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H Filter Design For State Estimation and Unknown Inputs 2014 IFAC Proceedi
H Filter Design For State Estimation and Unknown Inputs 2014 IFAC Proceedi
Abstract— We consider a novel method to design a H∞ filter condition for existence of the designed filter is derived,
for a class of nonlinear systems subject to unknown inputs. which requires solving a nonlinear matrix inequality. In
First, we rewrite the system dynamics as a descriptor system. order to facilitate the filter design, the obtained condition
Then, we design a robust H∞ reduced-order filter to estimate
both state variables and unknown inputs at the same time. is formulated in terms of a linear matrix inequality (LMI)
Based on a Lyapunov functional, we derive a sufficient condition that can be easily solved by well-known algorithms in this
for existence of the designed filter which requires solving a area.
nonlinear matrix inequality. The achieved condition is further The rest of this paper is organized as follows. In Section 2,
formulated in terms of a linear matrix inequality (LMI) that we introduce the class of nonlinear systems with unknown
is straightforward to solve by popular methods. Finally, the
proposed filter is illustrated with an example. inputs. In Section 3, we propose a new method to design
a reduced-order filter for the systems under study. To vali-
I. INTRODUCTION date the proposed nonlinear filter, an example is shown in
Section 4. Conclusions are presented in Section 5.
Observer design for nonlinear systems is a popular prob-
lem in control theory that has been studied in many angles. II. P RELIMINARIES AND PROBLEM STATEMENT
Moreover, state estimation of nonlinear system in the pres-
Consider the following nonlinear system subject to un-
ence of unknown inputs is one of the fascinating relevant
known inputs:
topics in the modern control theory. See for instance [1]–[6]
and references therein. h
However, to the best of our knowledge, the idea of using ẋ =Ax + Bu + D f (x) + D1 ω + ∑ Fi νi ,
i=1
descriptor systems to estimate the state variables together h
with unknown inputs is still an open question and it needs y =Cx + D2 ω + ∑ Gi νi (1)
more attention. Briefly, observer design for descriptor sys- i=1
tems has been investigated in different aspects. In this field,
where x ∈ Rn , u ∈ Rm and y ∈ R p are the state vector,
we can refer our readers to [7]–[10] where the authors
known input and output vector, respectively. For i = 1, ..., h
consider a variety of nonlinear methods on the descriptor
(h ≤ p), νi (t) ∈ R are unknown inputs that can affect both
systems with Lipschitz nonlinearities.
actuators and sensor. Matrices A, B, C, D, D1 , D2 , Fi
On the other hand, the problem of the state estimation (for i = 1, ..., h) and Gi (for i = 1, ..., h) are real and with
for descriptor systems in presence of noise has also been appropriate dimensions. The function f is nonlinear. ω is
the subject of several studies in the past decades. There are exogenous disturbance which belongs to L2 [0, ∞). The aim is
two popular methods in this field as Kalman filtering and the to design a nonlinear filter such that it can estimate the state
H∞ approach. In Kalman filtering, briefly, the system and the vector x together with the unknown inputs νi (for i = 1, ..., h)
measurement noises are assumed to be Gaussian with known asymptotically. To specify the class of nonlinear systems
statistics [11] while for arbitrary type of noise with bounded under study, we use the following assumption.
energy, H∞ filtering can guarantee a noise attenuation level.
Assumption 1. The function f (x) is nonlinear, and satis-
[12]–[14] and references therein are recent researches that
fies a Lipschitz constraint as follows:
have been done in filtering for descriptor systems.
Inspired by [14], where the authors designed an H∞ filter f (α) − f (β ) ≤ γα − β (2)
for a class of nonlinear singular systems, in this article √
we try to rewrite our problem as a descriptor system and where γ > 0 is the Lipschitz constant and x = xT x.
use the features of the descriptor systems to estimate the
III. M AIN RESULTS
state variables of the system together with the unknown
inputs, simultaneously. To achieve this objective, a sufficient Assume that,
T
Saleh S. Delshad, Andreas Johansson, and Thomas Gustafsson are
ζ = xT ν1 ν2 ... νh (3)
all with the Control Engineering Group at Luleå University of Tech-
nology, Sweden, {Saleh.S.Delshad,Andreas.Johansson, then, the augmented system dynamics are,
Thomas.Gustafsson}@ltu.se
Mohamed Darouach is with CRAN-CNRS UMR7039, Université η ζ̇ =Āζ + Bu + D f¯(ζ ) + D1 ω
de Lorraine, IUT de Longwy, Cosnes et Romain 54400, France,
{Mohamed.Darouach}@ univ-lorraine.fr y =C̄ζ + D2 ω (4)
978-3-902823-62-5/2014 © IFAC 61
19th IFAC World Congress
Cape Town, South Africa. August 24-29, 2014
ζ̂ = Jz + Ey since,
= Jε + JMηζ + EC̄ζ + ED2 ω Δ f¯T Δ f¯ =Δ f¯(ζ )T Δ f¯(ζ )
= Jε + (JMη + EC̄)ζ + ED2 ω (10) =Δ f (η̄ζ )T Δ f (η̄ζ )
if there exists a matrix M such that, =Δ f (x)T Δ f (x)
≤γ 2 eT e (19)
G = MB, NMη + LC̄ − M Ā = 0, JMη + EC̄ = I (11)
so,
or, T T
G = MB, (12) ε N P + PN + γ 2 J T J PMD ε
V̇ ≤ (20)
Δ f¯ DT M T P −Γ Δ f¯
N L Mη M Ā
= (13)
J E C̄ I It should be noted that if (15) is satisfied then the state
estimation error (14) tends to zero asymptotically for any
then (9) and (10) become,
initial value ε(0).
ε̇ = Nε + MD( f¯(ζ̂ ) − f¯(ζ )) + (LD2 − MD1 )ω
B. H∞ Design
e = Jε + ED2 ω (14)
The following theorem gives the sufficient conditions for
We will now formulate and solve an H∞ filter design problem (14) to be stable for ω = 0 and e2 < μω2 for ω = 0.
with the following conditions:
(1) The filter error (14) with ω = 0 is stable. Theorem 2 Consider the system (1) together with the non-
(2) Under zero initial condition, the induced L2 norm of linear filter (7). Under Assumption 1, given admissible
the operator from ω to e is less than μ , i.e. e2 < μω2 . Lipschitz constant γ and disturbance tuning parameter μ,
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19th IFAC World Congress
Cape Town, South Africa. August 24-29, 2014
there exist matrices N, L, M, J, E, and P > 0 with appro- Clearly, if Φ < 0, then
priate dimensions such that the following inequalities have
V̇ ≤ μ 2 ω T ω − eT e (28)
a feasible solution:
⎡ ⎤ Integrating of both sides of this inequality from zero to
a11 a12 a13
infinity yields
Γ − I < 0, Φ = ⎣aT12 −Γ 0 ⎦ < 0 (21)
aT13 0 a33 V (∞) −V (0) ≤ μ 2 ω(t)22 − e(t)22 (29)
with, for zero initial values, we obtain
a11 = N T P + PN + (1 + γ 2 )J T J, V (∞) ≤ μ 2 ω(t)22 − e(t)22 (30)
a12 = PMD, which leads to
a13 = P(LD2 − MD1 ) + (1 + γ 2 )J T ED2 , e(t)22 < μ 2 ω(t)22 (31)
a33 = (1 + γ 2
)DT2 E T ED2 − μ 2 I (22) and this completes the proof.
According to [14], (13) has a solution if only if,
Then the state estimation error (14) produced by filter (7) ⎡ ⎤
tends to zero asymptotically for ω = 0 and e2 < μω2 Mη
for ω = 0. ⎢ C̄ ⎥ Mη
⎢
rank ⎣ ⎥ = rank =n (32)
M Ā ⎦ C̄
Proof. From Theorem 1, we know that system (14) is I
asymptotically stable if (15) is valid. Now let ω = 0,
let R be any arbitrary full row rank matrix such that,
V̇ =ε̇ Pε + ε Pε̇
T T
R Mη
rank = rank =n (33)
=[Nε + MDΔ f¯ + (LD2 − MD1 )ω]T Pε C̄ C̄
+ ε T P[Nε + MDΔ f¯ + (LD2 − MD1 )ω] (23) then there always exist matrices M and K such that,
by adding and subtracting the right side of (23) by Δ f¯T ΓΔ f¯, Mη = R − KC̄ (34)
V̇ =ε T (N T P + PN)ε or,
η
+ ε T PMDΔ f¯ + Δ f¯T DT M T Pε M K =R (35)
C̄
+ ω (LD2 − MD1 ) Pε
T T
Now from Assumption 2, equation (35) always has a solution
+ ε T P(LD2 − MD1 )T ω given by, +
+ Δ f¯T ΓΔ f¯ − Δ f¯T ΓΔ f¯ η
M K =R (36)
C̄
≤ε T (N T P + PN)ε
+ Δ f¯T DT M T Pε + ε T PMDΔ f¯ where [.]+ represents any generalized inverse operator satis-
fying [.][.]+ [.] = [.]. Thus,
+ ω T (LD2 − MD1 )T Pε + +
+ ε T P(LD2 − MD1 )ω η I η 0
M=R and K = R (37)
C̄ 0 C̄ I
+ Δ f¯T Δ f¯ − Δ f¯T ΓΔ f¯ (24)
Also, the general solution for (13) is given by,
from (19), + +
N L M Ā Mη Y1 Mη Mη
= + (I − ) (38)
V̇ ≤ε T (N T P + PN)ε J E I C̄ Y2 C̄ C̄
+ Δ f¯T DT M T Pε + ε T PMDΔ f¯ where [Y1T Y2T ]T is an arbitrary matrix of appropriate dimen-
+ ω (LD2 − MD1 ) Pε
T T sion that will be identified later on. In order to facilitate the
+ ε T (LD2 − MD1 )T Pω filter design, we convert the provided nonlinear inequalities
in (21) to an LMI problem. For this end, let’s define,
+ γ 2 eT e − Δ f¯T ΓΔ f¯ (25) +
Mη I
Since, α1 = (39a)
C̄ 0
+
eT e =ε T J T Jε + ω T DT2 E T ED2 ω + ε T J T ED2 ω α2 =
Mη 0
(39b)
ω T DT2 E T Jε (26) C̄ I
+
Mη Mη I
By letting λ = ε Δ f¯ ω , the following inequality is β1 =(I − ) (39c)
C̄ C̄ 0
obtained through (25) and (26) +
Mη Mη 0
β2 =(I − ) (39d)
V̇ + eT e − μ 2 ω T ω ≤ λ T Φλ (27) C̄ C̄ I
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19th IFAC World Congress
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19th IFAC World Congress
Cape Town, South Africa. August 24-29, 2014
4
Therefore, according to (40), the H∞ observer dynamics are
as follows: 2
⎡ ⎤ ⎡ ⎤
x1
−4 0.5 0 3 5 0
x2
−3 −2 0
⎡ ⎤ ⎡ ⎤
0.176 −0.235 −0.118 0 0 −1
⎢ 0.088 0.132 −0.059⎥ ⎢0 0⎥ 0 2 4 6 8 10 12 14 16 18 20
⎢ ⎥ ⎢ ⎥
⎢ ⎥
ζ̂ (t) = ⎢ 0.235 −0.147 0.176 ⎥ z(t) + ⎢ ⎥
⎢0 0⎥ y(t)
4
x3
−0.088 −0.132 0.059 0 1 0
(49)
−2
0 2 4 6 8 10 12 14 16 18 20
In order to simulate the designed filter, the following as- t (sec)
sumptions are made:
T Fig. 2. Real (solid) and Estimated (dashed) State Variables
x(0) = 3 2 −2 ,
T
z(0) = 0 0 0 , 8
1 4
ν1
0.8 3
0.6
2
0.4
1
0.2
0
ω(t)
0
−1
0 2 4 6 8 10 12 14 16 18 20
−0.2
t (sec)
−0.4
−0.8
−1
system with unknown inputs. The designed filter is able to
0 2 4 6 8 10 12 14 16 18 20
t (sec)
estimate both states and unknown inputs, simultaneously. In
the proposed method, first we rewrite the system dynamics
as a descriptor system and design an H∞ reduced-order filter
Fig. 1. Exogenous Disturbance ω(t)
for the new system dynamics. Then, we derive a sufficient
condition for existence of the designed filter which requires
After simulating the designed filter described as (49), solving a nonlinear matrix inequality. In order to facilitate the
results are presented in Fig. 2, Fig. 3 and Fig. 4. The Fig. 2 proposed filter design, the obtained condition is formulated in
shows the real and estimated state variables for initial condi- terms of LMIs that can be solved by well-known algorithms
tions given by (50) simultaneously. The estimated unknown easily. Finally, the proposed filter is validated by an example
inputs are shown in Fig. 3 and Fig. 4, respectively. Based on and simulation results are shown.
Fig. 2, Fig. 3 and Fig. 4, one can see that the filter performs
as expected. R EFERENCES
V. CONCLUSIONS [1] M. Darouach, M. Zasadzinski, O. A. Bassong, and S. Nowakowski,
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65
19th IFAC World Congress
Cape Town, South Africa. August 24-29, 2014
2.5
1.5
0.5
ν2
−0.5
−1
−1.5
−2
0 2 4 6 8 10 12 14 16 18 20
t (sec)
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