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2- i(t)=Ax(t)+Bu(t)+Ed(t)
Y ( 0 = CX(0 ( 1)
where 1) the state vector x E R ", the control input vector u E R'", the
unmeasurable disturbance vector d E RQ,and the output vector y E RP,
a- 2) rank C = p , rank E = q, and 3) (C,A) is an observable pair.
The problem consists of obtaining conditions for the existence of a
I stable Luenberger observer to asymptotically estimate the state vector
I
I x ( r ) using no knowledge of the disturbance vector d(t).
I The assumption that the matrix E has full column rank q is not a
I
L -- 1 restriction and can always be met by redefining the disturbance vector as
I follows. If rankE=ql <q, then E is expressed as E = E N where E has
I
I full column rank q1 and d= Nd is defined to be the new ( q l X1)
0.
1f I I I I I
disturbance vector. It is assumed that this has already been done in (1).
0O 2. 0 LO
TIME ( s e c s ) -
6-0 BO III. STRUCTURZ
OF THE UNKNOWN-INPUT
OBSERVER
Since C has full row rank, suitable coordinate transformation on the
Fig. 1. Rtsponss of fourth-order system and a third-order model to a step input
states can be found such that C has the representation [Ip i 01, Zp being
matrix. In this coordinate system, the state vector is of
[Z] H. H a f f s and P.E. Sarachik, "Uniform approximation of linear systems," Bell @sf. where the vector wER"-P, is the unmeasurable part of
Tech. J - VOL48, pp. 209-231, 1969.
[3] N. Sugie, "Reducible linear rime varyingcontrol sptems," Inf. J . Confr., pp. and system (1) is expressed in the following partitioned
149-160, July 1971. form:
[4] M. Y.Wu, "A new method of computing the s l a t e transition matrix of linear time
varying systems" in Proc. IEEE Int. Symp. on C i W and @SI. 'I~EW, San
Francisco,C 4 1974.
[SI -, "An cxtmsion of a new methcd of computingthe state bansition matrix of
linear time varying systems," IEEE Trans. Automat. Contr, vol. AG19, pp. 619620,
1974.
[q -, "Some new results in linear time varying systems," IEEE Trans. A u l o m f .
m -.C W . , VOL AG20,pp. 159-161, 1975.
'Transformation of a linear time varying system into a linear time invariant
system,'* Jnt. 1.Cow., pp. 589-602 Apr. 1978.
Further, since the observability of the pair ( C , A ) implies that of the
[ 8 j A S. Rao, S. S . Lamb& and S. V. R a o , "Routh approximant time domain reduced pair (AI2,&), an ( n -p)th order observer can be constructed as follows
order models for SISO system," Proc. IEE, pp. 1059-1063, 1978.
151:
i(t)=Fz(t)+Gy(t)+Hu(t)+Jd(t) (3)
where
F=A,-LAl,
G=FL+A21-LA13
Observers for L
ine
ar Systems with Unknown Inputs
H = BZ- LB,
P.KUDVA, N. VISWANADHAM, AND A. RAMAKRISHNA J=E,-L.EX.
In the standard case, when d(t) is available for measurement the (n- p )
X p matrix L is chosen suchthat F has a desiredset of stable eigenvalues
and the estimate C(t) of w ( f ) is obtained as
i(r)=t(t)+Ly(r). (4)
I. INTRODUCTION
The problem of observing the states of a system,some of whose inputs In the present case, however, d(t) is not available, so that the observer
are not available for measurement, has received considerableattention in (3) can be implemented only if a matrix L can be chosen such that
the literature [I]-[3]. One approach consists essentiaUy of modeling the
unknown inputs by the response of a suitably chosen dynamical system i) J = E 2 - L E I = 0 and (5)
[4]. This procedure, however, increases the dimension of the observer ) F = A= - LA 12 has stable eigenvalues.
i
i
considerably. The approach of Wang et al. [I], on the other hand, is
more interesting,since,assuming no knowledge about the unknown
disturbance inputs,theypresentasimple procedure to construct re- Exfifenee Condirionrfor a Stable Obsemr
duced-order observers. However, no mention is made of the conditions
under which it is possible to construct such observers. The approach It is possible to choose a matrix L that satisfies (5) if
presented in this technical note essentially follows [I] and extends the
partial results contained therein.
hinnwcript received May 17,1979; revised August 7,1979. In terms of the system matrices in (I), this implies that
P. Kndva is with d e ISRO Satellite Centre, Bangalore, India.
N. Virmanadham and A. Ra ' ' F are with the School of Automation, Indian
Institute of science, Bangalore, India ra&(CE)=rankE=q
and p>q.
Assuming that (7) holds, the general solution to (5) can be written as is the product of the invariant polynomials that appear in the Smith form
of P(s).
161
Definition 3 [8]:The unobservable polynomial of the pair ( C , A ) is
L=&E:+K(I,-E,E;) (8) the product of the invariant polynomials that appear in the Smith form
of
where E: is the generalizedinverse of E , and Kis an arbitrary
c o l u m n rank,E: is given by
( n - p ) X p matrix. Since E, has full
E: = (BTE,)-'E~. (9)
We now present the following result.
It can be easily verifiedthat E:El = Zq and that (8) satisfies (5). L e m m a I : Let rank CE = q. The unobservable polynomial of the pair
While the matrix K is arbitrary, it is not possible in general to choose (A&,F l ) is equal to the invariant zero polynomial of ( C , A ,E).
an L that locates all the eigenvalues of F at arbitrarily assigned values. The proof of this lemma is given in the Appendix.
This can easily be seen in the particular case when p = q and L reduces Thus far it has been shown that if (7)holds, then a matrix L can be
to chosen as in (8) so that J = 0. For this choice of L, the eigenspectnun of
F comprises two sets, namely, 1) a set that is fixed at the invariant zeros
L = E,E;~. ( 10) of the triple (C,A,E) and 2) a set that can be assigned arbitrarily. It may
Since it is of interest to ascertain the stability of F, the eigenspectrum
a:,
be noted here that the second setis the null set if either p = q or =0.
On the other hand, if the triple (C,A,E ) has no invariant.zeros, thenall
of F, for a choice of L as given by (S), is next examined. the eigenvalues of F can be chosen arbitrarily.
Eigenqectrum of F In view of the above discussion, it is clear that there exists an L such
that ( 5 ) holds with F stable if and only if rankCE=rankE = q and the
Since rankE, = q, there exists an orthogonal ( p X p ) matrix S such that invariant zeros of (C,A,E) are stable.
171 We have thus established the following results.
Theorem I: Given the nth order system (1) with p $4. rankC=p,
rankE==rank(CE)=q and that the triple ( C A E ) has stable invariant
zeros, thenan (n-p)th order observer (3) with J=O can be implemented
to asymptotically estimate the state vector x(t).
where El is a (q X q) nonsingdar matrix. Let %orem 2: If the rank conditions in Theorem 1 are satisfied, p > q
and the triple (C,A,E ) has no invariant zeros, then all the eigenvalues of
the observer can be arbitrarily assigned.
As an illustration, the following example taken from [I] is given.
Example: Consider a thirdsrder system with
where ai,has q rows and El has q c o l u m n s . Using (1I), (12) and the
fact that S is orthogonal, the followingrelationships are successively
obtained:
It can be easily checkedthat rank (CE) =rank€= 1 and that the system
has no invariant zeros.Hence,a first-order unknown input observer
exists whose eigenvalue can be chosen arbitrarily. The observer is the
same as that given in [I].
IV. CONCLUSIONS
where APPENDIX
TU. SCALINGFORMULA^
A Scaling Property of Impulse and Application of the similarity property (1)-(2) to (3) and (4) leads to
Step-Invariant Digital Filters the following scaling formulas for impulse-invariant and step-invariant
digital filters.
C. P. NEUh4AN (I) Impulse-Znwiant Filters
If
Absslract--'Ibe similarity property of the Laplace transrom is applied to
develop and illusante scaling formulas for impulse-ivariaut and step-in- H ( s ) H l ( z - ' ; T),
Variantdigltalfllters.
then
I. I ~ O D U C ~ O N
Impulse-invariaat and step-invariant digital filters span signalprocess- (s) step-znoariant Fillers
ing [1]-[2] and control engineering [3]. In this letter, the similarity If
property of the Laplace transform is applied to develop and illustrate
scaling formulas for these digital filters. H(s)Hw(r-~;r),
h W r i p t received July 26, 1979. This work was supported in part by the NatioDd
then
Science Foundation under Grant ENG 76481346.
The author is with the Department of Electrical Engineering, Camegie-Mellon Univer-
sity, Pittsburgh, PA 15213.