15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
TOWARDS THE CONSTRUCTION OF A ROBUST OPTIMAL OBSERVER
Luis Antonio Calvillo-Corona and Mazen Alamir
Laboratoire d’Automatique de Grenoble/CNRS UMR
5528, LAG-ENSIEG BP 46, Domaine Universitaire/Saint
Martin d’Hères, France
email: calvillo@lag.ensieg.inp g.fr Mazen.Alamir@inpg.fr

In this paper, an algorithm for the construction of nonlinear optimal observers is proposed. The key feature is the definition of an elementary problem, which is a scalar optimal control problem. The resolution of this problem is done in two stages: 1) Solution of a scalar Hamilton-Jacobi equation to find an optimal cost function of the unknown initial state and 2) Choosing the initial state to minimize this function.
Keywords: robust optimal observers, estimation algorithms, Hamilton-Jacobi equation, heuristic
Session slot T-Tu-A17: Optimal Control: Theory and Design I/Area code 2d : Optimal Control