Learning Robust State Observers using Neural ODEs (longer version)

Abstract: Relying on recent research results on Neural ODEs, this paper presents a methodology for the design of state observers for nonlinear systems based on Neural ODEs, learning Luenberger-like observers and their nonlinear extension (Kazantzis-Kravaris-Luenberger (KKL) observers) for systems with partially-known nonlinear dynamics and fully unknown nonlinear dynamics, respectively. In particular, for tuneable KKL observers, the relationship between the design of the observer and its trade-off between convergence speed and robustness is analysed and used as a basis for improving the robustness of the learning-based observer in training. We illustrate the advantages of this approach in numerical simulations.