors. For the non-holonomic car and the inertial navigation system, the invariant state-errors are shown to obey an autonomous differential equation independent of the system trajectory. This allows us to prove convergence, with almost global stability for the non-holonomic car and with semi-global stability for the inertial navigation system. Simulations including noise and bias show the practical interest of such invariant asymptotic observers for the inertial navigation system.
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In this paper we consider a tank containing fluid and we want to estimate the horizontal currents when the fluid surface height is measured. The fluid motion is described by shallow water equations in two horizontal dimensions. We build a simple non-linear observer which takes advantage of the symmetries of fluid dynamics laws. As a result its structure is based on convolutions with smooth isotropic kernels, and the observer is remarkably robust to noise. We prove the convergence of the observer around a steady-state. In numerical applications local exponential convergence is expected. The observer is also applied to the problem of predicting the ocean circulation. Realistic simulations illustrate the relevance of the approach compared with some standard oceanography techniques.
In this paper we give a geometrical framework for the design of observers on finite-dimensional Lie groups for systems which possess some specific symmetries. The design and the error (between true and estimated state) equation are explicit and intrinsic. We consider also a particular case: left-invariant systems on Lie groups with right equivariant output. The theory yields a class of observers such that error equation is autonomous. The observers converge locally around any trajectory, and the global behavior is independent from the trajectory, which reminds of the linear stationary case.
Nonlinear observers based on the well-known concept of minimum energy estimation are discussed. The approach relies on an output injection operator determined by a Hamilton-Jacobi-Bellman equation and is subsequently approximated by a neural network. A suitable optimization problem allowing to learn the network parameters is proposed and numerically investigated for linear and nonlinear oscillators.
We consider a multi-dimensional model of a compressible fluid in a bounded domain. We want to estimate the density and velocity of the fluid, based on the observations for only velocity. We build an observer exploiting the symmetries of the fluid dynamics laws. Our main result is that for the linearised system with full observations of the velocity field, we can find an observer which converges to the true state of the system at any desired convergence rate for finitely many but arbitrarily large number of Fourier modes. Our one-dimensional numerical results corroborate the results for the linearised, fully observed system, and also show similar convergence for the full nonlinear system and also for the case when the velocity field is observed only over a subdomain.
We address the problem of designing an observer for triangular non locally Lipschitz dynamical systems. We show the convergence with an arbitrary small error of the classical high gain observer in presence of nonlinearities verifying some H{o}lder-like condition. Also, for the case when this H{o}lder condition is not verified, we propose a novel cascaded high gain observer. Under slightly more restrictive assumptions, we prove the convergence of a homogeneous observer and of its cascaded version with the help of an explicit Lyapunov function.
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