IEEE Transactions on Automatic Control, Vol.62, No.8, 4101-4108, 2017
Minimax Observers for Linear Differential-Algebraic Equations
In this note we construct minimax observers for linear stationary Differential-Algebraic Equations (DAE)s with bounded uncertain inputs, given noisy measurements. We prove a new duality principle and show that a finite (infinite) horizon minimax observer exists if and only if the DAE is l-impulse observable (l-detectable). Remarkably, the regularity of the DAE is not required.
Keywords:Descriptor systems;robust observers