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Week 9-10 Part 4

This document discusses the design and implementation of a full order discrete-time state estimator. It begins by describing an open-loop estimator and its limitations. Then, it introduces the full order estimator which uses feedback to control the error dynamics and ensure convergence. The gain matrix L is computed to place the closed-loop error poles within the unit circle. An example is provided to demonstrate pole placement. Finally, the document discusses combining the estimator with a controller to form a compensator, showing that the controller and estimator designs are separated based on the separation principle.

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Tanveer riaz
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55 views13 pages

Week 9-10 Part 4

This document discusses the design and implementation of a full order discrete-time state estimator. It begins by describing an open-loop estimator and its limitations. Then, it introduces the full order estimator which uses feedback to control the error dynamics and ensure convergence. The gain matrix L is computed to place the closed-loop error poles within the unit circle. An example is provided to demonstrate pole placement. Finally, the document discusses combining the estimator with a controller to form a compensator, showing that the controller and estimator designs are separated based on the separation principle.

Uploaded by

Tanveer riaz
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ESTIMATOR, DISCRETE

TIME
Bushra Tahir
Full Order Estimator
• Consider the following system

• where , and

• Assumption : The pair (A,C) is observable.

• Goal : To construct a dynamic system that will estimate


the state vector based on the information of the plant
input u and output y.
Open Loop Estimator
• The schematic of an open loop estimator is shown in
Figure

• The dynamics of this estimator are described by the


following

where is the estimate of x and is the estimate of y


Open Loop Estimator
• Let be the estimation error. Then the error dynamics
are defined by

• with the initial estimation error as . If the


eigenvalues of A are inside the unit circle then will converge
to 0 . But we have no control over the convergence rate.

• Moreover, A may have eigenvalues outside the unit circle. In


that case will diverge from 0. Thus the open loop estimator is
impractical.
Full Order Estimator
• Consider the system

• The observer dynamics can be expressed as:


Full Order Estimator
• The closed loop error dynamics can be derived as:

• It can be seen that , if L can be designed such


that has eigenvalues inside the unit circle of z -
plane.

• The convergence rate can also be controlled by properly


choosing the closed loop eigenvalues.
Computation of Estimator gain
matrix L
• The task is to place the poles of .

• Assumption: The pair (A,C) is observable. Thus, from the


theorem of duality, the pair is controllable.

• You should note that the eigenvalues of are


same as that of . It is same as a hypothetical pole
placement problem for the system ,
using a control law .
Example

• The observability matrix

• is non singular. Thus the pair (A,C) is observable. The


observer dynamics are
Example
• L should be designed such that the observer poles are at
0.2 and 0.3.
• We design LT such that has eigenvalues at
0.2 and 0.3.

• Using Ackermann's formula, . Thus


Compensator: Controller with
Estimator
• The observer dynamics:

• Combining with the system dynamics

• Since the states are unavailable for measurements, the


control input is
Compensator: Controller with
Estimator
• Putting the control law in the augmented equation

• The error dynamics is

• If we augment the above with the system dynamics, we


get
Compensator: Controller with
Estimator
• where the dimension of the augmented system matrix
is R2nx2n .

• Looking at the matrix one can easily understand


that 2n eigenvalues of the augmented matrix are equal to
the individual eigenvalues of A-BK and A-LC.

• Conclusion: We can reach to a conclusion from the


above fact is the design of control law, i.e. A-BK, is
separated from the design of the observer, i.e. A-LC.

• The above conclusion is commonly referred to


as separation principle.
Compensator: Controller with
Estimator
• The block diagram of controller with observer is shown in
Figure

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