Nonlinear Filters. Simon Haykin

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v Subscript k Superscript e q"/>, can be found as [37, 38]:

      (3.31)bold e Subscript bold z Sub Subscript k plus 1 Sub Superscript l Subscript Baseline equals left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis bold e Subscript bold z Sub Subscript k Sub Superscript l Subscript Baseline comma

      which converges to zero by properly choosing the eigenvalues of left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis through designing the observer gain matrix, bold upper L. In order to place the eigenvalues of left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis at the desired locations, the pair left-parenthesis bold upper Phi 22 comma bold upper Phi 12 right-parenthesis must be observable. This condition is satisfied if the pair left-parenthesis bold upper Phi comma bold upper C right-parenthesis is observable. This leads to a sliding‐mode realization of the standard reduced order asymptotic observer [37].

      Now, the equivalent observer auxiliary input can be calculated as:

      (3.33)StartLayout 1st Row 1st Column bold v Subscript k Superscript e q Baseline equals 2nd Column minus left-parenthesis bold upper Phi 11 plus bold upper Phi 12 bold upper L right-parenthesis bold e Subscript bold y Sub Subscript k minus bold upper Phi 12 left-parenthesis bold upper Phi 21 plus bold upper L bold upper Phi 11 right-parenthesis bold e Subscript bold y Sub Subscript k minus 1 2nd Row 1st Column Blank 2nd Column minus bold upper Phi 12 left-parenthesis bold upper Phi 22 plus bold upper L bold upper Phi 12 right-parenthesis bold e Subscript bold z Sub Subscript k minus 1 Sub Superscript l Subscript Baseline comma EndLayout

      (3.34)ModifyingAbove bold x With Ì‚ Subscript k plus 1 Baseline equals bold upper A ModifyingAbove bold x With Ì‚ Subscript k Baseline plus bold upper B bold u Subscript k Baseline minus bold upper T Superscript negative 1 Baseline StartBinomialOrMatrix bold upper I Subscript n Sub Subscript y Subscript Baseline Choose negative bold upper L EndBinomialOrMatrix bold v Subscript k Superscript e q Baseline period

      The unknown‐input observer (UIO) aims at estimating the state of uncertain systems in the presence of unknown inputs or uncertain disturbances and faults. The UIO is very useful in diagnosing system faults and detecting cyber‐attacks [35, 39]. Let us consider the following discrete‐time linear system: