Continuous least-squares observers with applications

A wide class of continuous least-squares (LS) observers is treated in a common framework provided by the pseudodifferential operator paradigm. It is shown that for the operators whose symbols satisfy certain conditions, the continuous LS observer always exists, provided observability of the plant. The general result is illustrated by an LS observer stemmed from a sliding-window convolution operator. Applications to state feedback control and fault detection are discussed.