Integrating Deep Learning and Contraction Theory for Robust Nonlinear State Estimation via Unsupervised Scientific Machine Learning

Yasmine Marani, Israel Filho, Eric Feron, Taous-Meriem Laleg-Kirati

A common way to design observers is to add a correction term to a copy of the system; however, designing the correction term for nonlinear systems remains a significant long-standing challenge. Contraction theory offers a unified approach to designing this correction term by solving a matrix partial differential inequality (MPDI) and identifying a contraction metric. However, solving the MPDI for both the correction term and the contraction metric is highly challenging, both analytically and numerically. Therefore, the aim of this paper is to propose a learning-based approach to determine both the observer's correction term and the contraction metric by incorporating the contraction requirements into the learning process. The proposed approach relies on a scientific machine learning formulation that embeds the contraction conditions into the training loss function. The proposed approach is then extended to non-autonomous systems while keeping the correction term and contraction metric static to avoid generalization issues arising from time-dependent training. Computable bounds on the learning errors of the proposed observer are established as a function of the training residual and the sampling resolution. Furthermore, the robustness of the proposed observer to measurement noise and learning errors are established in an exponential input-to-state stability sense. Based on the robustness analysis, the present paper takes a further step by proposing a robust learning-based contraction nonlinear observer. The proposed observers are evaluated in numerical simulations for different contraction rates and measurement noise levels.