Predicting the future state of disturbed LTI systems: A solution based on high-order observers

Predicting the state of a system in a relatively near future time instant is often needed for control purposes. However, when the system is affected by external disturbances, its future state is dependent on the forthcoming disturbance; which is, in most of the cases, unknown and impossible to measure. In this scenario, making predictions of the future system-state is not straightforward and, indeed, there are scarce contributions provided to this issue. This paper treats the following problem: given a LTI system affected by continuously differentiable unknown disturbances, how its future state can be predicted in a sufficiently small time-horizon by high-order observers. Observer design methodologies in order to reduce the prediction errors are given. Comparisons with other solutions are also established.