Sensitivity to high-frequency measurement noise of nonlinear high-gain observers

Abstract : This paper deals with the characterisation of the sensitivity to high-frequency measurement noise of nonlinear high-gain observers. The proposed tool provides bounds for the steady-state estimate in presence of noise when the high-gain parameter characterising the speed of convergence of the observer is fixed. The nonlinear analysis captures the effect of the noise frequency showing the “low-pass” filtering properties of the observer.