Nonlinear Control

Lecture # 12
Nonlinear Observers
and
Output Feedback Stabilization

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

Local Observers

ẋ = f (x, u), y = h(x)

x̂˙ = f (x̂, u) + H[y − h(x̂)]

x̃ = x − x̂

x̃˙ = f (x, u) − f (x̂, u) − H[h(x) − h(x̂)]

We seek a local solution for sufficiently small kx̃(0)k
Linearization at x̃ = 0:
 
∂f ∂h
x̃˙ = (x(t), u(t)) − H (x(t)) x̃
∂x ∂x

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Steady-state solution:
0 = f (xss , uss ), 0 = h(xss )

Assumption: given ε > 0, there exist δ1 > 0 and δ2 > 0 such

that

kx(0) − xss k ≤ δ1 and ku(t) − uss k ≤ δ2 ∀ t ≥ 0

⇒ kx(t) − xss k ≤ ε ∀ t ≥ 0

∂f ∂h
A=
(xss , uss), C= (xss )
∂x ∂x
Assume that (A, C) is detectable. Design H such that
A − HC is Hurwitz

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Lemma 11.1
For sufficiently small kx̃(0)k, kx(0) − xss k, and
supt≥0 ku(t) − uss k,
lim x̃(t) = 0
t→∞

Proof
1
∂f
Z
f (x, u) − f (x̂, u) = (x − σx̃, u) dσ x̃
0 ∂x
kf (x, u)−f (x̂, u)−Ax̃k =
Z 1  
∂f ∂f ∂f ∂f
(x − σx̃, u) − (x, u) + (x, u) − (xss , uss) dσ x̃

0 ∂x ∂x ∂x ∂x

≤ L1 ( 21 kx̃k + kx − xss k + ku − uss k)kx̃k

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 kh(x) − h(x̂) − C x̃k ≤ L2 ( 21 kx̃k + kx − xss k)kx̃k

x̃˙ = (A − HC)x̃ + ∆(x, u, x̃)

k∆(x, u, x̃)k ≤ k1 kx̃k2 + k2 (ε + δ2 )kx̃k

P (A − HC) + (A − HC)T P = −I
V = x̃T P x̃

V̇ ≤ −kx̃k2 + c4 k1 kx̃k3 + c4 k2 (ε + δ2 )kx̃k2

V̇ ≤ − 31 kx̃k2 , for c4 k1 kx̃k ≤ 1

3
and c4 k2 (ε + δ2 ) ≤ 1
3

For sufficiently small kx̃(0)k, ε, and δ2 , the estimation error

converges to zero as t tends to infinity

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

The Extended Kalman Filter

ẋ = f (x, u), y = h(x)

x̂˙ = f (x̂, u) + H(t)[y − h(x̂)]

x̃ = x − x̂

x̃˙ = f (x, u) − f (x̂, u) − H(t)[h(x) − h(x̂)]

Expand the right-hand side in a Taylor series about x̃ = 0 and
evaluate the Jacobian matrices along x̂
x̃˙ = [A(t) − H(t)C(t)]x̃ + ∆(x̃, x, u)

∂f ∂h
A(t) = (x̂(t), u(t)), C(t) = (x̂(t))
∂x ∂x

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Kalman Filter Gain:
H(t) = P (t)C T (t)R−1

Ṗ = AP + P AT + Q − P C T R−1 CP, P (t0 ) = P0

P0 , Q and R are symmetric, positive definite matrices

Assumption 11.1: P (t) exists for all t ≥ t0 and satisfies
α1 I ≤ P (t) ≤ α2 I, αi > 0

Remarks:
Assumption 11.1 cannot be checked offline
The observer and Riccati equations are solved
simultaneously in real time

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Lemma 11.2
There exist positive constants c, k, and λ such that
kx̃(0)k ≤ c ⇒ kx̃(t)k ≤ ke−λ(t−t0 ) , ∀ t ≥ t0 ≥ 0

Proof

kf (x, u)−f (x̂, u)−A(t)x̃k =

Z 1  
∂f ∂f
L kx̃k2
1
(σx̃ + x̂, u) − (x̂, u) dσ x̃
≤ 2 1

0 ∂x ∂x
kh(x)−h(x̂)−C(t)x̃k =
Z 1  
∂h ∂h
L kx̃k2
1
(σx̃ + x̂) − (x̂) dσ ≤
x̃ 2 2

0 ∂x ∂x

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization


∂h ∂h
∂x (x − x̃) ≤ ∂x (0) + L2 (kxk + kx̃k)
kC(t)k =

k∆(x̃, x, u)k ≤ k1 kx̃k2 + k3 kx̃k3

α1 I ≤ P (t) ≤ α2 I ⇔ α3 I ≤ P −1(t) ≤ α4 I, αi > 0

V = x̃T P −1 x̃

d −1
P = −P −1 Ṗ P −1
dt

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 d −1
V̇ = x̃T P −1 x̃˙ + x̃˙ T P −1 x̃ + x̃TP x̃
dt
= x̃T P −1 (A − P C T R−1 C)x̃
+ x̃T (AT − C T R−1 CP )P −1x̃
− x̃T P −1 Ṗ P −1 x̃ + 2x̃T P −1∆
= x̃T P −1 (AP + P AT − P C T R−1 CP − Ṗ )P −1 x̃
− x̃T C T R−1 C x̃ + 2x̃T P −1 ∆
= −x̃T (P −1QP −1 + C T R−1 C)x̃ + 2x̃T P −1∆

V̇ ≤ −c1 kx̃k2 + c2 k1 kx̃||3 + c2 k2 kx̃||4

V̇ ≤ − 21 c1 kx̃k2 , for kx̃k ≤ r

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Example 11.1

ẋ = A1 x + B1 [0.25x21 x2 + 0.2 sin 2t], y = C1 x

   
0 1 0  
A1 = , B1 = , C1 = 1 0
−1 −2 1
Investigate boundedness of x(t)
 
1 3 1
P1 A1 + AT1 P1 = −I ⇒ P1 =
2 1 1

V (x) = xT P1 x

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 V̇ = −xT x + 2xT P1 B1 [0.25x21 x2 + 0.2 sin 2t]
≤ −kxk2 + 0.5kP1 B1 kx21 kxk2 + 0.4kP1 B1 kkxk
x2 0.4
= −kxk2 + √1 kxk2 + √ kxk
2 2 2
0.4 √
≤ −0.5kxk2 + √ kxk, for x21 ≤ 2
2
√
2 √
   T = 2
1 0 P −1 1 0
√ √
Ω = {V (x) ≤ 2} ⊂ {x21 ≤ 2}

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Inside Ω
0.4
V̇ ≤ −0.5kxk2 + √ kxk
2
0.4
≤ −0.15kxk2 , ∀ kxk ≥ √ = 0.8081
0.35 2
√
λmax (P1 ) = 1.7071 ⇒ (0.8081)2 λmax (P1 ) < 2

⇒ {kxk ≤ 0.8081} ⊂ Ω

⇒ Ω is positively invariant

Design EKF to estimate x(t) for x(0) ∈ Ω

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

  
0 1
A(t) =
−1 + 0.5x̂1 (t)x̂2 (t) −2 + 0.25x̂21 (t)
 
C= 1 0

Q = R = P (0) = I

Ṗ = AP + P AT + I − P C T CP, P (0) = I
 
p11 p12
P =
p12 p22

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 x̂˙ 1 = x̂2 + p11 (y − x̂1 )
x̂˙ 2 = −x̂1 − 2x̂2 + 0.25x̂21 x̂2 + 0.2 sin 2t + p12 (y − x̂1 )
ṗ11 = 2p12 + 1 − p211
ṗ12 = p11 (−1 + 0.5x̂1 x̂2 ) + p12 (−2 + 0.25x̂21 )
+ p22 − p11 p12
ṗ22 = 2p12 (−1 + 0.5x̂1 x̂2 ) + 2p22 (−2 + 0.25x̂21 )
+ 1 − p212

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 (a) (b)
1
x1
1
p11
x2

Components of P(t)
0.5 0.8
Estimation Error

0.6
p22
0 0.4
0.2
−0.5 0 p12
−0.2
−1 −0.4
0 1 2 3 4 0 1 2 3 4
Time Time

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

Global Observers
Observer Form:
ẋ = Ax + ψ(u, y), y = Cx

(A, C) observable
x̂˙ = Ax̂ + ψ(u, y) + H(y − C x̂)

x̃ = x − x̂

x̃˙ = (A − HC)x̃
Design H such that A − HC is Hurwitz
limt→∞ x̃(t) = 0, ∀ x̃(0)

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 ẋ = Ax + ψ(u, y) + φ(x, u), y = Cx

kφ(x, u) − φ(z, u)k ≤ Lkx − zk

x̂˙ = Ax̂ + ψ(u, y) + φ(x̂, u) + H(y − C x̂)

x̃˙ = (A − HC)x̃ + φ(x, u) − φ(x̂, u)

P (A − HC) + (A − HC)T P = −I, V = x̃T P x̃

V̇ = −x̃T x̃ + 2x̃T P [φ(x, u) − φ(x̂, u)] ≤ −kx̃k2 + 2LkP kkx̃k2

1
L< ⇒ limt→∞ x̃(t) = 0, ∀ x̃(0)
2kP k

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

High-Gain Observers
Example 11.2

ẋ1 = x2 , ẋ2 = φ(x, u), y = x1

x̂˙ 1 = x̂2 + h1 (y − x̂1 ), x̂˙ 2 = φ0 (x̂, u) + h2 (y − x̂1 )

|φ0 (z, u) − φ(x, u)| ≤ Lkx − zk + M

x̃˙ = Ao x̃ + Bδ(x, x̃, u)

   
−h1 1 0
Ao = , B= , δ = φ(x, u) − φ0 (x̂, u)
−h2 0 1
Design h1 and h2 such that Ao is Hurwitz

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Transfer function from δ to x̃:
 
1 1
Go (s) = 2
s + h1 s + h2 s + h1

We can make supω∈R kGo (jω)k arbitrarily small by choosing

h2 ≫ h1 ≫ 1
α1 α2
h1 = , h2 = 2 , ε≪1
ε ε
 
ε ε
Go (s) =
(εs)2 + α1 εs + α2 εs + α1
lim Go (s) = 0
ε→0

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 x̃1
η1 = , η2 = x̃2
ε
 
−α1 1
εη̇ = F η + εBδ, where F =
−α2 0
P F + F T P = −I, V = ηT P η

|δ| ≤ Lkx̃k + M ≤ Lkηk + M

εV̇ = −η T η + 2εη T P Bδ
≤ −kηk2 + 2εLkP Bkkηk2 + 2εMkP Bkkηk

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 εLkP Bk ≤ 1
4
⇒ εV̇ ≤ − 21 kηk2 + 2εMkP Bkkηk

kη(t)k ≤ max ke−at/ε kη(0)k, εcM ,


∀t≥0
Peaking Phenomenon:
x1 (0) 6= x̂1 (0) ⇒ η1 (0) = O(1/ε)

The solution will contain a term of the form (1/ε)e−at/ε

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Example 11.1 (revisited)

ẋ1 = x2 , ẋ2 = −x1 − 2x2 + ax21 x2 + b sin 2t,y = x1

√
a = 0.25, b = 0.2, and Ω = {1.5x21 + x1 x2 + 0.5x22 ≤ 2} is
positively invariant
2
x̂˙ 1 = x̂2 + (y − x̂1 )
ε
1
x̂˙ 2 = −x̂1 − 2x̂2 + âx̂21 x̂2 + b̂ sin 2t + 2 (y − x̂1 )
ε

Case 1: â = 0.25 and b̂ = 0.2 (Figures (a) and (b))

Case 2: â = b̂ = 0 (Figures (c) and (d))

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 (a) (b)
1.2 40
ε = 0.01
1
ε = 0.1 30
ε = 0.01
x1 and Estimates

x and Estimates
0.8

0.6 20

0.4
10

2
0.2 ε = 0.1
0
0
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
Time Time

(c) (d)
0.04
0
ε = 0.1
Estimation Error of x2

Estimation Error of x2

ε = 0.1 0.02
−10
ε = 0.01
0
−20
ε = 0.01
−30 −0.02

−40 −0.04
0 0.1 0.2 0.3 0.4 5 6 7 8 9 10
Time Time

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 General case:
ẇ = f0 (w, x, u)
ẋi = xi+1 + ψi (x1 , . . . , xi , u), for 1 ≤ i ≤ ρ − 1
ẋρ = φ(w, x, u)
y = x1

i
X
|ψi (x1 , . . . , xi , u) − ψi (z1 , . . . , zi , u)| ≤ Li |xk − zk |
k=1

αi
x̂˙ i = x̂i+1 + ψ1 (x̂1 , . . . , x̂i , u) + i (y − x̂1 )
ε
α ρ
x̂˙ ρ = φ0 (x̂, u) + ρ (y − x̂1 )
ε

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 α1 to αρ are chosen such that the roots of
sρ + α1 sρ−1 + · · · + αρ−1 s + αρ = 0

have negative real parts

|φ(w, x, u) − φ0 (x, u)| ≤ M

|φ0 (x, u) − φ0 (x̂, u)| ≤ Lkx − x̂k

|φ(w, x, u) − φ0 (x̂, u)| ≤ Lkx − x̂k + M

Lemma 11.3
For sufficiently small ε
 
b
|x̃i | ≤ max e−at/ε , ερ+1−i cM
εi−1

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Proof

x1 − x̂1 xρ−1 − x̂ρ−1

η1 = , . . . , ηρ−1 = , ηρ = xρ − x̂ρ
ερ−1 ε

εη̇ = F η + εδ(w, x, x̃, u)

δ = col(δ1 , δ2 , · · · , δρ ), δρ = φ(w, x, u) − φ0 (x̂, u)

i
X
|δi | ≤ Li εi−k |ηk |, 1 ≤i≤ρ−1
k=1
 
−α1 1 0 ··· 0
 −α2 0 1 · · · 0
.. .. 
 
F = ..
.

 . .
−αρ−1 0 1
−αρ 0 ··· ··· 0

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 For ε ≤ ε∗
kδk ≤ Lδ kηk + M

V = η T P η, P F + F T P = −I

εV̇ = −η T η + 2εη T P δ

εV̇ ≤ −kηk2 + 2εkP kLδ kηk2 + 2εkP kMkηk

For ǫkP kLδ ≤ 14 ,
εV̇ ≤ − 12 kηk2 + 2εkP kMkηk ≤ − 41 kηk2 , ∀ kηk ≥ 8εkP kM

By Theorem 4.5, kη(t)k ≤ max ke−at/ε kη(0)k, εcM



|x̃i | ≤ ερ−i |ηi |

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

Output Feedback Stabilization: Linearization
ẋ = f (x, u), y = h(x), f (0, 0) = 0, h(0) = 0

ẋ = Ax + Bu y = Cx
  
∂f  ∂f  ∂h 
A= , B= , C=
∂x x=0,u=0 ∂u x=0,u=0 ∂x x=0
Design a linear output feedback controller:
ż = F z + Gy, u = Lz + My

such that the closed-loop matrix

 
A + BMC BL
is Hurwitz
GC F

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization

 Closed-loop system:
ẋ = f (x, Lz + Mh(x)), ż = F z + Gh(x)

Linearization at the origin (x = 0, z = 0) results in the

Hurwitz matrix 
A + BMC BL


GC F
By Theorem 3.2, the origin is exponentially stable

Nonlinear Control Lecture # 12 Nonlinear Observers and Output Feedback Stabilization