16CI622 Digital Control Systems

Observer Design

O. V. Ramana Murthy

B206, AB2
Electrical and Electronics Engineering
Amrita Vishwa Vidyapeetham, Coimbatore
 State Observer
Pole placement uses feedback of all state variables to form
desired control vector
𝒙 𝑘 + 1 = 𝑮𝒙 𝑘 + 𝑯𝑢 𝑘
𝒚 𝑘 = 𝑪𝒙 𝑘 + 𝑫𝑢 𝑘
In practice, all state variables are not available.
Observer: Estimates state variables that are not directly
measurable.

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 State Observer
Full order : Estimating all the states
Minimum order Estimating only Unmeasurable states
Reduced order Estimating unmeasurable + few measurable states

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 State Observer

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 State Observer
Plant State space equation is 𝒙 𝑘 + 1 = 𝑮𝒙 𝑘 + 𝑯𝑢 𝑘
Actual output 𝒚 𝑘 = 𝑪𝒙 𝑘
Estimated output ෥ 𝑘 = 𝑪෥
𝒚 𝒙 𝑘
𝑢 𝑘 = −𝐾෥ 𝒙 𝑘
Estimator 𝒙෥ 𝑘 + 1 = 𝑮෥ 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘 − 𝒚෥ 𝑘
𝐾𝑒 is observer feedback gain matrix. Rewritten as
෥ 𝑘 + 1 = 𝑮෥
𝒙 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘 − 𝑪෥ 𝒙 𝑘
෥ 𝑘 + 1 = (𝑮 − 𝐾𝑒 𝐶)෥
𝒙 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘
This equation is called prediction observer since the estimate is one
sampling period ahead of measurements y(k).
The eigen values of 𝑮 − 𝐾𝑒 𝐶 are called as observer poles
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 Error Dynamics of State Observer
Note that 𝒙 ෥ 𝑘 + 1 = 𝑮෥ 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘 − 𝒚 ෥ 𝑘
Becomes
෥ 𝑘 + 1 = 𝑮෥
𝒙 𝒙 𝑘 + 𝑯𝑢 𝑘 + 0
if 𝒙
෥ 𝑘 = 𝑥(𝑘)i.e. the response of the state observer system is
identical to the response of the original system
Subtracting from plant state space equation
𝒙 𝑘 + 1 = 𝑮𝒙 𝑘 + 𝑯𝑢 𝑘
෥ 𝑘 + 1 = (𝑮 − 𝐾𝑒 𝐶)෥
𝒙 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘
Yields
𝒙 𝑘+1 −𝒙 ෥ 𝑘+1
= 𝑮𝒙 𝑘 − 𝑮 − 𝐾𝑒 𝐶 𝒙 ෥ 𝑘 − 𝐾𝑒 𝑪𝒙 𝑘
6 = 𝑮 − 𝐾𝑒 𝐶 (𝒙 𝑘 − 𝒙 ෥ 𝑘 )
 Error Dynamics of State Observer
𝒙 𝑘+1 −𝒙 ෥ 𝑘 + 1 = 𝑮 − 𝐾𝑒 𝐶 (𝒙 𝑘 − 𝒙 ෥ 𝑘 )
Substituting error 𝒆 𝑘 = 𝒙 𝑘 − 𝒙 ෥ 𝑘
𝒆 𝑘 + 1 = 𝑮 − 𝐾𝑒 𝐶 𝒆 𝑘
Dynamic behaviour of error is dependent on eigen values of 𝑮 −
𝐾𝑒 𝐶 If matrix 𝑮 − 𝐾𝑒 𝐶 is stable, the error vector will converge to
zero for any initial error e(0) i.e. 𝒙 ෥ 𝑘 will converge to x(k)
regardless of the values of x(0) and 𝒙 ෥ 0 . The eigen values are
located such a way that the dynamic behaviour of error vector is
adequately fast.
One way is to use deadbeat response. This can be achieved if all the
eigen values of 𝑮 − 𝐾𝑒 𝐶 are chosen to be zero
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 Example 6-9
Consider a DTS 𝒙 𝑘 + 1 = 𝑮𝒙 𝑘 + 𝑯𝑢 𝑘
𝒚 𝑘 = 𝑪𝒙 𝑘 + 𝑫𝑢 𝑘
0 −0.16 0
With G = ,𝐻 = ,𝐶 = 0 1
1 −1 1
Design a full-order state observer such that the observer
poles at 𝑧 = 0.5 ± 𝑗0.5

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 Solution
First check Observability.
0 1
𝑟𝑎𝑛𝑘 𝐶 ∗ ⋮ 𝐺 ∗ 𝐶 ∗ = = 2.
1 −1
Hence, determination of observer feedback gain matrix is possible.
Recalling error dynamics equation
𝒆 𝑘 + 1 = 𝑮 − 𝐾𝑒 𝐶 𝒆 𝑘
Characteristic equation is
𝑧𝐼 − (𝐺 − 𝐾𝑒 𝐶) = 0
𝑘1
Assume observer feedback gain matrix 𝐾𝑒 =
𝑘2

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 Solution
𝑧𝐼 − (𝐺 − 𝐾𝑒 𝐶) = 0
𝑧 0 0 −0.16 𝑘1
⇒ − + 0 1 =0
0 𝑧 1 −1 𝑘2
𝑧 0.16 + 𝑘1
⇒ =0
−1 𝑧 + 1 + 𝑘2
⇒ 𝑧 2 + 1 + 𝑘2 𝑧 + 0.16 + 𝑘1 = 0
Compare with observer poles characteristic equation
𝑧 − 𝑧1 𝑧 − 𝑧2 = 𝑧 2 − 𝑧 + 0.5 = 0
Solving we get
0.34
𝐾𝑒 =
−2
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 Example 6-10
Consider the double integrator system given by
𝒙 𝑘 + 1 = 𝑮𝒙 𝑘 + 𝑯𝑢 𝑘
𝒚 𝑘 = 𝑪𝒙 𝑘 + 𝑫𝑢 𝑘
𝑇2
With G = 1 𝑇
,𝐻 = 2 ,𝐶 = 1 0
0 1 1
Design a full-order state observer such that error vector
exhibits deadbeat response.

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 Solution
First check Observability.
∗ ∗ ∗ 1 1
𝑟𝑎𝑛𝑘 𝐶 ⋮ 𝐺 𝐶 = = 2.
0 𝑇
Hence, determination of observer feedback gain matrix is
possible.
Coefficients of original system characteristic equation
𝑧𝐼 − 𝐺 = 𝑧 𝑛 + 𝑎1 𝑧 𝑛−1 + 𝑎2 𝑧 𝑛−2 + ⋯ + 𝑎𝑛
𝑧 − 1 −𝑇
= 𝑧 2 − 2𝑧 + 1 = 0
0 𝑧−1
𝑎1 = −2, 𝑎2 = 1
Coefficients of desired system characteristic equation
𝑧𝐼 − (𝐺 − 𝐾𝑒 𝐶 ) = 𝑧 𝑛 + 𝛼1 𝑧 𝑛−1 + 𝛼2 𝑧 𝑛−2 + ⋯ + 𝛼𝑛
𝑧 − 𝑧1 𝑧 − 𝑧2 = 𝑧 2 = 0
𝛼1 = 0, 𝛼2 = 0
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 Method 1
Intermediate matrix 𝑁 = 𝐶 ∗ ⋮ 𝐺 ∗ 𝐶 ∗ ⋮ (𝐺 ∗ )𝑛−1 𝐶 ∗
𝑎𝑛−1… 𝑎1 1
𝑎𝑛−2
𝑎𝑛−2 … 1 0
𝑎𝑛−3
𝑊= ⋮ ⋮ ⋮ ⋮
𝑎1 1 … 0 0
1 0 … 0 0
𝑎 1 1 1 −2 1
Therefore, 𝑇 = 𝑊𝑁 ∗ = 1 𝐶 ∗ ⋮ 𝐺 ∗𝐶 ∗ ∗ =
1 0 0 𝑇 1 0
𝛼 𝑛 − 𝑎𝑛
𝛼𝑛−1 − 𝑎𝑛−1 −1
−2 1 1 0 0−1
𝐾𝑒 = 𝑇 −1 ⋮ =
1 0 1 𝑇 0 − (−2)
𝛼1 − 𝑎1
2
= 1
𝑇
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 Method 2 Ackermann’s formula
−1
𝐶 0
𝐾𝑒 = 𝜑 𝐺 𝐶𝐺 0
⋮ ⋮
𝐶 𝑛−1 𝐺 1
Where 𝜑 𝐺 = 𝐺 𝑛 + 𝛼1 𝐺 𝑛−1 + 𝛼2 𝐺 𝑛−2 + ⋯ + 𝛼𝑛 𝐼
In current case 𝜑 𝐺 = 𝐺 2
2 −1 2
𝐾𝑒 = 1 𝑇 1 0 0 = 1
0 1 1 𝑇 1
𝑇
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 Method 3
If desired eigen values 𝜇𝑖 are distinct, extract corresponding eigen
vectors, 𝜂𝑖 . Eigen vectors are computed using
𝜂𝑖 = 𝐺 − 𝜇𝑖 𝐼 −1 𝐻
Desired observer gain matrix is
𝜂1 −1 1
𝜂2 1
𝐾𝑒 = ⋮
⋮
𝜂𝑛 1
In case of deadbeat response,
𝜂𝑖 = 𝐶𝐺 −𝑖 , 𝑖 = 1,2, …

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 Method 3
In current problem,
𝜂1 = 𝐶𝐺 −1 = [1 − 𝑇]
𝜂2 = 𝐶𝐺 −2 = [1 − 2𝑇]
𝜂1 −1 1
𝜂2 0
𝐾𝑒 = ⋮
⋮
𝜂𝑛 0
Desired observer gain matrix is
𝜂1 −1 −1 2
1 1 −𝑇 1
𝐾𝑒 = 𝜂 = = 1
2 0 1 −2𝑇 0
𝑇

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 Method 4
𝑘1
Assume observer feedback gain matrix 𝐾𝑒 =
𝑘2
Characteristic equation is 𝑧𝐼 − (𝐺 − 𝐾𝑒 𝐶) = 0
𝑧 0 1 𝑇 𝑘1
⇒ − + 1 0 =0
0 𝑧 0 1 𝑘2
𝑧 − 1 + 𝑘1 −𝑇
⇒ =0
𝑘2 𝑧−1
⇒ 𝑧 2 + 𝑘1 − 2 𝑧 + 1 − 𝑘1 + 𝑘2 𝑇 = 0
Compare with desired poles characteristic equation
𝑧2 = 0
2
Solving we get𝐾𝑒 = 1
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𝑇
 Cross verification
Let us verify error vector reduces to 0 in at most two sampling
periods. Coefficient matrix for error equation is
2 −1 𝑇
1 𝑇
𝐺 − 𝐾𝑒 𝐶 = + 1 1 0 = 1
0 1 − 1
𝑇 𝑇
𝑎
If the initial value of error vector 𝑒 0 =
𝑏
−1 𝑇 −𝑎 + 𝑏𝑇
1 𝑎 1
𝑒 1 = 𝐺 − 𝐾𝑒 𝐶 𝑒 0 = =
− 1 𝑏 − 𝑎+𝑏
𝑇 𝑇

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 Cross verification
−1 𝑇 −𝑎 + 𝑏𝑇
1 1 0
𝑒 2 = 𝐺 − 𝐾𝑒 𝐶 𝑒 1 = =
− 1 − 𝑎+𝑏 0
𝑇 𝑇
Observer equation is given by
෥ 𝑘 + 1 = (𝑮 − 𝐾𝑒 𝐶)෥
𝒙 𝒙 𝑘 + 𝑯𝑢 𝑘 + 𝐾𝑒 𝑦 𝑘
෥1 (𝑘 + 1)
𝒙 −1 𝑇 𝒙 ෥1 (𝑘)
= 1
෥2 (𝑘 + 1)
𝒙 − 1 𝒙෥2 (𝑘)
𝑇
𝑇2 2
+ 2 𝑢 𝑘𝑇 + 1 𝑦(𝑘)
1 𝑇

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 References
 Section 6.6, Chapter 6, Discrete-time Control Systems, K.
Ogata, 2nd edition.

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