  This paper focuses on the model-free synthesis of state observers for
nonlinear autonomous systems without knowing the governing equations.
Specifically, the Kazantzis-Kravaris/Luenberger (KKL) observer structure is
leveraged, where the outputs are fed into a linear time-invariant (LTI) system
to obtain the observer states, which can be viewed as the states nonlinearly
transformed by an immersion mapping, and a neural network is used to
approximate the inverse of the nonlinear immersion and estimate the states. In
view of the possible existence of noises in output measurements, this work
proposes to impose an upper bound on the Lipschitz constant of the neural
network for robust and safe observation. A relation that bounds the
generalization loss of state observation according to the Lipschitz constant,
as well as the $H_2$-norm of the LTI part in the KKL observer, is established,
thus reducing the model-free observer synthesis problem to that of
Lipschitz-bounded neural network training, for which a direct parameterization
technique is used. The proposed approach is demonstrated on a chaotic Lorenz
system.
