Linear Control Systems (EE-871)

Lecture-6
Design of Control Systems in Sate Space
Dr. Imtiaz Hussain
Assistant Professor (Control Systems),
Department of Electronic and Power Engineering
PNEC-NUST, Karachi, Pakistan
email: [email protected]

Fall 2022

1
 Lecture Outline
• Introduction

• State Feedback Control

– Pole Placement Design

• State Observer Based Control

– Full Order State Observer
– Reduced Order State Observer
 Introduction
• One of the drawbacks of frequency domain methods
of design is that after designing the location of the
dominant second-order pair of poles, we keep our
fingers crossed, hoping that the higher-order poles
do not affect the second-order approximation.

• What we would like to be able to do is specify all

closed-loop poles of the higher-order system.
 Introduction

• Frequency domain methods of design do not allow

us to specify all poles in systems of order higher
than 2 because they do not allow for a sufficient
number of unknown parameters to place all of the
closed-loop poles uniquely.

• One gain to adjust, or compensator pole and zero

to select, does not yield a sufficient number of
parameters to place all the closed-loop poles at
desired locations.
 Introduction
• Remember, to place unknown quantities, you need n
adjustable parameters.

• State-space methods solve this problem by

introducing into the system
– Other adjustable parameters and
– The technique for finding these parameter values

• On the other hand, state-space methods do not allow

the specification of closed-loop zero locations, which
frequency domain methods do allow through
placement of the lead compensator zero.
 Introduction
• Finally, there is a wide range of computational
support for state-space methods; many software
packages support the matrix algebra required by
the design process.

• However, as mentioned before, the advantages of

computer support are balanced by the loss of
graphic insight into a design problem that the
frequency domain methods yield.
 Pole Placement
• In this lecture we will discuss a design method commonly called
the pole-placement or pole-assignment technique.

• We assume that all state variables are measurable and are

available for feedback.

• If the system considered is completely state controllable, then

poles of the closed-loop system may be placed at any desired
locations by means of state feedback through an appropriate
state feedback gain matrix.
 Pole Placement
• The present design technique begins with a determination
of the desired closed-loop poles based on the transient-
response and/or frequency-response requirements, such
as speed, damping ratio, or bandwidth, as well as steady-
state requirements.

• By choosing an appropriate gain matrix for state feedback,

it is possible to force the system to have closed-loop poles
at the desired locations, provided that the original system
is completely state controllable.
 Topology of Pole Placement
• Consider a plant represented in state space by

𝒙=
˙ 𝑨𝒙 +𝑩𝑢
𝑦 =𝑪𝒙
 Topology of Pole Placement
• In a typical feedback control system, the output, , is fed
back to the summing junction.

• It is now that the topology of the design changes. Instead

of feeding back , we feed back all of the state variables.

• If each state variable is fed back to the control, , through a

gain, , there would be gains, , that could be adjusted to
yield the required closed-loop pole values.
 Topology of Pole Placement
• The feedback through the gains, , is represented in
following figure by the feedback vector .

𝒙=
˙ 𝑨𝒙 + 𝑩(𝑟 − 𝑲𝒙 )
𝒙=
˙ 𝑨𝒙 +𝑩𝑟 − 𝑩𝑲𝒙 𝑦 =𝑪𝒙
𝒙=(
˙ 𝑨− 𝑩𝑲 ) 𝒙 + 𝑩𝑟
 Topology of Pole Placement
• For example consider a plant signal-flow graph in phase-
variable form
 Topology of Pole Placement
• Each state variable is then fed back to the plant’s input, u,
through a gain, ki, as shown in Figure
 Pole Placement
• We will limit our discussions to single-input, single-output
systems (i.e. we will assume that the control signal and
output signal to be scalars).
• We will also assume that the reference input is zero.

𝒙=(
˙ 𝑨 − 𝑩𝑲 )𝒙 + 𝑩𝑟
𝒙=(
˙ 𝑨− 𝑩𝑲 )𝒙 𝑢=− 𝑲𝒙
 Pole Placement
𝒙=(
˙ 𝑨− 𝑩𝑲 )𝒙
• The stability and transient response characteristics are
determined by the eigenvalues of matrix .

• If matrix is chosen properly eigenvalues of the system can

be placed at desired location.

• And the problem of placing the regulator poles (closed-

loop poles) at the desired location is called a pole-
placement problem.
 Pole Placement
• There are three approaches that can be used to determine the
gain matrix to place the poles at desired location.

• Using Transformation Matrix

• Direct Substitution Method

• Ackermann’s formula

• All those methods yield the same result.

 Pole Placement (Using Transformation Matrix )
• Following are the steps to be followed in this particular
method.

1. Check the state controllability of the system

𝐶𝑀 = [ 𝐵 𝐵]
2 𝑛− 1
𝐴𝐵 𝐴 𝐵⋯ 𝐴
 Pole Placement (Using Transformation Matrix P)
• Following are the steps to be followed in this particular method.

2. Transform the given system in CCF.

• The following state-space representation is called a controllable canonical form:
 Pole Placement (Using Transformation Matrix P)
• Following are the steps to be followed in this particular
method.

2. Transform the given system in CCF.

s+
 Pole Placement (Using Transformation Matrix P)
• Following are the steps to be followed in this particular
method.

3. Obtain the desired characteristic equation from desired

Eigenvalues.
• If the desired Eigenvalues are , , ,
 Pole Placement (Using Transformation Matrix P)
• Following are the steps to be followed in this particular
method.

4. Compute the gain matrix .

𝑲 =[ 𝛼 𝑛 − 𝑎 𝑛 𝛼 𝑛 −1 − 𝑎 𝑛 −1 ⋯ 𝛼2 − 𝑎 2 𝛼1 − 𝑎 1 ]
 Pole Placement (Using Transformation Matrix P)
• Example-1: Consider the regulator system shown in following figure.
The plant is given by

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• The system uses the state feedback control u=-Kx. The desired
eigenvalues are , ,. Determine the state feedback gain matrix K.
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-1

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• First, we need to check the controllability matrix of the system. Since

the controllability matrix CM is given by

[ ]
0 0 1
𝐶𝑀 = [ 𝐵 𝐴 𝐵 ]= 0
2
𝐴𝐵 1 −6
1 −6 31

• We find that rank(CM)=3. Thus, the system is completely state

controllable and arbitrary pole placement is possible.
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-2 (Transformation to CCF)

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• The given system is already in CCF

 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-3

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• Determine the characteristic equation

|𝑠𝐼 − 𝐴|= 𝑠3 +6 𝑠 2+5 𝑠+1=0
|𝑠𝐼 − 𝐴|= 𝑠3 +𝑎 1 𝑠 2+ 𝑎2 𝑠 +𝑎 3

• Hence
𝑎 1 =6 , 𝑎 2= 5 , 𝑎 3=1
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-4

• The desired characteristics polynomial can be computed using

desired eigenvalues

( 𝑠 +2 −4 𝑗 ) (   𝑠+2+ 4 𝑗 )   ( 𝑠+10 )=𝑠 3+14 𝑠 2 +60 𝑠 +200

¿ 𝑠 3 +𝛼1 𝑠 2 +𝛼2 𝑠 +𝛼3

• Hence
𝛼1 =14 , 𝛼 2=60 , 𝛼 3=200
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-4

• State feedback gain matric K is then calculated as

𝑎 1 =6 , 𝑎 2= 5 , 𝑎 3=1

𝛼1 =14 , 𝛼 2=60 , 𝛼 3=200

𝑲 =[ 𝛼 3 − 𝑎 3 𝛼 2 − 𝑎2 𝛼1 − 𝑎 1 ]

𝑲 =[ 199 5 5 8]
 Pole Placement (Using Transformation Matrix P)

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• State diagram of the given system

+¿ 𝑥˙ 3 𝑥3 𝑥˙ 2 𝑥2 𝑥˙ 1 𝑥1
𝑢(𝑡)
+¿
∫ ∫ ∫
+¿ -6
+¿
+¿
-5
+¿
+¿ -1
 []
𝑥1
𝑢=− 𝑲 𝑥 𝑲 =[ 199 5 5 8] 𝑢= − [ 199 55 8 ] 𝑥2
𝑥3

199
+¿
+¿
55
+¿
+¿
8
+¿
𝑢(𝑡) +¿ 𝑥˙ 3 𝑥3 𝑥˙ 2 𝑥2 𝑥˙ 1 𝑥1
-1 ∫ ∫ ∫
+¿
+¿ -6
+¿
+¿
-5
+¿
+¿ -5
 Pole Placement (Direct Substitution Method)
• Following are the steps to be followed in this particular
method.

1. Check the state controllability of the system

𝐶𝑀 = [ 𝐵 𝐵]
2 𝑛− 1
𝐴𝐵 𝐴 𝐵⋯ 𝐴
 Pole Placement (Direct Substitution Method)
• Following are the steps to be followed in this particular
method.

2. Define the state feedback gain matrix as

𝑲 =[ 𝑘1 𝑘2 𝑘3 ⋯ 𝑘𝑛 ]

– And equating with desired characteristic equation.

 Pole Placement (Using Direct Substitution)
• Example-1: Consider the regulator system shown in following figure.
The plant is given by

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• The system uses the state feedback control u=-Kx. The desired
eigenvalues are , ,. Determine the state feedback gain matrix K.
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-1

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• First, we need to check the controllability matrix of the system. Since

the controllability matrix CM is given by

[ ]
0 0 1
𝐶𝑀 = [ 𝐵 𝐴 𝐵 ]= 0
2
𝐴𝐵 1 −6
1 −6 31

• We find that rank(CM)=3. Thus, the system is completely state

controllable and arbitrary pole placement is possible.
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-2
• Let K be
𝑲 =[ 𝑘1 𝑘2 𝑘3 ]

|[ ][ ][] |
𝑠 0 0 0 1 0 0
|𝑠𝐼 − 𝐴 + 𝐵𝐾 |= 0 𝑠 0 − 0 0 1 + 0 [ 𝑘1 𝑘2 𝑘3 ]
0 0 𝑠 −1 −5 −6 1

¿ 𝑠 3 + ( 6+𝑘 3 ) 𝑠2 + ( 5+𝑘2 ) 𝑠 +1+𝑘 1

• Desired characteristic polynomial is obtained as
( 𝑠 +2 −4 𝑗 ) (   𝑠+2+ 4 𝑗 )   ( 𝑠+10 )=𝑠 3+14 𝑠 2 +60 𝑠 +200
• Comparing the coefficients of powers of s
14=( 6+ 𝑘3 ) 𝑘3=8
60=( 5+𝑘 2 ) 5
200=1+𝑘1 𝑘1=199
 Pole Placement (Ackermann’s Formula)
• Following are the steps to be followed in this particular
method.

1. Check the state controllability of the system

𝐶𝑀 = [ 𝐵 𝐵]
2 𝑛− 1
𝐴𝐵 𝐴 𝐵⋯ 𝐴
 Pole Placement (Ackermann’s Formula)
• Following are the steps to be followed in this particular
method.

2. Use Ackermann’s formula to calculate K

−1
𝐾 =[ 0 1][ 𝐵 𝐵]
2 𝑛− 1
0 ⋯0 𝐴𝐵 𝐴 𝐵⋯ 𝐴 ∅( 𝐴 )

∅ ( 𝐴 ) = 𝐴 𝑛 +𝛼1 𝐴 𝑛 − 1 +⋯ + 𝛼𝑛 − 1 𝐴+ 𝛼𝑛 𝐼
 Pole Placement (Ackermann’s Formula)
• Example-1: Consider the regulator system shown in following figure.
The plant is given by

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• The system uses the state feedback control u=-Kx. The desired
eigenvalues are , ,. Determine the state feedback gain matrix K.
 Pole Placement (Using Transformation Matrix P)
• Example-1: Step-1

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

• First, we need to check the controllability matrix of the system. Since

the controllability matrix CM is given by

[ ]
0 0 1
𝐶𝑀 = [ 𝐵 𝐴 𝐵 ]= 0
2
𝐴𝐵 1 −6
1 −6 31

• We find that rank(CM)=3. Thus, the system is completely state

controllable and arbitrary pole placement is possible.
 Pole Placement (Ackermann’s Formula)
• Following are the steps to be followed in this particular
method.

2. Use Ackermann’s formula to calculate K

−1
𝐾 =[ 0 1] [ 𝐵 𝐴 𝐵]
2
0 𝐴𝐵 ∅ ( 𝐴)

∅ ( 𝐴 ) = 𝐴 3 + 𝛼 1 𝐴 2 +𝛼 2 𝐴 + 𝛼 3 𝐼

• are the coefficients of the desired characteristic polynomial.

( 𝑠 +2 −4 𝑗 ) (   𝑠+2+ 4 𝑗 )   ( 𝑠+10 )=𝑠 3+14 𝑠 2 +60 𝑠 +200

𝛼1 =14 , 𝛼 2=60 , 𝛼 3=200

 Pole Placement (Ackermann’s Formula)

[ ][ ][ ] [ ]
𝑥1 0 1 0 𝑥1 0
𝑥2 = 0 0 1 𝑥 2 + 0 𝑢 (𝑡 )
𝑥3 −1 −5 −6 𝑥3 1

∅ ( 𝐴 ) = 𝐴 3 +14 𝐴 2 +6 0 𝐴 +200 𝐼

[ ] [ ] [ ] [ ]
3 2
0 1 0 0 1 0 0 1 0 1 0 0
∅ ( 𝐴 )= 0 0 1 +14 0 0 1 +6 0 0 0 1 +2 00 0 1 0
−1 −5 −6 −1 −5 −6 −1 −5 −6 0 0 1

[ ]
1 99 55 8
∅ ( 𝐴 )= −8 1 59 7
−7 − 34 1 17
 Pole Placement (Ackermann’s Formula)

[ ] [ ]
0 0 1 1 99 55 8
[𝐵 𝐴𝐵 𝐴 𝐵 ]= 0
2
1 −6 ∅ ( 𝐴 )= −8 1 59 7
1 −6 31 −7 −34 1 17

2 −1
𝐾 =[ 0 0 1] [ 𝐵 𝐴𝐵 𝐴 ] ∅( 𝐴 )

[ ][ ]
−1
0 0 1 199 55 8
𝐾 =[ 0 0 1] 0 1 −6 −8 159 7
1 −6 31 −7 − 34 117

𝐾 = [ 199 55 8 ]
 Pole Placement
• Example-2: Consider the regulator system shown in following figure. The
plant is given by

[ ][ ][ ] [ ]
𝑥1 1 2 1 𝑥1 1
𝑥2 = 0 1 3 𝑥2 + 0 𝑢(𝑡 )
𝑥3 1 1 1 𝑥3 1

• Determine the state feedback gain for each state variable to place the poles
at -1+j, -1-j,-3. (Apply all methods)
Observer Based Control
 Introduction
• In the pole-placement approach to the design of control systems,
we assumed that all state variables are available for feedback.

• In practice, however, not all state variables are available for

feedback.

• Then we need to estimate unavailable state variables.

 Introduction
• Estimation of unmeasurable state variables is commonly called
observation.
• A device (or a computer program) that estimates or observes the
state variables is called a state estimator, state observer, or
simply an observer.
• There are two types of state observers
– Full Order State Observer
• If the state observer observes all state variables of the system,
regardless of whether some state variables are available for direct
measurement, it is called a full-order state observer.

– Reduced Order State Observer

• If the state observer observes only those state variables which are not
available for direct measurement, it is called a reduced-order state observer.
 Topology of State Feedback Control with Observer
Based Approach

• State feedback with state observer

 Topology of State Feedback Control with Observer
Based Approach
• State feedback Control
 Topology of State Feedback Control with Observer
Based Approach
• State Feedback with observer
 State Observer
• A state observer estimates the state variables based on
the measurements of the output and control variables.

• Here the concept of observability plays an important role.

• State observers can be designed if and only if the

observability condition is satisfied.
 State Observer
• Consider the plant defined by
𝒙=
˙ 𝑨𝒙 +𝑩𝑢
𝑦 =𝑪𝒙
• The mathematical model of the observer is basically the same
as that of the plant, except that we include an additional term
that includes the estimation error to compensate for
inaccuracies in matrices A and B and the lack of the initial
error.
• The estimation error or observation error is the difference
between the measured output and the estimated output.

• The initial error is the difference between the initial state

and the initial estimated state.
 State Observer
• Thus we define the mathematical model of observer to be
˙ˇ = 𝑨 𝒙
𝒙 ˇ + 𝑩 𝑢+ 𝑲 𝒆 ( 𝑦 − 𝑪 𝒙
ˇ)
• Where is estimated state vector, is estimated output and is
observer gain matrix.
 Full Order State Observer
• The order of the state observer that will be discussed here is
the same as that of the plant.
• Consider the plant define by following equations
𝒙=
˙ 𝑨𝒙 +𝑩𝑢 (1)
𝑦 =𝑪𝒙
• Equation of state observer is given as
˙ˇ 𝑨 𝒙
𝒙= ˇ + 𝑩 𝑢+ 𝑲 𝑒 ( 𝑦 − 𝑪 𝒙
ˇ) (2)
• To obtain the observer error equation, let us subtract
Equation (2) from Equation (1):
𝒙 ˇ˙ = ( 𝑨𝒙 + 𝑩 𝑢 ) −[ 𝑨 𝒙
˙ −𝒙 ˇ + 𝑩 𝑢+ 𝑲 𝑒 ( 𝑦 − 𝑪 𝒙
ˇ )]

𝒙 ˇ˙ = 𝑨𝒙 + 𝑩 𝑢 − 𝑨 𝒙ˇ − 𝑩 𝑢− 𝑲 𝑒 ( 𝑪𝒙 − 𝑪 𝒙
˙ −𝒙 ˇ)
 Full Order State Observer
𝒙 ˇ˙ = 𝑨𝒙 + 𝑩 𝑢 − 𝑨 𝒙ˇ − 𝑩 𝑢− 𝑲 𝑒 ( 𝑪𝒙 − 𝑪 𝒙
˙ −𝒙 ˇ)
• Simplifications in above equation yields

𝒙 ˇ˙ = 𝑨( 𝒙 − 𝒙
˙ −𝒙 ˇ )− 𝑲 𝑒 𝑪 ( 𝒙 − 𝒙
ˇ) (3)

• Define the difference between and as the error vector e.

𝒆=𝒙 − 𝒙ˇ
• Equation (3) can now be written as

𝒆=
˙ 𝑨 𝒆 − 𝑲 𝑒 𝑪𝒆
˙
𝒆=( 𝑨 − 𝑲 𝑒 𝑪) 𝒆
 Full Order State Observer
˙
𝒆=( 𝑨 − 𝑲 𝒆 𝑪 )𝒆
• From above equation we see that the dynamic behavior of the
error vector is determined by the eigenvalues of matrix A-KeC.

• If matrix A-KeC is a stable matrix, the error vector will converge

to zero for any initial error vector e(0).

• That is, will converge to regardless of the values of x(0).

• And if the eigenvalues of matrix A-KeC are chosen in such a

way that the dynamic behavior of the error vector is
asymptotically stable and is adequately fast, then any error
vector will tend to zero (the origin) with an adequate speed.
 Full Order State Observer
˙
𝒆=( 𝑨 − 𝑲 𝒆 𝑪 )𝒆
• If the plant is completely observable, then it can be proved
that it is possible to choose matrix Ke such that A-KeC has
arbitrarily desired eigenvalues.

• That is, the observer gain matrix Ke can be determined to yield

the desired matrix A-KeC.
 Duality Property
• The design of the full-order observer becomes that of
determining an appropriate Ke such that A-KeC has
desired eigenvalues.

• Thus, the problem here becomes the same as the pole-

placement problem.

• In fact, the two problems are mathematically same.

• This property is called duality.

 Duality Property
• Consider the system defined by
𝒙=
˙ 𝑨𝒙 +𝑩𝑢
𝑦 =𝑪𝒙
• In designing the full-order state observer, we may solve
the dual problem, that is, solve the pole-placement
problem for the dual system.
𝒛˙ = 𝑨∗ 𝒛 +𝑪 ∗ 𝑣
𝑛= 𝑩 ∗ 𝒛
• Assuming the control signal to be

𝑣=− 𝑲𝒛
 Duality Property
• If the dual system is completely state controllable, then the
state feedback gain matrix K can be determined such that
matrix A*-C*K will yield a set of the desired eigenvalues.

• If , ,…, , are the desired eigenvalues of the state

observer matrix, then by taking the same as the desired
eigenvalues of the state-feedback gain matrix of the dual
system, we obtain
|𝑠𝐼 − ( 𝑨∗ − 𝑪∗ 𝑲  )|=( 𝑠 − 𝜇 1)(   𝑠 − 𝜇2 )   ⋯   ( 𝑠 − 𝜇𝑛 )
• Noting that the eigenvalues of A*-C*K and those of A-
K*C are the same, we have
|𝑠𝐼 −( 𝑨∗ − 𝑪∗ 𝑲  )|=|𝑠𝐼 −( 𝑨 − 𝑲 ∗ 𝑪  )|
 Duality Property
|𝑠𝐼 −( 𝑨∗ − 𝑪∗ 𝑲  )|=|𝑠𝐼 −( 𝑨 − 𝑲 ∗ 𝑪  )|
• Comparing the characteristic polynomial and the characteristic
polynomial for the observer system , we find that Ke and K* are
related by

|𝑠𝐼 −( 𝑨 − 𝑲 ∗ 𝑪  )|=|𝑠𝐼 −( 𝑨 − 𝑲 𝑒 𝑪  )|

𝑲 ∗= 𝑲 𝑒

• Thus, using the matrix K determined by the pole-

placement approach in the dual system, the observer
gain matrix Ke for the original system can be determined
by using the relationship Ke=K*.
 Observer Gain Matrix
• Using Transformation Matrix Q
• Direct Substitution Method
• Ackermann’s Formula
 Observer Gain Matrix
• Using Transformation Matrix Q
𝑲 =[ 𝛼 𝑛 − 𝑎 𝑛 𝛼 𝑛 −1 − 𝑎 𝑛 −1 ⋯ 𝛼2 − 𝑎 2 𝛼1 − 𝑎 1 ]

• Since 𝑲 𝑒=𝑲 ∗

[ ]
𝛼𝑛 − 𝑎𝑛
𝛼𝑛 − 1 − 𝑎𝑛 −1
∗
𝑲 𝑒= 𝑲 = ⋮
𝛼 2 − 𝑎2
𝛼 1 − 𝑎1
 Observer Gain Matrix
• Direct Substitution Method

[ ]
𝑘1
𝑘2
𝑲 𝒆 = ⋮
𝑘3
𝑘𝑛
 Observer Gain Matrix
• Ackermann’s Formula
−1
𝐾 =[ 0 1][ 𝐵 𝐵]
2 𝑛− 1
0 ⋯0 𝐴𝐵 𝐴 𝐵⋯ 𝐴 ∅( 𝐴 )
• For the dual system
𝒛˙ = 𝑨∗ 𝒛 +𝑪 ∗ 𝑣
𝑛= 𝑩 ∗ 𝒛
∗ −1
𝑲 =[ 0 1 ] [𝐶 ]
∗ ∗ ∗ ∗ 2 ∗ ∗ 𝑛 −1 ∗
0 ⋯0 𝐴 𝐶 (𝐴 ) 𝐶 ⋯ (𝐴 ) 𝐶 ∅(𝐴 )

• Since

𝑲 𝑒= 𝑲 = [ 0
∗
{ 0 ⋯0 1] [ 𝐶
∗ ∗
𝐴 𝐶
∗ ∗ 2
(𝐴 ) 𝐶 ⋯
∗ ∗ 𝑛 −1
(𝐴 ) 𝐶
∗ −1
] ∗
∅(𝐴 ) ∗}
 Observer Gain Matrix
{
𝑲 𝑒= 𝑲 ∗ = [ 0 0 ⋯0 1] [ 𝐶∗ 𝐴∗ 𝐶 ∗ ( 𝐴∗ )2 𝐶 ∗ ⋯ ( 𝐴 ∗ )𝑛 −1 𝐶 ∗ ]
−1
}
∅ ( 𝐴∗ ) ∗

• Simplifying it further
{[ 𝐶 }
∗
∗ −1
∗ ∗
𝐾 𝑒= ∅ ( 𝐴 )
∗ ∗
𝐴 𝐶
∗ ∗
(𝐴 ) 𝐶
2 ∗
⋯ (𝐴 )
∗ 𝑛− 1
𝐶 ] [0 0 ⋯0 1]
∗

[ ][]
−1
𝐶 0
𝐶𝐴 0
𝐾 𝑒 = ∅( 𝐴 ) ⋮ ⋮
𝑛 −2
𝐶𝐴 0
𝐶𝐴
𝑛 −1
1
 Observer Gain Matrix

• The feedback signal through the observer gain matrix Ke serves

as a correction signal to the plant model to account for the
unknowns in the plant.

• If significant unknowns are involved, the feedback signal

through the matrix Ke should be relatively large.

• However, if the output signal is contaminated significantly by

disturbances and measurement noises, then the output y is not
reliable and the feedback signal through the matrix Ke should
be relatively small.
 Observer Gain Matrix

• The observer gain matrix Ke depends on the desired

characteristic equation

• The observer poles must be two to five times faster than the
controller poles to make sure the observation error (estimation
error) converges to zero quickly.

• This means that the observer estimation error decays two to

five times faster than does the state vector x.

• Such faster decay of the observer error compared with the

desired dynamics makes the controller poles dominate the
system response.
 Observer Gain Matrix

• It is important to note that if sensor noise is considerable,

we may choose the observer poles to be slower than two
times the controller poles, so that the bandwidth of the
system will become lower and smooth the noise.

• In this case the system response will be strongly influenced

by the observer poles.

• If the observer poles are located to the right of the

controller poles in the left-half s plane, the system
response will be dominated by the observer poles rather
than by the control poles.
 Observer Gain Matrix

• In the design of the state observer, it is desirable to determine

several observer gain matrices Ke based on several different
desired characteristic equations.

• For each of the several different matrices Ke , simulation tests

must be run to evaluate the resulting system performance.

• Then we select the best Ke from the viewpoint of overall system

performance.

• In many practical cases, the selection of the best matrix Ke boils

down to a compromise between speedy response and
sensitivity to disturbances and noises.
 Example-1
• Consider the system

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• We use observer based approach to design state feedback control

such that 𝑢=− 𝑲 𝒙ˇ

• Design a full-order state observer assume that the desired eigenvalues of

the observer matrix are , .
 Example-1

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• Let us examine the observability matrix first

𝑂𝑀 = [ ] [
𝐶
𝐶𝐴
=
0
1
1
0 ]
• Since rank(OM)=2 the given system is completely state observable and the
determination of the desired observer gain matrix is possible.
 Example-1 (Method-1)

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• The given system is already in the observable canonical form. Hence,

the transformation matrix Q is I.
 Example-1 (Method-1)

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• The characteristic equation of2the given system is

|𝑠𝐼 − 𝐴|= 𝑠 −20.6= 0

• We have 𝑎 1=0 ,𝑎 2= − 20.6

 Example-1 (Method-1)

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• The desired characteristic equation of the system is

• We have
𝛼1 =20 , 𝛼2 =100
 Example-1 (Method-1)
• Observer gain matrix Ke can be calculated using following formula

𝑲 𝑒=
𝛼 2 − 𝑎2
𝛼 1 − 𝑎1[ ]
• Where

𝑎 1=0 ,𝑎 2= − 20.6 𝛼1 =20 , 𝛼2 =100

𝑲 𝑒=
[ 1 00 − (− 20.6)
20 − 0 ]
𝑲 𝑒= [ 1 20.6
20 ]
 Example-1 (Method-2)

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• The characteristic equation of observer error matric is

|𝑠 𝑰 − 𝑨+ 𝑲 𝑒 𝑪|=0
• Assuming
𝑲 𝑒=
[ ]
𝑘𝑒 1
𝑘𝑒 2

|𝑠 𝑰 − 𝑨+ 𝑲 𝑒 𝑪|= |[ 𝑠
0 𝑠] [
0 − 0
1 0 ][ ]
20.6 + 𝑘 𝑒 1 [ 0
𝑘𝑒 2 |
1]

¿ 𝑠 2 +𝑘𝑒 2 𝑠 −2 0 .6+ 𝑘𝑒 1
 Example-1 (Method-2)
• The desired characteristic polynomial is

• Comparing coefficients of different powers of s

𝑠 2 +20 𝑠 +100 ¿ 𝑠 2+ 𝑘 𝑒2 𝑠 − 2 0 .6+𝑘 𝑒 1

𝑲 𝑒=
[ 1 20.6
20 ]
 Example-1 (Method-3)

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 0 1 ]
[ ]
𝑥1
𝑥2

• Using Ackermann’s formula

[ ] [ ]
−1
𝑪 0
𝑲 𝑒= ∅ ( 𝑨 )
𝑪𝑨 1

• Where ∅ ( 𝑨 ) = 𝐴 2+ 𝛼1 𝐴 +𝛼 2 𝐼

𝛼1 =20 , 𝛼2 =100

∅ ( 𝑨 ) = 𝐴 2+ 20 𝐴+100 𝐼
 Example-1 (Method-3)
∅ ( 𝑨 ) = 𝑨 2+20 𝑨 +100 𝑰

[ ] [ ] [ ]
2
0 20.6 0 20.6 1 0
∅ ( 𝑨) = + 20 +100
1 0 1 0 0 1

∅ ( 𝑨) =
[ 1 2 0 .6
20
412
12 0 .6 ]
 Example-1 (Method-3)
• Using Ackermann’s formula

[ ] [ ]
−1
𝑪 0
𝑲 𝑒= ∅ ( 𝑨 )
𝑪𝑨 1

[ ][ ] []
−1
1 20.6 412 0 1 0
𝑲 𝑒=
20 120.6 1 0 1

𝑲 𝑒 =
[ 1 20.6
20 ]
 Example-1
• We get the same Ke regardless of the method employed.

• The equation for the full-order state observer is given by

˙ˇ = 𝑨 𝒙
𝒙 ˇ + 𝑩 𝑢+ 𝑲 𝒆 ( 𝑦 − 𝑪 𝒙
ˇ)

[ ]
ˇ˙ 𝟏
𝒙
ˇ˙ 𝟐
𝒙
= [
0
1
20.6
0 ][ ] [ ]
ˇ1
𝒙
ˇ2
𝒙
+
0
1
𝑢 (𝑡 )+ [
1 20.6
20 ]
(𝑦 −[ 0 1]
[ ]
ˇ1
𝒙
ˇ2
𝒙
)

[ ][
ˇ˙ 𝟏
𝒙
ˇ˙ 𝟐
𝒙
= 0
1
20.6
0 ][ ] [ ]
ˇ1
𝒙
ˇ2
𝒙 [ ] [
+ 0 𝑢 (𝑡 )+ 1 20.6 𝑦 − 1 20.6 [ 0
1 20 20 ] 1]
[ ]
ˇ1
𝒙
ˇ2
𝒙

[ ] ][ ] [ ]
˙ 𝟏
[ [ ]𝑦
ˇ
𝒙 0 − 100 ˇ 1
𝒙 0 1 20.6
= + 𝑢 (𝑡 )+
˙
ˇ
𝒙 1 − 20 ˇ 2
𝒙 1 20
𝟐
 Example-2
• Design a regulator system for the following plant:

[ ][
𝑥
˙1
𝑥
˙2
=
0
1
20.6
0 ][ ] [ ]
𝑥1
𝑥2
+
0
1
𝑢(𝑡 )

𝑦 =[ 1 0 ]
[ ]
𝑥1
𝑥2

• The desired closed-loop poles for this system are at , . Compute the
state feedback gain matrix K to place the poles of the system at
desired location.

• Suppose that we use the observed-state feedback control instead of

the actual-state feedback. The desired eigenvalues of the observer
matrix are , .

• Obtain the observer gain matrix Ke and draw a block diagram for the
observed-state feedback control system.
 Introduction
• The state observers discussed in previous lecture was
designed to estimate all the state variables.

• In practice however, some of the state variables may be

accurately measured.

• Therefore, such accurately measurable state variables need

not be estimated.

• In that case a reduced order state observer may be

designed to estimate only those state variables which are
not directly measurable.
 Introduction
• Suppose that the state vector x is an n-vector and the
output vector y is an m-vector that can be measured.

• Since m output variables are linear combinations of the

state variables, m state variables need not be estimated.

• We need to estimate only n-m state variables.

• Then the reduced-order observer becomes an (n-m)th order

observer.

• Such an (n-m)th order observer is the minimum-order

observer.
 Introduction
• Following figure shows the block diagram of a system with
a minimum-order observer.
 Minimum Order State Observer
• To present the basic idea of the minimum-order observer we
will consider the case where the output is a scalar (that is,
m=1).
• Consider the system
𝒙=
˙ 𝑨𝒙 +𝑩𝑢
𝑦 =𝑪𝒙
• where the state vector x can be partitioned into two parts
xa (a scalar) and xb [an (n-1)-vector].

• Here the state variable xa is equal to the output y and thus

can be directly measured, and xb is the unmeasurable
portion of the state vector.
 Minimum Order State Observer
• Then the partitioned state and output equations become
 Minimum Order State Observer
• Then the partitioned state and output equations become

• The equation of measured portion of the state is given as

• Or

• The terms on the left hand side of above equation can be

measure, therefore this equation serves as an output
equation.
 Minimum Order State Observer
• Then the partitioned state and output equations become

• The equation of unmeasurable portion of the state is given

as

• Noting that terms Abaxa and Bbu are known quantities.

• Above equation describes the dynamics of the

unmeasured portion of the state.
 Minimum Order State Observer
• The design procedure can be simplified if we utilize the design
technique developed for the full-order state observer.
• Let us compare the state equation for the full-order observer
with that for the minimum-order observer.
• The state equation for the full-order state observer is

• The state equation for the minimum order state observer is

• The output equations for the full order and minimum order
observers are
 Minimum Order State Observer
• List of Necessary Substitutions for Writing the Observer Equation for
the Minimum-Order State Observer

Table–1
 Minimum Order State Observer
• The observer equation for the full-order observer is given by :

• Then, making the substitutions of Table–1 into above

equation, we obtain

• Error dynamics are given as

 Minimum Order State Observer
• The characteristic equation for minimum order state observer
is
 Minimum Order State Observer
• Design methods
• 1. Using Transformation Matrix
 Minimum Order State Observer
• Design methods
• 2. Using Ackerman’s Formula
 Example-1
• Consider a system

• Assume that the output y can be measured accurately so

that state variable x1 (which is equal to y) need not be
estimated. Let us design a minimum-order observer.
Assume that we choose the desired observer poles to be
at
Example-1
Example-1
Example-1
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END OF LECTURE-06