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Control Principles For Engineered Systems 5SMC0: State Reconstruction & Observer Design

This document discusses state reconstruction and observer design for dynamic systems. It explains that state observers are used to estimate system states when full state information is unavailable. An observer replicates the system dynamics and includes a correction term to drive the estimated states toward the actual states. The observer gain L can be designed using pole placement to make the estimation error converge asymptotically to zero. Observer design mirrors controller design and the two problems are dual. If a system is stabilizable and detectable, observers and controllers can be independently designed according to the separation principle.

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80 views

Control Principles For Engineered Systems 5SMC0: State Reconstruction & Observer Design

This document discusses state reconstruction and observer design for dynamic systems. It explains that state observers are used to estimate system states when full state information is unavailable. An observer replicates the system dynamics and includes a correction term to drive the estimated states toward the actual states. The observer gain L can be designed using pole placement to make the estimation error converge asymptotically to zero. Observer design mirrors controller design and the two problems are dual. If a system is stabilizable and detectable, observers and controllers can be independently designed according to the separation principle.

Uploaded by

Jhon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Control Principles for Engineered Systems 5SMC0

State Reconstruction & Observer Design

Lecturer: Leyla Özkan


Contents

State Reconstruction

Observer Design
State Reconstruction

◮ Problem: In the design of state feedback controllers, in pole


placement , we assumed that the we have full access to x(t)
information. In most cases, this assumption does not hold.
◮ Solution Use information available from the sensors, i.e. you
could try output feedback u = Ky (t)
◮ Difficult to design in general
◮ Develop a replica of the dynamic system which provides an
estimate of the system states based on the measured outputs
of the system.
State Reconstruction

◮ New Approach: Develop estimate of x(t) which is called x̂(t)


◮ Use u(t) = −K x̂(t) instead of u(t) = −Kx(t)
◮ Recall

! $ ! $ ! $
y (t) C u(t)
" ẏ (t) % " CA % " u̇(t) %
" % " % " %
" ÿ (t) % " CA2 % " ü(t) %
" %=" % x(t) + E " %
" .. % " .. % " .. %
# . & # . & # . &
y (n−1) CAn−1 u (n−1)
' () * ' () *
Ob. matrix U(t)
Estimation/ Observer Design Problem

◮ Given a system

ẋ = Ax + Bu
y = Cx, x0 = x0

◮ We know A, B, u(t), y (t) and C ∕= I


◮ Goal: Develop a dynamic system whose state x̂(t) = x(t) for
all time t > 0
◮ Approach: Reconstruct the state asymptotically by a linear
dynamical system that has its inputs signals u(t), y (t)
State Observer Design

◮ Consider a system with only one output

ẋ = Ax + Bu
y = Cx, x0 = x0
◮ Denote the estimated state x̂, and the observer dynamics be

x̂˙ = Âx̂ + B̂u + Ly

◮ Define error e = x − x̂
State Observer Design

◮ Error Dynamics

ė = ẋ − x̂˙ = Ax + Bu − Âx̂ − B̂u − Ly


= Ax − Âx + Âx − Âx̂ − B̂u − LCx
= (A − Â)x + Â(x − x̂) + (B − B̂)u − LCx
= Âe + (A − Â − LC )x + (B − B̂)u
◮ Demand
◮ limt→∞ e(t) = 0
◮ The error dynamics should be independent of u(t) and x(t)
State Observer Design

◮ Â, B̂ can not be chosen arbitrarily but L


◮ This leads to

 = (A − LC )
B̂ = B

◮ Error dynamics

ė = Âe = (A − LC )e

◮ Observer dynamics

x̂˙ = Âx + Bu + L(y − C x̂)


State Estimation/State Observer Design

◮ An observer for the linear


system

ẋ = Ax + Bu, y = Cx,

is the dynamical system

x̂˙ = Ax̂ + Bu + L(y − ŷ ), y = C x̂,


which is specified by choosing an observer gain L ∈ R n×k
◮ An observer is a copy of the original system with a correction
term L(y − ŷ ) that serves to drive the estimated states x̂
towards actual states x in case that the measured output y
deviates from estimated output ŷ
State Estimation/State Observer Design

◮ How should we choose L?


◮ We would like the estimation error e = x − x̂ to converge
quickly to 0 with asymptotically stable dynamics.

ė = Âe = (A − LC )e

◮ L should be chosen such that limt→∞ e(t) = 0


◮ The speed and the character of the response is determined by

λi {(A − LC )}
Comparison with Pole Placement

◮ Controller Design ◮ Observer Design


◮ Concerned with the ◮ Concerned with the
controllability of (A, B) observability of (A, C )
◮ Dynamics: ◮ Dynamics:
ẋ = (A − BK )x ė = (A − LC )e
◮ Goal: Find K such that ◮ Goal: Find L such that
x → 0, t → ∞ and e → 0, t → ∞ and
closed loop poles closed loop poles
det(s −A+BK ) = α(s) det(s − A + LC ) = α(s)
are in the desired are in the desired
location location

The controller design and observer design are very similar. They
are dual problems.
State Observer Design

◮ Remember the control design by pole placement.

ẋ = (A − BK )x

◮ By setting A = AT and B = C T we can use the same pole


placement formulas to find LT

+ , + ,
λi {(A − LC )} = λi (A − LC )T = λi AT − C T LT

◮ So we can use Kobserver= place(A’,C’,Poles);L=Kobserver’;


◮ Then, we can say that if (A, C ) is observable, (AT , C T ) is
controllable
The system ẋ = Ax + Bu, y = Cx is said to be detectable if there
exist some L such that Re {λi {(A − LC )}}
Take Home Message

◮ A system is
◮ Stabilizable if all the unstable poles are controllable
◮ Detectable if all the unstable poles are observable
If you have a stabilizable and detectable system, there are
poles you can not influence and you are not aware but they
are at least stable.
State Observer Design

◮ Example: Given a system


! $ ! $
0 1 0 0 - .
ẋ = # 0 0 1 & x + # 0 & u, y = 1 0 0 x
−4 −4 −1 1

with the characteristic equation a(s) = s 3 + 4s 2 + 4s + 1 and


assume that the initial conditions are not well known. Design
an observer with the closed loop poles −1, −2, −3. That
means, α(s) = s 3 + 6s 2 + 11s + 6
State Observer Design

◮ Example:L′ = place(A′ , C ′ , poles)


- . - .
x(0) = 1 −1 1 , x̂(0) = 0 0 0 , u(t) = sin(t)

/ 0 / 0/ 0
ẋ A 0 x
=
x̂˙ LC (A − LC ) x̂
/ 0
B
+ u
B
Where To Place the Observer Poles?

◮ Heuristic pole locations still apply


◮ Probably want to make the estimator faster than you intend
to make the regulator
◮ Note: When designing a regulator, we are concerned with
’bandwidth’ of the control getting too high resulting in control
commands that saturate
◮ It is different for estimators; saturation is not a problem since
it is only computation.
◮ But, measurements are often ’noisy’, and it might then be
amplified
◮ Low bandwith observers: rely more on plant model
◮ High bandwith observers: tend to accentuate the effect of
sensing noise in the estimate.
Separation Principle

◮ Idea:Merge the controller and the observer design techniques


◮ For any stabilizable and detectable system
ẋ = Ax + Bu, y = Cx, design K and L such that

Re {λi {(A − LC )}} < 0, Re {λi {(A − BK )}} < 0

Then use u = −K x̂
◮ Interconnected system

/ 0 / 0/ 0
ẋ A −BK x
=
x̂˙ LC A − LC − BK x̂
Separation Principle

◮ Perform a similariity transformation


/ 0 / 0/ 0
x I 0 x
=
e I −I x̂

◮ This leads to

/ 0 / 0/ 0
ẋ A − BK BK x
=
ė 0 A − LC e

◮ Eigenvalues of the interconnected system

λ {(A − LC )} + λ {(A − BK )}

◮ Observer design and Controller design are independent


Take Home Message

◮ For controller and observer design


◮ System should be stabilizable and detectable
◮ The philosophy in observer design is to make error dynamics
go to zero asymptotically
◮ Note: The observer gain stabilizes the estimation error
dynamics
◮ We can use pole placement method to calculate the observer
gain
◮ We can design state feedback controller and state observer
independently due to separation principle

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