2018 Annual American Control Conference (ACC)
June 27–29, 2018. Wisconsin Center, Milwaukee, USA
A Decoupling Approach to Design Observers for Polytopic Takagi-Sugeno
Models Subject to Unknown Inputs
Souad Bezzaoucha Rebaı̈, Holger Voos, Jorge A. Dávila and Francisco Javier Bejarano
Abstract— A decoupling approach for state estimation of non-
linear systems represented in the polytopic Takagi-Sugeno with
unmeasurable premise variables subject to unknown inputs is
proposed in this paper. The idea consists in defining a state
and unknown input transformations in order to divide the state
vector into two parts, a measurable part and an observable one
(decoupled from the unknown input). A classical Luenberger
observer to estimate the unmeasurable part is then designed and
given in terms of Linear Matrix Inequalities (LMIs) conditions.
A numerical example is also presented in order to illustrate the
proposed approach.
I. I NTRODUCTION AND PROBLEM SETTING
Throughout this paper, a decoupling approach for the
design of state observer for Polytopic Takagi-Sugeno systems
(T-S) affected by unknown inputs is considered.
The fundamental of Unknown Inputs Observer (UIO) by de-
coupling the structured Unknown Input (UI) for the purpose
of overcoming the robustness issue was introduced according
to the formulation of [5]. Indeed, a linear transformation is
chosen to construct new state variables which are indepen-
dent of the UI by a special selection of the design matrices.
For the linear framework, several systematic procedures
for the design of reduced-order UIO were proposed by
partitioning the state vector into two parts through a linear
transformation. One part is directly driven by the UI and has
to be measured completely, and the other part is estimated
by the reduced-order UIO, which is decoupled from the
input [16] and [6], [4]. Several extension work based on the
classical UIO methods (full order or reduced order cases)
can be found in the literature. One interesting approach
is to extend this approach to the Polytopic Takagi-Sugeno
systems.
T-S models represent a large class of dynamical systems in
a simple form that can exploit the rich tools and theories
developed for linear systems ([18], [19] and [17]). In the
context of Polytopic T-S models affected by unknown inputs,
different observers have been proposed in the deterministic
framework, one can cite [14], [11] and [12] for example.
In [3], a constructive procedure to design Functional UIO
for nonlinear continuous time systems is proposed under
the Polytopic Takagi-Sugeno framework, where classical
approaches of decoupling the unknown input inspired by
S. Bezzaoucha Rebaı̈ and H. Voos are with the Interdisciplinary Centre
for Security, Reliability and Trust (SnT), Automatic Control Research
Group, University of Luxembourg, Campus Kirchberg, 29 Avenue J.F
Kennedy L-1855 Luxembourg, (emails: souad.bezzaoucha,
holger.voos @uni.lu)
J.A. Dávila and J. Bejarano are with the Instituto Politecnico Nacional,
SEPI - ESIME Ticomán, Av. San Jose Ticoman 600, C.P. 07340, Mexico
(email: jadavila, fjbejarano @ipn.mx)
978-1-5386-5428-6/$31.00 ©2018 AACC
the linear case is used to cope with the effect of unknown
inputs and establish necessary and sufficient conditions for
the existence of the functional polytopic observer.
The following work aims to propose an exact decoupling
of the UIs instead of an attenuation or a decoupling for a
constant UI. The decoupling conditions are given in terms
of the strong-observability concept presented in [9]. The
considered UIs do not have to be constant or bounded. The
design procedure consists in defining a state and unknown
input transformations in order to have a measurable part and
an observable part (independent from the unknown input)
such that we can apply a classical Luenberger observer for
T-S models.
In this paper, an observer design for Takagi-Sugeno (T-S)
model with unmeasurable premise variables and subject to
unknown inputs (UIs) is considered. Through an appropriate
state and unknown input transformations, the state vector
x(t) is divided in two parts; a measurable part z2 (t) and an
observable one z1 (t) (decoupled from the unknown input).
From this transformation, the state estimate x̂(t) will be
reduced to estimate only a partial vector ẑ1 (t), since z2 (t)
is known and deduced from the measurement.
Another advantage of this approach, in addition to the
convenient rewriting, is to have the partial state to estimate
completely decoupled from the UI, which will allows us to
apply existing results and classical Luenberger approach for
the partial observer design.
The paper is organized as follows. In section II, a short
presentation of the polytopic framework is given, where
in section III, the observer design for Takagi-Sugeno (T-S)
model with unmeasurable premise variables and subject to
unknown inputs (UIs) is considered. Through an appropriate
state and unknown input transformations, the state vector is
divided in two parts; a measurable part and an observable
one. From this transformation, the state estimate will be
reduced to estimate only a partial vector, since the remaining
vector is known and deduced from the measurement. In
section IV a numerical example with simulations is given
in order to illustrate the efficiency of the proposed approach.
Conclusions and perspectives are then given in section V.
II. I NTRODUCTION OF THE POLYTOPIC FRAMEWORK
The study of complex dynamic systems puts high demands
on the model and often results in nonlinear representations.
Representing such systems with an accurate mathematical
description that is also simple to use for the intended
application, results indeed in conflicting demands.
In fact, general nonlinear models can be very accurate but
1352
as a result of their complexity difficult to analyze and to
apply in model based control schemes, when linear models
are well understood, but at most locally valid in representing
the actual system. As a result of this reflexion, the Poly-
topic Takagi-Sugeno (T-S) model, which is an alternative
compromise between the conflicting demands, accuracy and
complexity, was proposed.
Originally introduced by [17], these nonlinear models fre-
quently occur in literature and although of an equivalent
mathematical structure they are given different names such
as Fuzzy Models [17], [15], Multi-Models [13] or Local
Model Networks. The model structure has several desirable
attributes that we would like to exploit [1]. Indeed, a large
class of nonlinear systems can be approximated arbitrarily
close with the proposed model structure [19], and since the
model has an a priori fixed structure, that shows similarities
with linear systems, in addition to the convexity of the so-
called weighting functions, some results can be established
for nonlinear systems using tools borrowed from the linear
theory [19] and [8].
As pointed in [7], different multiple models can be obtained
using different aggregation structures of the submodels.
This representation allows to describe the nonlinear systems
and consists of a set of representations of linear models
that define a polytope in the models parameter-space with
adequate weighting functions (see [19] and the references
therein).
In order to obtain a polytopic T-S representation from a
nonlinear system, one can proceed either by identification,
linearization or through the Sector Nonlinearity Approach
(SNT). This last named is a systematic procedure that
guarantees an exact model construction for nonlinear systems
with bounded nonlinearities.
Consider a nonlinear system given by ẋ(t) = f (x(t)),
where f (0) = 0. A global sector is found when ẋ(t) =
f (x(t)) ∈ [s1 , s2 ]x(t), where s1 x(t) and s2 x(t) are lines. A
global sector guarantees an exact T-S representation for the
nonlinear model. Some times it is difficult to find global
sectors, in that case it is possible to find a local sector
bounded by the region −a < x(t) < a [10] and [19].
In the present paper, the detailed transformation is not
presented but the interested reader can refers to the listed
references for more details [19], [2] and [3].
Let us consider the following T-S model with unmeasurable
premise variables and subject to UIs. The polytopic structure
is given by:
 i.e. z2 (t) = ξ2 (t). This leads to have at the end x̂(t) =
M
X ẑ1 (t)


ẋ(t) = µi (ψ(t))(Ai x(t) + Bi u(t) + Ri w(t))
i=1
 From the above statement, in order to have a state estimation,
y(t) = Cx(t)

(1)
where x(t) ∈ Rn is the system state, y(t) ∈ Rp and
u(t) ∈ Rm represent respectively the system output and
input. w(t) ∈ Rq represents the unknown input with a known
dimension.
µi (ψ(t)) refers to the weighting functions (or membership
functions) depending on the unmeasured premise variables
1353
ψ(t) (a combination of system states for example).
Moreover, system (1) satisfies the following assumption:
Assumption 1: rank(C[R1 , R2 , ..., RM ]) = q
It should be noted from the properties of membership func-
tions µi (ψ(t)) that the following relations hold:
M
X
µi (ψ(t)) = 1, 0 ≤ µi (ψ(t)) ≤ 1, i = 1, . . . , M, ∀t
i=1
(2)
The aim of this paper is the designing of an observer for
the system (1) subject to the effect of unknown inputs that
satisfy Assumption 1.
Besides the decoupled design, the observer is designed in
an optimal form that allows to provide the minimal L2 gain
between the unknown input and the estimation error.
III. O BSERVER DESIGN FOR POLYTOPIC MODELS
SUBJECT TO UNKNOWN INPUTS
Let us introduce a useful Lemma and definition for the
remaining of the paper:
Lemma 1: [21][2] Consider two matrices X and Y with
appropriate dimensions, a time-varying matrix ∆(t) and a
positive scalar ε. The following property is verified
X T ∆T (t)Y + Y T ∆(t)X ≤ εX T X + ε−1 Y T Y (3)
for any ∆(t) satisfying ∆T (t)∆(t) ≤ I.
Let G ∈ Rr×q , its pseudo-inverse is denoted by G+ .
Specifically, if rank(G) = r, then G+ = GT (GGT )−1
and if rank(G) = q, then G+ = (GT G)−1 GT . In the case
when rank(G) = p, the matrix G⊥ ∈ Rr−p×r denotes an
orthogonal matrix to G, i.e. G⊥ G = 0 and rank(G⊥ ) =
r − p, it is important to remark that G⊥ is not unique.
Through an appropriate variable change, defining partial
states and output, respectively denoted z(t) and ξ(t) such
that z(t) = T x(t) and ξ(t) = Sy(t), the system estimate
x̂(t) will be obtained by x̂(t) = T −1 ẑ(t), where z(t) =

z1 (t)
s.t. z2 (t) is a linear function of the output y(t),
z2 (t)
T −1
.
ξ2 (t)
we need to find the correct transformation and only to
estimate a partial state z1 (t), which will be independent from
the unknown inputs influence.
M
X
In order to achieve this purpose, the term µi (ψ(t))Ri w(t)
i=1
is rewritten in a more convenient form to enable a perfect
decoupling of the unknown inputs from the process under
some rank consideration. Hence, we have: with the corresponding outputs:
M
 ξ1 (t) = (CR1 )⊥ C(T1 z1 (t) + R1 z2 (t)) = C1 z1 (t)

X  
µi (ψ(t))Ri w(t) = R1 . . . RM
i=1
ξ2 (t) = (CR1 )+ Cx(t) = z2 (t)
  
µ1 (ψ(t)) 0 ... 0  
 0 µ2 (ψ(t)) 0 0  w(t) (10)
  ..  Thus, the partial state z2 (t) is known since it is equal to
×

. ..  . 
  ξ2 (t), which is obtained from the measurement.
w(t)
0 ...  0 µM (ψ(t))  To conclude this decomposition, in order to estimate the
µ1 (ψ(t)) w(t) system state x1 (t), it is only requested to estimate the
  µ2 (ψ(t)) w(t) 
  variable z1 (t) and deduce the remaining from the measured
= R1 R2 ... RM  ..  outputs.
 . 
In the following, a classical Luenberger observer is consid-
µM (ψ(t)) w(t)
ered in order to estimate the state z1 (t). From (9) and (10),
=: R w(t) the partial state dynamics is given by:
(4)
where the matrix R ∈ Rn×r , with r := M q, is of rank q. 
 XM
Given the aforementioned rank property, there exists a non-  ż1 (t) = µi (ψ(t))(Ai11 z1 (t) + Ai12 ξ2 (t) + B1i u(t))


singular matrix P , such that: i=1
  

 w1 (t) 
ξ1 (t) = C1 z1 (t)
−1
 
R P P w(t) = R1 0 = R1 w1 (t) (5)
w2 (t) (11)
The proposed Luenberger observer has the following struc-
where R1 ∈ Rn×r and rank(R1 ) = q. ture:
As a consequence of Assumption 1, we have:
M

X
ẑ˙1 (t) = µi (ψ̂(t))(Ai11 ẑ1 (t) + Ai12 ξ2 (t) + B1i u(t)

rank(C R1 ) = q (6) 



i=1

Based on (6), the following state and unknown input trans-
 + Li (ξ1 (t) − ξˆ1 (t)))
formations can be defined: 



 ˆ
 " # ξ1 (t) = C1 ẑ1 (t)
⊥
 R 1
(12)
T =




 (C R1 )+ C where µi (ψ̂(t)) refers to the weighting functions (or mem-
(7) bership functions) depending on the state estimate and Li




(C R1 ) ⊥
 are the gains to be determined such that the estimated state
 S =


(C R1 )+ converges to the system state.
Let us define the state estimation error e(t) as
The inverse of matrix T is explicitly given by:
e(t) = z1 (t) − ẑ1 (t) (13)
h
 ⊥ + i
T −1 = I − R1 (CR1 )+ C R1
 
R1 := T1 R1
(8) Its dynamics cannot be easily computed directly from (13)
Let us now define the partial state and output z(t) and ξ(t) since in equation (11) the weighting functions of the state
respectively given by z(t) = T x(t) and ξ(t) = Sy(t). depend on the unmeasurable variables x(t). Because of that,
From the system dynamics (1), the following partial state based on the convex sum property of the weighting functions,
equations are then deduced: the state equation (11) is rewritten as follow:
 M M 
X ⊥ ⊥ X
µi (ψ̂(t))(Ai11 z1 (t) + Ai12 z2 (t) + B1i u(t))



ż1 (t) = µ i (ψ(t))(R A (T
1 i 1 1z (t) + R z
1 2 (t)) + R B
1 i u(t)) ż1 (t) =

i=1 i=1



 M 
 i i i
+(µ (ψ(t)) − µ ( ψ̂(t)))(A z (t) + A z (t) + B u(t))
X
i i i




 = µi (ψ(t))(A11 z1 (t) + A12 z2 (t) + B1 u(t)) i i 11 1 12 2 1



 i=1 (14)

 XM This form allows a better comparison of x(t) with x̂(t), since

ż2 (t) = (CR1 )+ C µi (ψ(t))(Ai (T1 z1 (t) + R1 z2 (t))




 µi (ψ̂(t)) not only appears in (12), but also in (14).


 i=1 Let us define:


 + Bi u(t)) + R1 w1


 M M
X
(µi (ψ(t)) − µi (ψ̂(t)))Ai11
X
µi (ψ(t))(Ai21 z1 (t) + Ai22 z2 (t) + B2i u(t)) + w1 ∆A1 (t) =



 = (15)
i=1 i=1
(9) = A1 ΣA1 (t)EA1

1354
 M
X for i = 1, . . . , M and k = 1, 2, 3
∆A2 (t) = (µi (ψ(t)) − µi (ψ̂(t)))Ai12
(16)
i=1
= A2 ΣA2 (t)EA2 Γk < βI for k = 1, 2, 3 (25)

and
The observer gains are given by
M
X
∆B(t) = (µi (ψ(t)) − µi (ψ̂(t)))B1i
(17) Li = P −1 Fi (28)
i=1
= BΣB (t)EB Proof: Let us now consider the following quadratic
Lyapunov function:
with
A1 =  A111 . . . AM V (t) = eT (t)P e(t), P = P T > 0
 
11  , ΣA1 (t) = diag(δ1 (t), . . . , δM (t)), (29)
1 M
A2 = A12 . . . A12 , ΣA2 (t) = diag(δ1 (t), . . . , δM (t)),
B = B11 . . . B1M , ΣB (t) = diag(δ1 (t), . . . , δM (t)),
 T  T Its time derivative is given by:
EA1 = Inz1 . . . Inz1 , EA2 = Inξ2 . . . Inξ2 ,
 T M
EB = Inu . . . Inu X
V̇ (t) = µi (ψ̂(t)) eT (t)(ΦTi P + P Φi )e(t)
δi (t) = µi (ψ(t)) − µi (ψ̂(t)) (30)
i=1
(18) T T T
+ e (t)P Ψ(t)ω(t) + ω (t)Ψ (t)P e(t)


where diag(A1 , . . . , An ) refers to a block diagonal matrix
with the square matrices A1 , . . . , An on its diagonal.
In (22), ω(t) can be interpreted as an input to the system.
Thanks to the convex sum property of the membership
Assuming that Φ is Hurwitz, system (22) is input-to-state
functions (2), we also have:
stable with respect to ω(t) and the unforced linear system
−1 ≤ δi (t) ≤ 1 (19) (i.e. with ω(t) = 0) is asymptotically stable [20]. Therefore,
we can state that the L2 gain from ω(t) to e(t) is bounded
which implies from definition (18) that: by β if the following inequality holds:
ΣTA1 (t)ΣA1 (t) ≤ I, ΣTA2 (t)ΣA2 (t) ≤ I,
ΣTB (t)ΣB (t) ≤ I
(20) V̇ (t) + eT (t)e(t) − ω T (t)Γω(t) < 0 (31)
Using (15), (16), and (17), then (14) is written as an uncertain
system given by: with
M
X Γ = diag(Γk ), Γk < βI, for k = 1, 2, 3 (32)
ż1 (t) = µi (ψ̂(t))((Ai11 + ∆A1 (t))z1 (t)
(21)
i=1 An adequate choice of Γ allows to attenuate the transfer from
+(Ai12 + ∆A2 (t))z2 (t) + (B1i + ∆B(t))u(t)) some components of ω(t) to e(t).
From equations (12),(13), and (21), the dynamics of the state Using (30), (31) becomes:
estimation error is then given by:
M  T
M
X e(t)
X µi (ψ̂(t))
ė(t) = µi (ψ̂(t))((Ai11 − Li C1 )e(t) + ∆A1 (t)z1 (t) ω(t)
i=1 (33)
ΦTi P + P Φi + I
   
i=1 P Ψ(t) e(t)
+∆A2 (t)ξ2 (t) + ∆B(t)u(t)) <0
ΨT (t)P −Γ ω(t)
M
X
= µi (ψ̂(t)) (Φi e(t) + Ψ(t)ω(t))
From the weighting functions convex sum property and
i=1
(22) equations (23)-(32), (33) holds if
with
Φi = Ai11 − Li C1 Qi + Q(t) + QT (t) < 0 (34)


Ψi (t) = ∆A1 (t) ∆A2 (t) ∆B(t) (23)
ω(t) = z1T (t) ξ2T (t) uT (t)

T with
Q11
 
i 0 0 0
Theorem 1: There exists a robust state observer (12) for  ∗ −Γ1 0 0 
the system (11) with an L2 gain from ω(t) to e(t) bounded Qi =   (35)
 ∗ ∗ −Γ2 0 
by β (β > 0) if there exist matrices P = P T > 0, Γ1 , Γ2 , ∗ ∗ ∗ −Γ3
Γ3 , Fi and scalars β, ε1 , ε2 , ε3 , solutions of the optimization
problem (24) under LMI constraints (25) and (26) (see next and
page)
min β (24) Q11 i i T
P,Fi ,Γk ,εk i = P (A11 − Li C1 ) + (A11 − Li C1 ) P + I

1355
  i
Q11 0 0 0 P A1 P A2 PB

 ∗ −Γ1 + ε1 EA
T
1
EA1 0 0 0 0 0 
 ∗ 2 T
∗ −Γ
 
+ ε E E
2 A2 A2 0 0 0 0 

 ∗ 3 T 
<0 (26)
∗ ∗ −Γ + ε3 EB EB 0 0 0 
 ∗ ∗ ∗ ∗ −ε1 I 0 0 
 
∗ ∗ ∗ ∗ ∗ −ε2 I 0
 
∗ ∗ ∗ ∗ ∗ ∗ −ε3 I
with Qi11 defined as:
Qi11 = P Ai11 + (Ai11 )T P − Fi C1 − C1T FiT + I (27)

Based on (15), (16) and (17), the time-varying term of (34) Proof: Theorem 2 proof is deduced straightforwardly
can be expressed as: form the partial state dynamics (9)-(10) and the obtained
  observer (12) and results stated in Theorem 1.
P A1
 0 
IV. N UMERICAL EXAMPLE AND SIMULATIONS
Q(t) = 
 0  ΣA1 (t) 0 EA1 0 0

In this section, the proposed method is illustrated through
 0 an academic example. Consider a continuous-time T-S sys-
P A2 tem with two sub-models and defined by the following
 0 
matrices:
+ 0  ΣA2 (t) 0 0 EA2 0 (36)

   
−2 1 1 −3 2 −2
 0  A1 =  1 −3 0  , A2 =  5 −3 0 
PB
 0 
 2 1 −8  1 2 −4 
+  ΣB (t) 0 0 0 EB 1 3 1 0 1
0 
B1 =  5  , B2 =  1  , C =  0 1 1 
0
 0.5  −7  1 1 1
Based on (20) and lemma 1, there exist positive scalars ε1 , 0 7 6 0
ε2 , and ε3 , such that R1 =  0 5  , R2 =  3 0 
0 2 1 0
Q(t) + QT (t) < (40)
Q11
 
0 0 0 The unknown input w(t) has two components, the first part
 0 ε1 E AT
 1
EA1 0 0 
 (37) can be considered as a sensor fault and the second part as
 0 T
0 ε2 EA2 EA2 0  an actuator one.
T
0 0 0 ε3 EB EB The weighting functions are defined as follows:
with µ1 (ψ(t)) = 1−ψ(t) , ψ(t) = tanh(x1 (t))
2 (41)
µ2 (ψ(t)) = 1 − µ1 (ψ(t))
Q11 = ε−1 T −1 T −1 T
1 P A1 A1 P + ε2 P A2 A2 P + ε3 P BB P
In order to estimate the state, we need to choose a matrix P
From inequality (37) and definition (35), with the variable such that R P = R1 0 , for example, by choosing the
changes: first rows of the matrix P as the transposed version of the first
 
Fi = P Li (38) q linearly independent columns of R1 R2 ... RM ,
and by selecting the remaining (M q−q) rows such that they
and applying the Schur lemma, if the LMIs (26) are satisfied, 
belongs to the kernel of the matrix R1 R2 ... RM ,
it implies (34) and (31). Knowing (32), it means that the L2 
i.e. pi ∈ ker( R1 R2 ... RM ), and satisfying the
gain from ω(t) to e(t) is bounded by β, which concludes
condition that P ∈ Rr×r and rank(P ) = r.
the proof.
After simple computations, and solving the optimization
By algebraic manipulation we are able to obtain the main problem given by theorem 1, the observer gains L1 and
result of this work: L2 were calculated and equal to −6.9987 and −18.2387
Theorem 2: The global state estimation for system (1) respectively.
may be deduced and given by: The unknown inputs vector w(t) is depicted in figure 1,
where ẑ1 (t) is depicted in figure 2.
   
−1 ẑ1 (t) −1 ẑ1 (t)
x̂(t) = T =T System state  estimate x̂(t) is obtained by
 z2 (t)  ξ2 (t) (39) ẑ1 (t)
ẑ1 (t) x̂(t) = T −1 where T −1 =
= T −1 + (C R ) +
y(t)
(C R1 ) y(t)  1 
−0.5064 48.0000 21.0000 7.0000
where T −1 is defined by (8), R1 by (5) and ẑ1 (t) deduced  −0.6510 33.0000 15.0000 5.0000 and
from theorem 1. 0.8439 13.0000 6.0000 2.0000

1356
 Unknown input w(t)=[wT1 (t) wT2 (t)]T
5 the unmeasurable one. The proposed approach was applied
4 w1(t)
to a numerical example and simulations were presented to
w2(t) prove the approach efficiency since the state was completely
3
estimated.
2
In future work, an extended method will be proposed in order
1 to estimate in addition to the full state, the unknown input
0
vector.
-1
0 5 10 15 20 25 30
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