Synthesis of Adaptive Observer of State Variables for a Linear Stationary Object in the Presence of Measurement Noise

Abstract

The paper is devoted to the problem of state variables observers synthesis for linear stationary system operating under condition of noise or disturbances in the measurement channel. The paper considers a completely observable linear stationary system with known parameters. It is assumed that the state variables are not measured, and the measured output variable contains a small amplitude (in general, modulo less than one) additive noise or disturbance. It is also assumed that there is no a priori information about the disturbance or noise in the measurement channel (for example, frequency spectrum, covariance, etc.). It is well known that many observer synthesis methods have been obtained for this type of systems, including the Kalman filter, which has proven itself in practice. Under the condition of complete observability and the presence of some a priori information about a random process (which is typical for the case when a disturbance in the measurement channel can be represented as white noise), approaches based on Kalman filtering demonstrate the highest quality estimates of state variables convergence to true values. Without disputing the numerous results obtained using the application of the Kalman filter, an alternative idea of the state variables observer constructing is considered in this paper. The alternative of the new approach is primarily due to the fact that there is no need to use the usual approaches based on the Luenberger observer. The paper proposes an approach based on the estimation of unknown parameters (in this case, an unknown vector of initial conditions of the plant state variables) of a linear regression model. Within the framework of the proposed method, after a simple transformation, a transition is made from a dynamic system to a linear regression model with unknown constant parameters containing noise or disturbing effects. After that, a new nonlinear parametrization of the original regression model and an algorithm for identifying unknown constant parameters using the procedure of dynamic expansion of the regressor and mixing are proposed which ensure reduction the influence of noise. The article presents the results of computer simulations verifying the stated theoretical results.