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differentiator [10] using this variable bound still features robustness, Differential inclusion (3) is homogeneous with the homogeneity de-
exactness and finite-time convergence. When used in a feedback, it is gree 1 and the weights k + 1; k; . . . ; 1 of 0 ; 1 ; . . . ; k respec-
7! 7!
capable to provide for high performance even over unbounded opera- tively [11]. In other words, the inclusion is invariant with respect to
tion regions. the linear time-coordinate transformation t t, i k0i+1 i ,
i = 0; 1; . . . ; k , where is any positive number. As follows from
[12] the finite-time stability is preserved for the disturbed homogeneous
II. PRELIMINARIES: THE DIFFERENTIATOR STRUCTURE
inclusion
A. Standard Robust Exact Differentiator [10]
2 0 0 0
;
_ i j j 0 (i+1)=(k+1) (k i)=(k+1)
1 i [1
k 1+ ] 0
Let the input signal f (t) be a function defined in [0; ), and con-
2 ; sign( 0 ) + i+1
sisting of a bounded Lebesgue-measurable noise with unknown fea-
2 0
;
0 0 ; ; 6 0 sign 0 + [ 1 1] 0 = 0;
tures and an unknown basic signal f0 (t), whose k th derivative has a _k [1
0 0 ; ;
1+ ]
[ 0 1 0 + 1] 0 = 0;
;k 0
known Lipschitz constant L > 0. The problem of finding real-time ro-
( i)
bust estimations of f0 (t), i = 0; . . . ; k , being exact in the absence of i ; ;
=0 1 ... 1 (4)
measurement noises, is known to be solved by the differentiator [10]
if
> 0 is sufficiently small. In particular, simulation shows that
=
z_ 0 = v0 ; 0:1 can be taken with k = 1, ^ 0 = 1:1, ^ 1 = 1:5. Inclusion (4) is
v0 = ^ k L1=k+1 z0 j 0f t j ( )
k=k+1
sign(z0 0f t ( )) + z1 ; repeatedly used in the sequel.
z_ i = vi ;
^ k0i L
vi = jz 0 v 0 j 0
i i 1
k i=k 0i+1 III. PRELIMINARIES: THE DIFFERENTIATOR STRUCTURE
2 z 0v 0 z ;
sign( i i 1) + i+1 Let f (t) = f0 (t)+ (t), where (t) is a Lebesgue-measurable noise.
z_ 0 = 0 L z 0v 0 ;
^ 0 sign( k k 1)
(k)
The k th derivative f0 (t) of the unknown basic input signal f0 (t) is
;k 0 :
(k+1)
assumed absolutely continuous. Whenever f0 (t) exists, it satisfies
i =0 ...; 1 (1)
jf0
(k+1)
(t) j
L(t), where L(t) > 0 is a function available in real
time. It is also supposed that (t) j j
"L(t), where the parameter
Here and further differential equations are understood in the Fil-
ippov sense [6]. Provided ^ 0 > 0, and the sequence ^ i > 0 is
" 0 is unknown, i.e., the larger L the larger noise is allowed.
Consider differentiator (1) (or (2)) with a time variable function
properly recursively chosen [10], [11], differentiator (1) converges for (i)
(i) L = L(t). Note that with any 0 > 1 equalities zi = f0 (t),
any k , and the equalities zi = f0 (t), i = 0; . . . ; k are established
i = 0; . . . ; k , define a formal Filippov solution of (2). This solution
f g
in finite time in the absence of input noises. In particular, the choice
^ i 1 = 1:1; 1:5; 2; 3; 5; 8; . . . is valid for k
5, another sequence
is further proved to be finite-time stable under mild conditions on
i=0
L(t), and the differentiator is proved to provide for real-time robust
is 1:1; 1:5; 3; 5; 8; 12; . . . [10]. (k)
estimations of f_0 (t); f0 (t); . . . ; f0 (t), being exact with " = 0.
Recursively substituting expressions for vi in (1), obtain the non-
recursive form
Theorem 1: Let L(t) > 0 be any continuous function, t [0; tM ), 2
tM can be infinite, " = 0. Then there exist such functions
z_ i = 0 0 L
k i jz 0 f t j 0
(i+1)=(k+1)
0 ( )
(k i)=(k+1) T (t) > 0, (t) > 0 that, provided the initial conditions satisfy
j 0(i)
j 2
2 z 0f t z ;
sign( 0 ( )) + i+1
zi (t0 ) f0 (t0 ) (t0 ), i = 0; . . . ; k , t0 [0; tM ), differentiator
(i)
(2) yields exact derivatives zi = f0 (t), i = 0; . . . ; k , for any
z_ k = 0 L z 0f t
0 sign( 0 ( )) (2) t t0 + T (t0 ).
As follows from the proof below, it may happen that (t0 ) 0 with !
where i = 0; . . . ; k 0 , and new coefficients ; ;
1 0 1 . . . ; k > 0 are t ! tM , in which case even small noises and discretization effects may
calculated from (1). Note that 0 = ^ 0 and k = ^k .
0
cause differentiator instability in practice.
(i)
Being applied in a feedback, differentiator (1) trivially provides for Proof: Consider differentiator (2). Denoting si = zi f0 (t)
the separation principle [1]. The requirement of L to be a constant is a and using that f0
(k+1)
(t) 20
[ L; L] almost everywhere, get that for
serious restriction to be removed in this technical note. any solution of (2)
0 0 ; ; s 6
k i
s 2L t
Let noise be absent, i.e., f (t) = f0 (t). Divide both sides of (2) s ;
0 sign 0 + [ 1 1] 0 =0
by L and denote i = (zi
(i)
0
f0 (t))=L, i = 0; 1; . . . ; k . Sub-
_k
0 0 ; ; s ;
( )
[ 0 1 0 + 1] 0 =0
tracting f0
(i+1)
(t)=L from both sides of the equation for z_ i , and using i ; ; ;k 0 :
=0 1 ... 1 (5)
f0
(k+1)
(t)=L 20 [ 1; 1], obtain
Consider an arbitrary time moment t . For each t choose T t
_i = 0 0 j j 0
k i 0
(k i)=(k+1)
sign(0 ) + i+1 ; so that L t does not leave the segment L t
( ) 0
;
during
0 0
( 0 )[1
0
1+ ]
( 0)
i ; ; ;k 0 :
= 0 1 ... 1 the time interval [t0 ; t0 + T (t0 )]. Denoting i = si =L(t0 ),
obtain
2
0 0;
0 sign 0 + [ 1 1]; 6
0 = 0; from (5) that differential inclusion (4) holds during that time interval.
_k
0 0 ; ;
[ 0 1 0 + 1] 0 = 0:
(3) Since the maximal possible convergence time of (4) is a continuous
function of the initial conditions [11], there exists = (t0 ) such that
Inclusion (3) is a Filippov inclusion, which means that its right hand- all trajectories of (4) starting within the set i j j
(t0 ), i = 1; . . . ; k ,
side is convex, non-empty, compact and upper semicontinuous [6], stabilize at zero during the time T (t0 ).
[11]. Note that the development of (3) is only valid with constant L. It is needed to perform a similar coordinate transformation at each
The parameters i are chosen so that the finite-time stability of (3) is time instant tj +1 = tj + T (tj ), j = 0; 1; . . ., resulting in a system
ensured [10]. identical to (4). Each time new and old coordinates, ~i and i , satisfy
1078 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 4, APRIL 2012
~i = si =L(tj +1 ) = i L(tj )=L(tj +T (tj )) 2 i [(1 +
)01 ; (1 0 Thus, solutions of the closed system (2) satisfy the hybrid system (4)
)01 ]. Hence, the zero solution is preserved. over the time intervals Ij = [tj ; tj +1 ], tj +1 0 tj 2 [T0 0 2; T0 + 2 ],
Coordinates i = si =L(t) are further called normalized. It is shown with the coordinates i;j , i = 0; 1; . . . ; k . At each interval the system
in the above proof that the original system is reduced to some hybrid is corrupted by the discrete sampling of 0;j with the sampling interval
system, described by the finite-time stable differential inclusion (4), not exceeding and a sampling noise of the magnitude k+1 (1 +
).
combined with trajectory bouncing at time instants tj +1 = tj + T (tj ), Following [11] its solutions satisfy a Filippov inclusion ~ _ 2 F (~),
j = 0; 1; . . ., governed by the coordinate recalculation formula ~i = whose solutions approximate solutions of (4). Also with any > 0 the
si =L(tj +1 ) = i L(tj )=L(tj + T (tj )). transformation G
Theorem 2: Assume that L(t) is absolutely continuous, tM = 1,
and the logarithmical derivative L=L _ is bounded, jL=L
_ j M . Let the G : (; t; ~) 7! (; t; d~ );
noise once more be absent, " = 0. Then there exist such constants 0 , d : (0 ; 1 ; . . . ; k ) 7! (k+1 0 ; k 1 ; . . . ; k ) (6)
T0 > 0 that (t) can be chosen in the form (t) = 0 L(t), and the
corresponding convergence time function T (t) can be taken equal to establishes a one-to-one correspondence between solutions of ~ _ 2
the constant T0 . The constants 0 , T0 depend only on M . F (~) and solutions of ~_ 2 F (~). At the end of each time seg-
Note that with M = 0 (i.e., with L = const) the global finite-time ment Ij the coordinate transformation is applied, which is defined by
convergence is ensured [10]. the formulas
Proof: Let
be chosen as in the proof of Theorem 1 and apply the L(tj )
same coordinate transformation as in the proof. Suppose that jL=L _ j i;j +1 = i;j ;
L(tj +1 )
M , then T (t0 ) T0 = ln(1+
)=M . Now 0 is chosen as the radius of L(tj )
a disk, such that all trajectories of (4) starting within that disk stabilize L(tj +1 )
2 [(1 +
)01 ; (1 0
)01 ];
at zero during the time T0 . i = 0; 1; . . . ; k: (7)
Corollary 1: Under the conditions of Theorem 2 let 0 and T0 be
defined as in Theorem 2. Consider another function L1 (t) = L(t), Choose some sufficiently small 0 . Let ji;j j 0 at t = tj .
> 0. Then the corresponding function 1(t) can be chosen in the As follows from [11] before reaching the end of the time segment Ij
form 1(t) = 0 L1 (t) = 0 L(t), and the convergence-time upper the trajectories enter an invariant set
0 satisfying the inequalities
bound T0 is preserved. ji;j j i 0k0i+1 , where is a small positive number. Assume
Corollary 1 easily follows from the identity L_ 1 =L1 = L=L _ . Hence, that (1 0
)01 < 0 holds. Take the points of all possible trajectories
choosing L(t) sufficiently large, the differentiator convergence region of the system ~ _ 2 F (~) with initial conditions ji;j j (1 0
)01
and the convergence rate can be deliberately enlarged and accelerated. over the time interval [0; 2T0 ], and obtain its invariant set in the ex-
Theorem 3: Under the conditions of Theorem 2 let f (t) be tended space (~ ; t). Now by a simple time shift start the set at the mo-
sampled with the sampling interval not exceeding > 0, and let ment t0 , at which the segment I0 starts. Cutting it at the end t1 of I0
the measurement noise be any Lebesgue-measurable function with and restarting it at the beginning of I1 etc., obtain an infinite-in-time
the magnitude not exceeding k+1 L(t), > 0. Let also > 0 invariant set of the hybrid system. Obviously it also attracts trajectories
be sufficiently small and the initial values of the differentiator sat- in finite time. Using the homogeneity transformation (6) with arbitrary
(i)
isfy the conditions jzi (t0 ) 0 f0 (t0 )j < 0 L(t0 ), i = 1; . . . ; k , , = =0 , obtain the needed asymptotics.
where 0 is defined in Theorem 2. Then inequalities of the form
jzi (t) 0 f0(i) (t)j
i k+10i L(t) are established and kept afterwards, IV. EXAMPLE: DIFFERENTIATION OF EXPLODING SIGNALS
with
i > 0 being only determined by the differentiator parameters Demonstrate differentiation of signals with exponentially growing
i and . ...
highest derivative. Consider a differential equation y (4) + y + y + y_ =
...
Note that if L is not bounded, then also the considered noises are (cos 0:5t + 0:5 sin t + 0:5)( y 02y_ + y ) with initial values y (0) = 55,
...
not assumed bounded. Another important remark is that the link be- y_ (0) = 0100, y(0) = 025, y (0) = 1000.
The differentiator (1) with k = 3, ^ 0 = 1:1,
^ 1 = 1:5, ^ = 2,
...2 2
tween the noise and the sampling intervals is only virtual. Indeed, the
noise and the sampling intervals can be decreased preserving ; con- ^ = 3, f (t) = y(t) and L(t) = 3(y2 + y_ 2 + y2 + y +36)(1=2)
crete noises and sampling periods allow multiple choices of and . is taken, with y (t) being the sampled output. The initial values of the
In particular, in the limit case of continuous noisy measurements get differentiator are z0 (0) = 10, z1 (0) = z2 (0) = z3 (0) = 0.
jzi (t) 0 f0(i) (t)j=L(t) = O("(k+10i)=(k+1) ), if the noise magnitude ...
The graphs of y , y_ , y, y are shown in Fig. 1(a) for t 2 [0; 10]. The
does not exceed "L(t)); and in the case of exact discrete measurements functions rapidly tend to infinity. In particular, they are “measured”
(i)
obtain jzi (t) 0 f0 (t)j=L(t) = O( k+10i ). in millions, and y (4) is about 7:5 1 106 at t = 10. The accuracies
Note that Theorem 3 also remains correct, if a noise 1 (t) 2 jz0 0 y...j 6:0 1 1009 , jz1 0 y_ j 1:1 1 1004 , jz2 0 yj 0:97,
$[0L(t); L(t)] is added to the parameter L(t) itself, provided $ is jz3 0 y j 4:4 1 103 are obtained with = 1004 . In the graph
small enough. Indeed, the finite-time stability of (4) is robust with scale of Fig. 1(a) the estimations z0 , z1 , z2 , z3 cannot be distinguished
respect to small
perturbations [11], and neither the following proof
...
respectively from y , y_ , y, y . Convergence of the differentiator outputs
nor the resulting asymptotics are affected. during the first 2 time units is demonstrated in Fig. 1(b).
Proof: Due to the lack of space only the main points of the The convergence of the normalized errors 0 (t) = (z0 (t) 0
proof are presented. Similarly to the proof of Theorems 1, 2 divide y(t))=L(t), 1 (t) = (z1 (t) 0 y_ (t))=L(t), 2 (t) = (z1 (t) 0
...
the time axis into intervals of the length T0 . Change the interval ends y(t))=L(t), 3 (t) = (z3 (t) 0 y (t))=L(t) to zero during the first 2
to sampling instants closest from the left. Interval lengths change by time units is shown in Fig. 1(c). The accuracies j0 j 6:9 1 10016 ,
not more than 2 , thus with sufficiently small the corresponding j1 j 1:2 1 10011 , j2 j 1:0 1 1007 , j3 j 4:6 1 1004 were
differential inclusion (4) will still be finite-time stable with somewhat obtained with = 1004 . With = 1003 the accuracies change
increased
, and all solutions converge to zero in the time T0 0 2 , to j0 j 2:0 1 10012 , j1 j 5:0 1 1009 , j2 j 5:2 1 1006 ,
provided at the initial moment ji j 0 with some reduced 0 . The j3 j 2:4 1 1003 which corresponds to Theorem 3.
less the less is the change of
and 0 . For simplicity preserve the The accuracies change to j0 j 7:8 1 1006 , j1 j 2:0 1 1004 ,
notation
and 0 . j2 j 2:5 1 1003 , j3 j 0:017, when a measurement noise of the
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 4, APRIL 2012 1079
Fig. 1. Differentiator performance (a) Signal and its derivatives (b) Differentiator convergence (c) Normalized coordinates.
j2 j 2:1110
02 , j3 j 0:047 with the real noise magnitude 9:421104
at t = 10. It also corresponds to Theorem 3.
0 sign); u 1:
sign(_ + j1=2
j convergence is semi-global in some specific sense.
Once the differentiator outputs converge to the corresponding input
The data available in real time are (t), _ (t), c (t), the Mach number derivatives, they remain equal to the derivatives also in the future, if
M = (x12 + x22 )1=2 and the altitude x3 . Apply differentiator (1) to L(t) is continuous. That feature is violated in the presence of various
the measured tracking error f (t) = (t) c (t) with k = 2... ,^0 = noises and discretization inaccuracies, but is robust if the logarithmic
^ ^
0
1...:1, 1 = 1:5, 2 = 2, and some appropriate L(t) ... (t) j 0 derivative of L(t) is uniformly bounded. In order to assure the initial
c (t) . Choose the function L(t). As follows from (8), = q =
j differentiator convergence, one can take a voluntarily large constant
aG(x; ; q )T + aHu + bu_ , where a is the fifth row of G and b is the parameter L0 and switch it to the given variable value L(t) after the
1080 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 4, APRIL 2012
convergence. Another option is to choose a rough initial approximation Corrections to “Switching Rule Design for Switched
of the derivatives calculated by means of finite differences as the initial Dynamic Systems With Affine Vector Fields”
conditions of the differentiator.
The differentiator can be used for global feedback control, since the Alexandre Trofino, César Cataldo Scharlau, and Daniel F. Coutinho
separation principle [1] is trivially fulfilled. In order to provide for
stable performance in the presence of noises and discrete sampling,
the system output is to feature not more than exponential growth. Abstract—In this note, we present corrections to our previous paper
“Switching rule design for switched dynamic systems with affine vector
REFERENCES fields” [1], [2]. The correction is necessary to guarantee the stability of
the system under sliding motion, which is not ensured from [1], [2] due to
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= M
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The constant ~ is a given design parameter and the choice ~ = is
always possible except in the cases where is uncertain. For systems
with two operation modes the Lyapunov function considered in [1] cor-
responds to the choice ~ = 0:5.
Manuscript received May 07, 2010; revised November 11, 2010 and May
13, 2011; accepted August 24, 2011. Date of current version March 28, 2012.
This work was supported in part by “Conselho Nacional de Desenvolvimento
Científico e Tecnológico—CNPq”, Brazil, under grants 30.2317/02-3/PQ,
140939/2009-1/GD, and 30.5953/06-0/PQ, and by FAPERGS, Brazil, under
grant 0619741.
A. Trofino and D. F. Coutinho are with the Department of Automation and
Systems, Universidade Federal de Santa Catarina, Florianópolis, S C88040-900,
Brazil (e-mail: trofino@das.ufsc.br; coutinho@das.ufsc.br).
C. C. Scharlau is with the Graduate Program of Automation and Systems
Engineering, Universidade Federal de Santa Catarina, Florianópolis, SC 88040-
900, Brazil (e-mail: cesarcs@gmail.com).
Digital Object Identifier 10.1109/TAC.2011.2168995