ROBUST OBSERVER DESIGN USING GAME-THEORETIC APPROACH.

Considering a linear system with additive plant disturbances and measurement errors, a nonlinear observer structure is proposed. No prior probability distribution for the disturbances and the errors are assumed except their symmetry and their absolute continuity. The covariance and the partial covariance of the states and the measurement variables are constrained. Using game-theoretic approach, a soft-limiter type nonlinear observer is derived.