Design of a Robust Nonlinear Receding-Horizon Observer - First-Order and Second-Order Approximations

摘要

The objective of this study is to design a robust receding-horizon observer for systems described by nonlinear models with uncertain parameters. Robustifica-tion in the presence of model uncertainties naturally leads to the formulation of a nonlinear min-max optimization problem, which can be converted to a simpler minimization problem using approximation along a nominal trajectory. In this study, the suitability of first-order and second-order approximations is investigated. These methods are evaluated in simulation and with experimental data from continuous cultures of phytoplankton.