An EKF-based observer for nonlinear time-delay systems

This paper presents an observer for the class of nonlinear time-delay systems. The proposed observer is based on recent results in extended Kalman filtering for the class of deterministic nonlinear systems. However, the observer differs from the extended Kalman filter (EKF) by an additional term in the Riccati differential equation that takes the delayed states of the system into account. By using a Lyapunov-Krasovskii functional, sufficient conditions for local asymptotic stability of the estimation error dynamics are established. Furthermore, simulation results are presented to demonstrate the applicability of the proposed observer