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Absiract: For nonlinear single-input single-output systems i =1(x, u), y = h(x, u), the relationships for a state transformation into
the nonlinear observer canonical form are developed. It is possible to dimension a nonlinear observer by an eigenvalue assignment
without solving the nonlinear partial differential equations for the transformation, if the transformed nonlinearities are linearized
about the reconstructed state. With reference to the extended Kalman filter algorithm, this nonlinear observer design is called the
extended Luenberger observer.
Keywords: Nonlinear systems, Observer, Canonical form, State transformation, Output injection, Extended linearization, Extended
Luenberger observer.
1. Introduction
has full rank in the considered domains of x and U [ll]. In (1.3), the linear differential operator ,Ni,
with
The name observer form refers to the property that a nonlinear observer can be designed in canonical
coordinates as in the linear case by an eigenvalue assignment. Considering this, the observer is set up in the
folIowing form:
i*=E,,Z*-a(y, u*)+g*[h*-(y, +a;], R*(O)=2,*, (1.8)
where the functions a(y, u*) are realized by output and input injection. The transient behavior of the
observer can be predetermined by assignment of the vector elements gi*, i = l(l)n, which are equal to the
coefficients of the characteristic polynomial of the linear part of (1.8).
This canonical observer design assumes that the nonlinear functions a( y, u*) and h * -( y, u) can be
calculated. But a transformation of nonhnearsystems into observer canonical form is practicable only for
few exceptional cases, due to the required integration of partial differential equations and inversion of
nonlinear equations [1,4,6,7].
In this paper, a new method for the nonlinear observer design is developed which does not require an
explicit solution of the defining equations of the state transformation.
In a first step, the transformation relationships derived in [l] wih be extended to input-dependent
functions f(x, u) and h(x, u), and to the general canonical output equation (1.6). The required state
transformation is set up as a smooth one-to-one vector function
x=w(x*, ii), (24
x* = w-yx, ii), (2.2)
which depends also on the input vector ii, defined in (1.4). Then (2.1) is differentiated with respect to time
whereby z?* is substituted from (1.5), yielding
-aw
ax,*I (2.4)
M. Zeitz / The extended Luenberger observer 151
occurs. Later on, it wiII be seen that the column vectors of the Jacobian can be calculated more easily as a
function of x than as a function of x *. Therefore, it is necessary to introduce new symbols
5(x, ii):=$[w-(x,
I ii), ii], i=l(l)n,
for this functional dependence. Throughout the paper, a bar over a symbol will mean dependence on x
instead of x *.
In order to obtain the defining equations for the vectors (2.5), equation (2.3) is differentiated partially
with respect to xi*, i = l(l)n. This leads, as shown in Appendix A, to the recursive formulas
aw -aw =9;$, i = l(l)fl - 1,
a4k1=-Efax,* 1 (2.6)
(2.8)
is applied to column vectors. By means of this operator notation, the Jacobian (2.4) reads
aw q, Y,,..., 9y]g.
-=
ax* [ 1
For the determination of the starting vector G/ax? of the recursive formulas (2.6), (2.7) and (2.9), the
equivalence of the outputs (1.2) and (1.6) is used
h(x, 24)=/2*(x;, 24). (2.10)
The technique outlined in Appendix B is applied for the partial differentiation of (2.10) with respect to XT,
i = l(l)n. This yields for the starting vector
g+>E)=ge-yx,
U)[O
-.. 0l]T,
i.e., the last column of the inverse observability matrix (1.3) muh.ipIied by w/ax,*. Thereby it must be
postulated that the nonlinear system is locahy observable.
With that, the partial derivatives of the transformation function w(x*, U) with respect to xi*, i = l(l)n,
are defined by (2.9) and (2.11) as functions of x and ii. A corresponding result follows from (2.7) and
(2.11) for the derivatives of the nonlinearities, a(~, u *) and h *(x,*, u). A problem which still remains
unsolved is the actual computation of the nonlinear functions w(x *, ti), a( y, u * ) and h *(x,*, u) from
these relationships. This requires an integration of nonlinear partial differential equations that result from
the defining equations (2.7), (2.9) and (2.11) formulated in dependence on x*.
In the next section, it is shown in which way a nonlinear observer can even be designed on the basis of
the unsolved partial differential equations.
belongs to the system (ll), (1.2). In general, it must be assumed that the gain vector g(Z, a*) is a function
of the reconstructed state f and, as proved in the foIIowing, of U* which is defined by (1.7). In order to
aw
-l
determine the gains, the observer (3.1) is transformed into the canonical coordinates Z*,
i* = E,$* - a(j,
=f *(,*,
u*) +
u*> +g*@*,
[ 1g(2,
af* u*)[h*(x,*,
u)-h*(q,
u*)(r-j),
u)]
(3.2)
as shown in Section 2, using the transformations
2=w(P*, ii), zJ* = w-1 (a, ii).
This representation differs from the canonical observer design (1.8) by the expression ~(9, u*) instead of
a(~, u*), and by the correction term which depends on y -9 instead of x,* - a,*. Based on the results of
Section 2, it is seen that the design with equation (1.8) is not possible. Only the partial derivatives of
a(y, u*) and A*($, u) are known whereas the functions themselves remain unknown.
The dimensioning of the vector g * (2 *, u*) is based on the differential equation of the observer error
E* in the canonical coordinates
Through an extended linearization of this equation about the reconstructed trajectory Z,*(r),
(3.4)
Pbl, P2Y4%lT~
which must be specified. Consequently, the gain vector of the observer (3.1) reads
(3.6)
Here, the notation (2.5) has been transferred to the functional dependence on 2 or 2*, respectively. By
substitution of the transformation relationships (2.7), (2.9) and (2.11) into (3.6), the dimensioning rule
M. Zeitz / The extended Luenberger observer 153
is obtained for the nonlinear observer (3.1). As opposed to all known design methods for nonlinear systems
based on canonical forms, the application of this dimensioning rule requires neither an integration of
differential equations nor an inversion of nonlinear equations. The only assumption is that the nonlinear
system (l.l), (1.2) is locally observable, i.e., that the inverse Q-(2, U) of the observability matrix (1.3)
exists. The dimensioning rule (3.7) is also consistent with Ackermanns formula for linear time-invariant
observers [3].
For the computation of (3.7), the function ah*/%?,*, which can be chosen arbitrarily, is of particular
importance. By an appropriate choice of ah*/%?,* # 0, the first column of the transformation Jacobian
(2.11) can be simplified such that the application of the operators 9;, i = l(l)n, becomes as simple as
possible. Finally, the obtained result is divided by the previously chosen functions ah/U,* # 0.
The developed design method for nonlinear observers is essentially based on the extended linearization
of the observer error system in the canonical coordinates. With reference to the extended Kalman filter,
which is also based on a linearization about the current state estimate [2], this nonlinear observer design is
called the extended Luenberger observer. For the admissibility of the linearization, a suitably chosen initial
value Z(O) = ?a for the extended observer algorithm is an important factor.
4. Example
The extended Luenberger observer design is demonstrated for a second order polynomial system
i=
ax1 - bx,x,
cxlx2 - dx, - ex2u 1, y=x,. (4-l)
For this system, the observability matrix (1.3),
2
cxl-d-eu
1
1
(4.2)
has full rank for cx2 f 0. According to (2.11), the starting vector
-=aw
ax: [ 1 l/cx2
0
ah*
aJc: (4.3)
is calculated. This vector can be simplified by a corresponding choice of
ah*
-=cx,#O. (4.4)
ax:
Now, the computation of the observer gains (3.7),
requires by a factor of 5 less floating point operations than without a canonical output function
h * (x2*, u). Moreover, a dependence on the time derivative of u is avoided.
154 M. Zeitz / The extended Luenberger observer
5. Concluding remarks
In conclusion, some results and consequences for an extended Luenberger observer design are briefly
summarized.
l An extended Luenberger observer exists for smooth nonlinear systems which are locally observable in
the considered domains of state and input.
This nonlinear observer design method contains - besides the choice of the function W/8x,*
l - only
recursive calculation steps. Therefore, a computer-aided design can be carried out easily by use of a
symbolic progr amminglanguage, e.g. IMACSYMA, REDUCE or MUMATH.
The most limiting restrictions are due to the assumed n-fold differentiability
l of the nonlinear system
functions, and if necessary of the input function u(t). Provided that time derivatives of the input are
needed, then these are precisely only realizable if u(t) is generated in a dynamical system. Hence, the
differentiability of the system nonlinearities also includes the differentiability of the input function.
The extended Luenberger observer is a method dual to the pseudolinearization for the nonlinear state
l
a row vector, respectively, with respect to a nonlinear vector field f(x, u). But here the input dependence
of the vector field is to be taken into consideration.
An application of the extended Luenberger observer for multiple-output
l systems is straightforward.
In that case, a canonical output function belongs to each output variable and the computation of the
observer gains can be simplified even more by an appropriate choice of those functions.
&[$]f*=&($$&f* ea(2.3)
=g@)[f-$1, (A31
aw for i=l(l)n-1,
aw af *
--= ax,*,,
ax* ax: (A4
----aw 3iw fori=n ,
1 ax* ay ax,*
M. Zeitz / The extended Luenberger observer 155
G&W afG
-Way ax,*=Z ax,* - --&(~)f-qgp> 647)
are obtained. By introducing the operator 9, - defined in (2.8) - (A6) and (A7) can be written as (2.6) and
(2.7), respectively.
-ah --af Z
ax[ ax ax,*_, -&($-)f-7&(&)G]=8in~* i=2(1)ne @2)
Moreover, the first n - 1 equations of (Bl) are differentiated totally with respect to t, yielding
whereby R is substituted from (1.1). After an index shift the last two terms of (B3) are introduced into
(B2), yielding
034)
By using the differential operator NJ as defined in (1.4), equation (B4) is written more concisely as
ah 37 =a, ah*
[ 1
%G ax,*_, lnaX,*p
i=2(l)n. (B5)
These equations are of the same type as (Bl), if ah/ax is replaced by M,ah/ax there. Through repeated
application of the operations (B2) and (B3) to the equations that are formed in each case, a total number
of n systems of equations with a decreasing number of equations is obtained:
Every first equation in this system, i.e. i = k, is used for the determination of %/ax::
(B7)
EL?r[o . . . 0 l]T
Q(x~ 5) ax: ,* w-9
from which (2.11) follows directly.
156 M. Zeitz / The extended Luenberger observer
Acknowledgement
The author would like to thank W. Respondek and J. Birk for helpful discussions and comments.
This research was supported by Deutsche Forschungsgemeinschaft.
References
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Algebraic and Geometric Methodr in Nonlinear Control Theory (Reidel, Dordrecht, 1986) pp. 89-98.
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