Observers for Lipschitz nonlinear systems

This paper presents some fundamental insights into observer design for the class of Lipschitz nonlinear systems. The stability of the nonlinear observer for such systems is not determined purely by the eigenvalues of the linear stability matrix. The correct necessary and sufficient conditions on the stability matrix that ensure asymptotic stability of the observer are presented. These conditions are then reformulated to obtain a sufficient condition for stability in terms of the eigenvalues and the eigenvectors of the linear stability matrix. The eigenvalues have to be located sufficiently far out into the left half-plane, and the eigenvectors also have to be sufficiently well-conditioned for ensuring asymptotic stability. Based on these results, a systematic computational algorithm is then presented for obtaining the observer gain matrix so as to achieve the objective of asymptotic stability.