Continuous Observer Design For Nonlinear Systems With Sa - 2014 - IFAC Proceedin
Continuous Observer Design For Nonlinear Systems With Sa - 2014 - IFAC Proceedin
Abstract: We design observers for nonlinear systems with sampled and delayed output
measurements. The observers are of continuous and hybrid in nature. Based on an auxiliary
integral technique, the exponential stability of the estimation errors is achieved, and the
sampling period and the maximum delay are also given. Finally, numerical examples are provided
to illustrate the design methods.
In this paper, we consider high gain observer design for the is only updated at time instants tk +τk , that is, the current
system (1) with sampled and delayed measurements. The evolution process is used until the new evolution process
observer is continuous and hybrid. By using an auxiliary is available. Therefore, the dynamics of observer (3) is of
integral technique, sufficient conditions are presented to continuous and of hybrid nature.
ensure the global exponential stability of the observation Remark 2. Even though τk and τk+1 are unknown, e1 (tk )
error. Compared with the existing results, the systems we is updated automatically in the observer whenever sam-
considered are more general, and the design method is pled and delayed measurement arrives. In (Ahmed-Ali
simpler. et al [2013b]), the sampled and delayed measurement is
This paper is organized as follows. In Section 2, we present available at instant tk + τk , however, e1 (tk ) is updated at
our main results: the continuous observer is designed instant tk + τ , that is, there exists time delay τ − τk .
for nonlinear systems with sampled and delayed output Remark 3. In this paper, the sampling period T and the
measurements. In Section 3, two examples are used to maximum allowable delay τ̄ depend on the Observer (3).
illustrate the validity of the proposed design method.
Finally, the paper is concluded in Section 4. From (1)-(3), for k ≥ 0, we obtain the observation error:
ė1 (t) = e2 (t) − La1 e1 (tk ) + f˜1 ,
2. CONTINUOUS OBSERVER DESIGN FOR THE
ė2 (t) = e3 (t) − L2 a2 e1 (tk ) + f˜2 ,
SYSTEM (1)
..
. (5)
We will design a continuous observer for the system (1),
ėn−1 (t) = en (t) − Ln−1 an−1 e1 (tk ) + f˜n−1 ,
and present the upper bound of the maximum allowable
n ˜
sample period and the delay, so that the observation ėn (t) = −L an e1 (tk ) + fn ,
t ∈ [tk + τk , tk + T + τk+1 ),
errors are globally exponentially convergent. The following
lemma is useful for our main results. where ei (t) = xi (t)− x̂i (t), f˜i = fi (x1 (t), x2 (t), · · · , xi (t))−
Lemma 1. (Liu et al [2006] ) For any positive definite fi (x̂1 (t), x̂2 (t), · · · , x̂i (t)), 1 ≤ i ≤ n.
matrix M ∈ Rn×n , scalar γ > 0, vector function ω :
[0, γ] → Rn such that the integrations concerned are well Consider the following change of coordinates
defined, the following inequality holds: ei (t)
εi (t) = i−1+b , i = 1, 2, · · · , n, (6)
γ > γ γ L
Z Z Z
w(s)ds M w(s)ds ≤ γ w(s)> M w(s)ds . where b is a positive real number. Then, we have
f˜
0 0 0 ε̇1 (t) = Lε2 (t) − La1 ε1 (tk ) + 1b ,
L
f˜2
For the system (1), we design the following observer,
ε̇2 (t) = Lε3 (t) − La2 ε1 (tk ) + 1+b ,
x̂˙ (t) = x̂2 (t) + La1 e1 (tk ) + f1 (x̂1 (t)),
L
˙1 ..
x̂2 (t) = x̂3 (t) + L2 a2 e1 (tk ) + f2 (x̂1 (t), x̂2 (t)), . (7)
..
f˜n−1
.
ε̇ (t) = Lε (t) − La ε (t ) + ,
n−1 n n−1 1 k
Ln−2+b
x̂˙ n−1 (t) = x̂n (t) + Ln−1 an−1 e1 (tk ) (3)
˜
fn
+fn−1 (x̂1 (t), x̂2 (t), · · · , x̂n−1 (t)),
ε̇n (t) = −Lan ε1 (tk ) + n−1+b ,
L
x̂˙ n (t) = Ln an e1 (tk ) + fn (x̂1 (t), x̂2 (t), · · · , x̂n (t)) t ∈ [tk + τk , tk + T + τk+1 ).
+u(t),
t ∈ [tk + τk , tk + T + τk+1 ), k ≥ 0, Further, (7) can be rewritten as follows:
ε̇1 (t) = Lε2 (t) − La1 ε1 (t) + La1 (ε1 (t) − ε1 (tk ))
where L ≥ 1 is a constant, e1 (tk ) = x1 (tk ) − x̂1 (tk ), ai > 0
(i = 1, · · · , n) are given such that there exists a symmetric
f˜1
+ b,
positive definite matrix P such that
L
ε̇2 (t) = Lε3 (t) − La2 ε1 (t) + La2 (ε1 (t) − ε1 (tk ))
A> P + P A ≤ −I, (4)
f˜2
+ ,
L1+b
−a1 1 ··· 0 ..
.. .. .. .. . (8)
.
where A =
−a
. . . .
ε̇n−1 (t) = Lεn (t) − Lan−1 ε1 (t) + Lan−1 (ε1 (t)
n−1 0 ··· 1
f˜n−1
−an 0 ··· 0
−ε1 (tk )) + n−2+b ,
L
˜
Note that e1 (tk ) is a constant on [tk + τk , tk + T + τk+1 ) ε̇n (t) = −Lan ε1 (t) + Lan (ε1 (t) − ε1 (tk )) + fn ,
for k ≥ 0 and fi (·) (i = 1, · · · , n) are continuous and
L n−1+b
satisfy the condition (2), then, limt→tk +T +τ − x̂i (t) = t ∈ [tk + τk , tk + T + τk+1 ).
k+1
limt→tk +T +τ + x̂i (t) (i = 1, · · · , n). Therefore, x̂i (t) (i = Now, we will give our main results.
k+1
1, · · · , n) are continuous on [t0 , ∞). Theorem 1. Consider the system (1) with the condi-
Remark 1. Note that the state estimate is described in tion (2). The output y(t) is assumed to be sampled at
continuous time while the evolution process x1 (tk )− x̂1 (tk ) instants tk and is available for the observer at instants
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19th IFAC World Congress
Cape Town, South Africa. August 24-29, 2014
κ1 κ2
tk + τk . Let T = L 3 , τ̄ = L3 (κ1 > κ2 > 0 are two positive Then, there exists L2 > 1 such that when L > L2 , we have
constants). If, ai > 0 (i = 1, · · · , n) are selected such that Lb+1 > l.
the condition (4) holds, and L ≥ 1 is given such that T + τ̄
satisfies If follows from (12) and (13) that
n L − 2λ ρ̂ 1 d 1
T + τ̄ ≤ min
1
, , V1 (t)|(8) ≤ − Lε(t)> ε(t) + 12nL3 ā21 p̄2 (t − tk )2 ε1 (tk )2
L 2
12nL ā1 p̄2 + ρ̂ dt 2
ρ̂λ2 o Zt
, τ̄ < T, (9) 3
+12nL ā1 p̄2 (t − tk ) [ε1 (s)2 + ε2 (s)2 ]ds,
12nL3 ā21 p̄2
then, the state observation error system (5) is globally tk
exponentially stable, where p̄2 = λmax (P√> P ), ā1 = t ∈ [tk + τk , tk + T + τk+1 ).
L−1
max{a2i }, λ1 = λmax (P ), λ2 = λmin (P ), ρ̂ = 2λ .
1
Note that when t ∈ [tk + τk , tk + T + τk+1 ), we have
Proof: Consider the positive definite function t − tk − τk ≤ T + τk+1 − τk , that is, t − T − τk+1 < tk .
Then,
V1 (t) = ε(t)> P ε(t), (10)
d 1
where ε(t) = [ε1 (t), · · · , εn (t)]> , then the derivative of V1 (t) | (8) ≤ − Lε(t)> ε(t) + 12nL3 ā21 p̄2 (t − tk )2 ε1 (tk )2
V1 (t) along the system (8) is given as follows: dt 2
Zt
d 3
V1 (t)|(8) = ε̇(t)> P ε(t) + ε(t)> P ε̇(t) +12nL ā1 p̄2 (t − tk ) [ε1 (s)2 + ε2 (s)2 ]ds,
dt
n X n t−T −τk+1
X
≤ −Lε(t)> ε(t) + 2l | εi (t)Pij | t ∈ [tk + τk , tk + T + τk+1 ). (14)
i=1 j=1 Construct the following auxiliary integral function
| Lb ε1 (t) | + | L1+b ε2 (t) | + · · · + | Lj−1+b εj (t) |
× Zt Zt
Lj−1+b
a1 (ε1 (t) − ε1 (tk ))
V2 (t) = [ε1 (s)2 + ε2 (s)2 + · · · + εn (s)2 ]dsdρ,
a2 (ε1 (t) − ε1 (tk )) t−T −τ̄ ρ
+2Lε(t)> P ..
t ∈ [tk0 , ∞), (15)
.
an (ε1 (t) − ε1 (tk )) where k0 = min{k : T + τ̄ < tk }. Then,
3 d
≤ (− L + 2np̄1 l)ε(t)> ε(t) + 4Lnā1 p̄2 (ε1 (t) − ε1 (tk ))2 , V2 (t) = (T + τ̄ )[ε1 (t)2 + ε2 (t)2 + · · · + εn (t)2 ]
4 dt
t ∈ [tk + τk , tk + T + τk+1 ), (11)
Zt
where Pij is the element of P at the ith line and jth − [ε1 (s)2 + ε2 (s)2 + · · · + εn (s)2 ]ds. (16)
column, p̄1 = max{|Pij |}.
t−T −τ̄
Note that there exists L1 > 1 such that Now, we consider the following Lyapunov-Krasovskii func-
L > 8np̄1 l, tion
V(t) = V1 (t) + LV2 (t). (17)
for L > L1 . Then,
Calculate the derivative of V (t) defined in (17) along the
d 1 system (8), we have
V1 (t)|(8) ≤ − Lε(t)> ε(t) + 4nLā1 p̄2 (ε1 (t) − ε1 (tk ))2 ,
dt 2
d 1
t ∈ [tk + τk , tk + T + τk+1 ). (12) V (t)|(8) ≤ (− + (T + τ̄ ))Lε(t)> ε(t) + 12nL3 ā21 p̄2
dt 2
By Lemma 1, we have Zt
Zt 2 2 2
(T + τ̄ ) ε1 (tk ) + (12L nā1 p̄2 (T + τ̄ ) − 1)L [ε1 (s)2
2
| ε1 (t) − ε1 (tk ) | = | ε̇1 (s)ds |2 ≤ (t − tk ) t−T −τ̄
tk
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where the control u(t) is in the interval Θu = [umin , umax ] ⊂ Example 2. A single-link robot arm system can be mod-
(0, 1) and we choose a1 = a2 = a3 = 1, a4 = 0.1. eled by (Isidori [1995]) or (Marino and Tomei [1995])
In (Gauthier et al [1992]), it is observed that the set
ż1 (t) = z2 (t),
0 0 0 0
Θx0 = (x1 (t), x2 (t)) ∈ R2 : x1 (t) ≥ γ1 , x2 (t) ≥ γ2 ,
K F2 (t) K
0 0
ż2 (t) = z3 (t) − z2 (t) − z1 (t)
x1 (t) + x2 (t) ≤ 1 is forward invariant, where γ1 = (1 −
J2 N J2 J2
umax γ2 /umax ) and umin = γ2 /(0.1 − γ2 ). This means that
mgd
− cos(z1 (t)),
the bioreactor state solutions are bounded and actually
J2
remain in a known compact set. After the state transfor- ż3 (t) = z4 (t), (28)
0 0 0 0 0
1 K K
mation x1 (t) = x1 (t), x2 (t) = x1 (t)x2 (t)/(x1 (t) + x2 (t)),
ż4 (t) = u(t) + z1 (t) − z3 (t)
we have
J1 J1 N J2 N
F1 (t)
ẋ1 (t) = x2 (t) − u(t)x1 (t),
− z4 (t),
J1
x3 (t) + (x1 (t) − x2 (t))2 (0.1u(t) − x2 (t))
ẋ2 (t) = 2 y(t) = z1 (t),
x21 (t)
−x2 (t)u(t). where J1 , J2 , K, N , m, g, d are known parameters, F1 (t)
and F2 (t) are viscous friction coefficients that are not
We get the following equation for the observer: precisely known. Suppose F1 (t) and F2 (t) are bounded
by an unknown constant C > 0. Consider the change of
x̂˙ 1 (t) = x̂2 (t) − u(t)x̂1 (t) + 3L(y(tk ) − x̂1 (tk )),
coordinates
˙ x̂3 (t) + (x̂1 (t) − x̂2 (t))2 (0.1u(t) − x̂2 (t))
x̂2 (t) = 2 x1 (t) = z1 (t), x2 (t) = z2 (t),
x̂21 (t)
2
−x̂2 (t)u(t) + 2L (y(tk ) − x̂1 (tk )), K mgd K
x3 (t) = z3 (t) − , x4 (t) = z4 (t)
t ∈ [tk + τk , tk + T + τk+1 ), k ≥ 0. J2 N J2 J2 N
In the following simulation, we apply the input u(t) = 0.08, and the pre-feedback
for t ≤ 10, u(t) = 0.02, for 10 < t, x0 = [0.7, 0.3]> , K ¡1 mgd ¢
υ= u(t) − ,
x̂0 = [0.2, 0.5]> , L = 1, the sampling period T = 0.1s and J2 N J1 J2
the delay τk satisfying 0 ≤ τk ≤ 0.05s. The trajectories
of the error states are shown in Fig. 1. In practice, the which transforms (28) into
measure is often disturbed by a white noise. Fig. 2 also
ẋ1 (t) = x2 (t),
shows the trajectories of the errors with white noise.
F2 (t) K
ẋ2 (t) = x3 (t) − x2 (t) − x1 (t)
J 2 J 2
0.6
mgd
e1(t)
− (cos(x1 (t)) − 1),
e2(t) J2
0.4
ẋ3 (t) = x4 (t),
K2 K F1 (t)
0.2
ẋ (t) = υ + x1 (t) − x3 (t) − x4 (t),
4
J1 J2 N 2 J2 N J1
0
y(t) = x1 (t).
−0.2
Construct the following observer:
x̂˙ 1 (t) = x̂2 (t) + 4L(y(tk ) − x̂1 (tk )),
−0.4
F2 (t) K
−0.6
x̂˙ 2 (t) = x̂3 (t) − x̂2 (t) − x̂1 (t)
J2 J2
−0.8
mgd
0 5 10
t/s
15 20
− (cos(x̂1 (t)) − 1) + 6L2 (y(tk ) − x̂1 (tk )),
J2
Fig. 1 Trajectories of the errors e1 (t) and e2 (t).
x̂˙ (t) = x̂4 (t) + 4L3 (y(tk ) − x̂1 (tk )),
3
K2 K F1 (t)
x̂˙ 4 (t) = υ + x̂ (t) −
2 1
x̂3 (t) − x̂4 (t)
0.6
J J
1 2 N J2 N J1
e1(t)
4
+L (y(tk ) − x̂1 (tk )),
0.4
e2(t)
t ∈ [tk + τk , tk + T + τk+1 ), k ≥ 0.
0.2
In the following simulation, we apply the system pa-
0 rameters: K/J2 = 5, mgd/J2 = 4, K 2 /(J1 J2 N 2 ) =
2, K/(J2 N ) = 3. The initial conditions of the whole
−0.2
system are (x1 (0), x2 (0), x3 (0), x4 (0), ) = (−5, −1, 4, 2)
−0.4 and (x̂1 (0), x̂2 (0), x̂3 (0), x̂4 (0), ) = (5, 3, −1, −4), a =
(4, 6, 4, 1)> , and L = 1. The sampling period T and the
−0.6 delay τk are chosen as T = 0.1s and 0 ≤ τk ≤ 0.05s.
−0.8
The simulation results is shown in Fig. 3. In practice,
0 5 10
t/s
15 20 the measure may be disturbed by a white noise. The
trajectories of the errors with white noise are also shown
Fig. 2 Trajectories of the errors e1 (t) and e2 (t) with white noise. in Fig. 4.
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