A high gain observer with updated gain for a class of MIMO non-triangular systems

A high gain like observer with updated gain is proposed for a class of cascade nonlinear and non triangular systems that are observable for any input. The objective of the gain adaptation is to perform an admissible tradeoff between state reconstruction dynamics on the one hand versus noise amplification on the other hand. To this end, the gain of the proposed observer is tuned through a single scalar time-varying parameter governed by an adequate differential Riccati equation. The involved adaptation process is mainly driven by the power of the output observation error norm computed on a moving horizon window. Simulation results are given to show the effectiveness of the proposed observer, namely its exponential convergence and its insensitivity with respect to noise measurements.