Sparse Sensing and Optimal Precision: Robust $\mathcal{H}_{\infty}$ Optimal Observer Design with Model Uncertainty

Abstract: We present a framework which incorporates three aspects of the estimation problem, namely, sparse sensor configuration, optimal precision, and robustness in the presence of model uncertainty. The problem is formulated in the $\mathcal{H}{\infty}$ optimal observer design framework. We consider two types of uncertainties in the system, i.e. structured affine and unstructured uncertainties. The objective is to design an observer with a given $\mathcal{H}{\infty}$ performance index with minimal number of sensors and minimal precision values, while guaranteeing the performance for all admissible uncertainties. The problem is posed as a convex optimization problem subject to linear matrix inequalities. Numerical simulations demonstrate the application of the theoretical results presented in this work.