Lecture 22 PDF

Lecture 22
Pole Placement Observer Design

Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Outline
z
Philosophy of observer design
Full-order observer
Reduced (Minimum) order observer
ADVANCED CONTROL SYSTEM DESIGN

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Philosophy of Observer Design

z
In practice all the state variables are not

available for feedback. Possible reasons include:
Non-Availability of sensors
Expensive sensors
Available sensors are not acceptable (due to high
noise, high power consumption etc.)
z
A state observer estimates the state variables

based on the measurements of the output over a
period of time.
The system should be observable.
Full-order Observer Design
Dr. Radhakant Padhi

Asst. Professor
State Observer Block Diagram

Plant :
X = AX + BU
y = CX (single output)
Plant
Let the observed state be X . Let the

observer dynamics be

X = AX
+ BU + K e y
Error :
E X X
State observer
Ref: K. Ogata: Modern Control

Engineering, 3rd Ed., Prentice
Hall, 1999

Observer Design: Concepts

Error Dynamics:

E = X X
+ BU
+ K y)
= ( AX + BU ) ( AX
e
and substitute y = CX
Add and Substract AX
+ AX
AX
+ BU BU
K CX
= AX AX
e
= ( A A ) X + A ( X X ) + ( B B )U K e CX
+ ( A A K C ) X + ( B B )U
E = AE
e
Strategy: 1. Make the error dynamics independent of X

2. Eliminate the effect of U from eror dynamics
Observer Design: Concepts

A = A K eC
B = B
This leads to:
Error dynamics:
Observer dynamics
= ( A K C) E
E = AE
e

X = AX + BU + K e y CX

Residue

Observer Design: Full Order

z
Goal: Obtain gain Ke such

that the error dynamics are
asymptotically stable with
sufficient speed of
response.
Necessary and
sufficient condition for
the existence of Ke :
The system should be
completely observable!
T =AT CTKeT. Hence the

problem here becomes the
same as the pole
placement problem!
Comparison with Pole

Placement Design
Controller Design
Dynamics
Observer Design
X = ( A BK ) X
z
Objective
Dynamics
= ( A K C) E
E = AE
e
X ( t ) 0, as t
Objective
E ( t ) 0, as t
Notice that
T
( A K e C ) = ( A K e C )
= AT C T K eT
Observer Design as a Dual

Problem
Consider the dual problem with input v and output y *
Z = AT Z + C T v
y* = BT Z
Pole placement design for this problem
with desired observer roots at 1 "" n yields
sI AT C T K o = ( s 1 )" ( s n )
Now equating observer characteristic equation

to the RHS of the above equation
we get
K e = K oT
10
Observer Design: Method 1

z
For systems of low order (n 3)
Check Observability
Define Ke = [k1 k2 k3]T
Substitute this gain in the desired characteristic

polynomial equation
sI ( A K e C ) = ( s 1 )" ( s n )
Solve for the gain elements by equating the like

powers on both sides
11

Step:1
| sI A | = s n + a 1 s n 1 + a 2 s n 2 + " + a n 1 s + a n
fin d a i 's
Step:2
( s 1 ) " ( s n ) = s n + 1 s n 1 + 2 s n 2 + " + n
find i ' s
Step:3
Follow a similar approach as in pole placement

control design (i.e. Bass-Gura approach)
to compute the observer gain.
12
K e = WN T
( n a n )
1 ( n 1 a n 1 )
( 1 a1 )
N = C T
a n 1 " a1
#
$
W =
a1 $ "
" "
1
W here
A T C T """ ( A T ) n -1 C T
1
0
#

13

Ackermans Formula
1
C 0
CA 0

# 0
K e = ( A)

# #
CAn 2 #
n 1
CA 1
( A) = An + 1 An 1 + """ + n 1 A + n I
14
Example: Observer Design

0 20.6
0
; B = ; C = [ 0 1]
A=
0
1
1
Assume the desired eigen values of the observer
1 = 1.8 + 2.4 j; 2 = 1.8 2.4 j
Step : 1 observability n = 2
1 0
C
;
A C =
0 1
Step : 2 Characteristic equation
T
rank = 2
s 20.6
sI A =
= s 2 20.6 = s 2 + a1 s + a2 = 0
s
1
15
Example: Observer Design

a1 = 0;
Step : 3
a2 = 20.6
Desired Characteristic Equation

( s + 1.8 2.4 j )( s + 1.8 + 2.4 j ) = s 2 + 3.6 s + 9 = s 2 + 1 s + 2 = 0
1 = 3.6; 2 = 9
Step : 4
Observer gain
2 a2
K e = (WN )
=
1 a1
29.6
Ke =
3.6
T
1 0 9 + 20.6
0 1 3.6 0

16
Separation Principle
System dynamics
X = AX + BU
y = CX
State feedback control based on observed state is U = K X

State equation X = AX BKX = ( A BK ) X + BK X X
hence
error E (t ) = X X
X = ( A BK ) X + BKE
observer error equation

E = ( A K e C ) E
17
X A BK
Combined equation: =
E 0
BK X
A K e C E
Characteristic equation for the Observer-State-Feedback system

Hence Observer design and
sI A + BK
BK
=0
Pole placement are
sI A + K e C
0
independent of each other!
sI A + BK sI A + K e C = 0
This is known as Separation
Theorem.
Poles due to
Poles due to
controller
Observer
18
Closed Loop System

Ref: K. Ogata:
Modern Control
Engineering, 3rd
Ed., Prentice Hall,
1999
Fig: Observed State feedback Control System

19
Reduced-order Observer Design
Dr. Radhakant Padhi

Asst. Professor
Reduced Order Observer

z
Some of the state variables may be

accurately measured .
Suppose X is an n - vector and the output

y is an m - vector that can be measured .
We need to estimate only (n-m)
state
variables.
The reduced-order observer becomes

(n-m)th order observer.
21
Block diagram:
State feedback control with minimum order observer
Ref : K. Ogata: Modern

Control Engineering,
3rd Ed., Prentice Hall,
1999

22
State Equation for the Reduced

order observer
Let m = 1,
X = AX + Bu
y = CX
xa Aaa A ab xa Ba
+ u
=
X b Aba Abb X b Bb
xa
y = [1 0]
Xb
xa = scalar , X b = (n 1) vector
23
State Equation for the Reduced

order observer
The equation for the measured portion of the state,
xa = Aaa xa + Aab X b + Ba u
xa Aaa xa Ba u = Aab X b
The equation for the unmeasured portion of the state ,
X = A x + A X + B u
b
ba a
bb
Terms Aba xa and Bbu are "known quantities"

24
Full order and Reduced order

observer comparison
State/output equation for the full order observer :
X = AX + Bu
y = CX
State/output equation for the reduced order observer:
X = A X + A x + B u
b
bb
ba a
xa A aa xa Ba u = Aab X b
25
Full order and Reduced order

observer comparison
Full Order State Observer Reduced Order State observer
X
X b
Abb
Bu
Aba xa + Bbu
xa Aaa xa Ba u
Aab
C
K e (n 1 matrix)
K e [(n 1) 1 matrix]
Fig : List of Necessary Substitutions for Writing the Observer

Equation for the Reduced Order State Observer.
26
Observer Equation
Full order Observer equation :

X = ( A K eC ) X + Bu + K e y
Making substitutions from the table,

X b = ( Abb K e Aab ) X b + Aba xa + Bb u + K e ( xa A aa xa Ba u )
i.e.
X b K e xa = ( Abb K e Aab ) X b + ( Aba K e Aaa ) y + ( Bb K e Ba )u
= ( A K A )( X K y )
bb
ab
+ [ ( Abb K e Aab ) K e + Aba K e Aaa ] y + ( Bb K e Ba )u

27
Observer Equation
Define
X b K e y = ( X b K e xa )
X b K e y = X b K e xa
Then = ( Abb K e Aab ) +
[ ( Abb K e Aab ) K e + Aba K e Aaa ] y + ( Bb K e Ba )u
This is reduced order observer.

28
Observer Error Equation

We have:
X b = Abb X b + ( Aba xa + Bbu )

X b = ( Abb K e Aab ) X b + ( Aba xa + Bb u ) + K e Aab X b
Subtracting:
X b X b = ( Abb X b K e Aab X b ) ( Abb K e Aab ) X b
= ( Abb K e Aab ) X b X b

i.e. E = ( Abb K e Aab ) E
where E X b X b = ( )
29
Gain Matrix Computation

Necessary Condition
The error dynamics can be chosen provided the rank of matrix
Aab
A
A
ab bb
.
is
A An-2
ab bb
( n 1) . This is
complete observability condition
Characteristic Equation:
sI Abb + K e Aab = ( s 1 )( s 2 )........( s n -1 )
= s n 1 + 1s n 2 + .......... + n -2 s + n-1 = 0
where 1 , 2 ,.....n-1 are desired eigenvalues of error dynamics
30
The Characteristic Equation

n 1 an 1
a
n2 n2
T ) 1
= (WN
K e = Q .
1 a1
where
T
N = Aab
|
an 2
a
n 3
.
W =
.
a1
n 1 an 1
a
n2 n2
.
1 a1
T
T
T n2 T
Abb
Aab
| ..... | ( Abb
) Aab : (n 1) (n 1) matrix.
an 3 ....... a1 1
an 4 ....... 1 0
.
. .
:
.
. .
1
0 0
0 . . . 0 0
(n 1) (n 1) matrix .

31
The Characteristic Equation

a1 , a2 ,......an-2 are coefficients in the characteristic equation
sI Abb = s n-1 + a1s n -2 + .... + an-2 s + an-1 = 0.
Aab
Aab Abb
.
Ackermann's formula : K e = ( Abb ) .
n 3
Aab Abb
n2
Aab Abb
where ( Abb ) = Abbn-1 + 1 Abbn-2 + ..... + n 2 Abb + n 1 I
0
0

.

.
.

0

1
32
The system characteristic equation can be derived as
sI - A + BK sI - Abb + K e Aab = 0
Poles due to pole

placement
Poles due to reduced

order Observer
Therefore the pole-placement design and the design of

the reduced order observer are independent of each other.

33
Example
Problem : Consider the system
X = AX + Bu
y = CX
where
1
0
0
0
0
1 , B = 0 , C = [1 0 0]
A = 0
6 11 6
1
Assume that the output y can be accurately measured.
Design minimum order observer assuming that the
desired eigen values are:
1 = 2 + j 2 3 , 2 = 2 j 2 3
34
Example
Characteristic equation:
sI Abb + K e Aab = ( s 1 )( s 2 )
= ( s + 2 j 2 3)( s + 2 + j 2 3) = s 2 + 4s + 16 = 0
Ackermann's formula:
Aab
K e = ( Abb )
A
A
ab bb
0
1

where ( Abb ) = Abb2 + 1 Abb + 2 I = Abb2 + 4 Abb + 16 I
xa
xa
X = = x2 , A =
Xb x
3
0
0
1
0
11
0
0
1 , B = 0
1
6

35
Example
0
Here Aaa = 0 , Aab = [1 0], Aba =
6
1
0
0
Abb =
, Ba = 0, Bb =
11 6
1
Hence
2
1
0
1
0 1
1 0 1 0 0
Ke =
+ 4
+ 16
1
11
6
11
6
0
1
0
1

5 2 0 2
=
=
22 17 1 17
36
Example
Observer equation:
= ( Abb K e Aab ) + ( Abb K e Aab ) K e + Aba K e Aaa y
Note: X K y = X K x
+ (B K B )u
b
1 2
0
2
[1 0] =
Abb K e Aab =
11 6 17
28
Substituting various values,
2 2
1 2 13
0
y + u
+
=

1
3 28 6 3 52
e 1
1
6
37
Example :
2 x2
= x K e y
3 3
x2 2
x = + K e x1
3 3
If the observed state feedback is used, then
x1
u = KX = K x2
x3
where K is the state feedback matrix.
38
Comment
z
Reduced order observers are

computationally efficient.
Reduced order observers may converge

faster.
Sometimes its advisable to use a fullorder observer even if its possible to

design a reduced-order observer.
39
References
z
K. Ogata: Modern Control Engineering,

3rd Ed., Prentice Hall, 1999.
B. Friedland: Control System Design,

McGraw Hill, 1986.

40

41

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Lecture 22

Pole Placement Observer Design

Philosophy of observer design

Reduced (Minimum) order observer

ADVANCED CONTROL SYSTEM DESIGN

Philosophy of Observer Design

In practice all the state variables are not

A state observer estimates the state variables

Full-order Observer Design

Dr. Radhakant Padhi

State Observer Block Diagram

Let the observed state be X . Let the

Ref: K. Ogata: Modern Control

ADVANCED CONTROL SYSTEM DESIGN

Observer Design: Concepts

Strategy: 1. Make the error dynamics independent of X

Observer Design: Concepts

This leads to:

ADVANCED CONTROL SYSTEM DESIGN

Observer Design: Full Order

Goal: Obtain gain Ke such

T =AT CTKeT. Hence the

Comparison with Pole

Observer Design as a Dual

Now equating observer characteristic equation

Observer Design: Method 1

For systems of low order (n 3)

Define Ke = [k1 k2 k3]T

Substitute this gain in the desired characteristic

Solve for the gain elements by equating the like

Observer Design: Method 2

Follow a similar approach as in pole placement

Observer Design: Method 2

ADVANCED CONTROL SYSTEM DESIGN

Observer Design: Method 3

Example: Observer Design

Example: Observer Design

Desired Characteristic Equation

ADVANCED CONTROL SYSTEM DESIGN

State feedback control based on observed state is U = K X

observer error equation

Characteristic equation for the Observer-State-Feedback system

Closed Loop System

Fig: Observed State feedback Control System

Reduced-order Observer Design

Dr. Radhakant Padhi

Reduced Order Observer

Some of the state variables may be

Suppose X is an n - vector and the output

We need to estimate only (n-m)

The reduced-order observer becomes

State feedback control with minimum order observer

Ref : K. Ogata: Modern

ADVANCED CONTROL SYSTEM DESIGN

State Equation for the Reduced

State Equation for the Reduced

Terms Aba xa and Bbu are "known quantities"

Full order and Reduced order

Full order and Reduced order

Fig : List of Necessary Substitutions for Writing the Observer

+ [ ( Abb K e Aab ) K e + Aba K e Aaa ] y + ( Bb K e Ba )u

[ ( Abb K e Aab ) K e + Aba K e Aaa ] y + ( Bb K e Ba )u

This is reduced order observer.

i.e. E = ( Abb K e Aab ) E