Synthesis of a hybrid moving horizon observer for switching dynamic systems

This document suggests a synthesis of a hybrid observer for switching systems. Such a hybrid observer is made up of a discrete observer identifying the switching signal and another one producing an estimation of the evolution of the continuous state. The developed estimation technique is the moving-horizon-state estimation (MHSE). In fact, this approach enables us to transpose the problem of observation into a problem of optimization. The used optimization algorithm is the Levenberg-Marquardt method. The state estimation for SDC is liable to simultaneously reconstruct the switching signal and the continuous state vector. The illustrated method is validated through estimation problematic of a two-mode CSTR chemical reactor. Keywords— hybrid observer, moving horizon, nonlinear hybrid systems, optimization algorithm.