FPII1 - 1:30

DESIGN OF MINIMAL-ORDER OBSERVER FOR

SINGULAR SYSTEMS
R. L. Carroll
Dept. of Electrical and Computer Engineering
Northeastern University
Boston, MA 02115
ABSTRACT
This paper considers the design of observer for
generalized state space systems. The design ap-
nroach is based on the concepts of the MIoore-
Penrose matrix generalized inverse and the Drazin
inverse. In contrast to the Luenberger observer
theory, a new method is proposed which does not
oresuppose the observer structure. A further dis-
cussion on alternative design approaches is pro-
vided and it is shown that under certain conditions
a direct method for the design of full and minimal-
order observer is nossible. Illustrative examples
are included.
INTRODUCTION
The state observer problem for regular system
is solved completely by Luenberger [ Il [ 2] and [ 3]
and since then a considerable amount of research
has been devoted to both state and functional ob-
server problems. Commonly, all the methods of de-
riving observer equations presuppose the observer
structure. Das and Goshal [ 4 ] derived the observer
equations for the state observer problem without
such assumption by utilizing the generalized matrix
inverse.
Based on alternative models for singular sys-
tems we use the same concept and give condition
under which an observer can be constructed for this
general class of systems.
Consider the linear, time-invariant, multi-
variable singular svstem described in state-space
as follows:
M x( t) = A x( t) + B u( t)
y( t)
= C x( t)
( 1)
( 2)
where ME:RnX n is a singular matrix, xR is the
state vector, uE Rm is the input vector, ye Rp is
the output vector, and without loss of generality
it is assumed that the system is generalized state
observalbe, generalized state controllable and the
rank of matrix C is full.
Singular systems have received considerable
attention during recent years. We refer to the
works of Verghese et al. [ 5] , Cobb [ 6 ] , [ 7 ] and[ 8 ] ,,
Campbell et al. [ 9 ] , [ 10] and [ 11] , Luenberger[ 12] ,
[ 13] , Yip et al. [ 14 ] , Newcomb [ 151 and Saidahmed[ 16 ] .
The present paper is the first attempt towards
designing a reduced order observer of minimal di-
mension n-p for such control systems.
PRELIMINARIES
In this section we give a brief overview of
some Dertinent results which are essential in the
Dept. of Electrical Engineering
and Computer Science
George Washington University
Washington D. C. 20052
development to be presented in the next section.
For a unified treatment of the matrix generalized
inverses and the Drazin inverse, the interested
readers should refer to Ben-Israel and Greville
[ 17 ] , Lovass-Nagy et al. [ 18 ] and Campbell et al.
[ 9 ] - [ 11] .
Definition 1
If C is a pxn matrix and Cg is an nxp matrix
satisfying
CX C =
C
X CX = X
Ca = ( a) '
X C = ( X C) '
then Cg is called the Moore-Penrose generalized
matrix inverse of C.
In most of the cases the first condition is
sufficient to construct a generalized inverse for
a given matrix C. In this case we refer to X as a
( l) -inverse of C and denote it byC( l) . If the
first two equations hold, then X is said to be a
( 1,2) -inverse of C, etc. For notational simplicity
let superscript g be used instead of ( 1) .
Definition 2
If E is an nxn matrix of real or complex num-
bers then the Drazin inverse of E, denoted by ED,
is the unique solution of the following three
equations
EX
=
X E
X EX = X
Ek 1 X = Ek, where k
-
Ind ( E)
the last equation may be replaced by
Er+ X =E, r> n k
Note that the index of E, Ind ( E) , is the smallest
non-negative integer k such that rank ( Ek) =
rank ( Ek+l) . Furthermore, it should be pointed out
that the Drazin inverse of a square matrix always
exists and is unique.
D=-1
If E is nonsingular then Ind( E)
= 0 and E
while if E is nilpotent of Index k ( Ek=O) then
D
E = 0.
Solvability
A singular system given by ( 1) , ( 2) is solv-
able if and only if ( A+ X M) 1 exists for some X EcC.
Theorem 1
Let the singular system ( 1) , ( 2) be solvable,
then there exists a set of alternative models for
the system of the form
x( t)
=
x( t) + B u( t) + Fx ( 3)
y( t)
= C x( t) ( 4 )
207 7
B. Shaf ai
Proof
-1
Multiplying ( 1) from the left by ( A + AM)
we obtain M i = A x + B u, where M = ( A+X M) " 1M,
A = ( A +X M) A and B = ( A + AM) Y1B. Now RM can be
written as N = I-F and ( 3) , ( 4 ) follows immediately
with A = A, B = B. Q . E. D.
Remark 1
There are other possibilities to construct ( 3) ,
( 4 ) . One such possibility is to substitute for N
in ( 1) , M = I-F, and then ( 3) , ( 4 ) follows with
A = A, = B. There is still another possibility
which was proposed by Saidahmed ( 19 8 3) and the
matrices A B, F are specified as i = ( i 1K -F) ,
=l ( Rj D_ F -I
-D
D. B - ( iiD-Fi) B and F = ( I_ MRD) ( I-MA )
We close this section by a brief discussion of
the concept of generalized observability of the
system ( 1) , ( 2) . Several attempts have already
been made in this direction. One could consider
the references cited in section 1. Perhaps the
simplest and most intuitively appealing possibility
for defining generalized observability ( controlla-
bility) has been introduced by Cobb [ 19 ] and it is
our intent to follow his results.
Theorem 2
The singular system ( 1) , ( 2) is generalized
observable if and only if
K er M n K er C = O ( 5)
K er ( A+X M) nK erC =0 for every AEC ( 6 )
Theorem 3
The singular system ( 1) , ( 2) is generalized
observable if and only if the alternative model
( 3) , ( 4 ) is generalized observable.
Proof
If ( 1) , ( 2) is generalized observable then
K er M n K er C = K er ( A+X M) -lM nK erC=K erflnK erC
=0 and K er ( A+X M) nrK erC =
K er[ ( A+X oM) -l( A+X M) ]
rK erC = K er ( A+X M) nK erC =0, which implies that
( 3) ,( 4 ) is generalized observable. A similar argu-
ment can be used to show that the converse is also
true. Q . E. D.
DEVELOPMENT OF TH E METH OD
The design method which will follow is appli-
cable to any alternative model of ( 1) , ( 2) repre-
sented in the form ( 3) , ( 4 ) .
Now the general solution of equation ( 4 ) is
obtained as
x( t) = C5 y( t) + ( I - CgC) v( t) ( 7 )
where v( t) is an arbitrary vector having the same
dimension as x( t) . For simplicity choose a matrix
L E RnX ( n-P) of full rank such that { L} = { I-CC} ,
where { X } denotes a linear space spanned by the
columns of X . Then
L Lg = I - C5 C ( 8 )
and ( 7 ) reduces to
x( t)
= C# y( t) + L h( t)
where
h( t) = Lg v( t) ( 10)
and x( t) is unique for a given y( t) and for a cho-
sen L, provided that h( t) is unique.
For notational simplicity we drop the indepen-
dent variable t in the following discussion. By
substituting ( 9 ) into ( 3) we get
Cy+ Lh = Ax + Bu + F C + FL; ( 11)
Premultiplying ( 11) once by Lg alone, another time
by C alone and considering the relations ( 8 ) and
( 9 ) along with CL=0, CC =I, L9 C9 =O, L? L=1 we
obtain
( I-LgFL)
= LgX h + LgACgy + LgB^ u + LgFCg ( 12)
y = CAL h
+ CACU y + CBu +
CFCgy + CFL ( 13)
Lemma 1
rxr
For any matrix S C R ,the matrix I-S is sin-
gular if and only if X i[ S] = 1 for some i= 1,2,. . . . r.
In the above lemma the matrix S plays the role
of matrix L& TL in ( 12) .
Theorem 4
If the singular system ( 1) , ( 2) represented by
the alternative model ( 3) , ( 4 ) is generalized ob-
servable with FeCRnxn, F # I and C C Rpxn then there
exists a matrix Le Rnxr with CL=Q and a matrix Lg
with LgL= I such that
( i) B* [ lOF L] # 1 for all i = 1,2,. . . ,r
( ii) I-L9 F L nonsingular
where r= n-p.
Proof
Consider C: Rn + RP and the obvious relation
dim ( K er C) + dim ( Im C) = n. Then it is clear that
Im C = Rp which implies that dim ( ImC) = p and dim
( K er C) =n-p. Now,
let
{ v1,. . . ,v
np}
be a set of
linearly independent vectors of K er C. Then from
K er MnK er C =
0, where M: R , follows that the
set of n-p vectors X i
=
M( v) : i= 1,. . . ,n-p are
linearly independent. Next, define WA span { v1,. .
vn-p}
and W span { vi,. . .
,n-
} to be subspaces of
Rn with equal dimension n-p. It is not difficult
to show that there exist WCRn 3
Wew
=
Wc3;f
= R.
Let us construct L and Lg as follows: Pick
{ el,. . .
en p} linearly independent vectors in Rn-P Then
n-pAg
L: Rn-P Rn is defined by
L( ei)
v
iand
L
Rn +Rn
P is defined
by
Lg( vi) =
ei and L9 iv ) =O
where vi's span the subspace W, j =l,. . . ,p. Note
CL=0 and LgL= I. Finally, Cg can be obtained
from CCg=I and L9 C9 =O.
Now we show that I-L9 FL= LgML is invertible.
The invertibility of LgM is equivalent to saying
that LgMLx # 0 for all nonzero vector x n
P
Let
x =
laciei. ai
not all zero. Then. LgfLx = LgML
( hiei)
=
LH M( Z aiLei)
=
LgM( J aiV) =L
(
ivi ' i
are linearly independent vectors in i and thus
aivi
is also a nonzero vector in > . Since from
construction ker Lg = W and W n f -O it follows
that
Lg( yatSi)
AO, which proves the conj ecture ( ii) .
The conj ecture ( i) follows directly from Thma 1. Q . E. ED.
Let us go back to equations ( 12) , ( 13) . Ob-
viously F # I, otherwise ( 3) reduces to an
algebraic equation. Then, as long as I- FL is
inevitable, X can be solved from ( 12) and by sub-
stituting in ( 13) we obtain
h=F 1LgLA Lh +F -L AC + ti + F
-LgFC9 ;
( 14 )
207 8
and h is uniquely obtainable ( see the comment fol-
lowing ( 10) ) , where
F=I - Lg FL ( 16 )
L = I + FLFl Lg ( 17 )
w =
[ I
- C L FC ] y
- CL AC y - C L B u ( 18 )
The derivative of v in equation ( 14 ) can be elimi-
nated by defining a new variable as
h = h- Ry ( 19 )
with
_ F- L Fg ( 20)
Upon substituting h from ( 19 ) into ( 14 ) , ( 15) we
obtain two new sets of equations as
h=FlLg ALh +( F-lE? kCg+ F-1LgLR) y
-F-1I,g%
9
21)
+F L Bu ( 21)
- _
ru -
w = CLALh ( 22)
where
w = - ( CLAC + CLALR) y - CLtu ( 23)
with
S = I - CL F Cg ( 24 )
The equations ( 21) , ( 22) can be interpreted as a
dynamical system where h is the state vector and w
represents the output vector. The input vector can
be identified from ( 21) .
An observer of dimension r= n- p can be writ-
ten for the above system as
h-= ( F LAL
- K CL AL) h + K w
+ AC + F1 LgALR) y + F 1L Bu ( 25)
where K is a gain matrix, yet to be determined.
The derivative of y is present in the above expres-
sion for w. H owever, this difficulty can easily be
avoided by introducing a new variable z as
z =h-K Sy ( 26 )
After some straightforward manipulations the final
observer equation is given by
z Fz +
Gy + H u ( 27 )
where
F =IF1
g
L C
F
=-
F L AL- K CTLIL ( 28 )
G = F LA ( C
+ LK S) - K CLA ( C +LK S)
+ ( F L K CL) ALR ( 2
H = F-1L B-K C LB ( 3C
Then using ( 9 ) , ( 19 ) and ( 26 ) the estimated state
is given by
x = Mz + Ny ( 31
where
M = L ( 32
N = Cg + L( R + K S) ( 3
We summarize the preceding results as a theorem.
Theorem 5
Let a singular system, described by ( 1) , ( 2)
or correspondingly ( 3) , ( 4 ) be generalized state
observable, controllable and solvable, then an ob-
server defined by ( 27 )
-
( 33) , with any desired
eignevalues can be constructed for the system iff
the pair ( F 1Lg AuL, CLIL) is observable.
It is easy to show that once the above
pair
is
observable, then any standard pole placement tech-
nique suffices to determine a stable F and the ob-
server is completely specified. It is also inter-
esting to note that if the pair ( W, C) is observable
in the usual sense, then the pair ( Lg iL) , CiIl) is
also observable. Now, if in addition the system is
generalized observable, then we might expect that
( F CL L) consitutes an observable pair.
But this point must be investigated more carefully.
Remark 2
It should be pointed out that if the system is
regular, then F= 0, which implies that F=I, L=I,
R= 0, S = I and the observer reduces to the one de-
rived by Das and Goshal [ 4 ] 7 .
FURTH ER DISCUSSIONS AND DESIGN TECH NIQ UES
In this paper, the minimal dimension of the
observer for singular systems is defined in the
sense of Luenberger observer theory, as for regular
systems. It is understood that the minimal order
of observer for singular systems depends highly on
the structure of the given system. To clarify this
point, consider the system ( 1) , ( 2) with p[ M]
=
r'< n -p, then by decomposing the system into a
dynamical system of order r' and an algebraic equa-
tion of order n- r', it is Dossible, under certain
circumstances, to construct observer of order r'.
Sometimes, it is even possible to design observer
of order less than r' ( see example 3) .
The following discussion is devoted to the
design of observer for a special case of the model
( 3) , ( 4 ) . It can be shown that if certain con-
ditions on model structure are satisfied then a
parallel procedure, as the one given by Luenberger
for regular systems, is possible for singular
systems.
Theorem 6
Consider the singular sytem of the form ( 3) ,
( 4 ) and let ( A, C) be observable, then a full- and a
reduced- order observer in the sense of Luenberger
can be designed for the system if F can be factor-
ized as
F = FC ( 34 )
Proof
9 )
Full-order observer: In this case ( 34 ) is substi-
tuted for F in the equation ( 3) as
0)
x+Ax + Bu +iCx ( 35)
Now, taking the derivative of the output equation
( 4 ) and substituting in ( 35) yields
1) X
= X X + Wu +} ( 36 )
A full- order observer can ge given for ( 36 ) as
x= L - LC) xi + Ly + wu + i'9 ( 37 )
3) y can be eliminated by defining a new variable as
z = x -
Fy ( 38 )
Then ( 37 ) reduces to
z=
( A-LC) z+[ ( A-LC)
F+
L] y+Bu ( 39 )
Any standard pole placement technique can be used
to obtain an L which makes - L C stable with
arbitrary eigenvalues.
Reduced-order Observer: In this case ( 36 ) and ( 4 )
are assumed to be in the form;
207 9
x = Ax + Bc uc ( 4 0)
y = [ I O] x [
( 4 1)
where Bc = [ ? ] , u = YI
The partitioned equations yield
2 =A22 x2
+
X 21Y
+
BC2 uc
( 4 3)
12 X 2 ( 4 4 )
where .
wy-A y
-Bc
u
11
Y
cl uc ( 4 5)
an observer can be constructed for ( 4 3) , ( 4 4 ) by
inspection as
K 2= 2( 2
- L
12 ) 2 +LW+A21y+ c2u+B22y
( 4 6 )
The derivative of y is present in ( 4 6 ) . This can
be avoided by defining a new variable as
z = x2 - [ L ( I
-
Wc12)
+
Wc22]
Y
( 4 7 )
and the final observer is given by
Z = a22 LA12) z [
( k22 LA12) cx
LAll
21] Y
+
( Bc2-
LB
cl) u
( 4 8 )
Any standard pole placement techn4 que can be used
to obtain an L which makes
22-LA12
stable.
Therefore, the observer design is completed. Q . E. D.
Remark 3
Although condition ( 34 ) is quite restrictive,
sometimes it is possible to construct an alterna-
tive model such that this factorization is possible.
EX AMPLES
Example 1
Consider the following single-outout singular
system
V1 J ] -1 -1 +[ j
y = 2] x
Since ( A + X M)
1
exists for all choices of X I
the system is solvable. Obviously, the system is
also generalized observable and an observer can be
constructed. Let X 0= and premultinly the state
equation of the svstem by A1, we get
Mx
=
Ax + bu
where
Mi is niloot
possible cI
F =
see proof c
M = , AX =I,
b =[ ]
L-1 O, -l
tent, thus
ii=O and AD= I. Next, one
loice for ( 3) , ( 4 ) is obtained as
2 3
) ,
I
=
-F,
b = [ :
) f theorem 1 and remark 1.
Now we construct an observer of minimal-order
with the specified eigenvalue-2. Following the
construction procedure outlined in the proof of
theorem 4 , we choose the parameters as
L L =
[ 1 ] , L :1
From ( 16 ) , F=2 and it is easy to check that the
pair defined in theorem 5 is observable. A simple
pole placement technique applied to ( 28 ) yields
K = -5/ 4
The matrices L, R and S are obtained from ( 17 ) ,( 20)
and ( 24 ) as
'2 1
L=
[ R- l/ 2, 5=0
l-3/ 2 -1/ 2
and the observer parameter can be determined from
( 28 ) -( 33) as
F=-2, G = 1/ 4 , H =3/ 4
M = [ -2 1] , N =[ 0 1/ 2]
Note that if we choose Cg = [ -3 2] then S=-2
and a different set of parameters could be obtained.
Example 2
Consider the following multi-output singular
system
-1 0 -2- . -0 -1 -2- 1
-1 o 2 c = 27 22 17 x + 2 u
L 2 3 2j [ -18 -14 -2 L 0J
-1
-10
y= x
O O 1'
The solvability of the above system was investiga-
ted by Campbell. Let the a ternative model f,r
this example be defined by A- A, F=I- M and b= b.
Then following the construction procedure outlined
in the oroof of theorem 4 , one may choose the par-
ameters L, Lg and C0 as
[ O] I
=
[ l 0 o] , C =[ 1 O]
It is also easy to obtain F, L, R and S from
( 16 ) ,
( 17 ) , ( 20) and ( 24 ) as
F=l , r=Fl 1
0
R 2] ,
S[ 3
6
-2 0
1j L.
Now, let the observer eigenvalue
be
specified by
-3. Then ( 28 ) trivially yields
K =
[ 1/ 3 1/ 3]
and the remaining parameters can be evaluated from
( 28 )
-
( 33) as A A A
F =-3. ,G = [ -7 -17 ] , H = 2/ 3
I =[ J -
208 0
Examle 3
Let a singular system be described by
0 0 0 1 1 1 0 01
0001 10-2 01 0
O O
1:
O
x=
0
0
-2
0
x +
O
u
O O O 1 [ 00 2 -o 1
y [ O 0 0
1] x
Obviously an observer of order 3 cannot be
constructed for the above system by using the nor-
mal procedure presented in section 3. H owever, it
is clear that p[ M] = 2 and therefore an observer of
order 2 may exist by decomposing the above system
as
as [ x4
j L2
-1
J x4 1
1J u
X I
=0
xl -
2x3
= 0
y = X 4
Considering the first and last equation, it is easy
to construct an observer of order 2. Furthermore,
since y= x , an observer of order 1 can also be
constructed. The estimate of the states x1, x2 can
be determined once
X 3
is obtained.
Example 4
Consider the singular system of example 1 with
y = [ O 1] x. Note that by using the theorem 1 an
equivalent model can be given by
I1 -1] t2
-1
l]
x [ t fx+ tu[
Y =[ 0 1] x
an alternative and simpler equivalent model can
also be given, by defining first
M = I-F
O O
'F=
O 1_
and thus F 4 r
Y = [ 0 l ] x
For the first model the condition of theorem 6 is
not satisfied. H owever, for the second model F
can be factorized as in ( 34 ) with
F=K [ o 1] , P=[
Now by applying the simple procedures given in
theorem 6 a full- and a reduced- order observer
can be constructed for the above singular system.
CONCLUS ION
A design method for constructing minimal or-
der observer for singular systems has been proposed
by using the concept of matrix generalized inverse.
We showed that, if the given singular system
is solvable and if a certain observability con-
dition is satisfied, then a minimal-order observer
can be constructed for such systems.
For a special type of generalized state-space
representation a full-order and a minimal-order ob-
server are also provided.
Although this paper accomplished a possible
design approach, the problem of designing observers
for singular systems is one that needs further in-
vestigation. We hope that in the future new re-
sults and other extensions can be achieved towards
this goal.
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208 2