This paper extends the application of the unscented Rauch-Tung-Striebel smoother to nonlinear descriptor systems, where the mean and covariance estimates of the algebraic states can also be computed. The consistency in the smoother solution is ensured through the unscented transformation of the differential state estimates. The method also allows for measurements that are functions of both differential and algebraic states. The performance of the proposed smoother is demonstrated by an electrochemical case study.
I. INTRODUCTIONDescriptor models, or differential-algebraic equations (DAEs), provide a natural mathematical representation for systems that cannot be modelled as entirely dynamic or entirely static [1]. This enables modelling several timeevolutionary phenomena such as ordinary state-space equations, combinations of static and dynamic equations and noncausal systems [1], and has therefore been a topic of research over recent decades.DAE systems are clearly distinguished from systems of ordinary differential equations (ODEs) [2] and are generally characterized by their differentiation index, typically defined as the minimum number of differentiations required in order to obtain an explicit ODE formulation [3]. Such systems frequently arise in applications spanning fields as diverse as chemical engineering [4], fluid dynamics [5], electronic network modelling [6] and robotics [7], to name a few. Taking chemical kinetics as an example, reaction rates are described by differential equations, while algebraic equations generally represent equilibrium properties, pseudo-stationary assumptions and charge or mass balances [4].The problem of state estimation for linear descriptor systems has been well developed by several authors [8]- [12]. By contrast, most of the research efforts in designing observers and filters for the nonlinear case are more recent [13], [14]. By dividing the system into a dynamic system and a static one, a full-order observer is reported in [15] for a class of nonlinear descriptor systems subject to unknown inputs and faults. Other researchers have endeavoured to design observers for nonlinear DAE systems described in terms of a linear part and a nonlinearity which is assumed to be Lipschitz [16]-[18]. This restriction is relaxed in the work of Yang et al. [19], [20], however the nonlinearity is assumed to obey a quadratic inequality so that the observer error system is represented as a Lur'e descriptor system.