Observability

This chapter is dedicated to the notion of observability in dynamic systems, which refers to the ability of reconstructing the state variables from system inputs and outputs. While state variables of deterministic systems may be either observable or unobservable, for stochastic systems a degree of observability is defined based on information‐theoretic concepts. Observability is studied for both continuous‐time and discrete‐time systems. Observability conditions are presented for linear time‐invariant, linear time‐varying, and nonlinear systems. Furthermore, guidelines are provided for discretization of both linear and nonlinear continuous‐time systems.