Interval peak-to-peak observers for continuous- and discrete-time systems with persistent inputs and delays

TL;DR

This paper introduces a novel, efficient method for designing optimal interval observers for continuous- and discrete-time linear systems with delays and persistent inputs, leveraging positive system properties.

Contribution

It presents a non-conservative approach using linear programs to design minimum peak-to-peak gain interval observers, applicable to systems with delays and nonlinearities.

Findings

Method achieves minimal peak-to-peak gain in observer design.

Applicable to systems with delays and nonlinearities.

Demonstrated effectiveness through multiple examples.

Abstract

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the error dynamics. Indeed, by exploiting several recent results on positive systems, we propose a novel and non-conservative approach formulated in terms of tractable finite-dimensional linear programs for designing a class of interval observers achieving minimum peak-to-peak gain. The optimal observer is notably shown to be uniform over the set of all possible mappings between observation errors and their weighted versions, which parallels a recent result on the stabilization of linear positive systems. Results pertaining on the interval observation of time-delay and discrete-time systems are then obtained as a direct application of the proposed method, emphasizing then its versatility. Several examples on the interval observation of linear and nonlinear systems are finally given for illustration.