Minimizing the homogeneous L2-gain of homogeneous differentiators

The differentiation of noisy signals using the family of homogeneous differentiators is considered. It includes the high-gain (linear) as well as robust exact (discontinuous) differentiator. To characterize the effect of noise and disturbance on the differentiation estimation error, the generalized, homogeneous L2-gain is utilized. Analog to the classical Lp-gain, it is not defined for the discontinuous case w.r.t. disturbances acting on the last channel. Thus, only continuous differentiators are addressed. The gain is estimated using a differential dissipation inequality, where a scaled Lyapunov function acts as storage function for the homogeneous L2 supply rate. The fixed differentiator gains are scaled with a gain-scaling parameter similar to the high-gain differentiator. This paper shows the existence of an optimal scaling which minimizes the homogeneous L2-gain estimate and provides a procedure to obtain it locally. Differentiators of dimension two are considered and the results are illustrated via numerical evaluation and a simulation example.