ELEC 3035, Lecture 7: Observer design

Ivan Markovsky
Observers
Observer design by pole placement
Duality between observer and controller design
Pole placement by output feedback
ELEC 3035 (Part I, Lecture 7) Observer design 1 / 12
General observer design problem
Given dynamical system B
ext
with two types of external variables:
observed variables w
to-be-estimated variables z
B
ext
w
z
nd system (called observer) accepting w and producing z
Observer w z
We will consider the case: B=B
i/s/o
(A, B, C, D), w = (u, y), z =x.
Lecture 6: nonrecursive, feedforward observer for the initial state x(0)
Now our goal is recursive feedback observer for the current state x(t )
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Output feedback control
separation and certainty principles
We can extend a given state-feedback controller
u =Kx
to output feedback controller
u =K

x
by using the observer state estimate

x in place of x.
Observer
Plant
Output feedback controller
K
u y

x
ELEC 3035 (Part I, Lecture 7) Observer design 3 / 12
Internal model and feedback principles
The observer design is based on the following principles:
1. Internal model: the model run by u, gives an estimate

x for x
2. Feedback: correct the estimate

x, so that the error
x(t )

x(t ) =: e(t ) 0 as t
Let the feedback be a linear function of the output error
feedback correction =L(y

y)
Then the observer for the model B
i/s/o
(A, B, C, D) is

x =A

x +Bu L(y

y)

y =C

x +Du
ELEC 3035 (Part I, Lecture 7) Observer design 4 / 12
Error dynamics
Our goal is to choose L, so that the state error e(t ) 0 as t .
The dynamics of e is
e =(x

x)
=Ax +Bu A

x Bu +L(y

y)
=A(x

x) +LC(x

x)
= (A+LC)
. .
A
o
e
i.e., e B
ss
(A
o
) an autonomous LTI system.
Therefore, e(t ) 0 as t is equivalent to stability of B
ss
(A
o
).
ELEC 3035 (Part I, Lecture 7) Observer design 5 / 12
Comparison with state-feedback stabilization
In the state feedback stabilization problem we have
x =Ax +Bu and u =Kx
which gives an autonomous LTI closed loop system
x = (A+BK)
. .
A
c
x
and the aim is to choose K, so that B
ss
(A
c
) is stable.
ELEC 3035 (Part I, Lecture 7) Observer design 6 / 12
Observer design by pole placement
The condition e(t ) 0 as t is a minimum requirement.
In fact we want e(t ) 0 fast
(possibly in a nite (small) number of steps deadbeat observer)
The error dynamics is governed by the poles of the matrix
A
o
:=A+LC
so for desired error dynamics we can
select desired pole locations of A
o
and choose L to achieve them.
ELEC 3035 (Part I, Lecture 7) Observer design 7 / 12
Duality of the observer PP and controller PP problems
Observer PP problem: Choose L, so that
det
_
zI (A+LC)
_
=p
des
(z)
Controller PP problem: Choose K, so that
det
_
zI (A+BK)
_
=p
des
(z)
Observer PP is not a new problem:
det
_
zI (A+LC)
_
=det
_
_
zI (A+LC)
_

_
=det
_
zI (A

+C

)
_
=det
_
zI (

A+

B

K)
_
= observer PP is controller PP for the dual system.
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The results for state feedback PP can be restated for observer PP:
Theorem: The eigenvalues of A+LC can be assigned choosing L
to any locations in C if and only if A, C is observable.
Observer canonical form Controller canonical form
Lemma:
Let A, c and A

, c

be two observable pairs and

assume that A and A

have the same char. polynomials.

Then there is a unique similarity transformation given by the matrix
T :=
_
O(A

, c

)
_
1
O(A, c)
such that
T
1
AT =A

and cT =c

.
ELEC 3035 (Part I, Lecture 7) Observer design 9 / 12
Closed-loop system with output feedback controller
Consider the closed loop system
Observer
Plant
Output feedback controller
K
u y

x
where
Plant: x =Ax +Bu, y =Cx +Du
Observer:

x =A

x +Bu L(y C

x Du)
State feedback controller: u =K

x
ELEC 3035 (Part I, Lecture 7) Observer design 10 / 12
Feedback controller:

x = (A+LC)

x +(B+LD)u Ly, u = K

x
= (A+LC+BK +LDK)

x Ly
Note: the feedback controller is a dynamical system
Closed-loop system:
_
x

x
_
=
_
A BK
LC A+LC+BK
__
x

x
_
Note: closed-loop system order = plant order + controller order
Error equation:
_
x
e
_
=
_
A+BK BK
0 A+LC
__
x
e
_
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Example: output feedback deadbeat control
5 10 15 20
4
3
2
1
0
1
x 10
5
t
y
5 10 15 20
3
2
1
0
1
2
x 10
5
t
u
15th order single-input open-loop system, 30 order closed-loop system
(The same system as the one used in the example of Lecture 1)
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