A functional equation-based computational method for the discrete-time nonlinear observer ?

摘要

To solve the discrete nonlinear observer problem, it is necessary to find a solution of a certain functional equation. The existence conditions of this functional equation have already been well established, nevertheless, they are rather restrictive. Moreover, less attention was paid to the design of numerical methods to find its solution. In this paper, the approximation of the solution using the finite difference method is presented. From the theoretical point of view, this method has milder assumptions. The algorithm is thoroughly described and attention is paid to numerical aspects. The method is illustrated by an example.