Robust high-gain observer for nonlinear closed-loop stochastic systems

In this paper, the problem of robust state observation is tackled. A high-gain observer is employed to carry out the state estimation of a continuous time uncertain nonlinear system subject to external perturbations of stochastic nature. Unmodelled dynamics is assumed to be deterministic and belonging to an a priori known class of uncertainties.The control input is constructed based on the state estimates supplied by this observer. An upper bound for the estimation error and the states of this closed-loop system is derived. It is shown to be a linear combination of all a priori given uncertainty levels and turns out to be “tight” (reachable). The proposed scheme is applied to a robot manipulator with unknown friction and inaccessible angular velocities.