An EKF-based observer for nonlinear time-delay systems

Author

Raff, Tobias ; Allgower, Frank

Author_Institution

Inst. for Syst. Theor. & Autom. Control, Stuttgart Univ.

fYear

2006

fDate

14-16 June 2006

Abstract

This paper presents an observer for the class of nonlinear time-delay systems. The proposed observer is based on recent results in extended Kalman filtering for the class of deterministic nonlinear systems. However, the observer differs from the extended Kalman filter (EKF) by an additional term in the Riccati differential equation that takes the delayed states of the system into account. By using a Lyapunov-Krasovskii functional, sufficient conditions for local asymptotic stability of the estimation error dynamics are established. Furthermore, simulation results are presented to demonstrate the applicability of the proposed observer

Keywords

Kalman filters; Lyapunov methods; Riccati equations; asymptotic stability; delay systems; delays; differential equations; nonlinear control systems; observers; EKF-based observer; Lyapunov-Krasovskii functional; Riccati differential equation; asymptotic stability; deterministic nonlinear systems; estimation error dynamics; extended Kalman filtering; nonlinear time-delay system; Asymptotic stability; Delay; Differential equations; Estimation error; Filtering; Kalman filters; Nonlinear systems; Observers; Riccati equations; Sufficient conditions;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2006

Conference_Location

Minneapolis, MN

Print_ISBN

1-4244-0209-3

Electronic_ISBN

1-4244-0209-3

Type

conf

DOI

10.1109/ACC.2006.1657198

Filename

1657198