6

Functional State and Unknown Input Observers for

Nonlinear Systems

6.1 Introduction
In Section 2.6, the design of full-order and reduced-order state observers to estimate
the entire state vector of a class of Lipschitz nonlinear systems was discussed. This
chapter considers nonlinear systems where the nonlinear functions are not necessar-
ily to be Lipschitz. The focus is on the design of observers that can estimate a partial
set of the state vector and/or the unknown input vector for these nonlinear systems.
In Section 6.2 of this chapter, one considers a class of nonlinear systems and
discusses a design approach that enables one to design reduced-order observers to
estimate only a required partial set of the state vector. A key feature of this design
approach is the decomposition of the nonlinearities into two portions: one portion
is Lipschitz with respect to the partial states; the other portion comprises the re-
maining terms of the nonlinearities and is treated as unknown inputs. Based on this
decomposition, necessary and sufficient conditions are derived for the existence of
reduced-order observers. Then, conditions are derived for the solvability of the de-
sign matrices of the proposed observer and for the stability of its dynamics.
In Section 6.3 of this chapter, one extends the design method of Section 6.2 to
deal with a class of nonlinear systems which includes an unknown input vector.
Conditions for the existence and stability of reduced-order unknown input func-
tional observers are derived. To ensure asymptotic convergence of the error system,
a linear matrix inequality (LMI) is derived based on the Lyapunov function coupled
with the Lipschitz assumption of the nonlinear function.
In Section 6.4 of this chapter, one considers the design of full-order asymptotic
observers to estimate simultaneously both the state and unknown input vectors of
a class of multiple-input multiple-output nonlinear systems. Again, the nonlinear
function is not necessarily to be Lipschitz, rather it is treated more generally as a
combination of a state-dependent unknown function including additive disturbance
as well as uncertain/time-varying terms, and a nonlinear function which is Lips-
chitz with respect to the state and input. Upon the satisfaction of some existence
conditions, the observer design problem can be efficiently solved via a LMI-based
technique with asymptotic estimation guaranteed.

H. Trinh and T. Fernando: Functional Observers for Dynamical Systems, LNCIS 420, pp. 127–152.
springerlink.com 
c Springer-Verlag Berlin Heidelberg 2012
128 6 Functional State and Unknown Input Observers for Nonlinear Systems

6.2 Partial State Estimation for Nonlinear Systems

Consider the following class of nonlinear systems [126] described by

ẋ(t) = Ax(t) + f (x(t), u(t)) + Bu(t) (6.1)

y(t) = Cx(t) (6.2)
z(t) = Fx(t) (6.3)

where x(t) ∈ Rn , u(t) ∈ Rm and y(t) ∈ R p are the state, input and the output vectors,
respectively. The nonlinear vector function f (x(t), u(t)) ∈ Rn is not required to be
Lipschitz. The vector z(t) ∈ Rr (r ≤ (n − p)) is to be estimated. Matrices A, B, C and
F are real constant and of appropriate dimensions. It is assumed that the pair (A, B)
is controllable and also
 without
 loss of generality, it is assumed that rank(C) = p,
C
rank(F) = r and rank = (p + r) ≤ n.
F
The problem considers in this section is the design of a reduced-order observer
to estimate the partial state vector z(t). To address this problem, one considers the
following reduced-order observer for the nonlinear system (6.1)-(6.3)

ẑ(t) = Dw(t) + Ey(t) (6.4)

  
y(t)
ẇ(t) = Nw(t) + Jy(t) + L f1 , u(t) + LBu(t) (6.5)
ẑ(t)

where w(t) ∈ Rq is the observer state vector which has a low order, where
r≤ q ≤ (n  − p). Matrices D = [Ir 0], E, N, J, L and the nonlinear function
y(t)
f1 , u(t) ∈ Rn are to be determined such that ẑ(t) converges asymptoti-
ẑ(t)
cally to z(t).
As outlined in the Introduction, a key feature of the solution method in this chap-
ter lies in the decomposition of the nonlinear function f (x(t), u(t)) into two por-
tions: one portion is Lipschitz with respect to z(t) and the other portion comprises
the remaining terms of the nonlinearities and is treated as unknown inputs. The next
section will show how such a decomposition can be achieved.

6.2.1 Decomposition of the Nonlinear Function

The nonlinear vector function f (x(t), u(t)) is decomposed as follows

f (x(t), u(t)) = f1 (ξ (t), u(t)) + W f2 (x(t), u(t)) (6.6)

   
y(t) C
where ξ (t) = = x(t) ∈ R(p+r) , W ∈ Rn×l , rank(W ) = l and 0 ≤ l ≤ n.
z(t) F
The nonlinear functions f1 (ξ (t), u(t)) and f2 (x(t), u(t)) can be obtained by fol-
lowing a decomposition procedure as outlined below.
6.2 Partial State Estimation for Nonlinear Systems 129
 
C
Define Γ = and using SVD, then ξ (t) can be written as
F
   
ξ (t) = Γ x(t) = S 0 V x(t) = S 0 q(t) (6.7)

where q(t) = V x(t) ∈ Rn , matrix S ∈ R(p+r)×(p+r) is non-singular and V ∈ Rn×n is

an unitary matrix.  
q1 (t)
Now, let q(t) be partitioned according to q(t) = , where q1 (t) ∈ R(p+r)
q2 (t)
and q2 (t) ∈ Rn−(p+r) . Accordingly, ξ (t) and f (x(t), u(t)) can be expressed as

ξ (t) = Sq1 (t) (6.8)

and    
q (t)
f (x(t), u(t)) = f V T 1 , u(t) . (6.9)
q2 (t)
Let the right-hand side of (6.9) be decomposed as follows
      
q (t) q1 (t)
f VT 1 , u(t) = f1 (ξ (t), u(t)) + f˜ , u(t) (6.10)
q2 (t) q2 (t)

where   −1  
T S ξ (t)
f1 (ξ (t), u(t)) = f V , 0 + f (0, u) (6.11)
0
and
   
˜f (x(t), u(t)) = f V T q1 (t) , u(t) − f1 (ξ (t), u(t))
q2 (t)
= f (x(t), u(t)) − f1 (Γ x(t), u(t)). (6.12)

Furthermore, f˜(x(t), u(t)) can always be expressed as follows

f˜(x(t), u(t)) = W f2 (x(t), u(t)) (6.13)

where f2 (x(t), u(t)) ∈ Rl is now treated as an unknown input (or disturbance) vec-
tor and 0 ≤ l ≤ n is the number of independent unknown inputs. Matrix W ∈ Rn×l
is a full-column rank matrix. There is no loss of generality in assuming that ma-
trix W is of full-column rank. Otherwise, the following rank decomposition can be
applied to the matrix W : W f2 (x(t), u(t)) = W̃ W̄ f2 (x(t), u(t)), where W̃ is now a
full-column rank matrix and f¯2 (x(t), u(t)) = W̄ f2 (x(t), u(t)) can be considered as a
new unknown input vector.
The aforementioned development completes the decomposition of the nonlin-
ear function f (x(t), u(t)) into the form (6.6). Thanks to this decomposition (6.6),
one can now combine both the results of unknown input functional observers and
Lipschitz nonlinear systems to address the functional observer design problem for
nonlinear systems (6.1)-(6.3).
130 6 Functional State and Unknown Input Observers for Nonlinear Systems

6.2.2 Convergence of Observer

Let L ∈ Rq×n be a full-row rank matrix and define the error vectors ε (t) ∈ Rq and
e(t) ∈ Rr to be

ε (t)  w(t) − Lx(t) (6.14)

e(t)  ẑ(t) − z(t). (6.15)

The following Theorem presents necessary and sufficient conditions for the exis-
tence of the observer (6.4)-(6.5).
Theorem 6.1.
The estimate ẑ(t) as defined in (6.4) is an asymptotic estimate of z(t) for the decom-
position of the nonlinearity as in (6.6) for all x(0), ẑ(0), u(t) and all possible set of
nonlinear functions f (x(t), u(t)) ∈ Rn if and only if the following conditions hold.
Condition 1: The error ε (t) determined by the following observer error system
      
y(t) y(t)
ε̇ (t) = N ε (t) + L f1 , u(t) − f1 , u(t) (6.16)
Dε (t) + z(t) z(t)

converges asymptotically to zero.

Condition 2: The following matrix equations hold:
⎧
⎨ NL + JC − LA = 0, N is Hurwitz
LW = 0 (6.17)
⎩
F − DL − EC = 0.

Remark 1: Observe that the matrix equations in the above Condition 2 are the same
as those matrix equations presented in Proposition 4.3 for linear functional observers
with unknown inputs. In addition to the normal requirement that the matrix N be
Hurwitz, one also needs the asymptotic convergence of the error system (6.16).
The proof of Theorem 6.1 can be constructed by following along similar lines of
proofs for the existence of linear functional unknown input observers and that of
state observers for Lipschitz nonlinear systems. For completeness, its proof is shown
next.
Proof (Sufficiency): From (6.14) and (6.1)-(6.6), the following error dynamics equa-
tion is obtained

ε̇ (t) = ẇ(t) − Lẋ(t)

= N ε (t) + (NL + JC − LA)x(t) − LW f2 (x(t), u(t))
      
y(t) y(t)
+ L f1 , u(t) − f1 , u(t) . (6.18)
ẑ(t) z(t)

From (6.15), the error vector e(t) can be expressed as

e(t) = Dε (t) + (DL + EC − F)x(t). (6.19)

6.2 Partial State Estimation for Nonlinear Systems 131

From (6.18)-(6.19), e(t) → 0 as t → ∞ if Conditions 1-2 of Theorem 6.1 are

satisfied.
Necessity: If Condition 1 is not satisfied then even for u(t) = 0, x(0) = 0 and
f (x(t), u(t)) = 0 one has ε (t)  0 and also e(t)  0 as t → ∞. Now that the necessity
of Condition 1 is established, one has to establish the necessity of Condition 2.
If LW = 0, then there exists a f (x(t), u(t)) in Rn and therefore a f2 (x(t), u(t)) in
Rl to make ε (t)  0 and also e(t)  0 as t → ∞. If any of the remaining matrix
equations in Condition 2 is not satisfied and the pair (A, B) is controllable, even for
f (x(t), u(t)) = 0 there exists a u(t) to generate a x(t) to make e(t)  0 as t → ∞.
This completes the proof of Theorem 6.1.
Remark 2: Note that since matrix W is a full-column rank matrix, the structure of
matrix W is fixed (i.e., the number of rows and columns of matrix W is fixed), how-
ever the choice of elements in matrix W to satisfy (6.13) is not unique. It should be
noted that irrespective of the choice of elements in W , the conditions for asymptotic
convergence in Theorem 6.1 are unaltered because all different choices for matrix W
also alter f2 (x(t), u(t)) in such a way that the product W f2 (x(t), u(t)) still remains
the same and is the nonlinearity f˜(x(t), u(t)) as in (6.13). From (6.18), it is clear
that the error dynamics depends on the product W f2 (x(t), u(t)).

6.2.3 Solvability of the Design Matrices

The design of a reduced-order observer now rests with the determination of matri-
ces N, L, D, J and E such that Conditions 1 and 2 of Theorem 6.1 are satisfied.
Solvability of all the matrix equations presented in Condition 2 of Theorem 6.1 has
been extensively discussed in Chapter 5. Particularly, for the cases where q = r and
q > r, necessary and sufficient conditions for the solvability have been reported in
Theorems 5.3 & 5.5, respectively. Thus, if there exists a solution (of order q) to
these matrix equations, one can express N and L as follows
N = N1 − ZN2 (6.20)
L = (L1 P1 + L2 P2 ) (6.21)
where L2 is as defined in (5.61), N1 , N2 and L1 are as defined in (5.44), (5.45)
and (5.51), respectively, with F2 being replaced by L2 . The sub-matrices
 P1 ∈ R p×n
P
and P2 ∈ R(n−p)×n are obtained from P−1 , where P−1 = 1 and P is as defined
P2
in equation (2.21). Now, by substituting (5.51) into (6.21), one can express L as
follows
L = L̄1 − Z L̄2 (6.22)
where L̄1 and L̄2 are defined as follows
L̄1 = ΦΩ + P1 + L2 P2 (6.23)
+
L̄2 = (Ω Ω − I p)P1 (6.24)
where Ω and Φ are as defined in (5.42) and (5.43), respectively, and with F2 being
replaced by L2 .
132 6 Functional State and Unknown Input Observers for Nonlinear Systems

Substituting (6.20) and (6.22) into the observer error system (6.16) given in
Condition 1 of Theorem 6.1 gives

ε̇ (t) = (N1 − ZN2 )ε (t) + (L̄1 − Z L̄2 ) f˜1 (6.25)

     
y(t) y(t)
where for simplicity of notation, f1 , u(t) − f1 , u(t) is
Dε (t) + z(t) z(t)
referred to as f˜1 .
The stability of the nonlinear differential equation of the type (6.25) has been
extensively studied in the literature and various sufficient conditions have been pro-
posed to ensure its stability. In this section, one adopts a similar approach as reported
in Section 2.6 and derives a sufficient condition to ensure asymptotic convergence
of (6.25). Also, for the design computational efficiency, an asymptotic stability con-
dition is developed by using the linear matrix inequality (LMI) formulation. To pro-
ceed, let one assumes that the nonlinear function f˜1 satisfies the Lipschitz assump-
tion as stated below
Lipschitz Assumption: The nonlinear function f1 (ξ , u) ∈ Rn is Lipschitz in its first
argument with a Lipschitz constant γ , i.e.,

|| f1 (ξ , u) − f1(ξ̂ , u)|| ≤ γ ||ξ − ξ̂ ||, ∀u (6.26)

 
y(t)
where ξ (t) = ∈ R(p+r) , γ is a positive real scalar and ||.|| denotes the norm
z(t)
symbol.
Let one now considers the following Lyapunov function

V (ε ,t) = ε T (t)Qε (t) (6.27)

where Q = QT > 0. Taking its time derivative gives

 
V̇ (ε ,t) = ε T (t) Q(N1 − ZN2 ) + (N1 − ZN2 )T Q ε (t)
+ ε T (t)Q(L̄1 − Z L̄2 ) f˜1 + f˜1T (L̄1 − Z L̄2 )T Qε (t). (6.28)

Using the well-known matrix inequality ±(zT y + yT z) ≤ β yT y + β1 zT z (where β is

any positive scalar, z and y are vectors of appropriate dimensions) and subject to the
satisfaction of the Lipschitz assumption (6.26), equation (6.28) can be expressed as

V̇ (ε ,t) ≤ ε T (t)Θ ε (t), (6.29)

where
1 1
Θ = Q(N1 −ZN2 )+(N1 −ZN2 )T Q+ QL̄1 L̄T1 Q+ QZ L̄2 L̄T2 Z T Q+ γ 2 (β1 + β2 )Iq .
β1 β2
(6.30)
From (6.29)-(6.30), by using the Schur decomposition and by letting G = QZ,
the following LMI can be obtained.
6.2 Partial State Estimation for Nonlinear Systems 133

Theorem 6.2.
The error ε (t), as defined in (6.16), converges asymptotically to zero provided that
the Lipschitz assumption (6.26) holds and there exist a positive definite matrix Q =
QT ∈ Rq×q , a matrix G ∈ Rq×p and two positive scalars β1 and β2 such that the
following LMI holds ⎡ ⎤
Δ QL̄1 GL̄2
⎣ L̄T1 Q −β1 In 0 ⎦<0 (6.31)
T
L̄2 G T 0 −β2 In
where Δ = QN1 + N1T Q − GN2 − N2T GT + γ 2 (β1 + β2 )Iq . Furthermore, matrix Z is
given by Z = Q−1 G.
Remark 3: For the case when matrix Γ is square, i.e. when the number of states
to be estimated reaches r = (n − p), then the decomposition (6.6) gives f1 (ξ , u) =
f (x, u) = f (Γ −1 ξ , u), f2 (x, u) = 0 and W = 0. If the nonlinearity f (x, u) is Lips-
chitz as assumed in [118, 146], then f1 (ξ , u) is also Lipschitz and vice-versa. The
procedure in this section can be used to design an (n − p) order observer. Further-
more, if the nonlinearity f (x, u) is non-Lipschitz, then the procedure in this section
allows the design of an (n − p) order observer if the decomposition (6.6) produces
a Lipschitz function f1 (ξ , u).

6.2.4 A Numerical Example

Consider a nonlinear system as described by (6.1)-(6.3), where matrices A, C, F and

the nonlinear function f (x(t), u(t)) are as given below
⎡ ⎤
−1 0 0 1 0 0 0
⎢ 2 0 1 −1 1 0 0 ⎥
⎢ ⎥ ⎡ ⎤
⎢ 0 3 0 0 1 1 0⎥ 1 0 0 0 0 0 0
⎢ ⎥  
A=⎢ ⎢ 0 0 0 −3 0 1 1 ⎥, C =
⎥ ⎣ 1 1 0 0 0 0 0 ⎦, F = 0 0 0 1 1 0 0
⎢ 0 0 0 0 1 0 −1 ⎥ −1 0 1 0 0 0 0
⎢ ⎥
⎣ 1 0 0 0 0 −1 0 ⎦
0 1 0 0 1 0 −2
 T
and f (x, u) = 4x4 x7 0 0.1x4x7 0.45sin2 (x4 + x5 ) 0 0 x4 x7 .

Let one now design a reduced-order observer to estimate a linear function, z(t),
where z(t) = Fx(t) = x4 (t) + x5 (t). First, the nonlinear function f (x, u) is decom-
posed according to (6.6) so that
 T
f1 (ξ , u) = 0 0 0 0.45sin2 (ξ4 ) 0 0 0
 T
W = 4 0 0.1 0 0 0 1
f2 (x, u) = x4 x7 , where f1 (ξ , u) is Lipschitz with a Lipschitz constant γ = 0.45 and
the nonlinearity function f2 (x, u) = x4 x7 is treated as unknown input.
First, one uses the transformation matrix P as defined in (2.21) and the following
submatrices are obtained
134 6 Functional State and Unknown Input Observers for Nonlinear Systems
⎡ ⎤
⎡ ⎤ ⎡ ⎤ 0 0 0
−1 0 0 1 0 0 0 ⎢ 0 0 0⎥  
A11 = ⎣ 2 0 1 ⎦, A12 = ⎣ 0 1 0 0 ⎦, A21 = ⎢ ⎥
⎣ 1 0 0 ⎦, F1 = 0 0 0 ,
−2 3 0 −1 1 1 0
−1 1 0
⎡ ⎤ ⎡ ⎤
−3 0 1 1 ⎡ ⎤ 0
⎢ 0 1 0 −1 ⎥ 4 ⎢0⎥  
A22 = ⎢⎣ 0 0 −1 0 ⎦ W1 =
⎥ ⎣ 4 ⎦, W2 = ⎢ ⎥
⎣ 0 ⎦, F2 = 1 1 0 0 , P1 = C
−3.9
0 1 0 −2 1
 
and P2 = 04×3 I4 .
Here, one starts with the lowest order, i.e., q = r = 1. For this, one first checks
the necessary condition (5.41). Here, the condition is satisfied and thus one next
checks the conditions (5.46)-(5.47) of Theorem 5.3 to see if they are satisfied or not.
If both are satisfied, then the solvability of all the matrix equations in Condition 2
of Theorem
⎡ 6.1 is achieved. Using⎤ (5.42)-(5.45) one obtained the following
−0.7071 0 0 4  
Ω = ⎣ 0.7071 0 0 4 ⎦, Φ = −2.8284 −1 0 0 , N1 = −1.4875 and N2 =
1.4142 1 0 −3.9
0.
With the above matrices, one can easily check that both conditions (5.46)-(5.47)
of Theorem
 5.3 are satisfied. Using (6.23)-(6.24),
 L̄1 and L̄2 are obtained as follows
L̄1 = 0.0250 −1.4875 −1 1 1 0 0 and L̄2 = 0.
With the Lipschitz constant γ = 0.45, one can check that the LMI problem (6.31) is
feasible with the following parameters

β1 = β2 = 1, Q = 0.2796 and G = 0

Accordingly, a first-order observer (6.4)-(6.5) for z(t) = x4 (t) + x5 (t) is obtained

where  
D = 1, N = −1.4875, J = −0.7252 −5.2127 −2.9750 ,

   
L = 0.0250 −1.4875 −1 1 1 0 0 , E = −0.5125 1.4875 1
and   
y(t)  T
f1 = , u = 0 0 0 0.45sin2 (ẑ) 0 0 0 .
ẑ(t)
Fig. 6.1 shows the simulated responses of z(t) and ẑ(t), which shows that
ẑ(t) → z(t).

6.3 Partial State Estimation for Nonlinear Systems with

Unknown Inputs

This section extends the results of Section 6.2 to include an external unknown in-
put vector. Consider the nonlinear system described by (6.1)-(6.3) with an added
unknown input vector, d(t), i.e.,
6.3 Partial State Estimation for Nonlinear Systems with Unknown Inputs 135

−2

−4

−6

−8 Actual Trajectory
Estimated Trajectory

−10
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
Time

Fig. 6.1. Responses of z(t) and ẑ(t)

ẋ(t) = Ax(t) + f (x(t), u(t)) + Bu(t) + Dd(t) (6.32)

y(t) = Cx(t) (6.33)
z(t) = Fx(t) (6.34)

where d(t) ∈ Rq is the unknown input vector, D ∈ Rn×q and without loss of gen-
erality, it is assumed that matrix D has full-column rank. The nonlinear function
f (x, u) is decomposed according to (6.6) (i.e., f (x, u) = f1 (ξ , u) + W f2 (x, u)), as
shown in Section 6.2.1. It is assumed that the nonlinear function f1 (ξ , u) satisfies
the Lipschitz assumption defined in (6.26).
To estimate z(t), consider the following reduced-order observer of order r

ẑ(t) = w(t) + Ey(t) (6.35)

  
y(t)
ẇ(t) = Nw(t) + Jy(t) + L f1 , u(t) + LBu(t) (6.36)
ẑ(t)

where w(t) ∈ Rr , matrices N ∈ Rr×r , J ∈ Rr×p , L ∈ Rr×n and E ∈ Rr×p are to be

determined such that ẑ(t) → z(t) as t → ∞.

6.3.1 Existence Conditions and Observer Design Procedure

Let L ∈ Rr×n be a full-row rank matrix and define the error vectors ε (t) ∈ Rr and
e(t) ∈ Rr to be

ε (t)  w(t) − Lx(t) (6.37)

e(t)  ẑ(t) − z(t). (6.38)
136 6 Functional State and Unknown Input Observers for Nonlinear Systems

By following similar lines as in Section 6.2.2, the following necessary and suf-
ficient conditions for the existence of the reduced-order observer (6.35)-(6.36) can
be derived.
Theorem 6.3.
The estimate ẑ(t) as defined in (6.35)-(6.36) is an asymptotic estimate of z(t) for the
decomposition of the nonlinearity as in (6.6) for all x(0), ẑ(0), u(t), all possible set
of nonlinear functions f (x(t), u(t)) ∈ Rn and unknown inputs, d(t), if and only if the
following conditions hold.
Condition 1: The error ε (t) determined by the following observer error system
      
y(t) y(t)
ε̇ (t) = N ε (t) + L f1 , u(t) − f1 , u(t) (6.39)
ε (t) + z(t) z(t)

converges asymptotically to zero.

Condition 2: The following matrix equations hold:
⎧
⎪
⎪ NL + JC − LA = 0, N is Hurwitz
⎨
LD = 0
(6.40)
⎪
⎪ LW = 0
⎩
F − L − EC = 0.

Observe that in the above condition 2, an extra matrix equation (i.e., LD = 0) arose
due to the addition of an unknown input vector d(t). Here, the design of a reduced-
order observer to estimate z(t) is again reduced to finding the matrices N, L, J and
E such that the two conditions in Theorem 6.3 are satisfied. One can adopts an
approach presented in Chapter 5 to derive these unknown matrices. On the other
hand, the following discussion also provides an alternative way to derive them.
The last matrix equation of condition 2 can be expressed as L = F − EC and by
substituting this into the first matrix equation of condition 2, one obtains
 
  CA
NF = FA − E T (6.41)
C

where T = J − NE.
Post-multiplying both sides of (6.41) by the following non-singular matrix
 + 
F F⊥ (6.42)

where F + ∈ Rn×r and F ⊥ ∈ Rn×(n−r) , the following equations are obtained

 
  CAF +
N = FAF + − E T (6.43)
CF +
 
  CAF ⊥
FAF ⊥ = E T . (6.44)
CF ⊥

By substituting L = F − EC into LD = 0 and LW = 0 of condition 2, the following

equations are obtained
6.3 Partial State Estimation for Nonlinear Systems with Unknown Inputs 137

ECD = FD, (6.45)

ECW = FW. (6.46)
Now, (6.44), (6.45) and (6.46) can be augmented as follows
 
E T Ω =ψ (6.47)

where Ω ∈ R2p×(n−r+q+l) and ψ ∈ Rr×(n−r+q+l) are known matrices defined as

 
CAF ⊥ CD CW
Ω= , (6.48)
CF ⊥ 0 0
 
ψ = FAF ⊥ FD FW . (6.49)
The following Theorem provides a necessary and sufficient condition for the ex-
istence of the solution of (6.47).
Theorem 6.4.
There exist matrices E and T such that (6.47) is satisfied if and only if
⎡ ⎤
CA CD CW ⎡ ⎤
⎢ C 0 ⎥ CA CD CW
0
rank ⎢ ⎥ ⎣
⎣ FA FD FW ⎦ = rank C 0 0 .
⎦ (6.50)
F 0 0
F 0 0
Proof: There exists a solution to equation (6.47) if and only if
 
Ω
rank = rank (Ω ) . (6.51)
ψ
To prove Theorem 6.4, one will show that condition (6.50) is equivalent to (6.51)
by applying a well-known fact that rank(XY ) = rank(X) where Y is a full-row rank
matrix. First, let one define the following full-row rank matrix
⎡ + ⊥ ⎤
F F 0 0
Y = ⎣ 0 0 I 0 ⎦. (6.52)
0 0 0 I
The left-hand side of (6.50) can be expressed as
⎡ ⎤ ⎧⎡ ⎤ ⎫
CA CD CW ⎪
⎪ CA CD CW ⎪
⎪
⎢ C 0 ⎥ ⎨ ⎢ C 0 ⎥ ⎬
0 0
rank ⎢
⎣ FA FD FW ⎦
⎥ = rank ⎢ ⎥Y
⎣ FA FD FW ⎦ ⎪
⎪
⎪ ⎪
⎩ ⎭
F 0 0 F 0 0
⎡ ⎤
CAF + CAF ⊥ CD CW
⎢ CF + CF ⊥ 0 0 ⎥
= rank ⎢
⎣ FAF + FAF ⊥ FD FW ⎦
⎥

Ir 0 0 0
 
Ω
= r + rank . (6.53)
ψ
138 6 Functional State and Unknown Input Observers for Nonlinear Systems

Similarly, the right-hand side of (6.50) can be expressed as

⎡ ⎤ ⎧⎡ ⎤ ⎫
CA CD CW ⎨ CA CD CW ⎬
rank ⎣ C 0 0 ⎦ = rank ⎣ C 0 0 ⎦ Y
⎩ ⎭
F 0 0 F 0 0
⎡ ⎤
CAF + CAF ⊥ CD CW
= rank ⎣ CF + CF ⊥ 0 0 ⎦
Ir 0 0 0
= r + rank(Ω ). (6.54)

As can be seen from above, it is clear that (6.50) is equivalent to (6.51). This
completes the proof of Theorem 6.4.
Observe that the condition (6.50) can be easily tested as both sides involve all
known matrices. It is also clear that the condition (6.50) is a generalization of
the necessary condition for the existence of an unknown input observer. When
 the
C
number of linear functions to be estimated reaches (n − p) (i.e., rank = n),
F
condition (6.50) is reduced to the well-known observer matching condition, i.e.,
rank(CD̄) = rank(D̄), where D̄ = [D W ].
Now, a general solution to (6.47) is given as
 
E T = ψΩ + + Z(I2p − Ω Ω + ) (6.55)

where Ω + is the generalized inverse of Ω and Z ∈ Rr×2p is an arbitrary matrix.

By substituting (6.55) into (6.43), one obtains

N = N1 − ZN2 (6.56)

where N1 ∈ Rr×r and N2 ∈ R2p×r are known matrices, defined as follows

 +

+ + CAF
N1 = FAF − ψΩ , (6.57)
CF +
 
CAF +
N2 = (I2p − Ω Ω + ) . (6.58)
CF +

Then, by substituting E from (6.55) into L = F − EC, matrix L can be expressed

as

L = L1 − ZL2 (6.59)

where L1 ∈ Rr×n and L2 ∈ R2p×n are known matrices, defined as follows

 
C
L1 = F − ψΩ + , (6.60)
0
 
C
L2 = (I2p − Ω Ω + ) . (6.61)
0
6.3 Partial State Estimation for Nonlinear Systems with Unknown Inputs 139

Substituting N and L as defined in (6.56) and (6.59), respectively, the observer

error dynamics described in (6.39) can be written as
ε̇ (t) = (N1 − ZN2 )ε (t) + (L1 − ZL2 ) f˜1 (t) (6.62)
     
y(t) y(t)
where f˜1 (t) = f1 , u(t) − f1 , u(t) .
ε (t) + z(t) z(t)
It is clear that to ensure asymptotic convergence of the observer error ε (t), it is
necessary that matrix N is stable (Hurwitz). Matrix N is Hurwitz if and only if the
pair (N2 , N1 ) is detectable, i.e.,
 
sI − N1
rank r = r, ∀s ∈ C, ℜ(s) ≥ 0. (6.63)
N2
The following Theorem provides a necessary and sufficient condition for matrix
N to be Hurwitz.
Theorem 6.5.
Matrix N = N1 − ZN2 is Hurwitz if and only if
⎡ ⎤ ⎡ ⎤
(sF − FA) −FD −FW CA CD CW
rank ⎣ CA CD CW ⎦ = rank ⎣ C 0 0 ⎦
C 0 0 F 0 0
∀s ∈ C, ℜ(s) ≥ 0. (6.64)
Proof: Here, one will show that the condition in Theorem 6.5 is equivalent to the
condition (6.63) and thus ensuring that matrix N is Hurwitz. Define a full-column
rank matrix X1 and a full-row rank matrix Y1 as
⎡ ⎤
Ir ψΩ +  
⎣ + ⎦ Ir 0
X1 = 0 (I2p − Ω Ω ) , Y1 = (6.65)
−Ω +Θ I(n−r+q+l)
0 ΩΩ+
 
CAF +
where Θ = .
CF +
Using X1 and Y1 and the full-row rank matrix Y as defined in (6.52), the left-hand
side of (6.64) can be evaluated as
⎡ ⎤ ⎛⎡ ⎤ ⎞
(sF − FA) −FD −FW (sF − FA) −FD −FW
rank ⎣ CA CD CW ⎦ = rank ⎝⎣ CA CD CW ⎦ Y ⎠
C 0 0 C 0 0
  +

sIr − FAF −ψ
= rank X1
Θ Ω
⎛⎡ ⎤ ⎞
sIr − N1 0
= rank ⎝⎣ N2 0 ⎦ Y1 ⎠
+
ΩΩ Θ Ω
 
sI − N1
= rank r + rank(Ω ), ∀s ∈ C, ℜ(s) ≥ 0.
N2
(6.66)
140 6 Functional State and Unknown Input Observers for Nonlinear Systems

As in (6.54), the right-hand side of (6.64) is r + rank(Ω ). Thus it is clear that

the condition presented in Theorem 6.5 is equivalent to the condition (6.63) and
therefore provides a necessary and sufficient condition for matrix N to be Hurwitz.
This completes the proof of Theorem 6.5.
Observe also that condition (6.64) is a generalization of the non-minimum phase
condition of an unknown input observer. Again, when the number of linear functions
to be estimated reaches (n − p), condition (6.64) can be shown to reduce to the
following condition
 
(sIn − A) D W
rank = n + rank(CD̄), ∀s ∈ C, ℜ(s) ≥ 0. (6.67)
C 0 0
The proof for the above condition can be established by noting that the right-hand
side of (6.64) is equal to n + rank(CD̄). Let [H1 H2 ] be defined as
 −1
  C
H1 H2 = . (6.68)
F
Then, the left-hand side of (6.64) can be evaluated as
⎛ ⎡ ⎤⎞
  (sF − FA) −FD −FW
H −H sH
rank ⎝ 2 1 1 ⎣
CA CD CW ⎦⎠
0 0 I
C 0 0
⎛ ⎡ ⎤⎞
  I 0 0
sI − A −D −W ⎣
= rank ⎝ n 0 −I 0 ⎦⎠
C 0 0
0 0 −I
 
(sIn − A) D W
= , ∀s ∈ C, ℜ(s) ≥ 0. (6.69)
C 0 0
When f˜1 (t) = 0, the condition (6.64) is necessary but not sufficient to ensure the
observer error dynamics in (6.62) converges asymptotically to zero. Hence, to en-
sure asymptotic convergence of ε (t) involving the nonlinear function f˜1 (t), a linear
matrix inequality (LMI) condition will be derived based on the Lyapunov function
coupled with the Lipschitz assumption on the nonlinear function f˜1 (t). Thus, by
using similar lines as in Section 6.2.3, the following sufficient condition to ensure
asymptotic convergence of ε (t) can be obtained (here, the proof is omitted).
Theorem 6.6.
There error ε (t) as defined in (6.62) converges asymptotically to zero provided that
the Lipschitz assumption (6.26) holds and there exist a positive matrix Q = QT ∈
Rr×r , a matrix G ∈ Rr×2p and positive scalars β1 and β2 such that the following
linear matrix inequality (LMI) holds
⎡ ⎤
QN1 + N1T Q − GN2 − N2T GT + γ 2 (β1 + β2 )Ir QL1 GL2
⎣ LT1 Q −β1 In 0 ⎦ < 0. (6.70)
LT2 GT 0 −β2 In
Here, γ is the Lipschitz constant defined in (6.26) and the parameter matrix Z is
given by Z = Q−1 G.
6.3 Partial State Estimation for Nonlinear Systems with Unknown Inputs 141

Thus, upon the satisfaction of the LMI (6.70), matrix gain Z can be derived from
Z = Q−1 G. Hence from (6.55), (6.56) and (6.59), matrices E, T , N and L can be
obtained. Then from T = J − NE, matrix J is obtained as J = T + NE. As as result,
all of the observer parameters are obtained.

6.3.2 A Numerical Example

Consider a nonlinear system as described by (6.32)-(6.33), where matrices A, B, D,

C and the nonlinear function f (x, u) are as given below
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
−10 1 0 0 1 1  
⎢ −48.6 −1.26 48.6 0 ⎥ ⎢ ⎥ ⎢ ⎥
A=⎢ ⎥, B = ⎢ 2 ⎥, D = ⎢ 0 ⎥, C = 1 0 0 0 and
⎣ 0 0 −22 1 ⎦ ⎣3⎦ ⎣ 2 ⎦ 0 1 0 0
1.95 0 −19.5 −6 4 0.5
⎡ ⎤
0
⎢ x2 (t)x3 (t) ⎥
f (x, u, y) = ⎢
⎣
⎥.
⎦
0
3cos(x3 (t))
For illustrative purpose, let one designs a nonlinear unknown input functional ob-
server to estimate only the states x3 (t) andx4 (t). Hence,
 matrix F for the functional
0 0 1 0
state equation in (6.34) is defined as F = .
0 0 0 1
The nonlinearity function f (x, u) can now be decomposed into two portions as
defined in (6.6), where
 T
f1 (ξ (t), u(t)) = 0 0 0 3cos(x3 (t))
 T
W= 0 1 0 0

where f1 (ξ (t), u(t)) is Lipschitz with a Lipschitz constant γ = 3, and f2 (x, u) = x2 x3

is considered as unknown disturbance.
Condition (6.50) of Theorem 6.4 is satisfied. From (6.57), (6.58), (6.60) and
(6.61), matrices N1 , N2 , L1 and L2 are obtained as follow
   
−22 1 −2 0 1 0
N1 = , N2 = 0, L1 = and L2 = 0.
−19.5 −6 −0.5 0 0 1

Since N2 = 0 and L2 = 0, one can let Z = 0 and with γ = 3, one can easily check
that the LMI (6.70) is satisfied with β1 = 1. The rest of the observer parameters can
be obtained, where
       
−22 1 −2 0 1 0 2 0 1
N = N1 = , L = L1 = ,E= , LB = ,
−19.5 −6 −0.5 0 0 1 0.5 0 3.5
 
−23.5 −2  T
J= and f1 (ξ̂ (t)) = 0 0 0 3cos(ẑ1 (t)) .
−35.05 −0.5
142 6 Functional State and Unknown Input Observers for Nonlinear Systems

For numerical simulation, the control input signal u(t) and unknown input signal,
d(t), are shown in Fig. 6.2. Figures 6.3 and 6.4 show the responses of the system
states x3 (t) and x4 (t) and their estimates. It is clear from the simulation that all the
estimates settle quickly to the actual responses of these signals.

40
u(t)
d(t)
30

20

10

−10

−20
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.2. Input signals u(t) and d(t)

6.4 State and Input Simultaneous Estimation for Nonlinear

Systems

In the literature, there has been a considerable research focus on the problem of de-
signing asymptotic observers to estimate both the state and the unknown input vec-
tors of nonlinear systems (see, for example, [10, 14, 16, 46, 127, 145]). The problem
is motivated in part by applications requiring fault detection and diagnosis [13, 40],
or where measurement of the system inputs is either too expensive or practically
not possible [16]. In machine tool and manipulator applications, there are situations
where an input observer is required to estimate the cutting force of a machine tool
or the exerting force/torque of a robotic system. In chaotic systems, one wishes to
estimate not only the state for chaos synchronization but also the information signal
input for secure communication [10, 14, 75]. Input observers can enhance the per-
formance of automotive engine management systems [111–113] and improve the
bandwidth of micro-gyroscopes [31]. Unknown input observers have also found ap-
plication in various engineering areas such as wastewater treatment processes [57],
industrial biological processes [98] and fuel cell stack systems [8].
6.4 State and Input Simultaneous Estimation for Nonlinear Systems 143

10
Actual
Estimated
8

−2
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.3. Responses of x3 (t) and x̂3 (t)

15

10

−5
Actual
Estimated
−10

−15
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.4. Responses of x4 (t) and x̂4 (t)

144 6 Functional State and Unknown Input Observers for Nonlinear Systems

This section discusses the problem of estimating simultaneously the state and un-
known input vectors of a class of nonlinear systems. The nonlinear function is not
necessarily required to be Lipschitz, rather it is treated more generally as a com-
bination of a state-dependent unknown function including additive disturbance as
well as uncertain/time-varying terms, and a nonlinear function which is Lipschitz
with respect to the state and input.
Consider a class of nonlinear systems as described by the following equations
[46]

ẋ(t) = Ax(t) + Bu(t) + f (x(t), u(t), y(t)) (6.71)

y(t) = Cx(t) + Du(t) (6.72)

where as usual, x(t) ∈ Rn and y(t) ∈ R p denote, respectively, the state vector and
known measured output vector. Here, u(t) ∈ Rm denotes the unknown input vec-
tor that one wishes to estimate and f (x, u, y) is a real nonlinear vector function on
Rn . Matrices A, B, C and D are real constant and of appropriate dimensions. The
nonlinear vector function f (x, u, y) considered in this section is not necessary to be
Lipschitz. Instead, by following along the lines of work as in Section 6.2, one can
decompose f (x, u, y) into two portions as follows

f (x, u, y) = f1 (x, u, y) + W f2 (x, u, y) (6.73)

where f1 (x, u, y) ∈ Rn is now assumed to be Lipschitz in its first two arguments [10]
with a Lipschitz constant γ , i.e.,

|| f1 (ζ , y) − f1 (ζ̂ , y)|| ≤ γ ||ζ − ζ̂ ||, ∀ y(t) (6.74)

 
x(t)
where ζ (t) = ∈ R(n+m) , γ is a positive real scalar and ||.|| denotes the
u(t)
norm symbol. The term W f2 (x, u, y) is used to describe the non-Lipschitz portion
of f (x, u, y). Matrix W is a known real constant matrix and assume, without loss of
generality, to have a full-column rank of l. The nonlinear function f2 (x, u, y) ∈ Rl
is treated as an unknown function. Note that W f2 (x, u, y) can also be used to rep-
resent additive disturbance as well as uncertain/nonlinear/time-varying terms in the
system description ( [13, 16]). Thus the nonlinear systems (6.71)-(6.72) are effected
by Lipschitz nonlinearity and two arbitrary signals, the nonlinear terms that do not
satisfy the Lipschitz condition and the unknown inputs that one wishes to estimate.
The class of nonlinear systems considered in this section includes those systems
considered previously ( [10, 16, 140]).
The main objective is to design an asymptotic observer by using only the output
signals, y(t), to estimate the state vector, x(t), and the unknown input vector, u(t). In
order to simultaneously estimate both x(t) and u(t), let one proposes the following
full-order observer structure

ζ̂ (t) = w(t) + Ey(t) (6.75)

ẇ(t) = Nw(t) + Jy(t) + L f1(ζ̂ (t), y(t)) (6.76)
6.4 State and Input Simultaneous Estimation for Nonlinear Systems 145

where ζ̂ (t) denotes the state estimation vector of ζ (t) and w(t) ∈ R(n+m) . Matri-
ces E, N, J and L are to be determined such that ζ̂ (t) converges asymptotically to
ζ (t). It is clear from (6.75)-(6.76) that the proposed observer uses only the avail-
able output measurement y(t) and the known Lipschitz nonlinearity function to es-
timate the unknown vector ζ (t). Since ζ (t) contains both the unknowns x(t) and
u(t), if ζ̂ (t) → ζ (t), it follows that ζ̂ (t) provides both x̂(t) → x(t) and û(t) → u(t)
simultaneously.

6.4.1 Observer Design Procedure

For simplicity of presentation, let one introduces the following notations

     
Ē = In 0n×m , Ā = A B , C̄ = C D (6.77)

where Ē, Ā and C̄ are known matrices of appropriate dimensions.

With the above notations and by using (6.73), the nonlinear system described by
(6.71)-(6.72) can now be expressed as

Ē ζ̇ (t) = Āζ (t) + f1 (ζ (t), y(t)) + W f2 (ζ (t), y(t)) (6.78)

y(t) = C̄ζ (t) (6.79)

and therefore the state and input estimation problem of (6.71)-(6.72) is now the
problem of designing an observer for the generalized (descriptor) system (6.78)-
(6.79) such that ζ̂ (t) converges asymptotically to ζ (t). This is essentially a state
observer design problem for a special class of nonlinear descriptor systems. The
following Theorem provides sufficient conditions for the existence of observers
(6.75)-(6.76).

Theorem 6.7.
For observer (6.75)-(6.76), the estimate ζ̂ (t) will converge asymptotically to ζ (t)
provided that the following conditions hold.
Condition 1: ⎧
⎪
⎪ LĒ + EC̄ = In+m
⎨
LW = 0
(6.80)
⎪
⎪ N = LĀ − GC̄
⎩
G = J − NE.
Condition 2: The error e(t) determined by the following observer error system

ė(t) = Ne(t) + L{ f1 (e(t) + ζ (t), y(t)) − f1 (ζ (t), y(t))} (6.81)

converges asymptotically to zero for all ζ (t) and y(t).

Proof: Define e(t) = ζ̂ (t) − ζ (t) as the error between ζ (t) and its estimate ζ̂ (t).
Using (6.75) and (6.79) the error e(t) can be expressed as

e(t) = w(t) + (EC̄ − In+m )ζ (t). (6.82)

146 6 Functional State and Unknown Input Observers for Nonlinear Systems

Let L be an (n + m) × n matrix such that

LĒ + EC̄ = In+m (6.83)
then (6.82) becomes
e(t) = w(t) − LĒ ζ (t). (6.84)
From (6.84), the error dynamics are
ė(t) = ẇ(t) − LĒ ζ̇ (t). (6.85)
Substituting (6.76) and (6.78) into (6.85) and after some simple rearrangement, one
obtains
ė(t) = Ne(t) + (NLĒ + JC̄ − LĀ)ζ (t) − LW f2 (ζ (t), y(t))
+ L{ f1 (ζ̂ (t), y(t)) − f1 (ζ (t), y(t))}. (6.86)
From the matrix equations of Condition 1 of Theorem 6.7, one can easily verify that
NLĒ + JC̄ − LĀ = N + (J − NE)C̄ − LĀ. Thus, upon the satisfaction of Condition 1
of Theorem 6.7, equation (6.86) is reduced to
ė(t) = Ne(t) + L{ f1 (ζ̂ (t), y(t)) − f1 (ζ (t), y(t))}
= Ne(t) + L{ f1 (e(t) + ζ (t), y(t)) − f1 (ζ (t), y(t))}. (6.87)

Therefore, provided that Condition 2 of Theorem 6.7 is also met, then ζ̂ (t) is an
asymptotic estimate of ζ (t). This completes the proof of Theorem 6.7.
From Theorem 6.7, the design of the observer is reduced to the problem of finding
matrices L, N, J and E so that Conditions 1 and 2 are satisfied.
The following Theorem presents a necessary and sufficient condition for the solv-
ability of all the matrix equations in Condition 1 of Theorem 6.7.
Theorem 6.8.
All the matrix equations
 in Condition 1 of Theorem 6.7 are solvable if and only if
matrix D CW has full-column rank, i.e.,
 
rank D CW = (m + l). (6.88)
Remark 4: A close examination of the condition (6.88) reveals that the condition
is a generalization of the well-known observer matching condition. For condition
(6.88) to hold, a necessary condition is that the number of outputs is at least equal to
the number of unknown inputs (i.e., u(t) ∈ Rm ) plus the size of the nonlinear terms
which don’t satisfy the Lipschitz condition (i.e., f2 (x, u, y) ∈ Rl ). These two signals
affecting the plant dynamics are the only two signals in (6.71)-(6.72) which do not
satisfy any regularity condition: they are arbitrary and are treated as unknowns. On
top of that, it is required that the effects of these two signals are distinguishable in
some sense at the plant output, because of the full-column rank condition.
Proof: Equations LĒ + EC̄ = In+m and LW = 0 of Condition 1 can now be combined
into    
L E S = In+m 0 (6.89)
6.4 State and Input Simultaneous Estimation for Nonlinear Systems 147

where S ∈ R(n+p)×(n+m+l) is a known matrix, defined as

   
Ē W In 0 W
S= = . (6.90)
C̄ 0 C D 0
 
From (6.89), a solution for the unknown matrix L E exists if and only if the
following condition holds
 
 S 
rank = rank(S). (6.91)
In+m 0

With W having a full-column rank of l, the left-hand side of (6.91) can be deter-
mined as
⎡ ⎤
  Ē W
S 
rank  = rank ⎣ C̄ 0 ⎦
In+m 0
In+m 0
 
W
= (n + m) + rank
0
= (n + m + l). (6.92)

The right-hand side of (6.91) can be determined as

 
In 0 W
rank(S) = rank
C D 0
  
In 0 In 0 W
= rank
−C I p C D 0
 
I 0 W
= rank n
0 D −CW
 
= n + rank D CW . (6.93)
 
Thus under the condition of Theorem 6.8 that the matrix D CW has full-column
rank, one can easily see that the condition (6.91) holds and therefore a solution to
(6.89) exists and can be expressed as
   
L E = In+m 0 S+ + Z(In+p − SS+) (6.94)

where S+ is a generalized inverse of S, i.e., S+ = (ST S)−1 ST , Z is an arbitrary matrix

of dimension (n + m) × (n + p).
From (6.94), matrices L and E are obtained as

L = L1 + ZL2 , (6.95)
E = E1 + ZE2 (6.96)
148 6 Functional State and Unknown Input Observers for Nonlinear Systems

where L1 , L2 , E1 and E2 are known matrices, defined as

   
  + In + I
L1 = In+m 0 S , L2 = (In+p − SS ) n , (6.97)
0 0
   
  + 0 0
E1 = In+m 0 S , E2 = (In+p − SS+) . (6.98)
Ip Ip

Using (6.95), matrix N defined in Condition 1 of Theorem 6.7 can now be ex-
pressed as
N = LĀ − GC̄ = Φ + ZΨ − GC̄ (6.99)
where Φ and Ψ are known matrices, defined as

Φ = L1 Ā, Ψ = L2 Ā. (6.100)

In (6.99), Z and G are two unknown matrices which will be solved for while ensuring
that the observer error system defined in (6.101) will be asymptotically stable. Then
from G = J − NE, matrix J is obtained as J = G + NE. This completes the proof of
Theorem 6.8.
Let one now focuses on the asymptotic stability of the observer error defined
in Condition 2 of Theorem 6.7. By substituting (6.99) and (6.95) into (6.81), one
obtains

ė(t) = Ne(t) + L{ f1 (e(t) + ζ (t), y(t)) − f1 (ζ (t), y(t))}

= (Φ + ZΨ − GC̄)e(t)
+ (L1 + ZL2 ){ f1 (e(t) + ζ (t), y(t)) − f1 (ζ (t), y(t))}. (6.101)

Under the Lipschitz assumption (6.74), the problem of finding Z and G to ensure
that the estimation error, e(t), converges asymptotically to zero for all ζ (t) and y(t)
can be quite easily handled. This problem has been discussed previously (see, for
example, from (6.25) and thereon by using a Lyapunov functional approach). Thus,
by following the same approach, the following theorem, expressed in LMI, is given
which ensures asymptotic convergence of the observer error.
Theorem 6.9.
The error e(t), as defined in (6.101), converges asymptotically to zero for all
ζ (t) and y(t) provided that the Lipschitz assumption (6.74) holds and there ex-
ist a positive definite matrix Q = QT ∈ R(n+m)×(n+m) , matrices X ∈ R(n+m)×p and
Y ∈ R(n+m)×(n+p) and two positive scalars β1 and β2 such that the following LMI
holds ⎡ ⎤
Δ QL1 Y L2
⎣ LT1 Q −β1 In 0 ⎦<0 (6.102)
LT2 Y T 0 −β2In
where Δ = QΦ + Φ T Q + Y Ψ + Ψ T Y T − C̄T X T − X C̄ + γ 2 (β1 + β2 )I(n+m) .
Furthermore, matrices Z and G are given by Z = Q−1Y and G = Q−1 X.
A computational algorithm is stated as follows.
6.4 State and Input Simultaneous Estimation for Nonlinear Systems 149

6.4.2 Design Algorithm

1. From (6.97) and (6.100), obtain matrices L1 , L2 , Φ

and Ψ .
2. Solve the LMI (6.102). If Q, X, Y , β1 and β2
satisfying (6.102) are found, then go to step 3.
3. Obtain Z = Q−1Y and G = Q−1 X. Matrices L, E and N
are then obtained from (6.95), (6.96) and (6.99),
respectively.
4. Finally, obtain matrix J, where J = G + NE. The
observer design is completed.

6.4.3 A Numerical Example

Consider a nonlinear system as described by (6.71)-(6.72), where matrices A, B, C,

D, the nonlinear function f (x(t), u(t), y(t)) are as given below
⎡ ⎤ ⎡ ⎤
−10 1 0 0 1    
⎢ −48.6 −1.26 48.6 0 ⎥ ⎢ 0 ⎥ 1 0 0 0 0.5
A=⎣ ⎢ ⎥ ,B=⎣ ⎢ ⎥ ,C= ,D= ,
0 0 −22 1 ⎦ 2 ⎦ 0 1 0 0 1
1.95 0 −19.5 −6 0.5
⎡ ⎤
0
⎢ tx2 (t)x3 (t) ⎥
⎢
f (x, u, y) = ⎣ ⎥ and u(t) is an unknown input signal.
0 ⎦
3.205sin(x3 (t))
The objective of this example is to design an asymptotic observer to estimate si-
multaneously the states, x(t) and the unknown input signal, u(t). The nonlinear func-
tion of this example is not fully Lipschitz due to the presence of the term tx2 (t)x3 (t).
On the other hand, the nonlinear function can be expressed into two portions defined
in (6.73), where
⎡ ⎤ ⎡ ⎤
0 0
⎢ 0 ⎥ ⎢1⎥
f1 (x, u, y) = ⎢
⎣
⎥ , W = ⎢ ⎥ , f2 (x, u, y) = tx2 (t)x3 (t)
⎦ ⎣0⎦
0
3.205sin(x3 (t)) 0

and the Lipschitz constant is γ = 3.205. The nonlinear term, tx2 (t)x3 (t), can now be
treated as unknown input.
Based on the design algorithm given in Section 6.4.2, the following step by step
is followed.
150 6 Functional State and Unknown Input Observers for Nonlinear Systems

Step 1: Using (6.97) and (6.100) matrices L1 , L2 , Φ and Ψ are obtained, where
⎡ ⎤ ⎡ ⎤
1 0 0 0 −10 1 0 0 1
⎢ 2 0 0 0⎥ ⎢ −20 2 0 0 2⎥
⎢ ⎥ ⎢ ⎥
L1 = ⎢
⎢ 0 0 1 0 ⎥, L2 = 0, Φ = ⎢ 0 0 −22 1 2 ⎥ and Ψ = 0.
⎥ ⎢ ⎥
⎣ 0 0 0 1⎦ ⎣ 1.95 0 −19.5 −6 0.5 ⎦
−2 0 0 0 20 −2 0 0 −2
Note that here L2 = 0 and Ψ = 0 and thus one can let Z = 0 and hence Y = 0.
Accordingly, the LMI problem (6.102) is reduced to only finding a positive matrix
Q, a matrix X and a positive scalar β1 .
Step 2: With Z = 0 and Y = 0, the LMI problem (6.102) yields the following
⎡ ⎤ ⎡ ⎤
2.0731 0.1205 0.0509 0.2659 0.2543 −10.7345 3.3533
⎢ 0.1205 1.7112 −0.6647 0.5416 0.3853 ⎥ ⎢ −23.0995 12.1190 ⎥
⎢ ⎥ ⎢ ⎥
Q= ⎢⎢ 0.0509 −0.6647 0.8233 −0.6269 −0.3101 ⎥, X=⎢ −2.2594 0.6919 ⎥
⎥ ⎢ ⎥
⎣ 0.2659 0.5416 −0.6269 0.8703 0.4124 ⎦ ⎣ −3.9436 −1.0486 ⎦
0.2543 0.3853 −0.3101 0.4124 0.9842 12.6836 −1.9851
and β1 = 1.
Steps 3&4: All the observer parameters of the observer defined in (6.75)-(6.76)
are obtained as follow
⎡ ⎤ ⎡ ⎤
−6.6195 −0.5009 0 0 1.1894 1 0 0 0
⎢ 2.7132 −9.0790 0 0 2.2776 ⎥ ⎢ 2 0 0 0⎥
⎢ ⎥ ⎢ ⎥
⎢
N = ⎢ 27.5118 −6.8983 −22 1 8.8575 ⎥, L = L1 = ⎢ ⎥
⎢ 0 0 1 0 ⎥,
⎥
⎣ 21.6775 1.7764 −19.5 −6 12.1402 ⎦ ⎣ 0 0 0 1⎦
−2.2514
⎡ 1.8242
⎤ ⎡0 0 −9.3015
⎤ −2 0 0 0
0 0 0 1
⎢ −2 1 ⎥ ⎢0 2⎥
⎢ ⎥ ⎢ ⎥
E = E1 = ⎢ 0 0 ⎥ and J = ⎢
⎢ ⎥ ⎥
⎢ 4 0 ⎥. Also, the term L f1 (ζ̂ (t), y(t)) can be
⎣ 0 0⎦ ⎣1 0⎦
2 0 0 −2
expressed as ⎡ ⎤ ⎡ ⎤
1 0 0 0 ⎡ ⎤ 0
⎢ 2 0 0 0⎥ 0 ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ 0 ⎥
⎢ ⎥ ⎢ 0 ⎥ ⎢ ⎥.
L f1 (ζ̂ (t), y(t)) = ⎢ 0 0 1 0 ⎥ ⎣ ⎦ = ⎢ 0 ⎥
⎣ 0 0 0 1⎦ 0 ⎣ 3.205sin(x̂3 (t)) ⎦
3.205sin(x̂3 (t))
−2 0 0 0 0
For numerical simulation, the unknown input signal, u(t), is chosen as a sinu-
soidal signal, u(t) = 100sin9t. Superimposed in Fig. 6.5 are the time responses of
the input signal u(t) and its estimate, û(t). Figures 6.6 and 6.7 show the responses of
the system states x3 (t) and x4 (t) and their estimates. It is clear from the simulation
that all the estimates of both the input and system states settle quickly to the actual
responses of these signals.
6.4 State and Input Simultaneous Estimation for Nonlinear Systems 151

150
Actual
Estimated

100

50

−50

−100
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.5. Responses of u(t) and û(t)

25
Actual
Estimated
20

15

10

−5

−10
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.6. Responses of x3 (t) and x̂3 (t)

152 6 Functional State and Unknown Input Observers for Nonlinear Systems

30
Actual
25 Estimated

20

15

10

−5

−10

−15
0 0.5 1 1.5 2 2.5 3 3.5 4
Time(sec)

Fig. 6.7. Responses of x4 (t) and x̂4 (t)

6.5 Conclusion
This chapter has presented a method for the design of reduced-order observers to
estimate a required partial set of states of the state vector of a class of nonlinear
systems. A procedure has been presented for the decomposition of the nonlinear
function into two portions, one is Lipschitz with respect to the partial states and the
other is treated as unknown inputs. Based on this decomposition, observer design
can be realized by combining unknown input observers theory with nonlinear Lips-
chitz results. The results have also been extended to include an additional unknown
input vector. This chapter has also discussed the design of full-order observers to
estimate simultaneously the state and unknown input vectors for a class of nonlin-
ear multi-input multi-output systems. All design methods presented in this chapter
dealt with a wider class of nonlinear systems where the nonlinear functions are not
necessarily to be Lipschitz. In the next chapter, one will further look at the problem
of estimating simultaneously the state and unknown input vectors of uncertain sys-
tems which are subjected to time-varying delay. The emphasis will be on the design
of reduced-order observers and linear functional observers.