A two-level gain stochastic disturbance observer with hysteresis

A two-level gain observer with a low gain for steady-state, slowly varying state tracking and a high gain for tracking fast transients is discussed. Hysteresis is included so that the high gain is sustained for a longer duration. The main result is an observer with optimal noise suppression during the steady state and fast tracking during transients. Optimality with respect to the noise variance is compromised during transients; however, the time period of this condition is small compared with the time in steady state. A design procedure is presented along with stability considerations and a noise analysis. An example is presented to illustrate the performance of the two-level gain stochastic disturbance observer including hysteresis