Automatica 42 (2006) 1883 1889

www.elsevier.com/locate/automatica

Brief paper

State and unknown input estimation for linear discrete-time systems

Thierry Floquet a, , Jean-Pierre Barbot b
a LAGIS UMR CNRS 8146, Ecole Centrale de Lille, BP 48, Cit Scientique, 59651 Villeneuve-dAscq, France
b Equipe Commande des Systmes (ECS-EA 3649), ENSEA, 6 Avenue du Ponceau, 95014 Cergy Cedex, France

Received 3 June 2005; received in revised form 8 February 2006; accepted 29 May 2006
Available online 8 September 2006

Abstract
In this paper, a state and unknown input delayed estimator is designed for discrete-time linear systems even if some well-known matching
condition does not hold. This result is obtained using a constructive algorithm that analyzes the state observability and the left invertibility of
the systems with unknown inputs and that provides a suitable canonical transformation for the design of the estimator.
2006 Elsevier Ltd. All rights reserved.
Keywords: Discrete-time linear systems; Unknown inputs; State observation

1. Introduction
In many applications like fault detection and identication,
cryptography or parameter identiability, the design of observers for linear systems with unknown inputs is of paramount
importance and lots of works can be found in the literature
(see e.g. Darouach, Zasadzinski, & Xu, 1994; Hou & Mller,
1991; Kudva, Viswanadham, & Ramakrishna, 1980; Norton,
1985, and the references therein). While most observer design
methods were developed for continuous-time systems, little
attention has been paid to the discrete-time case. However,
while in discrete time the delayed outputs play a similar
role as the output derivatives in continuous-time systems,
they are much easier to obtain. Furthermore, it is important
to mention that a discrete-time estimator can be used for
discrete-time system but also for systems under sampling. In
that case, the order of approximation is an important question and some time derivatives of the unknown inputs may
appear. One can refer to the works of Diop, Grizzle, and
Ibrir (1999) or Kang (2006). In the latter reference, Kang,
using sampling, overcame some observability bifurcations
A preliminary version of this article was presented at the 2005 IFAC
World Congress, Prague. This paper was recommended for publication in
revised form by Associate Editor Tongwen Chen under the direction of Editor
Ian Petersen.
Corresponding author. Tel.: +33 3 20 67 60 13; fax: +33 3 20 33 54 18.
E-mail address: thierry.oquet@ec-lille.fr (T. Floquet).

0005-1098/$ - see front matter 2006 Elsevier Ltd. All rights reserved.
doi:10.1016/j.automatica.2006.05.030

that appear in the nonlinear continuous-time dynamics. For all

these reasons, the design of discrete-time estimator is more
and more popular and can be more appropriate when dealing
with real applications (as e.g. in signal processing).
This paper aims to design a delayed observer of the state
variables and the unknown inputs for a linear discrete-time
system of the form:
x(k + 1) = Ax(k) + Bu(k) + Dw(k),

(1)

y(k) = Cx(k) + Ew(k),

(2)

where x Rn is the state vector, y Rp is the output vector,

u Rq represents the known inputs and w Rm stands for the
unknown inputs. A, B, C, D and E are known constant matrices
of appropriate dimension. It is assumed that m
p

and, without
loss of generality, that rank C = p and rank D
E = m. Two
necessary and sufcient conditions for the existence of usual (or
Luenberger-type) disturbance decoupled observer were given
in Hautus (1983) and Hou and Mller (1994). Any invariant
zeros of (A, D, C, E) must lie inside the unit circle and

 

E CD
D
.
(3)
rank
= rank E + rank
0
E
E
Under these conditions, several observers have been designed
for deterministic systems (see e.g. Saif, 1998; Takahashi, Palhares, & Peres, 1999; Valcher, 1999 for discrete-time systems

1884

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889

and Chen & Patton, 1999; Darouach et al., 1994; Hou & Mller,
1991 for its continuous-time counterpart) or stochastic systems
(Darouach, Zasadzinski, & Boutayeb, 2003; Hou & Patton,
1998; Saberi, Stoorvogel, & Sannuti, 2000). Note that most of
these papers deal with the case where the unknown inputs do
not affect the outputs, i.e. E=0. It is also worth noticing that the
same conditions are required for the design of asymptotically
stable sliding mode observers.1
The main contribution of this work is to relax the matching condition (3) usually required in previous approaches and
to introduce an estimator that allows for the recovery of both
state and unknown inputs after a nite number of sampling
intervals.2 In Jin, Tahk, and Park (1997), an observer was
also designed for discrete-time systems that do not satisfy the
matching condition, but without unknown inputs in the measurement, i.e. E = 0. In this paper, we introduce a constructive algorithm in order to analyze if the system is nite-time
observable and left invertible with sampling delays. This algorithm computes some auxiliary variables unaffected by the
unknown inputs. They lead to a change of coordinates that
transforms the original system into a block observable triangular form well suited to design a so-called delayed estimator
(this approach can be extended to the continuous-time case by
using nite-time sliding mode observers, Floquet & Barbot,
2004). This estimator has good properties such as simplicity of
design and nite-time convergence after a minimum number of
sampling intervals. Furthermore, there is no assumption on the
boundedness of the unknown inputs as it is usually required
for continuous-time problems. However, no ltering function
is included in this kind of observer and it introduces delays
which can be prejudicial in practice (in control scheme or, for
example, in fault detection and isolation problems, Gu & Poon,
2003). Nevertheless, these are not real constraints in applications such as ciphering and deciphering using chaotic synchronization (Barbot, Belmouhoub, & Boutat-Baddas, 2003; Lilge,
1999) or off-line diagnostic with pre-ltering.

(a) Without loss of generality, one can reorder the components of y 1 as follows:
y 1 = [(C11 )T (C11 )T (C11 +1 )T (Cp11 )T ]T x,
where C11 , . . . , C11 satisfy for all j
1
Cj1 Ak D = 0

for all k N

(4)

and where C1 +1 , . . . , Cp11 are such that for 1
j
p1 1 ,
1
there exists an integer rj1 such that
C11 +j Ak D = 0

for all k < rj1 1,

C11 +j Arj 1 D  = 0
1

(5)

and such that r11

rp11 1 .

(b) Dene the set of row vectors
1 = span{C11 , . . . , C11 An1 , C21 , . . . , C21 An1 , . . . ,
C11 , . . . , C11 An1 }
and let 1 = rank 1 . Find 1 integers 11 , . . . , 11 such that
rank I1 = 1 where
I1 = [(C11 )T . . . (C11 A1 1 )T . . . (C11 )T . . . (C11 A1 1 )T ]T
1

(i.e. {C11 , . . . , C11 A1 1 , . . . , C11 , . . . , C11 A1 1 } is a basis of

1 ). One has 1 = 11 + + 11 . If 1 = n, stop the algorithm.
(c) Dene the set of row vectors
1

1 = span{C11 +1 , . . . , C11 +1 Ar1 1 , . . . ,

1

r1

Cp11 , . . . , Cp11 A p1 1

and the integer 1 such that rank(1 1 ) = 1 + 1 .
Find

p1 1 integers 11 , . . . , 1p1 1 such that, the matrix M1 = DI11
has rank 1 + 1 where
D1 = [(C11 +1 )T (C11 +1 A1 1 )T
1

2. Output information algorithm (OIA)

This section describes a constructive algorithm that transforms the system into a set of block triangular observable forms.
Iteration 0. Let d0 = rank E. If d0 < p, there exists a matrix

0 Rp1 p , where p1 = p d0 , such that
0 E = 0. Set
 0  
 0
y

0
C
=
y=
x,
y1

0
C1



0
is
any
matrix
such
that
is nonsingular.
where

0

0
Iteration 1. Consider the vector of outputs y 1 Rp1 .
1 Both approaches were compared in Edwards (2004) and Takahashi and
Peres (1999).
2 The nite-time convergence property implies that system (1)(2) has
no invariant zeros.

(Cp11 )T (Cp11 A

1p1 1 1 T T

) ] .

One has 1 =11 + +1p1 1 . If 1 +1 =n, quit the algorithm.

(d) Dene the matrix

0E
C 1 Ar11 1 D
 +1

1 = 1 .

..
1
r
1
Cp11 A p1 1 D
and note d1 = rank 1 . If d1 < p1 1 , one can nd a matrix

1 Rp2 (p1 1 ) , where p2 =p1 1 d1 , such that
1 1 =0.
Dene the ctitious output

C0
C2
1
1
C1 +1 Ar1
1

.. .
2
2

xC
x,
C
=
y 2 =
1

..
.

.1
2
C
r
p2
Cp11 A p1 1
Note that C 2 is not necessarily full rank.

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889

Iteration 2. The OIA is applied to the new vector of ctitious

outputs y 2 Rp2 .
(a) After possible reordering of the components of y 2 , by
analogy with Iteration 1(a), one can dene the integers 2 and
rj2 , 1
j
p2 2 .
(b) Let rank(1 1 2 ) = 1 + 1 + 2 where
2 = span{C12 , . . . , C12 An1 , C22 , . . . , C22 An1 , . . . ,

Then dene the integers 2j , 1
j
2 and the matrix I2 such


1
that M
has rank 1 + 1 + 2 . If 1 + 1 + 2 = n, the
I2
algorithm is stopped.
(c) By analogy with Iteration 1(c), one can dene the
set 2 and the matrix D2 and the related integers 2 and
(21 , . . . , 2p2 2 ). The algorithm is stopped if 1 + 1 + 2 +
2 = n or if 1 + 1 + 2 + 2 < n and D2 = .
(d) Dene the matrix

1
2
C2 +1 Ar1 1 D

2
2 =

..

.
rp2  1
2
Cp2 A 2 2 D
and note d2 =rank 2 . If d2 < (p1 1 )+(p2 2 ), one can nd
a matrix
2 Rp3 ((p1 1 )+(p2 2 )) , where p3 = (p1 1 ) +
(p2 2 ) d2 , such that
2 2 = 0. Then the OIA is applied to

C0
1
C1 +1 Ar1
1

..

.1

1
p

y 3 =
2 Cp1 A 1 1 xC 3 x.
2
2
C +1 Ar1
2

..

.2
rp 
2
Cp2 A 2 2
Repeating this procedure, one has:

= span{C1k , . . . , C1k An1 , C2k , . . . , C2k An1 , . . . ,

k
k n1
}.

Ck , . . . , Ck A

Ik = [(C1k )T (C1k A1 1 )T (Ckk )T (Ckk A

k

rk

Cpk k A pk k

}.

Let rank( i=1 i i )=

k1 , . . . , kpk k such that

i
i
i=1 ( + ).

Find pk k integers

M1

M1
k
..
..
.

rank
= rank
=
(i + i ),
.
Ik i=1
Mk
Dk
where
Dk = [(Ckk +1 )T (Ckk +1 A1 1 )T (Cpk k )T
k

(Cpk k A

kpk k 1 T T

) ] .

(d) Dene

k1
k
Ck +1 Ar1 1 D
k

k =

..

.
k
r
1
Cpk k A pk k D


and note dk = rank k . If dk < ks=1 (ps s ), let us set
k
pk+1 = s=1 (ps s ) dk . One can nd a matrix
k
k

Rpk+1 (
output

s=1 (ps s ))

such that
k k = 0. Dene the ctitious

C0
1
r
 +1 A 1
1

..

.1

C 1 Arp1 1

p1
xC k+1 x.
y k+1 =
k
..

.
k
k

C +1 Ar1
k

..

.
C1

Cpk k A pk k
Stop the algorithm if
1. there exists a  N, such that


(i + i ) < n and

i=1

M1
k1
.. i

=
( + i ) + k , where
rank
.
i=1
Ik


i=1 i
i
k
i
i
k
Let rank (( k1
k1 ( +  ) +  .
i=1  )  ) =
Find k integers k1 , . . . , 1k , such that

k = span{Ckk +1 , . . . , Ckk +1 Ar1 1 , . . . , Cpk k , . . . ,

rk

Iteration k. The ctitious output y k Rpk , that has been

dened in Iteration k 1, is considered.
(a) Set the integers k and rjk , 1
j
pk k .
(b) Compute the set of row vectors


(c) Compute the set of row vectors

C22 , . . . , C22 An1 }.

1885

kk 1 T T

) ] .

D = or d =


(ps s ) ,

s=1

2. there exists an l  N such that

i=1 (

+ i ) = n.

The number of iterations is nite (
n p + 1). In case 1,

it is not possible to estimate the state of system (1)(2) with
the method described in this work. In case 2, a canonical transformation can be dened. It can be noticed that the algorithm

1886

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889

works for systems (that satisfy the matching condition or not)

that belong to the class of left invertible systems having no invariant zeros.

After application of the algorithm, the following (n n)

nonsingular matrix can be dened:

M1
.
T = .. .
Ml 
Under the coordinate transformation
x = T 1 [(1 )T ( 1 )T . . . (l )T ( l )T ]T ,


i = ... ,
ii

i
1
i = ...
ipi i

for 1
i
l  ,

(ii) The design of the observer is given in the next section.



with

(ij )1
.
ij = ..
(ij )i

( ij )1
.
ij = ..
( ij )i

for 1
j
i ,

4. Observer design

for 1
j
pi i , the system (1)(2) becomes


ij (k + 1) =
(ij )ij (k) + i,j x(k) + Bi,j
u(k),

(6)

In Belmouhoub, Djema, and Barbot (2003), a step-by-step

delayed estimator was designed for a class of discrete-time
systems that satisfy a so-called extended matching condition
(see Perruquetti & Barbot, 2002, chap. 4).3 This estimator is
widened to the case of systems that can be put into the form
(6)(7).

ij (k + 1) =
(ij ) ij (k) + i,j x(k) + i,j w(k) + Bi,j u(k),
(7)

0 1 0 0 0
0
0 0 1 0 0
. . . .

..
. . .
. . ... , i,j = . ,

(l) =
. . .

0
0 0 0 0 1
i
Cji Aj
0 0 0 0 0

0
0
.
.
..
..

,  =
,
i,j =
i,j

0 i
0 i
j
j 1
i
i
C +j A
C +j A
D

4.1. Reconstruction of the state

First step: Consider the subsystem of (6)(7) related to the
available measurements, that is to say i =1. For the outputs that
are not affected by the unknown inputs, one has yj1 (k)=(1j )1 (k)
and
(1j )1 (k

+ 1) = (1j )2 (k) +

(1j )2 (k + 1) = (1j )3 (k) +

where
(l) Rll , i,j R

ij n

, i,j R

Proposition 1. If there exists an l  N such that

i ) = n then:

i=1 (

(i) rank l = m,
(ii) the state and the unknown inputs can be estimated after a
nite number of sampling intervals.


B1,j

l=1
q


1,l

ul (k),


(B1,j
)2,l ul (k),

..
.

, i,j

j q
 Rj q and B
Rj m , Bi,j
. The system is put
i,j R
into a block triangular observable form.

q 

l=1

ij n

0E
1 1
r
 +1 A 1 D

..

C 1 Arp11 1 1 D

p1

rankl  = rank
..

. 
l

l
C  +1 Ar1 1 D
l

..

.
l

r
1
C l A pl  l  D
pl 

0 Ipp
0
I1

 
0 D
D1

= rank ..
= m.

0 E
.
I
0
l
Dl 
0

C1

3. System transformation

where
i

Proof. (i) From

 (4), (5), the denitions of the matrices Ii and
Di and since li=1 (i + i ) = n, one has:

(1j )1 1 (k + 1) = (1j )1 (k) +

j

(1j )1 (k + 1) = Cj1 Aj x(k) +

1


(B1,j
)1 1,l ul (k),
j

l=1
q


(B1,j
)1 ,l ul (k),

l=1

3 Actually, the algorithm applied to this class of systems stops after the
rst iteration.

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889

 )
where 1
j
1 , and where (B1,j
h,l are the elements of the

hth row of the matrix B1,j . Those equations can be rewritten
as follows:

(1j )1 (k) = yj1 (k),

(ij )2 (k 1) = yj1 (k)
(ij )3 (k 2) = yj1 (k)

q

l=1
q

4.2. Estimation of w
An estimate of  can be obtained from the last rows of each
subsystem of (7). Indeed, for 1
i
l  , 1
j
pi i :
Ci i +j Aj 1 Dw(k) = ( ij )i (k + 1) Ci i +j Aj x(k)
i


(B1,j
)1,l ul (k 1),


(B1,j
)1,l ul (k 1)

q

l=1

(Bi,j )1 ,l ul (k)

j

or, in compact form,

l=1
q

1887


(B1,j
)2,l ul (k 2),

 w(k) = ( (k + 1), (k), (k), u(k)),

(8)

l=1

where

..
.
(1j )1 (k 1j + 1) = yj1 (k)
j

1j 1 q


(B1,j
)s,l ul (k s).

s=1 l=1

Consequently, using delays, all the state 1 can be estimated at

the time (k 
1 + 1) where 
1 = max1
j
1 1j .
In a similar way, one gets an estimate of the state 1 at the
time (k  1j + 1), where  1 = max1
j
p1 1 1j .
Second step: In order to get an estimate of the other states,
one uses the ctitious outputs:

C0
y 0 (k)
1
r
1
 +1 A 1
y +1 (k + r11 )

1
2
y (k) =
1
.
x(k) =
1
..
..

.
.1
rp 
1
1
1
yp1 (k + rp1 1 )
Cp1 A 1 1
C1

Since rp11 1 = max1
j
p1 1 rj1 , y 2 (k rp11 1 ) is available.

From the denition of
1 (see Iteration 1(d) in the algorithm),
y 2 is not affected by the unknown inputs.
Then, in a similar manner as in the rst step, 2 is estimated
2 + 1) and the state 2 is known at
at time (k rp11 1 
2 = max1
j
2 2j and
time (k rp11 1  2 + 1), where 
 2 = max1
j
p2 2 2j .
Following this procedure, one obtains recursively the whole
state and for 2

l  :


 is known at time


rpi i i


+1 ,

i=1


at time


rpi i i  + 1 .

i=1

Thus, one gets an estimate of the state after a nite number

of sampling intervals  less than (rp00 0 0):
max

0

l  1



i=0

rpi i i

+

+1

1;

i=0


rpi i i

+ 

+1

1 .

A1 1 D

..

1
C 1 Ap1 1 1 D
p1

..
.
 =
. 

l 1
l


C  +1 A 1 D
l

..

.


lp    1
l
Cpl  A l l D

C1

1 +1

Since  is known, at least, at time (k  1) and since

rank  = m (following the same argument as in Proposition
1), the relation (8) provides an estimate of the unknown inputs:
w(k  1) = ( )+ ,
where ( )+ is a pseudo-inverse of  .
5. Example
Let us consider the following linear discrete-time system:

1
1 1
1 0
2
0 1 0 0 2

x(k + 1) = 21 1
0
0 1 0 x(k)

0
1 1.5 0 0
2 0.5 0 0 1

1
0 0
1 0
0

+ 2
1 0 w(k),

1 1 0
1 0 2




1 0 0 0 0
0 0 0
y(k) = 0 1 0 0 0 x(k) + 0 1 0 w(k).
0 0 1 0 0
0 0 0
It can be noticed that the matching condition (3) is not satised.
Thus, standard observers cannot be designed. Then, let us apply
the OIA.


 
1 0 0
C1
Iteration 0. rank E = 1,
0 =
x.
, y1 =
0 0 1
C3

1888

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889


C1
,
C3

1 0
and
0 0
1 0


C3 D

1 = [1 2 1].

Then, y 2 (k) = y2 (k) 2y1 (k + 1) + y3 (k + 1) = C12 x(k), with

C12 = [ 23 0 21 21 0].
Iteration 2.

 2   3
0 21 21 0
C1
2
D2 =
,
=
1
C12 A
1 21
0
0
2

0 E
0 1 0
0 0
C D 1
2 = 1 =
and
2 = [0 1 0 2].
C3 D
2
1 0
C12 AD
21
0 0
Thus, y 3 (k) = y1 (k + 1) + 2y 2 (k + 2) = C13 x(k), with C13 =
[ 21 21 21 21 1].
It can be checked that

5
0

z2 (k + 1) = (2z1 0.5z2 z3 + 2w1 + w2 )(k),

(10)

z3 (k + 1) = z4 (k),

(11)

z4 (k + 1) = 0.5(0.5z1 0.25z2 z4 + z5 w1 )(k),

(12)

z5 (k + 1) = (0.25z2 + z4 + 0.5w2 + 2w3 )(k).

(13)

It is clear that one knows the states z1 , z2 from 0 till instant k.

From the choice of the new input y 2 , one gets the value of z3
and z4 after one and two sampling periods, respectively, since
y2 (k 1) 2y1 (k) + y3 (k) = y 2 (k 1) = z3 (k 1) = z4 (k 2).
This gives the value of z5 after three sampling periods, since
z5 (k 3) = y 3 (k 3) = y1 (k 2) + 2y 2 (k 1).
Then, from Eqs. (9)(13), the unknown inputs can be estimated as follows:
w1 (k 2) = z1 (k 1) (0.5z1 + 0.25z2 + z4 )(k 2),
w2 (k 2) = z2 (k 1) (2z1 0.5z2 z3 + 2w1 )(k 2),
2w3 (k 4) = z5 (k 3) (0.25z2 + z4 + 0.5w2 )(k 4).
Simulation results, with a sampling time of 0.1 s, are given in
Figs. 1 and 2. It can be seen that the state and the unknown inputs are estimated after a maximum of four sampling intervals.
6. Conclusion
In this paper, the problem of state estimation and unknown
input identication for discrete-time linear systems has been
considered. An algorithm that allows to recover both the state
and the unknown inputs after a nite number of sampling intervals has been given. It is worth noticing that this method

0
-5
1.7

Fig. 1. Reconstructed states.

1
0
-1

3.3 3.5

0.5
w2 and w2r

(9)

-10
0

0
-0.5
0

w3 and w3r

Under the change of coordinates z = T x, the system becomes

10

rank T = rank[(C1 )T (C3 )T (C12 )T (C12 A)T (C13 )T ]T = 5.

z1 (k + 1) = (0.5z1 + 0.25z2 + z4 + w1 )(k),

10

-5
00.1

x5 and x5r

1 =

 


0
0E
C1 D = 1

w1 and w1r

x4 and x4r

Iteration 1. I1 = , D1 =

1.1 1.3

2
0
-2
0

0.6

Fig. 2. Estimated unknown inputs.

can provide a solution when some matching condition that is

usually required in the literature does not hold. Straightforward
applications can be found in the elds of fault detection and
identication or cryptography. Further works aim at establishing explicit structural conditions stating whether the algorithm
might work or not and at enlarging the methodology to stochastic systems.
References
Barbot, J.-P., Belmouhoub, I., & Boutat-Baddas, L. (2003). Observability
normal forms. In W. Kang et al. (Ed.), New trends in nonlinear dynamics
and control, Lecture notes in control and information sciences, Vol 295
Berlin: Springer, pp. 317.
Belmouhoub, I., Djema, M., & Barbot, J.-P. (2003). Cryptography by
discrete-time hyperchaotic systems. IEEE Conference on Decision and
Control 19021907.
Chen, J., & Patton, R. J. (1999). Robust model-based fault diagnosis for
dynamic systems. Dordrecht: Kluwer Academic Publishers.
Darouach, M., Zasadzinski, M., & Boutayeb, M. (2003). Extension
of minimum variance estimation for systems with unknown inputs.
Automatica, 39(5), 867876.

T. Floquet, J.-P. Barbot / Automatica 42 (2006) 1883 1889

Darouach, M., Zasadzinski, M., & Xu, S. J. (1994). Full-order observers
for linear systems with unknown inputs. IEEE Transactions on Automatic
Control, 39(3), 606609.
Diop, S., Grizzle, J. W., & Ibrir, S. (1999). On regularized numerical observers.
IEEE Conference on Decision and Control, 29022903.
Edwards, C. (2004). A comparison of sliding mode and unknown input
observers for fault reconstruction. IEEE Conference on Decision and
Control, 52795284.
Floquet, T., & Barbot, J.-P. (2004). A sliding mode approach of unknown
input observers for linear systems. IEEE Conference on Decision and
Control, 17241729.
Gu, D. W., & Poon, F. W. (2003). A robust fault detection approach with
application in a rolling-mill process. IEEE Transactions on Control Systems
Technology, 11(3), 408414.
Hautus, M. L. J. (1983). Strong detectability and observers. Linear Algebra
and its Applications, 50, 353368.
Hou, M., & Mller, P. C. (1991). Design of observers for linear systems with
unknown inputs. IEEE Transactions on Automatic Control, 37(6), 632
635.
Hou, M., & Mller, P. C. (1994). Disturbance decoupled observer design:
A unied viewpoint. IEEE Transactions on Automatic Control, 39(6),
13381341.
Hou, M., & Patton, R. J. (1998). Optimal ltering for systems with unknown
inputs. IEEE Transactions on Automatic Control, 43(3), 446449.
Jin, J., Tahk, M.-J., & Park, C. (1997). Time-delayed state and unknown
input observation. International Journal of Control, 66(5), 733745.
Kang, W. (2006). Moving horizon numerical observers of nonlinear control
systems. IEEE Transactions on Automatic Control, 51(2), 344350.
Kudva, P., Viswanadham, N., & Ramakrishna, A. (1980). Observers for linear
systems with unknown inputs. IEEE Transactions on Automatic Control,
25(1), 113115.
Lilge, T. (1999). Nonlinear discrete-time observers for synchronization
problems. In New directions in nonlinear observer design, Lecture notes in
control and information sciences. Vol. 244 (pp. 491510). Berlin: Springer.
Norton, J. P. (1985). Treatment of noisily observed forcing in state estimation.
International Journal of Control, 41(1), 155160.
Perruquetti, W., & Barbot, J.-P. (2002). Sliding mode control in engineering.
New York: Marcel Dekker.
Saberi, A., Stoorvogel, A. A., & Sannuti, P. (2000). Exact, almost and optimal
input decoupled (delayed) observers. International Journal of Control,
73(7), 552581.

1889

Saif, M. (1998). Robust discrete time observer with application to fault

diagnosis. IEE Proceedings Control Theory and Applications, 145(3),
353357.
Takahashi, R. H. C., Palhares, R. M., & Peres, P. L. D. (1999). Discrete-time
singular observers: h2 / h optimality and unknown inputs. International
Journal of Control, 72(6), 481492.
Takahashi, R. H. C., & Peres, P. L. D. (1999). Unknown input observers for
uncertain systems: A unifying approach. European Journal of Control, 5,
261275.
Valcher, M. E. (1999). State observers for discrete-time linear systems with
unknown inputs. IEEE Transactions on Automatic Control, 44(2), 397
401.
Thierry Floquet received the M.S. and Ph.D.
degrees in automatic control from the University of Lille, France in 1997 and 2000,
respectively. Since 2001, he has been with the
Laboratoire dAutomatique, Gnie Informatique et Signal (LAGIS) in Lille, where he is
Charg de Recherche at the Centre National
de la Recherche Scientique (CNRS). His research interests include observer theory and
nonlinear control with applications to electrical
engineering and robotics.

Jean-Pierre Barbot is currently a Professor at

the Ecole Nationale Suprieure dElectronique
et de ses Applications (ENSEA), Cergy Pontoise, France. He is the Head of ECS team in
control systems. He received the Ph.D. degree in
automatic control from the University of Paris
XI (France) in 1989 and the HDR in 1997.
His main research activities deal with singular
perturbation in continuous time and under sampling, sliding mode control, observers, normal
form and synchronization of chaotic systems.
The domains of applications are robotics, electrical machine and cryptography.