An LMI Approach to Continuous-Time Observer Design with Stochastic Resilience

This work addresses the important problem of stochastic resilience or non-fragility of a continuous-time Luenberger observer. This is the maintenance of convergence and/or performance when the observer gain is erroneously implemented due possibly to computational errors i.e. round off errors in computing the observer gain or changes in the observer parameters during operation. The error in the observer gain is modeled in a stochastic way and a common linear matrix inequality framework is presented to address the stochastically resilient observer design problem for a variety of performance criteria. Illustrative numerical examples are given to complement the theoretical results.