Variable structure observer with a boundary-layer for correlated noise/disturbance models and disturbance minimization

We present a design methodology for state estimation of nonlinear stochastic systems and measurement models with coloured noise processes. The method is based on the extension of variable structure observer schemes. The deterministic versions of these results are also included, a new approach for obtaining the required parameters in the observer design is provided, together with the design of a dynamic feedback controller to minimize the effect of known waveform-type disturbances with unknown magnitudes and arrival times. Two simulation examples illustrate the design procedures.

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