Lecture 13 - Observers

Introduction
The white box view of dynamical systems

K. J. strm

State a number of variables that summarizes the past that

is useful for prediction

1. Introduction
2. The Observer Problem
3. Combining with State Feedback

The pole placement can be solved if all states are measured

4. Integral action

What to do if only outputs are known?

5. Response to Reference Signals

How to determine the state from the output?

6. Summary

Combine it with state feedback

Theme: Estimating the state and using the estimate for

feedback.

A new view on integral action

Computing the State from the Output

System
dx
= Ax
dt
y = Cx

Differentiate the output

y = Cx
dy
= CAx
dt
..
.
d n1 y
= CAn1 x
dtn1

dy

CA

dt

x
=
W
x
=

.
o

n1

n1

d y

CA
dtn1

Wo observability matrix
y

dy

dt
1

x = Wo
..

dn1 y

dtn1

An Other Attempt
The problem can be solved if the observability matrix has full
rank. Can we avoid differentiations?
dx
= Ax + Bu
dt
y = Cx

Simulate a model of the system

d x
= A x + Bu
dt

Introduce error x = x x
d x
= A( x x ) = A x
dt

Works if A stable, but it makes no use of u.

c K. J. strm August, 2001
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Two Ways to Calculate the State

An Alternative Solution

By differentiating the output


T
n1
x = Wo1 y d y . . . d n1y
dt

dx
= Ax + Bu
dt
y = Cx

dt

Drive the model by both u and y

This method has the drawback that it only uses the output and
that it is differentiated many times which is highly sensitive to
noise.
By integrating the input
d x
= A x + Bu
dt

d x
= A x + Bu + K ( y C x )
dt
Introduce error x = x x
d x
= A( x x ) K ( y C x ) = ( A K C) x
dt

Notice that use of output y gives extra freedom.

This method has the drawback that it only uses the input and
that it only works if the matrix A is stable.

Determine matrix K so that the matrix A K C has all its eigenvalues in the left half plane, then x will go to zero!

Can we combine the methods?

Example - The Car

dx
= Ax + Bu =
dt
y = Cx = ( 1

Example - The Car ...

 
0
x+
u
1

A KC =

0)x

Observability matrix


Wo =

The matrix

k1
k2

has the characteristic polynomial



s + k1 1
= s2 + k1 s + k2
det (sI A + K C) = det

k2

has full rank. The system is observable and the observer is



 
 
d x
0 1
0
k1
( y x 1 )
= A x + Bu =
u+
x +
k2
0 0
1
dt


k1 1
We have A K C =
k2 0

Choosing
k1 = 2 o
k2 = 2o

gives the characteristic polynomial s2 + 2 o s + 2o .

c K. J. strm August, 2001

&

Interpretation of the Observer

Comparison with State Feedback

The observer is a dynamical system with two inputs u and y

and two outputs x1 and x2 .


 
 
d x
0 1
0
k1
( y x 1 )
=
u+
x +
k2
0
0
1
dt

State feedback design: Find matrix L so that the matrix A B L

has prescribed eigenvalues.

Input-output relations

A matrix and its transpose have the same eigenvalues. We

have
( A K C) T = AT C T K T

X 1 ( s) =
X 2 ( s) =

U ( s) +
2

s2 + 2 o s + o
s2

2 o s + 2o
Y ( s)
s2 + 2 o s + 2o

s + 2 o
2o s
U ( s) + 2
Y ( s)
2
+ 2 o s + o
s + 2 o s + 2o

Physical interpretation. Compare with x 2 =

Observer design: Find Matrix K so that the matrix A K C has

prescribed eigenvalues.

State feedback and observer design are the same problem.

The same software can be used. Use state feedback program
to obtain the observer gain by feeding it by AT and C T instead
of A and B . Transposing L give the observer gain.

dy
dt

Observable Canonical Form

a1
1

a2

dz

..

.
dt

an1 0

an
0

y = 1 0 0...

...

0
1

0
0

0 z

1
0
0 ... 0

a1
1
0 ... 0

a
1
.
.
.
0
a

2
1
1
,
Wo =

.
.

...

Observable Canonical Form

0
b1

0
b2

..

z
+

0
bn

1
W
o

a1

a2
=

..

an

a1

...
...
...

an1

...

0
1

a1
1

a2

dz

..

.
dt

an1 0

an
0

y = 1 0 0...

...

0
0

0 z

0
b1

0
b2

..

z
+

0
bn

a
b
k
1 0 ... 0
1
1
1

a
0
1
0
b
k

2
2
2

d z

.
.
.

( y z1 )

.
.
.

=
+
u
+
z

.
.
.

dt

1
bn1
kn1
an1 0 0

an

c K. J. strm August, 2001

&

bn

kn

Summary

Output Feedback

If the system

Consider a system which is observable and controllable

dx
= Ax
dt
y = Cx

dx
= Ax
dt
y = Cx

is observable its state can be determined by the observer

d x
= A x + Bu + K ( y Cx)
dt

Determine the state with an observer and use state feedback

from the observed state. The controller is
u = L x
d x
= A x + Bu + K ( y C x )
dt

Combine measurements with mathematical model indirect measurements -redundancy

Sensor fusion in AI terminology
Determination of filter gain K similar to state feedback
design. Relation to the Kalman filter

The Closed Loop System

The controller is a dynamical system whose dynamics is

represented by the observer

Block Diagram of Process and Observer

Process

dx
= Ax + Bu
dt
y = Cx
u = L x

d x
= A x + Bu + K ( y C x )
dt

Observer contains a copy of the process model

Introduce the state x = x x instead of x .

dx
= Ax + Bu = Ax B L x = Ax B L( x x ) = ( A B L) x + B L x
dt
d x
= ( A K C) x
dt

K
u

Characteristic equation
det (sI A + B L) det (sI A + K C) = 0
c K. J. strm August, 2001
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Block Diagram of Closed Loop system

Observer

Observers and State Feedback - A Summary

Design of a controller for

Process

dx
= Ax + Bu,
dt

y = Cx

can be split into two problems

Design of a state feedback and an observer

A few things remains

The closed loop system has poles corresponding to the

eigenvalues of the state feedback Ac = A B L and the
observer Ao = A K C matrices

Integral action
How to introduce reference signals

The problems are similar. The observer is obtained by the

transformation A AT , B C T and L K T . The same
computer program can be used.
Interesting interpretation of controller

Integral Action by Explicit Disturbance Modeling

There are many ways to introduce integral action. Here we will
give a method based on explicit modeling of disturbances.
What is the meaning of the model
dx
= Ax + Bu
dt

Why do we introduce integral action?

Modeling Disturbances
Classical disturbance models:
dv
= 0, v(t) = a = constant
Step
dt
d2 v
Ramp 2 = 0, v(t) = a + bt
dt
d2 v
Sinusoid 2 + 2 v = 0, v(t) = a sin( t + b)
dt

Disturbances!
How to describe disturbances

c K. J. strm August, 2001

&

Constant Disturbance at Process Input

Example - The Car

Constant disturbance x3 = v, physical interpretation.

dx
= Ax + B (u + v)
dt
dv
=0
dt

0
dx
= 0 0 1 x + 1u
dt
0 0 0
0
y = Cx = ( 1 0 0 ) x

Feedback from estimated states

u = L x v

Observer
d
dt

 
x
v


=

 
x

0
= ( y C x )


+


u+

K
Kv

k1
k2
k3

A KC =

det (sI A + K C) =

1
s

k3

k3

To introduce the reference values we use the standard configuration with two degrees of freedom.

ur

0 !

k2

How to Introduce Reference Signals

has the characteristic polynomial

s + k1

System is observable (check this!). The observer

!
!
!
0 1 0
0
k1
d x
= 0 0 1 x + 1 u + k2 ( y x 1 )
dt

Example - The Car ...

The matrix

Model and
Feedforward
xm
Generator

u ff
u fb

Process

= s3 + k1 s2 + k2 s + k3

Observer

choose k1 = a + 2 o, k2 = 2a o + 2o , and k3 = a 2o to give

characteristic polynomial

A nice structure

(s + a)(s2 + 2 o s + 2o ) = s3 +(a + 2 o)s2 +(2a o + 2o )s + a 2o

Decoupling of estimation of disturbances K

Reduction of disturbances L
Response to reference signals

c K. J. strm August, 2001

&

Example - The Car

0
dx

= 0
dt
0

Example - The Car ...

0 1 x + 1u
1
0

y = Cx = ( 1

The complete controller

u = l1 ( xm1 x 1 ) + l2 ( xm2 x 2 ) x 3 + u m


2 m
u m = 2m r
xm2 xm1
2
m




0
1
0
dxm
=
x
+
r
m
dt
2m 2 m
2m

0 1 0
0
k1
d x
= 0 0 1 x + 1 u + k2 ( y x 1 )
dt
k3
0 0 0
0

0
0

0)x

Desired response in Laplace transforms

Ym = X m1 = M y R =

2m
R,
s2 + 2 m s + 2m

X m2 = s X m1

Hence
2m s2
R
+ 2 m s + 2m


2 m s + 2m

2
1 2
R = 2m R
sYm Ym
s + 2 m s + 2m
m

U m = P 1 M y R =

= 2m

s2

A Simulation

Summary

2 y och ym

An elegant approach to control system design

Interesting system structure with three components:

0
0

10

15

20 uff och ufb

10

Strong similarity between state feedback and observers

0
0
1

state feedback
observer
reference trajectory generator

10

15

10

15

v and ve

Sensor fusion and diagnosis y y

A new interpretation of integral action: disturbance estimator. Can be adapted to other signals.

0.5
0
0

c K. J. strm August, 2001

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