Estimator Design For Bilinear Systems With Bounded Inputs

Full state estimator design for both continuous-time and discrete-time bilinear systems is investigated. All of the system inputs are arbitrary deterministic signals with known upper bounds. We propose a sufficient condition to determine the estimator’s gain matrix parameters H0 and such that all the original unavailable system states are approximated asymptotically. This result is derived via the Lyapunov stability theorem and is expressed by the measurements (norm and matrix measure) of the system matrices. The main feature of this result is that in our determination of H0 and Hh we do not need to solve any Lyapunov equations.