L-Robust Interval Observer Design for Uncertain Nonlinear Dynamical Systems

This letter presents a novel interval observer design for uncertain locally Lipschitz continuous-time (CT) and discrete-time (DT) systems with noisy nonlinear observations that is input-to-state stable (ISS) and minimizes the L1-gain of the observer error system with respect to the uncertainties. Using mixed-monotone decompositions, the proposed observer is correct and positive by construction without the need for additional constraints/assumptions. This, in turn, allows us to directly leverage techniques for positive systems to design an ISS and L1-robust interval observer via mixed-integer (linear) programs instead of semi-definite programs with linear matrix inequalities. Further, our observer design offers additional degrees of freedom that may serve as a surrogate for coordinate transformations. Finally, we demonstrate the effectiveness of our proposed observer on some CT and DT systems.