ECE 550 LecTURE 20 We will now turn our attention to the problem of ety ating the state. In particular, discuss the asymptotic state estimator, which vses the tnpot u and the output y to cetimate the state x. Consider the block diagram shown below . nay ee iy iS 4 for toy [Ap Note thet the output y ef the dynamical equation ts compared with the predicted output Y=ed of the estimater. The difference orernor gag is meltiplied by an nxt real constant columnECE 550 LECTURE 20 vector L and then fed inte the integroters of the estimator, The dynamical equation of the estimator 6 given by Re Ad taly-ch] + bu 2 CArtedd + dy tbu -O Let define the Fellewing error variable ® 10 Ie ' b> The dynemicel equation of the system ie the famibion ® oe Subtracting equation® from equation @ and using equahon © we ebtain 2+ Ca-Rede .@®ECE 550 LECTURE 20 If the eigenvalues of equation (4) can be chosen arbitrarily, then the behavior of the error ¢ can be contrelicd: Forexample, if oll the eigenvalues of CA-4te) have negative real parts thot ore smaller than -o, then all the components of e will approach aero in the rate of eo. Hence, even if there (sa large ercor to start, He. @Ct,> is large, the vector aol rapidly approach % , he: €-+O rapidly. Thine alse a reason for this type of estimator beng relerned teas beng acymptotic. In order te compute L, we return te the. observable canonical form. Let A, b,and = denote the motrices of the observable canonical fonm. Ne know thet A=P"AP, b= P"B, and y which resulbe wn ® We alee knew thot the choroctenistie pelynemiols ct EP. We define 28 PUL Ca-Red= PC A-Ee)P of Ca-he) and CA-LE) ave identical. Let the. characteristic polynennial of CA-2E) with the desired eigenvaloes be given byEck 550 LecTURE 20 If the vector Lois cheeen os then we have thet 0° ae 1° A-ke =] 0 1 O° 1 which has the set of desired eigenvalues. In order to obtan & , we must ure the relationship = PUR. Consider the following example Liddle [ts Habe eo fe ree We solved for the observable canonical form ence before, ie.EcE 550 LECTURE 20 Bm oe whieh can be obtamed by the equivelence trans- Formation 32 Px where Ve Ve Ve ao ao Stores] Let the desired cigenvalues of the stote esti- mator be ~ 4 yand -5. Thos, the choracterie- He pelynemial of CA-Ee) Cs4sds4 40(s+5)2 s*h128 +475 + vo ond se the dynamical equation of the estimator becomesBCE 550 LECTURE 20 7 © © -Lo 5e 3 Re 10 44 +] se lye} 2 fu - a 12 1 Note that this estimater gives an estimate of ba Tee pre eel ty sted by PU then we get yee ee awhich ip the eotmote neaded. A block dia- grem of the estimator is shown below One might ask whether vs ng the estimated state Eom bev of the aotual beta « results in diff. - culties. In order to answer thid quertion, we return fo equahen@) and ute ite estimated state as the inpet te the eystem, ne weveke @) Thos, the overall dynamical equation becemesECE 550 Lecture 20 (1-02 EAI] [th ® Applying the equivalence transformation ‘LP TILT [tele te equation pwe obtain [:]-[P° SUGDE Note that the cheroctenishe pelymemral ef equation @ & the product of the chanacterahe pelyne mials of CA+bK) and CA-he). Hence, we conclude. that as fac as the eigenvaloes, are concerned, there th no difference im stote feedback between vseng, the estimated state 2 and vsing the real state 2X. This called the separation propests The observable canenseal forms always results in the stobe x, compriting the eutpet y. Thos,ECE 550 LecTURE 20 ‘ em clays accessible via the cutput. Se, only n-l stotes must be estimated. We stort by trans- Forming the observable canonical Serm inte the Following Form oo Tore i eee ° 4a Ce ee ooo tT ate + yrleo---oidg nG)) The equivalence transformation £2 P,x 18 gwen by Brae © - hy o -8n,ECE 550 LECTURE 20 where £82, 0-7) Sey are arbitrary real numbers Let's take on example, in fact let's use cum prior Bs Byt2,end Bat. Let -3 and -4 be the desired example. Wehave that ag22,4,+ eigenvelves of the two-dimensional estimator te be designed; then C2+a0Cae4) = stots 412 and oe Zn general, the estmoter is given by oo: lo: ‘ : on x oo: “ECE 550 LecTuRE 20 oe. heve thet [2 ]-[° IR] Ee]. Thes on estimate of the original state, be bee a 0” OF th xt (PSS Note thet P"lwas computed carher, and the matrix P, te ebtamed using equation). OF xbaly 1