Sparse Sensing and Optimal Precision: An Integrated Framework for $\mathcal{H}_2/\mathcal{H}_{\infty}$ Optimal Observer Design

Abstract: In this paper, we simultaneously determine the optimal sensor precision and the observer gain, which achieves the specified accuracy in the state estimates. Along with the unknown observer gain, the formulation parameterizes the scaling of the exogenous inputs that correspond to the sensor noise. Reciprocal of this scaling is defined as the sensor precision, and sparseness is achieved by minimizing the $l_1$ norm of the precision vector. The optimization is performed with constraints guaranteeing specified accuracy in state estimates, which are defined in terms of $\mathcal{H}2$ or $\mathcal{H}{\infty}$ norms of the error dynamics. The results presented in this paper are applied to the linearized longitudinal model of an F-16 aircraft.