A V i e w p o i n t on Observability

and Observer Design for

Nonlinear S y s t e m s
Gildas Besan~on

Laboratoire d ' A u t o m a t i q u e de Grenoble

ENSIEG BP46 - 38402 Saint-Martin d'H~res, France

1 Introduction
Given a dynamical system, the observer aims at obtaining an estimate of
the current state by only using available measurements. For linear systems,
the property of observability, characterized by the K a l m a n rank condition,
guarantees the possibility to indeed design an observer. In the case of non-
linear systems, observability is not enough, basically because this p r o p e r t y
in general depends on the input of the system. In other words, observability
of a nonlinear system does not exclude the existence of inputs for which
two distinct initial states cannot be distinguished by using the knowledge
of the measured output. This results in the fact t h a t in general, observer
gains can be expected to depend on the applied input. Moreover, the ex-
isting observers generally tightly depend on some specific structure of the
considered system.
This chapter discusses such characteristics of observer design for non-
linear systems, basically following the recent work of [1]: on the basis of
background definitions, the main observability requirements for observer
design are first recalled in Section 2, so as to put into relief the various
contexts which can be found. In particular, designs which are non uni-
.form w.r.t, the input are distinguished from those which are uniform, with
a special attention paid to the case of uniform design for non uniformly
observable systems in Section 3.
Two directions of extension of available designs are then highlighted and
illustrated, namely the possibility of interconnecting sub-observers to still
obtain an observer in Section 4, and the issue of state transformation to
make some observer design possible in Section 5. Some conclusions are
finally given in Section 6.
4 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

2 Basic Definitions and Proposed "Classification"

Let us consider a nonlinear system defined by the following representation:

{~ = f(x,u) x c ~ , u 9 m
(~n~) y = h(x) y9 , (1.1)

and let X~,(t, xo) denote its solution at time t, with initial condition x0 at
time t = 0 and control u(t). Admissible inputs u(.) axe assumed to be taken
in some set L / o f measurable and bounded functions.
Observability can then be defined by the notion of indistinguishability
[22] (see [11] for a synthesis).

D e f i n i t i o n 1.1 Indistinguishability.
A pair (xo, ~o) will be said to be indistiguishable by u i.fVt > O, h(x~(t, xo)) =-
h(Xu( t, ~o) ). The pair is just said to be indistinguishable, i.f it is so .for any
U.

From this definition, observability of (1.1) can be defined as follows:

Definition 1.20bservability.
A nonlinear system (1.1) is observable if it does not have any indistinguish-
able pair o.f states.
At this point, one can notice that from this definition, observability does
not exclude the possible existence of inputs for which some states are in-
distinguishable.
As an example, the following system:

:~1 ~ UX2
J:2 = --x2 (1.2)
y ~ X1

is clearly observable, and yet u _= 0 makes every pair

indistinguishable.
This means t h a t in general observability is not enough to be able to design
an observer and t h a t the problem of inputs must be taken into account. A
particular case of interest, is the case of inputs for which no indistinguish-
able pair can be found:
D e f i n i t i o n 1.3 Universal inputs.
An input u is universal on [0, t] i.f.for every pair of distinct states xo ~ 20,
there exists T 9 [O,t] such that h(x~(7, xo)) ~ h(x~(7, 20)).
If u is universal on Kt +, it is just said to be universal.
 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 5

From this definition, the notion of singular inputs can be derived:

D e f i n i t i o n 1.4 Singular inputs.
A non universal input is called singular.
As one can guess from example (1.2) above, a typical class of systems
which have singular inputs is the class of so-called state-affine systems of
the following form:

= A(u)x (1.3)
y = Cx.

For such systems, one can define - as for linear time-varying systems - the
following quantities:

9 the transition matrix @~(T, t) by:

d(I)~('r, t)
- A(U(T))O~(T,t)
dT (1.4)
@~(t,t) = Id,

9 the observability Grammian F(t, T, u) by:

t+T
F(t, T, u) :---
f
Jt
@T(T,t)cTV~2u(T,t)dT), (1.5)

9 and some universality index "y(t, T, u), defined as the smallest elgen-
value of F(t, T, u).

On this basis one can characterize inputs which are "universal enough" so
that an observer design will be possible:
D e f i n i t i o n 1.5 [10] Regularly persistent inputs.
A n admissible input u is said to be regularly persistent .for system (1.3) if
3 T > O, a > O, and to > 0 such that 7 ( t , T , u ) >_ ~ for t >_ to.
These remarks show that in general, the observer gain, as well as its stability
property, depend on the input.
In view of the above definitions, a particular case of special interest is the
one of systems without singular inputs:
D e f i n i t i o n 1.6 Uniformly observable systems.
A system whose all inputs are universal is called uniformly observable.
If, .for every t > O, all inputs are universal on [0, t], the system is locally
uniformly observable.
A class of "sufficiently regular" locally uniformly observable control affine
systems have been characterized in [14]:
6 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

Theorem 1.1 [14] A n observable nonlinear system in the form:

= f(~)+ug(~) (1.6)
y =

with u = 0 as a universal input, and nonsingular Jacobian of ~(~) =

(h(~),Lf(h(~)), ... L ~ - l ( h ( ~ ) ) ) at ~0, is locally uniformly observable at
~o i.f and only i.f the change of coordinates x = ~(~) turns it into the .fol-
lowing .form:

Xl = X2 + ~ I ( X l ) u
X2 = X3 + ~ 2 ( X l , X 2 ) u

(1.7)
Xn--1 = Xn+~n--I(Xl,...Xn--1)U
= +

y = xI
[]

Extensions to non-control-affine case mono and multi o u t p u t can be found

in [15] and [12] respectively.
For such systems, so-called high gain observers m a y exist [16], which
are observers with gain and stability independent of the input. However,
one can find several other cases of observers which have been proposed
irrespective of the input, although the considered systems are not uniformly
observable [21, 29, 13, 2].
The only possible explanation for such a phenomenon is t h a t in these
cases, the difference between trajectories resulting from two distinct in-
distinguishable states naturally tends to zero. This is for instance what
happens in system (1.2) : for this system u = 0 is singular insofar as it
cannot distinguish

However, for such initial conditions and input, the error e2 on trajectories
of x2 satisfies 42 = - e 2 , while t h a t of xl is identically zero, and thus, it is
clear that the difference between the two trajectories asymptotically goes
to zero. In this case, an observer irrespective of the input can be designed,
simply as ~:2 = - x 2 -
Following the terminology of linear systems, this suggests to define some
detectability property as follows:

D e f i n i t i o n 1.7 Detectability.
A nonlinear system (1.1) will be called detectable if for every couple
((2o, ~o), u(.) ) in (j~n • H:tn) • 5t such that there exists to .for which
1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

Vt _> to; h(x~(t, xo)) = h(x~(t, 5:0)) then

IIx,,(t, xo) - x=(t, ~0)ll ,0.

t ---~oo

In the case of uncontrolled system, we only consider pairs of initial condi-

tions.
As a summary, in view of the above observability properties w.r.t, the
inputs, one can distinguish the following cases in observer designs:
9 Either the system does not have singular inputs, and in t h a t case, one
can hope to be able to design an observer irrespective of the input
(uniform observation of uniformly observable systems), but m a y also
only find an observer depending on the input (non uni.forTn observa-
tion of uniformly observable systems);
9 Or the system may have singular inputs, and in t h a t case possible
observer designs will generally depend on the inputs (non uniform
observation of non uniformly observable systems), except in special
cases of systems which are detectable in the sense of definition 1.7
(uniform observation of non uniformly observable systems).

3 Examples of Non Uniform and Uniform

Observation
3.1 Non Uniform Observation: the Case of State-Affine
Systems
Let us consider here a system described by the following equations:
= A(u)x + B(u), x C ~n, u C ~m
y = Cx y C P:tp. (1.8)

For such a system, the observability generally depends on the input, and
under appropriate excitation, an observer has been proposed with a gain
indeed depending on u, as recalled below:
Theorem 1.2 [10, 17] I.f u is regularly persistent for (1.8), and A(u), B(u)
are uniformly bounded on the set of admissible inputs, then there exists 0o
s.t. .for any 0 >_ 0o, the following system is an observer for (1.8):

= A(u)2 S - 1 c T ( c : ~ y) -~- B(~t)

= - 0 S - d ( u ) V S -- SA(u) + C T C (1.9)
So > O,
8 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

and V~ > 0, 30 > 0 : II~(t) - x(t)l I < A e x p ( - ~ t ) , .for some A > O.

[]

T h i s result c a n c l e a r l y b e e x t e n d e d t o t h e case of s y s t e m s in t h e f o r m
ic = A ( s ) x + B(s) for a n y m e a s u r e d signal s w h i c h is r e g u l a r l y p e r s i s t e n t
for k = A(s)x, for i n s t a n c e s = (u, y) [18].
W e p r e s e n t in S e c t i o n 4 a n o t h e r t y p e of e x t e n s i o n , b a s e d on i n t e r c o n n e c -
t i o n s of o b s e r v e r s in t h e form (1.9).

3.2 U n i f o r m O b s e r v a t i o n : the C a s e o f U n i f o r m l y O b s e r v a b l e
Systems
W e consider h e r e a s y s t e m of t h e following form:

ic = A x + ~(x, u), x C ~:tn, u E1R m

y = C x e Kt (1.10)

0 1 ... 0 /
withA= ". ". 0 andC= (1 0... 0 ).
0 ... 0 1
0 ... 0
U n d e r s t r u c t u r e c o n d i t i o n as in (1.7) - e n s u r i n g u n i f o r m o b s e r v a b i l i t y - a n d
s o m e L i p s c h i t z c o n d i t i o n on ~, one c a n here d e s i g n a n o b s e r v e r w i t h a g a i n
which is u n i f o r m w.r.t, u as recalled h e r e a f t e r ( w h e r e xi - resp. ~ i - d e n o t e s
each c o m p o n e n t of x - resp. ~):

Theorem 1.3 [16] If:

,, ~ is globally Lipschitz w.r.t, x, uni.forTnly w.r.t, u;

9 ~xj = - - O , . f o r i = l , . . . n - l , j = i + l , . . . n .

then there exists 00 such that for all 0 > 00, the .following system is an
asymptotic observer .for (1.10):

x = A 2 - S - 1 C T ( C 2 - y) + V ( } , u ) (1.11)
0 = -OS- ATs - SA + cTc,

andV > 0,30 > 0 : Ilk(t) - x(t)ll _< for some > O.
[]

W e will use this r e s u l t in S e c t i o n 4 t o p r o p o s e a u n i f o r m o b s e r v e r for s o m e

n o n u n i f o r m l y o b s e r v a b l e s y s t e m . B u t let us first i l l u s t r a t e t h i s p h e n o m e n o n
in n e x t s u b s e c t i o n .
1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 9

3.3 A n E x a m p l e o f U n i f o r m Observation of N o n - u n i f o r m l y
observable S y s t e m s
To be able to find an observer which is non uniform w.r.t, the input for a
system which is not uniformly observable, as well as a uniform observer for
a system which is uniformly observable, is to some extent quite consistent.
More impressive are cases of uni.form observers for non uniformly observable
systems.
An illustrative example of the phenomenon is given by the case of systems
of the following form:

= Ax + f ( x , u ) (1.12)
y = Cx

for which one can find matrices K, D such t h a t

T=( C

is invertible, ( K C + D)f(x, u) = cp(Cx, u), and A22 + NA12 is stable, with

( ~-T-~T-IA21
All A22
A12)
. Such systems indeed, generally admit singular input (like system (1.2) for
instance, for which D = (0 1) and K = 0 satisfy the above conditions, and
u = 0 is a singular input), and yet:

= (A22 + KA12)z + ( K A u + A21 - (A22 + KA12)K)y + ~(y, u)

w = KC+D z
(1.13)

is an observer for (1.12) irrespective of the input [2]. Such systems in fact
enjoy the following structure:

x= / All A22 A r u) ' y = Cx = (Ip, O)x

A21
(1.14)

and as soon as A makes A22 - AA12 asymptotically stable, then one can
design an observer in the form (1.13) for (1.14).
Such a property can in particular be used to design robust observers
in the sense that the state estimation does not require the knowledge of
F(x,u).
For instance, various manufacturing s y s t e m s admit a representation in
the form (1.14), and an example can be found in [28] where the t h e r m a l
10 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

behaviour of some machine-tool spindle-bearing system is considered. Con-

0)
sidering temperatures of the various elements involved as state variables, a
numerical realization of the systems reads as follows:

-8.000.10 5 2.982.10 -6

--- 0.0421 -0.0325 0.0104

0 2.483.10 -6 -1.724.10 -4

+
1.407.10 - s
0.008O
2.495.10 .5
) 0(u,x) (1.15)

y = (1 00)x (1.16)
where Q(u, x) is some inaccurate model of the friction heat flow.
This system is thus in the form (1.14), with the nonlinear part in the
form

B1
B2 ) F(x,u)

and one can check that here A = B_z

B1 leaves A 2 2 - AA12 stable. Hence an
observer can here be designed with complete decoupling of the uncertain
part Q.

Some more general conditions for such a design to be possible are given
in [2], but a general formulation of the idea can be expressed as follows:
P r o p o s i t i o n 1.1 If a nonlinear system:

= f(x,u) (1.17)
y = h(x)

can be transformed into:

Zl z f l ( Z 1 , Z2, U)
~2 = f2(zl,z2,~) (1.18)
y z Zl

by change of coordinates z = O(x), such that .for any couple (u, Zl) of
admissible functions and any pair of initial conditions z ~ ~ ~o we have
][X~u,zl)(t, z o) _ X~u,*i)(t, ~0)]] __~ 0 when t ---* ~ , then:

z2 = f2(y, ~2,~)
(1.19)

is an observer for (1.17).

 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 11

This illustrates how an observer can be designed on the basis of some

state transformation, here in some particular conditions ensuring detectabil-
ity. Other results on state transformation for observer design are given in
section 5.

4 Observer Interconnection
One way to extend the class of systems for which an observer can be de-
signed is to interconnect observers in order to design an observer for some
interconnected system, when possible. If indeed a system is not under a
form for which an observer is already available, but can be seen as an in-
terconnection between several subsystems each of which would a d m i t an
observer if the states of the other subsystems were known, then a candidate
observer for the interconnection of these subsystems is given by intercon-
necting available sub-observers.
Notice t h a t in general, the stability of the interconnected observer is
not guaranteed by that of each sub-observer, in the same way as separate
designs of observer and controller do not in general result in some stable
observer-based controller for nonlinear systems (no separation principle).
However, Lyapunov-based sufficient conditions can be given so t h a t the
existence of sub-observers results in t h a t of an interconnected observer [7].
Consider for instance the case of systems made of two subsystems of the
following form:

it1 : f l ( X l , X 2 , U ) , u C U C 1Rm; fi C ~ function, i = 1,2;

= f 2 ( x 2 , x l , u ) , x~ E X~ C ~ , i = 1,2;
Y = ( h i ( x 1 ) , h2(x2)) T = (Yl, Y2) T, Y~ E H~n~, i = 1,2.
(1.20)

Assume also t h a t u(.) E U c / : o o ( ~ + , U), and set Xi := A C ( ~ + , ~ '~') the

space of absolutely continuous function from ~7~+ into ~ n , . Finally, when
i E {1, 2}, let ~ denote its complementary index in {1, 2}.
The system (1.20) can be seen as the interconnection of two subsystems
(Ei) for i = 1, 2 given by:

(E~) 2~ = f~(xi,v~,u), y~ = h~(x~), (v~,u) e X~ x l~. (1.21)

Assume t h a t for each system (Ei), one can design an observer (Oi) of the
following form:

(Oi) zi = fi(zi, v~, u) + ki(gi, z i ) ( h i ( z i ) - Yi), gi = Gi(zi, v~, u, gi),

(1.22)

for smooth ki, G~ and (zi, g~) E (~:~n~ x(~i), dT~ positively invariant by (1.22).
T h e idea is to look for an observer for (1.20) under the form of the following
 12 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

interconnection:

f~(~, ~ , u) + ki(~, ~ci)(hi(~i) - yi); i = 1, 2;

CO) ~
G~(2i, ~ , u, ~i); i -- 1, 2
(1.23)
gi =
Set ei := z~ - xi, and for any u C/4, v~ E A'i consider the following s y s t e m
(where k~"(t) denotes gain ki(g~, zi) defined in (1.22)) :

c(~.... ) ~ = f~(z~,v~,u)+k~ (t)(h~(z~) h~(z~-e~))

T h e n sufficient conditions for (1.23) to be an observer for (1.20) have b e e n

expressed in [7] as follows:
Theorem 1.4 [7] If.for i = 1,2, any signal u C Lt, v~ E A C ( ~ + , ~ n ~ ) ,
and any initial value rz0
[ i ,gi0~) E ~n~ x dg~, 3Vi(t, el), Wi(ei) positive de.finite
.functions such that:
(i) Vx~ E X~;Ve~ E z~'~;Vt _> 0,

~ (t, ei) + ~ (t, ei)[fi(xi + ei, v~(t), u(t) ) - fi(xi, v~(t), u(t) )
+k~(t)(h~(xi + e~) - hi(xi))] ~ - W i ( e i )

(ii) 3a~ > 0;Yx~ C X~;Vx~ C ~ ; Y e ~ E ~';Ye~ C ~';Vt >_ 0,

O~(t, e~)[f~(x~, x~ + e~, u(t)) - f~(x~, x~, u(t))] < ~ i ~ X / / - ~ e ~ ) ,

(iii) a~ + a2 < 2,
then (1.23) is an asymptotic observer for (1.20).
[]
In the weaker case of cascade interconnection, n a m e l y when f l ( X l , x2, u) ----
fl (x~, u) in (1.20), a s s u m p t i o n s can be weakened in the following way:
Theorem 1.5 [7] Assume that:

L System :~1 fl(Xl,U); Yl = hi(x~) admits an observer (0~) as in

~-

(1.22) (without v2), s.t. Vu ~ Lt and Vxl(t) admissible trajectory of

the system associated to u:

lim el(t) = 0 a n d Ile~(t)lldt < +o~ (with e~ := Z 1 -- Xl) ;

t ----~0 ( 3

(1.24)

IX. ~c > 0; Vu e U; Vx~ e X2, Ilf2(x2, xl,u)-f~(x2,x~,u){I ~ cllxl-X~lII,

1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 13

III. Vu ELt, Vvl E A C ( f t +, ITtTM ), Vz2,

o g2,
o 3v(t, e2), w(e2) positive de.finite
.functions s.t for every trajectory of ~(u'vl
2 with z2(O) = z ~ g2(O) = gO:
(i) Vx2 E X2, e2 E j~n,2, t ~ O,
ov
--~(t, e2) + (t, e2)[f2(x2 + ee, vl(t),u(t)) - f~(x2,vl(t),u(t))
+k~ 1(t)(h2(x2 + e~) - h2(x2))] < -w(e~)

(ii) re2 E / R n2, t >_ O; v(t, e2) >_ z~(e2)

(iii) Ve2 E Kgn2\B(O,r),t >_ O; --o~

~--~eo(t, <_ A(l+v(t, e2(t))).for
.some constants ~,r > 0 and B(O,r) := {e2:11~211 _< ~}.
Then:

X1 fl (:~1, lt) Jr- k 1 (gl, :~l)(hl (Xl) - hi (Xl))

X2 f2( 1, u) + k (02, - h (xl)) (1.25)
gl ----

is an observer" .for (1.20) where fl (xl, x2, u) = f l (xl, u).

[]
In view of these conditions, and using available observers for systems in
some particular forms, one might be able to design observers for further
nonlinear systems.
As an example, one can obtain in this way, and on the basis of observer
(1.9) for system (1.8), a non uniform observer for a class of cascade block
state affine systems of the following form:
:bl = Al(u,y)xl + Bl(u,y)
x2 = A2(u,y, xl)x2 + B 2 ( u , y , xl)

~c 2Cq ~- Aq(u,y, xl,...Xq_l)Xq-]-Bq(U,y, Xl,...Xq_l) (1.26)

Yl ~- CIZ1

yq -~- Cqxq

where xi E ~ n , : yi C zT~V~,u E ff~'~,y = ( y T ...yT)T = Cx and Ai,~i are

continuous functions 9 Here the stability of the interconnected observer can
only be guaranteed provided the inputs are "rich enough".
Denoting by x~(t, xo) the projection of the solution onto llr~TM + ....... which
takes components from 1 to nl + . . . ni of x, a~i(t, u, x0) the extended input

cx (t, ,
t ,x~
 14 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

and B(u) the set {x c s II~(t,u,x)ll < c~, t e [ 0 , + ~ [ } of initial

conditions generating bounded trajectories with u, we define this "richness"
as:
D e f i n i t i o n 1.8 Given E C 1l~"~, an input u will be said to be E - r e g u l a r l y
persistent .for E~ if.for any compact K of E such that K A 13(u) ~ ~ there
exist to > O, (~ > O, T > 0 such that:

Vt>_to;VxEKAB(u), Vi=ltoq-1, ~/(t,T,w~(t,u,x))>_a.

Theorem 1.6 [~] Given E C 1Ft'~, assume that:

9 For i = 2 , . . . q, Ai, Wi are globally Lipsehitz w.r.t. ( X l , . . . x i - 1 ) uni-
.formly w.r.t. (u, y).

9 Input u is E-regularly persistent .for (1.26).

9 x(O) e E n u(u).
then .for any ~ > O, there exist 01 > 0 , . . . ,0q > 0 and A > 0 such that the
.following system:

~E1 A1 (u, y)21 + ~ (u, y) - g~-IcT(c~&~ - yl)

A2(u, y, ~,)~2 + ~2(u, y, &~) - S ~ c T ( c 2 2 2 - y2)

A q ( u , y, X l , . . . , Xq-1)Xq ~- (~:~q(U, y , : E l , . 9 . , : ~ q - 1 ) - SqlCT(Cqxq -- Yq)

Oc ~1 = - - 0 ~ 1 -- A T ( ~ , y ) g l - glAI(~,y) + CyC~, g~(O) > 0
-02S2 - m~(u,y,2~)S2 - S2A2(u,y, xl) + cTc2, g2(0) > 0

~q = -OqSq - AT (u,y,2l, . . . ,~q-1)Sq - SqAq(u,y,~l, . . . , ~ q - 1 ) + c T Cq,

gq(O) > 0
(1.27)

is an observer.for (1.26), with: ][2(t) - x(t)[] _< Ae -r

[]

The above design illustrates the case of cascade interconnection.

As an example of "full interconnection" of observers, let us consider
system of the following form:

d:l = Alxl-b fl(Xl,U)+gl(xl,x2,u); Xl C ]~ TM

X2 = A2(u)x2 ~ - f 2 ( x l , u) : : r x2 E ~ n 2
(1.28)
Yl = ClXl C
Y2 = C2x2 C1R p

with:
(C1) A, C as in (1.10) and f ( x l , u ) satisfying uniform observability and
Lipschitz assumptions;
 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 15

( 6 2 ) g(Xl,X2,U ) : ( 0 , . . . O, g n ( Z l , X 2 , U ) ) T and gn is globally Lipschitz

w.r.t, xl (resp. x2), uniformly w.r.t. ( x 2 , u ) (resp. (Xl,U));
(C3) f2 is globally Lipschitz w.r.t, xl, uniformly w . r . t . u .
For such a system, one can easily identify two subsystems for which (1.11)
and (1.9) are candidate sub-observers, and on the basis of the associated
Lyapunov functions [16, 17], one can check t h a t as soon as u is regularly
persistent for ~ = A2(u)z, conditions of theorem 1.4 can be satisfied for 01
large enough.
This gives an observer of the following form:

X1 = A13Cl q- fl(a?l, u) q- gl(~l, a:2, u) - - S l l C I T ( C l g C l - Yl);

s
x2 = A2(u):?2 + f2(:rl,U) - $21c2T(c2:c2 - y2);
0 -- 01S1 -- A1Ts1 -- SIA1 + cT1c1
602 = - 0 2 S 2 - d 2 ( u ) T & - S e A s ( u ) + C~C2; $2(0) > O.
Notice t h a t here the observer gain is non uniform due to the state affine p a r t
of the system. But one could imagine a similar case where some uniform
gain can be used, provided that detectability is guaranteed.
As an example, consider system (1.28) again, now with 6'2 = 0 and p being
some function now enjoying the following property:
(C3') ~ is globally Lipschitz w.r.t. Xl, uniformly w.r.t. (u, x2) and there
exists V positive definite s.t. V(~,e) 9 ~n2 , IIoy ll _< -9211ell and
OV e ) + -~-(t,
-57-(t, OV e)[~(~ + e , x(t), u ( t ) ) - ~(~, x(t), u(t))] _< -~111ell 2, for
every admissible input function u and absolutely continuous function
X.
T h e n one can again check t h a t under conditions (C1), (C2), (C3'), an
observer can be obtained as follows [7]:

:~1 = A l X l q- f l ( X l , U ) q- gl(Xl,3:2, u) - S l l C 1 T ( C I : ~ I - y l )
x2 = qp(x2, :~1, u) (1.29)
0 : -01S1 - ATs1 - SIA1 -/- cT1c1 .

5 S t a t e T r a n s f o r m a t i o n s and O b s e r v e r D e s i g n
One can notice t h a t observer designs presented till now are all based on
a particular structure of the system. The subsequent idea is t h a t these
designs also give state observers for systems which can be turned into one
of these forms by change of state coordinates.
We will call equivalent, two systems related by such a relationship:
D e f i n i t i o n 1.9 Given xo E 1R n, a s y s t e m described by:
5c = f(x,u)=fu(x)xe~n,u 9 "~
y = h(x) 9 1Rp (1.30)
16 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

will be said to be e q u i v a l e n t at xo to the system:

{ ~ = F(z,u)=F~(z)
y = H(z)

~f there exists a diffeomorphism z = q~(x) defined on some neighbourhood

of xo such that:

Vu e/R m, 0q5
-~xf~(x) I~=o-l(z)= F~(z) et h o q5-1 --- H.

The interest of such a relationship for observer design is then motivated by

the following proposition:
P r o p o s i t i o n 1.2 Given two systems (El) and (E2) respectively defined
by:
{ ~ X(x,u)
= { ~ = Z(z,u)
(21) y h(x)
= and(r2) y = H(z)
and equivalent by z = C~(x),
If:
- Z(~,u) + k ( w , g ( # ) y))
(o~) w = r(w,u,y)

is an observer for (E2),

{ (0o),
Then:

(o~) ~- = x(:~,~)+ ~ k, k(~,, h(:~) - y)

(v = F(w,u,y)

is an observer .for (El).

This kind of remark has motivated various works on characterizing (rank
observable) systems which can be turned into some "canonical form" for
observer design, from the linear one up to output injection [23, 8, 24] to
several forms of cascade block state afiine systems up to nonlinear injections
from block to block [3, 26, 4, 5].
Using the formalism of differential forms [9] e.g. used in [19], we can
indeed characterize systems equivalent to "special forms" of (1.26) (a gen-
eral characterization would further require the use of explicit PDE's in its
formulation).
With the following notations:

9 d, L z , iz, A to respectively denote usual differentiation, Lie derivative

along a vector field Z, inner product with Z and exterior product of
differential forms;

9 d~v := dVl A . . . A d v , , and i x v := ( i x v l , . . . i x v ~ ) ifv = (vl,...v~);

 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 17

9 i x ~ : = { i x w , w 9 f~}, Adf~ : = {wlA...Wd,Wi 9 Q}, df~ : = {dw,w 9

f~} if f~ is a set of differential forms;

9 f~ | O to denote the set of finite linear c o m b i n a t i o n s of elements of

ft with coefficients in O;

9 i x w : = i x .... i x , . w if w is an (r + 1)-differential form, a n d X =

( X 1 , . . . X ~) an r - t u p l e of vector fields;

9 (9(y) to d e n o t e the observability subspace of the considered s y s t e m

with o u t p u t y, n a m e l y the smallest vectorial subspace of ~ which
contains all o u t p u t functions, and is invariant u n d e r Lie derivation
along the vector fields of the system, o b t a i n e d w h e n u describes ~ m ;

let us privilege systems (E~,...~') of the following form:

A l ( u , y l ) z l + ~ l ( U , y 1)
A 2 ( u ' y2, Z l ) Z 2 ~_ qp2 ( u , y 2 , Zl )

~.q = Aq(u, yq, Z l , . . . Zq--1)Z q ~- r y q , . . . Zq_l)

~'~1. . .7~q (1.31)

y =
Cqzq ;q .
U 9 j ~ m ~Zi 9 ~2~n.i y~ 9 H:C~,

a s s u m e d to satisfy the following cascade rank observability condition at x0:

for any x in some n e i g h b o u r h o o d of x0,

dimdO(yl)(x) ~- n 1
difrtdO(y 2) A dnl O(yl )(x) ~- n2
. (1.32)

d i m d O ( y q) A d TM O ( y l ) . . . /~ dnq-lO(yq-1)(X) ~- nq

where ni E Pc'* such t h a t ~ i =q 1 ni = n. We will call those integers cascade

observability indices.
This c o n s t r u c t i o n means t h a t in (1.31), variables zl of each block are
exclusively "observed" by o u t p u t hi, as soon as Z l , . . . zi-1 are k n o w n .
T h e characterization of such systems will use the following tools:
Given n .... Vm,q 9 fV*, V m - t u p l e s of functions y m = (y~n,...y~,~,,) a n d
v , ~ - t u p l e s of vector fields X "~, for 1 < m < q, we define:
9 ~ ( y m ) the space such that dTl(y m) A d'""y "~ -= O,
(f~x''(y~,.) = Span~{dLi.,,(y jfn, ) A d vl~~y rn, ,u E ~:~nq, ,1 <_ j --
< /]m} |
.~k+liY
- . x ' ' . ,~,,) = Span~{diI..ix,,,~(~) A d'""ym,u E f~ m,

[a~",.(ym) ~.~ ..~',,., m,

Lk=z~k [Y )
 18 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

9 Oy~...y,,+l
I . 9 rLn
the space of functions such that:
m

(d"r A A ix~x" (YJ)) Ad~'""+lYm+I AdOY,::~,,,

1 T~),+ 1
=0,
j=l

9 f~'"'"(X;) the space A ~ ~ ( d ' J y j A A "j-~j ix.~t~x"(yJ)) A f U ' " ( y TM) |

,.,y~r~
?4t
( ~ " 1 ......... l for rn > 1 and a x ' ( y l ) @ ~_((yl) for m = 1.

These definitions associate to each block (m) - c o r r e s p o n d i n g to a l] m -

tuple of o u t p u t s ym _ the set of functions of these o u t p u t s T/(y'~), a space
of differential (urn + 1 ) - f o r m s x ' " , a set of functions 6)
_Yn ~1 "Y "+~ g a t h e r i n g
, ,nTT~,
all functions of zl to zm-1 a n d a m o d u l e to characterize the state affine
s t r u c t u r e of each block.
We can t h e n state:

T h e o r e m 1.7 A nonlinear s y s t e m (1.1) cascade observable w.r.t, outputs

h = ( y l , . . . y q ) in the sense of (1.32) is equivalent at xo to a s y s t e m
I11 . . . t J q
(E . . . . ... . ,) descmbed by (1.31) If
" a n d o n l y If9 y i E J~ , ", ( n l , . . . n q ) are
cascade observability indices of (1.1) and there exist q Um-tuples of vector
fields X m = ( X ] n,
9 X m ] 1 .< r e < q ,.
9 . such. that, . .for l < r e < q :
. l]m. / ~

1. Lxj,,(y'~') ----0 if j • k and 1 otherwise, .for 1 < j , k < p

2. d i m ( f P " ~ ' " (E)) = n,,, - u m on On, ......... I

yl ..,ym,

[ dix,,,~x'"(y ') A A~'-I (A "~-'~ ~x..,ex'(y j) A d~Jyj) = 0

J dix, " ~x'" ( ym ) A A~:I(A
m-1 " ~ - ~ i x. ~ X~ ( yJ ) A d ~ 'y j )
3. v., rn--1 nj--uj .

~'"a~'"(y~) Adh,A A ( A i~,a~"(YJ) Ad~JY~)|

k 1=1 j=l

q n , ) --~,:j

~ A(e~"y ~A A " x~
j=l

This s t a t e m e n t follows previous results of [20], [4] or [6], a n d can be checked

by the same kind of arguments: necessity is o b t a i n e d by verifying t h a t con-
ditions I to 4 are indeed satisfied for a s y s t e m of the f o r m (1.31) w i t h X~ ~ =
a a n d sufficiency is established by inductively defining new c o o r d i n a t e s
OgF"
under the form dzj A dzy-1 A ... A dzl = M j ( y j, z j - 1 , . . , z l ) i x J f t Xj (yY) A
dZj_l A ... A d z 1 where M can be found on the basis of condition 3 along
the same lines as in [6].
T h e p r o b l e m in such a characterization is t o find a p p r o p r i a t e vector fields
X i. Let us sketch a constructive procedure giving such vector fields in the
case of systems equivalent to (1.31) where each block takes the following
 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems 19

form:
Zil ~-- A~I (u, z i _ l , Yi)+A~2 (u, _zi-1)zi2
Zi2 ~-- A ~ (u, z_~_~,yi) + A~2(u, z~_~, y~)z~2 + A~a(U, Z~_l)Z~3
Zi3 ~-- Ai31(u,z__i_l , Yi) +A32(u,
i i (u, _zi_ 1 , Y i ) Z i 3
Zi-- 1 , Y i ) Z i 2 ~-A33
+A~4(u, z _ i _ l ) Z i 4

Zini_ 1 Ai~-I,I(u, zi-1, Y i ) + A ni~ - l , 2 ( u , z i - 1 , y i ) z i 2 +

i
Ai.,:-1,3( u, _zi-1, Y i ) Z i 3 Jr- An.~_l,4(u, Zi-1)Zi4
i
+... + An.,:_l,n.~ (~, z~_l)z~,
z~n~
9
= An,l(u,_~_l,yi)
i Z
+ A~2(u,Zi_l,yi)zi2+
A , , , 3 ( u , - i -Z1 , Y i ) zi3 -~ A ni ~ 4 ( u , z i - 1 ) z i 4 ~- "" ~- A~,~, (u Zi_l)Zin,,
yi = Ciz~ = z~l E ~:t
(1.33)

where ( Z i l , . . . , z~,~,.)T = zi and z~_ 1 = (z~, z T , . . , zT_I) T for i > 2 a n d is

e m p t y otherwise 9
Notice t h a t any s y s t e m equivalent to a form (1.31) where A~ (u, z i _ l , yi) =
Ai(u, zi_l) - as characterized in [4] - is equivalent to a form where each block
has this triangular s t r u c t u r e (1.33).
Notice also that, as in the case of state-affine equivalent s y s t e m s where
A(u, y) does not d e p e n d on y, e.g. considered in [20], one can c o m p u t e sets
of c o n s t a n t control sequences I~ in the form { (uiH, " " " ~tilk)' " " " (~tivil' " . U ..,k }
such that: { d L f ~ ( h l ) , k = 0 . . . r l } spans dO(hi) a n d inductively,
{dLf,~(hi) , k = O. ". r~}AAi~_~dO(hl ) spansdO(hi) A Al=l i-1 dO(hi) (where
hi denotes the o u t p u t function for Yi and Lfq: (hi) is the vector of c o m p o -
nents LI, h ... Lf,,t (hi))9
On this basis, one can inductively c o m p u t e candidates for X 1 to X q on
the s a m e p a t t e r n , given hereafter for X I :
9 C o m p u t e Y (uniquely) defined by:

gy(hl) = 0, and forj=l top (1.34)

L r L L } (hi) = 0 if j % T1, 1 otherwise; (1.35)

LyLL~(hz) = 0 forj=l,..rt, l=2,...q.

9 B y successive Lie Brackets, c o m p u t e Y,~....... 3 := [fv~,-,,... [f-~, Y ] . . . ]

a n d Y~...... , := [f,,,, Y,~,_~ .... ~] for some c o n s t a n t vi's, a n d set:

Lf,,, (hi)
Z := Yv,,...Vl + - -

1
9 Check: d L z ( h l ) =- 0; L z ( h l ) ~ 0 and finally set: X 1 .-- Z.
Lz(hl)
20 1. A Viewpoint on Observability and Observer Design for Nonlinear Systems

One can check by inspection that such a construction necessarily gives a

candidate for X 1. The same construction can be used to find X 2 to X n and
finally, verification of conditions of Theorem 1.7 reduces to differentiations
and tests of linear dependencies. In this way, the particular structure (1.33)
can be fully intrinsically characterized, as this is done for several cases in [6].

6 Conclusions
The purpose of this chapter was to draw some lines of recent advances in
the problem of observer design for nonlinear systems and highlight several
further directions of research. In particular, the problem of the input has
been underlined for the observability properties of the systems, and several
aspects of observer designs based on interconnection of sub-observers as
well as state transformations have been discussed.
In terms of the technique used for the design, obviously further methods
can be thought of, for instance including optimization [25], sliding modes
[27] etc.

Acknowledgement
The author would like to thank Professors Hassan Hammouri and Guy
Bornard for having awoken and fed his interest in nonlinear observers.

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