“…These include stochastic techniques such as the extended and unscented Kalman filter (see, e.g., Brown and Hwang, 1997;Julier and Uhlmann, 2004) and the particle filter (e.g., Djurić et al, 2003); the use of nonlinear state transformations to achieve linear error dynamics (Krener and Isidori, 1983;Marino and Tomei, 1995); the use of linear observer dynamics in combination with a nonlinear transformation (Kazantis and Kravaris, 1998); design of observer gains to achieve robustness against Lipschitz continuous nonlinearities using, for example, LMIs or Riccati equations (see Thau, 1973;Rajamani, 1998;Zemouche, Boutayeb, and Bara, 2008;Phanomchoeng and Rajamani, 2010); the application of high gain to suppress Lipschitz continuous nonlinearities, both for left-invertible systems (Esfandiari and Khalil, 1987;Saberi and Sannuti, 1990), and non-left-invertible systems (e.g., Gauthier, Hammouri, and Othman, 1992;Bornard and Hammouri, 2002;Grip and Saberi, 2010); the exploitation of monotonic nonlinearities (Arcak and Kokotović, 2001;Fan and Arcak, 2003), or more general nonlinearities satisfying incremental quadratic…”