Observer Design for Uniformly Observable Systems With Sampled Measurements

This work considers the problem of observer design for continuous-time systems with sampled output measurements (continuous-discrete time systems). In classical literature and in many applications, the continuous-discrete time extended Kalman filter (EKF) is used in order to tackle this problem. In this work, using a normal form characterizing the class of nonlinear uniformly observable single output nonlinear systems, it is shown that a particular stationary solution of a continuous discrete time Lyapunov equation can be used in order to design a constant high gain observer. Explicit conditions are given to ensure global convergence of the observer. Finally, an illustration of this result is given using an example of a biological process.