Error bounds in differentiation of noisy signals by high-gain observers

被引:120
作者
Vasiljevic, Luma K. [1 ]
Khalil, Hassan K. [2 ]
机构
[1] Norfolk So Corp, Atlanta, GA 30030 USA
[2] Michigan State Univ, Dept Elect Engn, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
high-gain observer; numerical differentiation; noise;
D O I
10.1016/j.sysconle.2008.03.018
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The error in estimating the derivative(s) of a noisy signal by using a high-gain observer is studied and quantified. The error is bounded in terms of the infinity norms of the noise and a derivative of the signal. The error bound is independent of the frequency or derivatives of the noise. Guidelines are presented for the observer gain design when it is used for on-line differentiation. Analytical and simulation results are presented. (c) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:856 / 862
页数:7
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