Innovation Bias Algorithm Summary

Given state space model

x(k  1)  Φx(k )  Γu (k )
y (k )  Cx(k )

Controller design
1. Check rank of controllab ility matrix for given (, )
2. Select closed loop poles and find controller matrix G that
places poles at the designed location

Observer design
1. Check rank of observability matrix for given (C,  )
2. Select closed loop poles and find controller matrix L that
places poles at the designed location
 Innovation Bias Algorithm Summary
Sequence of calculation steps at k'th sampling instant
1. Get measurement at instant k : y (k )  Y(k )  Ys
2. Compute innovation : e(k )  y ( k )  Cxˆ (k )
3. Filter innovation s : e f (k )   ee f ( k  1)  (1   e )e(k )
4. Compute target input and target state
u s (k )  K u1 r (k )  K   I e f (k )
x s (k )  I    u u s (k )  Le f (k )
1

5. Compute control law

u(k )  u s (k )  Gx(k )  x s (k )
6. Impose input constraint s : U L  U s  u(k )  U H  U s
7. Communicat e input U (k )  u(k )  U s to system
8. Update state estimator : xˆ (k  1)  xˆ (k )  u u(k )  Le(k )
2
 State Augmentation Algorithm Summary
Given state space model x(k  1)  Φx(k )  Γu(k )
y (k )  Cx(k )
Controller design
1. Check rank of controllab ility matrix for given (, )
2. Select closed loop poles and find controller matrix G that
places poles at the designed location
Observer design
x(k  1)    u  x( k )  u 
β(k  1)   [0] I  β( k )  [0]u(k )
     
xa (k 1) a xa (k ) a
x( k ) 
y ( k )  C [0]
  β(k )
Ca
1. Check rank of observability matrix for given (C a ,  a )
2. Select closed loop poles and find controller matrix L a that
places poles at the designed location
 Input Bias Algorithm Summary
Sequence of calculation steps at k'th sampling instant
1. Compute target input and target state

s u   
u (k )  K 1 r ( k )  K βˆ (k )  K 1r (k )  βˆ (k )
u

x s (k )  I    u K u1r (k )
1

2. Compute control law

u(k )  u s (k )  Gx(k )  x s ( k )
3. Impose input constraints : U L  U s  u(k )  U H  U s
4. Communicat e input U(k )  u(k )  U s to system

5. Get measurement at instant k : y ( k )  Y(k )  Ys

6. Update augmented observer states
e(k )  y (k )  C a xˆ a (k )
xˆ a (k  1)   a xˆ a (k )  a u(k )  L a e(k )
xˆ (k )
where xˆ a ( k )   ˆ 
β(k )
4