Nonlinear Functional Estimation: Functional Detectability and Full Information Estimation

• DOI: 10.48550/arxiv.2312.13859
• Publication Date: 2023-01-01
• Authors: Simon Muntwiler; Johannes Köhler; Melanie N. Zeilinger
• Keywords: Functional design

We consider the design of functional estimators, i.e., approaches to compute an estimate a nonlinear function state general dynamical system subject process noise based on noisy output measurements. To this end, we introduce novel detectability notion in form incremental input/output-to-output stability ($\delta$-IOOS). show that $\delta$-IOOS is necessary condition for existence estimator satisfying input-to-output type property. Additionally, prove detectable if and only it admits corresponding Lyapunov function. Furthermore, shown be sufficient stable by introducing full information estimation (FIE) approach estimation. Together, present unified framework study with condition, which estimator, design. The practical need applicability proposed illustrated numerical example power system.