Robust identification and control with time-varying parameter perturbations

Tarek Ahmed-Ali", Fabienne Floretb ', Franqoise Lamnabhi-Lagarrigueb.

a

ENSIETA, 2 Rue Franqois Verny, 29 806 Brest Cedex 9, FRANCE

L2S, SUPELEC - C.N.R.S. - UniversitC Paris-Sud, 3 Rue Joliot Curie, 91190 Gif-sur-Yvette,FRANCE.

Abstract
This paper is dedicated to the identification of parameters for a reasonably large class of nonlinear systems. We propose to design a direct parameter identification method in open loop and an indirect one in closed loop using the Variable Structure Theory. The exponential convergence of parameter identifiers in both cases is studied. Finally, we highlight some robustness properties of the method with respect to bounded parameter perturbations. Key-words: Parameter Identification, Variable Structure Control, Robustness Analysis, Time-varying perturbations.

1 Introduction
This contribution is dedicated to on-line parameter identification for a reasonably large class of uncertain nonlinear systems. Here, the parameter identification is studied in the continuous-time domain because parameters and equations of the model are physically meaningful in this domain. As a matter of fact, the classical recursive identification (Recursive Least Squares Algorithms, Maximum Likelihood, ...) is not treated here. In the continuous-time domain, the notion of parameter identification is widespread in the literature. Nevertheless, there are two major trends in this field. The first one concerns the issue of parameter identification as a part of a state-observer. Here, the chosen observer restores the successive derivatives of the state and has to be robust with respect to noisy measurements and nonlinearities. One can cite the work of Niethammer, Menold and Allgower [7] using a high-gain observer combined with the Least-Squares Method or the work of Floret-Pontet and LamnabhiLagarrigue [2], [3] dedicated to parameter identification as a part of a Variable Structure Observer. The second trend of parameter identification is much more widespread. It concerns the parameter identification as a part of a controller. Implicitly, it seems therefore interesting to focus on parameter identification in openloop and closed-loop operations. The main advantage
Author t o whom all correspondence should be addressed

of algorithms in closed loop lies in the fact that the identification in the presence of unstable open-loop systems is feasible. In this field, one can cite the work of Xu and Hashimoto [lo] based on the Variable Structure Theory (VST) and extended to MIMO systems in [ll] and to time-varying parameters in [12]. Furthermore, one can cite the work of Landau, Anderson and De Bruyne [6] devoted to open-loop and closed-loop identification, based on the notion of passivity. Algorithms introduced in [6] are designed for systems with nonlinear parameterisation and present some very interesting robustness properties with respect to additive measurement noise and to significant parameter perturbations. In this paper, the authors study the SISO case (single input, single output). In our contribution, we would like to extend the work of [6] to the SIMO case (single input, multiple outputs). Then, using some usual and simple assumptions, we propose, in this paper, a parameter identification algorithm based on the VST, keeping and improving the parameter robustness properties. In section 2, we introduce a direct identification algorithm based on the VST. Thanks to the invariance properties, inherent into the VST, one can prove the exponential convergence of the parameter identifier. Furthermore, in section 3, we propose to combine the parameter identifier with a VST controller. In fact, we need an indirect identification method in order to achieve the design of the closed loop. As a matter of fact, we assume that the system could be stabilizable when the vector of parameters 6 is known. In other , words, this means that there exits an input U = ~ ( z0) achieving the tracking goal (z is the vector of states). From a general point of view, the parameter values are not well-known. Then, we introduce an indirec: parameter identification computing the estimates 6 and one can prove, thanks to Lyapunov's _arguments, the convergence of the controller U = ~ ( z6,) . Finally, section 4 is dedicated to the robustness analysis. The main contribution of this paper consists in the study of the robustness properties with respect to time-varying parameter perturbations using some notions on identifiability in combination with properties of the Variable Structure Theory.

0-7803-7896-2/03/$17.00 02003 IEEE

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2 Parameter identification in open loop

In this section, we propose a parameter identifying method based on the Variable Structure Theory (VST).

2.1 Description of studied systems Let us consider the SIMO class of nonlinear systems, linearly parameterized, described as follows

We are now able to state the main result of this part. Theorem Let us consider a nonlinear system ( p > 1) described b y ( I ) and let us assume that a n ideal sliding mode could be generated (condition (4) satisfied). Then, the estimated parameters 8 given b y (5) converge exponentially to their true values. Proof of the exponential convergence To prove the convergence of the identifying algorithm, let us consider the non-negative quadratic Lyapunov function

where x E R" is the vector of states, U E R is the measurable scalar input and 8 E RP is the vector of unknown constant parameters with 1 < p 5 n. We assume that 9 E Re which is a compact set of Rp. We consider the complete measure of the vector of states x . We suppose that the system (S) described by (1) is identifiable in the sense of the work of Lecourtier, Lamnabhi-Lagarrigue and Walter [5]. It means (see the book of Walter [13]) that there exists a matrix 7 E RnXnwhich is symmetric and non negative definite. This matrix 7 is chosen such that the inverse of F ( x ) T F ( x ) * exists 2.2 Direct identification method Let us introduce the notation P depending on the estimated value of the parameter vector 6 . Based on the VST, the adaptive observer P satisfies the following equation

By taking its time derivative and replacing d e by its expression (6), one can finally obtain

V ( e s ) = eFeg = -Xoe;fF(x)F(z)Tee
Then, V ( g ) is negative semi-definite. If F ( z ) E 0 is satisfied, then the system is not globally identifiable in the sense of the work of Lecourtier, Lamnabhi and Walter [5]. Indeed, if F ( x ) E 0, the state xn is independent of 8. As a consequence, any parameter vector 8 satisfies this equation which is in contradiction with the definition of the global identifiability. Then, ee is bounded and is always decreasing. However, the convergence of the estimated parameters to their nominal values depends on the excitation of the input signal. Indeed, eg converges exponentially to zero if the well-known condition of persistence of excitation is verified, in other words if there exist some positive constants T and p such Vt 2 0

e,

d = f o ( x )+ F*(2)8 + go(x)u + v

(2)

where v is the input of the identifier and is defined by v = Kwsign(x - 2 ) . By defining e = P - x and eo = 8 - 6 and by taking into account (1) and (2), one can obtain e =

where I p x prepresents the identity matrix of dimension P x P.

FT(x)ee

+U
(3)

3 Parameter identification in a closed loop

In this section, we propose an indirect parameter identification method, required in the study of a closed loop. The control problem is to achieve the vector of states x to track a specific time varying vector of states x d ( t ) . Let us note the tracking error e z ( t ) = z ( t ) - xd(t). The vector x ( t ) is still the solution of the differential equation (1). Remark W e highlight the fact that we do not impose a specific method to realize the achievement of the tracking. Nevertheless, we could choose the Variable Structure Control in order to be in adequacy with the method used in section 2.

The equivalent control weq can be obtained from e = 0, see Slotine and Li [9]
U =

ueq = -FT(x)es

if the gain K , is chosen such

K w > I~T(~)eelmaz

(4)

if IFT(x)eol is bounded (meaning that F T ( x ) is bounded and 8 E 0 0 ) . Now: we introduce the direct identifier

= Be =.AoF(x)veq

with e(0) E

Cl0

(5)

where Xo is a strictly positive constant. Due to the invariance properties (see Eq.(3)), the indirect identifier becomes

80 = - X o F ( x ) F T ( x ) e o

(6)

3.1 8 is considered to be known First of all, let us assume that the vector of parameters 0 is known and satisfies the following natural hypothesis

'See section 4.2 for more details on this condition.

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for j = 1 up to j = p . Moreover, we assume the existence of an unique solution of the system (1) with respect to the given trajectory z d ( t ) and assume that the desired trajectory is continuously differentiable at least up to the ( n l ) t h order. With these assumptions, we assume that there exits U = U ( Z , 0 ) stabilises the system

For the sake of simplicity, we omit in the rest of the proof the state vector z in the expressions fo(z),F T ( z ) and go (x). Regarding the equation (9), V e,, 0 verifies

6, 7

V (t,e,,8)

av + dv [fa + F T 8 + gou - id]

dt de,

e,

i-id(t)

= fo ( e ,

+ zd) + F T ( e , + zd) 8
(9)

+ -e

aV.

as

+
e,

go (e, + Z d ) u(ex + Z d , e) - i d ( t ) @(t,e,,e)

Finally, in order to be in adequacy with the well-known , assume that converse theorems, (Khalil [ 4 ] ) we
0

D 4 {e,

Rn/IIezII < T ) ,
I-+

9 : [0, m) x D x De entiable,

IW" is continuously differ-

Thanks to the second inequality of the system (eq. 10) and the assumption on the boundedness of 8, the first terms on the right-hand side of the previous inequality verify

the Jacobian matrix [d@/de,] is bounded on D , the origin e, = 0 is exponentially stable. Then, V

fo+FT8+gou-id

-+-@

dV

at

dV de,

With all the previous requirements, one can design - a Lyapunov function V ( t , e,, 19) satisfying the inequalities

(t,e,, 8) could be easily rewritten

Taking into account the equation ( l l ) , V ( t , e , , 8 ) becomes

3.2 I9 is considered to be unknown Now, cqnsider that 8 is unknown. Therefore, estimated values 0 of 0 are designed by the equation (6) but we impose that 8 verifies (8) (see Xu and Hashimoto [lo]), in other words

Moreover, from the previous section (theorem 2), we know that for $+T F ( X ) F ( X 2 ) ~p I p X p ,limtctm eg = 0. Hence, we obtain V 5 -c3llexIl; One can see that V ( t , e , , 8 ) is negative and semidefinite. Nevertheless, in the light of the invariance principle (theorem 4.8 of Khalil's book [4]), one can prove the stability of the global system (e,, eg) around

Furthermore, our goal is the achievement of the tracking of zd(t) while the adaptation of 8 is computed by the algorithm. This is summarized in the following result. Theorem Given the nonlinear system described by (9) and assume that the system is stabilizable b y a Variable Structure Control. Then, the estimated parameters t9 designed b y the indirect approach a n (11) converge t o their nominal values and the tracking error e , goes to zero for the input U = U x,B . Proof of the stability in a ^closed loop By taking e,, e), we obtain the time derivative of V ( t ,

(0,O).
Indeed, from the first inequality of the system described by (10) and by choosing W ( e , ) = c3lleXlli continuous on D such that

V(e,,ee)

F - w ( e , ) I 0,

all solutions of (9) satisfying e,(to) E D are bounded and furthermore satisfy limt,, W ( e , ) = 0. Therefore,
, t

lim e,(t) = 0

V t,e,,B

=-

dv
at

av + --A dv: + -ex de, de

Finally, one can conclude that the complete closed-loop system (e,, eo) is stable a.round (0,O).
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4 Robustness analysis

4.1 'Time-varying parameter perturbations From a practical point of view, physical parameters in real plants are not constant. Their values depend on the conditions of the environment. Therefore, the robustness behaviour of the proposed method with respect to bounded time-varying parameter perturbations'has to be analyzed. Let us now consider the system

Because, each expression in the right-hand side of the previous equation is known, one can conclude that sign(e0) is known. Finally, for the implementations, the estimated parameter is given b y

x O F ( X ) F ~ ( ~ )

( F ( x ) T F (T ~))
\

F(z)Tveq
/

-_ -

ee

A s i g n [ ( F ( z ) T F ( x ) T ) -F(z)Tveq] l
=-sign(ee)

+ F T ( 4{en,, + A @ ( t > )+ go(x)u The new value to be identified is 6 = enom+ Ao(t)

=fO(2)
where On,, corresponds t o the constant nominal value of the parameter vector (sections 2 and 3) and A@is a bounded time-varying parameter uncertainty such that its time derivative verifies

In order to prove the robustness properties, let us again consider the non-negative quadratic Lyapunov function v(es> 1 , es V ( e s ) = -eg 2 By taking its time derivative and by replacing e o by its expression form (13), one can easily obtain
V(es)

With these notations, the parameter error eo is now defined by

= ee

(6 - A'@(t))

eo
or eo

= =

8-e
e -e,,,
- A@(t)

Now, let us consider the equation (14). The previous equation can be rewritten as

(13)

= e;

(- X o F ( x ) F T ( z ) e s - Asign(e0) - A @ ( t ) )

4.2 Robustness In order to confirm the robustness of the method presented in section 2, we suggest to introduce the following.parameter adaptation law

We already know that the first term in the right-hand side of the previous equation is negative definite (see section 2 with the persistence of excitation). To conclude, we. only need to prove that eT(-Asign(es) - A @ ( t ) ) is also negative definite. In fact, from (12)
i= w

8 =

- X o F ( x ) F T ( z ) e s - Asign(e0)

(14)
e;f(-Asign(es) - A'@(t)) = -A

Remark From a practical point of view, it is not possible to implement es and sign(ee) because the vector of parameters 8 is assumed to be unknown. Nevertheless, eo and sign(e0) could be determined regarding the invariance properties. Indeed, let us first consider the equation (3) again,

lesi I - eFA'@(t)
i=l

i=l

i=l

Then, by considering the previous inequality, we obtain

a=p i=p

5 -XoeTF(x>F(xc>Tes- A
Let us consider a weighting matrix 7 symmetric and non negative definite. If the matrix F ( x ) T F ( x ) T 2 is inversible, we obtain eo = - ( F T F T ) - FTw,, ~
i=l

leg, I

+ po
i= 1

lee, 1

Therefore, if A is chosen such that

A 2C L 0
then, V ( 8 ) is negative definite. Then, eo is bounded and is always decreasing. eo converges exponentially to zero if the well-known condition of persistence of excitation is verified, in other words if there exist some positive constants T and p such M t _> 0

Finally, sign(e0) is given b y sign(e0) = -sign [ ( F T F T ) - ' FTweq] (15)

matrix t o inverse F ( z ) T F ( z ) ~ is symmetric and F(z)'TF(z)~ E RpXp. One can highlight that the dimension of F ( z ) T F ( z ) * does not depend on the number of the data. Except if the system is not identifiable or if the. inputs are poor, this matrix would be inversible. This condition is also required in the well-known Least-Squares Method. 'The

1
1911

t+T

F ( 4 F ( 4 T 2 PIPPXP

(16)

where I p x prepresents the identity matrix of dimension p x p . Finally, one can attest the robustness of the suggested identification algorithm.
Proceedingsof the American Control Conference Denver, Colorado June 4-6. 2003

5 Numerical example
In order to illustrate the theoretical aspects and to show the advantages of our algorithm, we propose to apply the previous direct identifier to a nonlinear system that was already studied in the literature.
5.1 System to identify Consider the open-loop unstable second-order nonlinear system with two unknown parameters 81 and 62 to be identified

r = l m s . Finally, the identification gains are chosen such that K,,, = 8 and K,,, = 3 from (19) and XO = 3
from (20). The indirect identification consists in keeping the equations (19) and (20) in the design of the closed loop. Here, we suggest a closed loop designed thanks to the Variable Structure Control (see remark 3). Then, by a classical way (we choose the Variable Structure Control), one can obtain the following input
U

i 1= x2
k2 =

+ e2x2

+ e l x : + e2x2

(17)

where G is the unique solution of d- = 0 with for instance rn = yl(x1 - x d l ) ( x 2 - x d , ) . Therefore, ii satisfies

where the value of the unknown parameters are assumed to be chosen as

-y1(x2

+el%:

+ 62x2 -

Xdl)

- 6 2 x 2 + x&2)

el = -0.5
The matrices
fa,

e2 = -0.25

(18)

F and go are defined by

The gain of the VST controller is K , = 4 and y1 = 5. The desired trajectories, x d l and x d , , are chosen constant. 5.3 Simulations with time-varying parameter perturbations in closed loop Here, we again study the previous example, eq. (17), in the context of a closed-loop operation in order to point out the robustness behaviour of the algorithm with respect to time-varying parameter uncertainties. The indirect identification consists in keeping the equations (19) concerning the adaptive observer and equations (21) and (22) in the design of the input U for the closed loop. We suppose that the parameter vector 8 undergo some bounded perturbations such A01 ( t ) = 0.2 sin(2t) for the first parameter and A&(t) = 0.2sin(lt) for the second parameter. As previously and in order to robustify the parameter identifier for 0, we suggest the new parameter identification described by (14). However, sign B - B = sign(e8) is unknown. Nevertheless, from the remark 5, it is possible to determine sign(e0). Indeed, due to invariance properties of the VST adaptive observer, we have obtained Eq.(15). By considering Eq.(15) with 7 = 1, we can deduce that

In this case, we choose the matrix because & ~ ( F F= ~)

7 such that 7 = 1

is different from zero if X I and zero.

x2

are also different from

5.2 Simulations without parameter perturbations in closed loop We assume that x = ( X I , x2)* is measurable. Considering the equation (2), one can obtain for the example (17),the following system concerning the adaptive observer
d1

= =

22

+ 6 1 , ; + &zt.,+ K,,sign ( x 1 - 2 1 > U + 6 2 x 2 + K,,,sign ( 2 2 - ?2) (19)

x2
61

(* )

where the estimated values thanks to Eq.(5) by

and 62 are designed

From a theoretical point of view, simulations have to be realized with the discontinuous sign function. From a practical point of view, this discontinuity deteriorates the sharpness of the identifier because of the well-known chattering behaviour. As a matter of fact, the sign(X) function is advantageously replaced by a saturation function &, (Slotine and Li [9]) where 6 = 0.01 in our simulation. Moreover, vl,, and vz,, are used through a first-order filter (filtering the highfrequency components of 211 and 212 respectively) with

1:
81

= XOx:211,,

2rl

= &,sign (z1 - 51)

= X o [ X 2 ( 2 1 1 , , + 212J = K,,,sign ( 2 2 - 22)

(20) Then, the parameter identifier for the parameter is given by

62
w2

where each term is known. The conditions of simulations are the same as the ones proposed in the previous section (with indirect identifier). A is chosen equal to 1912
Proceedings of the American Control Conference Denver, Colorado June 4-6, 2003

of the Variable Structure Theory, the method presents some inherent robustness properties with respect to time-varying perturbations.

References

[l] T. Basar, G. Didinsky and Z. Pan, A new class of identifiers for robust parameter identification and control in uncertain systems, Robust Control via Variable Structure and Lyapunov techniques Eds F. Garofolo and L. Glielmo 149-173, 1996 .
[2] F. Floret and F. Lamnabhi-Lagarrigue, Parameter identification using sliding regimes, International Journal of Control, Vol. 74, N 18, 1743-1753, 2001. [3] F. Floret, F. Lamnabhi-Lagarrigue and H. Nkwawo, Parameter identification for nonlinear uncertain systems partially measurable, Proceedings of the 5th IFAC Symposium NOLCOS'OI Saint-Petersburg, Russia, 2001. [4] K . Khalil, Nonlinear systems Macmillan Publishing Company, New-York, 1992. [5] Y. Lecourtier, F. Lamnabhi-Lagarrigue, E. Walter, Volterra and generating power series approaches to identifiability testing, Eds. by E. Walter, Pergamon Press, 50-66,1987. [6] I.D. Landau, B.D.O. Anderson and F. De Bruyne, Algorithms for identification of continuoustime nonlinear systems: a passivity approach, Nonlinear Control in the Year 2000 Eds A. Isidori, F. Lamnabhi-Lagarrigue and W. Respondek SpringerVerlag Vol. 2 13-44, 2000. [7] M. Niethammer, P.H. Menold and F. Allgower, Parameter and derivative estimation for nonlinear continuous-time system identification, Proceedings of the 5th IFAC Symposium Nonlinear Control Systems (NOLCOS'O1) Saint-Petersburg, Russia, 2001.
8*

Figure 1: Closed loop - State restoring errors and stabilizing errors 1. Figure (1) shows simulations in the closed loop for the tracking operations. One can note that the state restoring errors el = 21 - 2 1 (21 and 22 are represented by 21, and 22, in Figure (1)) and e2 = 22 - z2, and the tracking errors e,, = 2 1 - z d l and esa = z2 - zd2 go towards zero in a quite short finite time. Figure (2) shows simulations in the closed loop for the parameter identification operations designed with (23) under parameter perturbations. Figure (2) validates the ro-

'

i
-4

-'
3

\
1

10

[8] H. Sira-Ramirez, Differential geometric method in variable structure control, International Journal of Control Vol48 1359-1390,1988. [9] J.J.E Slotine and W. Li, Applied Nonlinear Control Prentice-Hall International Editions, Englewood Cliffs, 1991.

Figure 2: Closed loop - Parameter identifier under timevarying parameter perturbations

bustness of the method with respect to significant time varying perturbations.

[lo] J.X Xu and H. Hashimoto, Parameter identification methodologies based on variable structure control, International Journal of Control Vol 57 1207-1220, 1993.
[ll] J.X Xu and H. Hashimoto, VSS theory-based parameter identification scheme for MIMO systems, Automatica Vol 32, N 2 279-284, 1996.

6 Conclusion

In this paper, a continuous-time parameter identification is introduced for open-loop and closed-loop operations of a general class of nonlinear systems. The advantages of the closed-loop operations are better performances. It is also worth noting that due to the use

[12] J.X Xu, Y.J Pan and T.H Lee, VSS identification scheme for time-varying parameters, Proceedings of the 15th World Congress of IFAC Code 1160, 2002. [13] E. Walter and L. Pronzato, Identification de modhles parametriques, Masson, 1994.
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