Minimizing the Homogeneous ${\mathcal{L}}_2$-Gain of Homogeneous Differentiators

Abstract

The differentiation of noisy signals using the family of homogeneous differentiators is considered. It includes the high-gain (linear) as well as robust exact (discontinuous) differentiator. To characterize the effect of noise and disturbance on the differentiation estimation error, the generalized, homogeneous ${\mathcal{L}}_2$-gain is utilized. Analog to the classical ${\mathcal{L}}_p$-gain, it is not defined for the discontinuous case w.r.t. disturbances acting on the last channel. Thus, only continuous differentiators are addressed. The gain is estimated using a differential dissipation inequality, where a scaled Lyapunov function acts as storage function for the homogeneous ${\mathcal{L}}_2$ supply rate. The fixed differentiator gains are scaled with a gain-scaling parameter similar to the high-gain differentiator. This paper shows the existence of an optimal scaling which (locally) minimizes the homogeneous ${\mathcal{L}}_2$-gain estimate and provides a procedure to obtain it. Differentiators of dimension two are considered and the results are illustrated via numerical evaluation and a simulation example.