Robust high-gain observer for nonlinear closed-loop stochastic systems

In this paper, the problem of robust state observation is tackled. A high-g ain observer is employed to carry out the state estimation of a continuous time uncertain nonlinear system subject to external perturbations of stocha stic nature. Unmodelled dynamics is assumed to be deterministic and belongi ng to an a priori known class of uncertainties. The control input is constr ucted based on the state estimates supplied by this observer. An upper boun d for the estimation error and the states of this closed-loop system is der ived. It is shown to be a linear combination of all a priori given uncertai nty levels and turns out to be "tight" (reachable). The proposed scheme is applied to a robot manipulator with unknown friction and inaccessible angul ar velocities.