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2.6 Observability of Nonlinear Systems

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As mentioned before, observability is a global property for linear systems. However, for nonlinear systems, a weaker form of observability is defined, in which an initial state must be distinguishable only from its neighboring points. Two states and are indistinguishable, if their corresponding outputs are equal: for , where is finite. If the set of states in the neighborhood of a particular initial state that are indistinguishable from it includes only , then, the nonlinear system is said to be weakly observable at that initial state. A nonlinear system is called to be weakly observable if it is weakly observable at all . If the state and the output trajectories of a weakly observable nonlinear system remain close to the corresponding initial conditions, then the system that satisfies this additional constraint is called locally weakly observable [13, 20].

There is another difference between linear and nonlinear systems regarding observability and that is the role of inputs in nonlinear observability. While inputs do not affect the observability of a linear system, in nonlinear systems, some initial states may be distinguishable for some inputs and indistinguishable for others. This leads to the concept of uniform observability, which is the property of a class of systems, for which initial states are distinguishable for all inputs [12, 20]. Furthermore, in nonlinear systems, distinction between time‐invariant and time‐varying systems is not critical because by adding time as an extra state such as , the latter can be converted to the former [21].

Nonlinear Filters

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