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H Dynamic Observer Design For Linear Time Invariant Systems: Nan Gao, Mohamed DAROUACH, Holger VOOS and Marouane ALMA
H Dynamic Observer Design For Linear Time Invariant Systems: Nan Gao, Mohamed DAROUACH, Holger VOOS and Marouane ALMA
Abstract— This paper proposes an H∞ dynamic observer All the observers introduced before are the kind of propor-
(DO) for a class of linear time invariant (LTI) systems in tional observers (PO), which are not capable to handle the
the presence of disturbances. It generalizes the existing results static error. Consequently, the proportional integral observer
on the proportional observer (PO), the proportional integral
observer (PIO) and the DO. The design method is derived from (PIO) has been introduced by duality to the PI controller,
a new formulation of linear matrix inequality (LMI), based on which is frequently used to achieve steady-state performance.
the solutions of the algebraic constraints obtained from the The first result on the PIO was presented for single-input-
unbiasedness conditions of the estimation error. A numerical single-output (SISO) systems in [9]. The authors of [10]
example is provided to show the applicability and performances designed a discrete-time PIO for both system states and
of our observer.
disturbances for systems with unknown inputs and output
I. I NTRODUCTION disturbances. In [11], through the asymptotic error analysis
Due to the fact that the state variables of a dynamic for PIO, the authors proposed integral observers for unbiased
system are often not all available but have great importance output estimation in the presence of uncertainty. The applica-
in real-world systems, such as state feedback control and tion of the H∞ PIO can be found in [12] for Synchronization
fault diagnosis, the application of the observer has received problem of chaotic systems.
considerable attention, since the first work of observer pre- Recently, a new structure of the observer, called dynamic
sented in [1] and [2]. observer (DO), has been developed, which presents an al-
In the last several decades, the observer has been devel- ternative state estimation structure. Different from the PO
oped for systems in the presence of exogenous disturbances. and the PIO, the DO obtains the observer gain through state
One approach to deal with disturbances is the disturbance ob- space equation. In [13], it was shown that the mechanism of
server. A time-varying exponentially stable interval observer the proposed DO design is the dual of the output feedback
was constructed for time-invariant exponentially stable linear controller design for linear time invariant (LTI) systems. The
systems with additive disturbances in [3], where the systems dynamic observer-based H∞ controller design, based on a
could be transformed into cooperative and exponentially sta- new form of change-of-variables, was proposed for linear
ble systems. In [4], a reduced-order disturbance observer was systems in [14].
proposed to attenuate the after-effects caused by the friction In this paper, by combining the H∞ theory with the DO, we
on the output of the traditional PD-type control scheme, propose an H∞ DO for LTI systems subject to disturbances.
instead of compensating the primary friction mechanics. The proposed observer has a more generalized form, of
An output-based disturbance observer of reduced order was which the popularly used PO and PIO are only particular
presented for a class of discrete-time linear systems in [5]. cases. The observer is derived from the solution of new LMI
Another method, named the H∞ observer, which combined formulations, based on the transformation of the algebraic
the H∞ theory with the observer, was introduced to deal constraint.
with disturbances. Instead of estimating disturbances, the H∞ The paper is organized as follows: In section II, the
observer offers a direct method to limit the negative effect DO design problem and some preliminaries relevant to this
of disturbances. In [6], the linear matrix inequality (LMI) paper are presented. Section III gives some parameterization
was employed to construct the delay-dependent non-fragile results. In section IV, the design problem is solved for
H∞ observer-based feedback control for a class of time-delay LTI systems in the presence of disturbances. An illustrative
systems, extended to observer-based finite-time H∞ control example is provided to show the performance of our observer
problem for one family of discrete-time Markovian jump in Section V. Some conclusions are drawn in Section VI.
systems with time-varying norm-bounded disturbance [7]. The following notations will be used throughout this
The authors of [8] proposed a robust H∞ fuzzy observer- paper: Rn and Rn×m denote the set of n dimensional real
based controller design method for uncertain T-S fuzzy vectors and the set of all n × m real matrices, respectively;
systems, by using Finsler’s lemma. k.k∞ is the H∞ norm; A+ is the generalized inverse of matrix
1 CRAN-CNRS
A satifying AA+ A = A; AT denotes the transpose of A; A is
UMR7039, University de Lorraine, IUT de
Longwy, 186, Rue de Lorraine, Cosnes et Romain 54400, France. symmetric positive definite if and only if AT = A and A > 0;
gaonanlp@live.cn matrices I and 0 denote the identity matrix and zero matrix
1 Mohamed.Darouach@univ-lorraine.fr
of appropriate dimensions, respectively; Let V be a vector
1 marouane.alma@univ-lorraine.fr
2 University of Luxembourg, Faculty des Sciences de la Technologie
space over a filed F, for a subset W of V , we define the
et de la Communication, 6, Rue Richard Coudenhove-Kalergi, L-1359. left orthogonal complement W ⊥ to be W ⊥ = {x ∈ V : xT y =
holger.voos@uni.lu 0 for all y ∈ W }. There is a corresponding definition of the
1632
The necessary and sufficient condition for (5) to have a where K1 = J − NK and Θ = TA and the general solution to
solution is: (13) is given by:
T
N K1 = ΘΣ+ − Z1 (I − ΣΣ+ )
C T
rank = rank
=n
0 C
I where Z1 is an arbitrary matrix, or equivalently:
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IV. H∞ DYNAMIC OBSERVER DESIGN Suppose the above statements hold, let (Bl , Br ) and (Cl , Cr )
In this section, we will investigate the observer design be any full rank factors of B and C , i.e. B = Bl Br , C =
problem in the case that w 6= 0. By using constraint equations Cl Cr .
of lemma 1, we obtain the dynamic of error ε: In this case, matrix Z = X −1 Y and Y is given by
In this case, we obtain: where L is an arbitrary matrix such that kL k < 1 and R
is an arbitrary positive definite matrix such that
ε̇ N M ε JD2 − T D1
= + w
v̇ P G v QD2 Φ , (R −1 − Q)−1 > 0 (27)
and estimation error e becomes: Proof: According to the bounded-real lemma, system
(20) is asymptotically stable for w = 0 and kTwe k∞ < γ for
e = Rε + SD2 v w 6= 0 if and only if there exist a symmetric positive definite
From the above results, we obtain the following system: matrix X and a positive scalar γ such that the following
LMI is satisfied:
ζ˙ = Aζ + Bw
(20) A X + X A + CT C X B + CT D
T
e = Cζ + Dw <0 (28)
(X B)T + DT C −γ 2 I + DT D
where
By inserting matrices A, B, C and D of remark 2 into the
N M JD2 − T D1
A= , B= ,C = R 0 and D = SD2 .
P G QD2 LMI (28), we obtain the following LMI:
Remark 2: According to the results of section III, the four
Π Ω
matrices A, B, C and D can be rewritten as: <0
ΩT −γ 2 I + DT D (29)
⇔ Q + BY C + (BY C )T < 0
A = A 1 − ZA2 , B = B1− ZB2 ,
K
−T D1 + ΘΣ+ D2 where
B1 = I ,
(21)
0 Π = X A1 + AT1 X − Y A2 − (Y A2 )T + CT C
−β2 D2
= X B1 − Y B2 + CT D
B2 = , C = α1 0 and D = α2 D2 .
Ω
0
X A1 + AT1 X + CT C X B1 + CT D
Then, the observer design problem in the presence of Q =
disturbances is reduced to determine the parameter matrix BT1 X + DT C DT D − γ 2 I
Z such that:
−I
B= , C = A2 B2 and Y = X Z.
• Matrix A is a stability matrix for w = 0 ;
0
• for w 6= 0, kTwe k∞ is minimized. According to [15], the inequality (29) is equivalent to:
Generally, according to the bounded-real lemma, the prob-
lem above can be settled by solving one LMI and the solution B ⊥ QB ⊥T < 0
leads to M = 0, P = 0 and Q = 0. In this case, we can only C T ⊥ QC T ⊥T < 0
obtain PO. In order to obtain the more general solution, we
propose the following theorem to obtain the parameter matrix In this case, matrix Y can be obtained by:
Z:
Theorem 2: There exists a parameter matrix Z such that Y = Br+ K Cl+ + Z − Br+ Br Z Cl Cl+ (30)
the system (20) is asymptotically stable for w = 0 and where Z is an arbitrary matrix and
kTwe k∞ < γ for w 6= 0, if and only if there exist a symmetric
positive definite matrix X and a positive scalar γ such that K , −R −1 ΦCrT (Cr ΦCrT )−1 + S 1/2 L (Cr ΦCrT )−1/2
the following LMIs are satisfied: (31)
D D − γ 2I < 0 S , R −1 − R −1 BlT [Φ − ΦCrT (Cr ΦCrT )−1 Cr Φ]Bl R −1
T
(22)
C T ⊥ QC T ⊥T < 0 (32)
where L is an arbitrary matrix such that kL k < 1 and R
where
is an arbitrary positive definite matrix such that
X A1 + AT1 X + CT C X B1 + CT D
Q= (23)
BT1 X + DT C DT D − γ 2 I Φ , (Bl R −1 BlT − Q)−1 > 0 (33)
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−I 0.0690 −0.5345 0.4655 −0.0955
Now, since matrix B = , we obtain: x̂g = −0.1379 0.0690 0.0690 zg + 0.6525 y
0
0.3103 0.8448 −0.1552 0.0318
−I
B ⊥ = 0 −I , Bl = I, Br = and Br+ = −I
0 .
0 We also design a PO and a PIO to provide comparisons
(34) with our DO. These observers are designed under the same
Inserting these matrices into (31)-(33), we obtain the condition with γ = 0.5. The obtained PO is given by:
equations (25)-(27) and the inequality (22), which completes
the proof. 1.4976
x̂˙ p = Ax̂ p + Bu + 0.6177 (y −Cx̂ p )
Finally, the H∞ dynamic observer design procedure can be 4.0444
summarized as follows:
1. Choose the matrix E according to condition (6); The obtained PIO is given by:
2. Compute T and K from (12);
3. Compute matrices α1 , α2 , α3 , α4 , β1 , β2 and β3 from −2 −1.1716 1
(9) and (15); x̂˙ pi = 0 −4.0686 3 x̂ pi + Bu
4. Compute matrices A1 , A2 , B1 , B2 , C and D given in 0 1.0865 −1
remark 2; 2.1144 2.6206
5. Compute Z from the theorem 2; + 1.3791 y + 21.4783 v pi
6. Deduce all the matrices N, J, H, M, P, Q, G, R and S from −0.7243 −2.3894
equations (3b), (8), (14) and (16). v̇ pi = −Cx̂ pi + y
V. N UMERICAL EXAMPLE
In the simulation, we add an uncertain term ∆A in
The following numerical example illustrates the proposed
the system (A + ∆A), where ∆A = 0.1∆ sin 10πt and ∆ =
observer design procedure . Let us consider a LTI system of
0.1 0.2 0.1
the form (1) that: 1 0.1 0.5.
−2 2 1 1 0.2 0.5 0.3 0.1
A = 0 −2 3 , B = 2 , D1 = 0.5 , The simulation results are shown in the following figures.
0 0 −1 1 1 Figure 1 shows the disturbance and the uncertainty.
Figures 2, 4 and 6 present the state estimations, obtained
C = 0 1.5 0 and D2 = 0.1 .
from DO, PO and PIO, respectively.
The initial conditions are x1 (0) = 1, x2 (0) = 2 and x3 (0) = 3. The solid line represents the original system state. The
By applying our design approach to design a DO, we
dashed line represents the state estimation obtained from
obtain thefollowing results, by choosing the matrix E =
the DO. The dot-dashed line represents the state estimation
1 0 1
0 0 1: γ = 0.5, obtained from the PO. The dotted line represents the state
estimation obtained for the PIO.
2 1 1
Figures 3, 5 and 7 show the estimation errors (e = x̂ − x)
1.0155 −0.4445 −0.4815 0.0001 0.0001 0.0001
of DO, PO and PIO, respectively.
−0.4445
−0.4815
0.2482 0.1736 0.0001 0.0001 0.0001
0.1736 0.2573 0.0001 0.0001 0.0001 From these simulations, one can see that our observer
X = 104
0.0001 0.0001 0.0001 0.4826 0.0001 0.0001 ,
0.0001 0.0001 0.0001 0.0001 0.4826 0.0001 presents the best performances, compared with the PO and
0.0001 0.0001 0.0001 0.0001 0.0001 0.4826 PIO.
−87.2562 43.7778 43.8220 −29.1456 0.5363 0.5363 0.5363
−82.6827 41.4775 41.5175 −27.6154 0.5254 0.5254 0.5254
−107.5952 53.9871 54.0437 −35.9417 0.7135 0.7135 0.7135 0.1
and Z = −0.0100 0.0049 0.0049 −0.0033 −0.5003 −0.0003
.
−0.0003 uncertainty
−0.0100 0.0049 0.0049 −0.0033 −0.0003 −0.5003 −0.0003 0.05
−0.0100 0.0049 0.0049 −0.0033 −0.0003 −0.0003 −0.5003
0
Finally, the obtained DO is then given by:
−0.05
86.9615 −42.4807 −44.4807 10.4576
żg = 82.4805 −42.2403 −41.2403 zg + 8.4595 y −0.1
0 10 20 30 40 50 60 70 80 90 100
107.6003 −49.8771 −55.8002 13.7026
0.4
2 0.5363 0.5363 0.5363 disturbance
+ 1 u + 0.5254 0.5254 0.5254 vg 0.2
3.6 0.7135 0.7135 0.7135
0
0.0099 −0.0050 −0.0050 0.0010 −0.2
v̇g = 0.0099 −0.0050 −0.0050 zg + 0.0010 y
0.0099 −0.0050 −0.0050 0.0010 −0.4
0 10 20 30 40 50 60 70 80 90 100
time/s
−0.5003 −0.0003 −0.0003
+ −0.0003 −0.5003 −0.0003 vg Fig. 1. uncertainty and disturbance (dashed line: uncertainty; dot-dashed
−0.0003 −0.0003 −0.5003 line: disturbance)
1635
0.6
X1
X1DO
VI. C ONCLUSION
X1PO
X1PIO
0.4
In this paper, an H∞ dynamic observer is proposed for
0.2
LTI systems subject to disturbances. The proposed observer
X1
0
has a more generalized form, of which the popularly and
−0.2
0.1
e1PIO
R EFERENCES
0.05
[1] J. O’Reilly, Observers for linear systems. Access Online via Elsevier,
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0.4
X2DO
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X2PIO
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0.2
0.1
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−0.1
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delay systems,” Inf. Sci., vol. 178, no. 24, pp. 4699–4706, Dec. 2008.
−0.3
−0.4
[7] Y. Zhang and C. Liu, “Observer-based finite-time control of discrete-
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0.04
e2DO
[9] B. Wojciechowski, “Analysis and synthesis of proportional-integral
0.03
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0.01
[10] Z. Gao, T. Breikin, and H. Wang, “Discrete-time proportional and
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and Methods, vol. 29, no. 3, pp. 171–189, 2008.
−0.03
[11] L. Bodizs, B. Srinivasan, and D. Bonvin, “On the Design of Integral
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0 10 20 30 40 50
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Observers for Unbiased Output Estimation in the Presence of Uncer-
tainty,” Journal of Process Control, vol. 21, no. 3, pp. 379–390, 2011.
Fig. 5. estimation error e2 (dashed line: DO; dot-dashed line: PO; dotted
[12] C. Hua and X. Guan, “Synchronization of chaotic systems based on
line: PIO)
PI observer design,” Physics Letters A, vol. 334, no. 56, pp. 382 –
389, 2005.
0.4
X3 [13] J.-K. Park, D.-R. Shin, and T. M. Chung, “Dynamic observers for
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linear time-invariant systems,” Automatica, vol. 38, no. 6, pp. 1083–
0.2
1087, 2002.
0.1
[14] X.-J. Li and G.-H. Yang, “Dynamic observer-based robust control and
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fault detection for linear systems,” Control Theory Applications, IET,
−0.2
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−0.3
[15] R. E. Skelton, T. Iwasaki, and K. M. Grigoriadis, A unified algebraic
−0.4
0 10 20 30 40 50 60 70 80 90 100
approach to linear control design. CRC Press, 1998.
time/s
Fig. 6. estimation x3 (solid line: original state; dashed line: DO; dot-dashed
line: PO; dotted line: PIO)
0.5
e3DO
0.4 e3PO
e3PIO
0.3
0.2
0.1
e3
−0.1
−0.2
−0.3
−0.4
−0.5
0 10 20 30 40 50 60 70 80 90 100
time/s
Fig. 7. estimation error e3 (dashed line: DO; dot-dashed line: PO; dotted
line: PIO)
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