Multi-Objective Nonlinear Observer Design using BMIs

This paper applies a nonconvex bilinear matrix inequality (BMI) based approach to design a nonlinear observer that satisfies multiple performance criteria simultaneously. First, the feasibility analysis of the BMI constraint is transformed into an eigenvalue problem and the convex-concave based sequential LMI optimization method is applied to search for a feasible solution. Then, the design of the nonlinear observer is formulated as a BMI feasibility problem where the estimation error dynamics is transformed into a Lure system with a sector condition constructed from the element-wise bounds on the Jacobian matrix of the nonlinearities. Finally, a numerical example is presented to demonstrate the applicability of the proposed algorithm.