State estimation of nonlinear systems with Markov state reset

13 years 11 months ago

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— We present a novel observer design for a class of single-output nonlinear systems with Markov jumps. The Markov jump process interferes with a deterministic nonlinear dynamics at random times and retains its state for a certain amount of time (dwell time). The estimation process is reset at these random times, depending on the reset values of the state process, and then evolves as a deterministic estimate of the state process itself. The novelty is given by the reset mechanism adopted for the estimation process itself, depending on the reset values of the state process. We prove that, as long as the mathematical expectation of the dwell times has a positive lower bound and the transition rate of the jump process at the ﬁrst exit time out of any point is bounded, the state estimation error of the switching dynamics asymptotically converges to zero with probability one. The state estimate over each dwell time is designed using the novel technique of “output immersion”.

Stefano Battilotti

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