MCT Unit 2 State Space Design

Design of Control Systems in State Space
Balasaheb M. Patre
Professor of Instrumentation Engineering

S.G.G.S. Institute of Engineering & Technology,
Vishnupuri, Nanded - 431606
October 4, 2018
Balasaheb M. Patre State Space Design 1 / 92

1. Pole Placement based
State Feedback Control

Contents
1. Introduction to Pole Placement

2. Pole Placement for Single Input Single Output System
3. Necessary and sufficiency conditions for Pole Placement
4. Determination of matrix K using Transformation Matrix T
5. Determination of matrix K using Direct Substitution Method
6. Determination of matrix K using Ackermanns Formula
7. Pole Placement for Multi Input Single Output System

Introduction to Pole Placement
I Pole location is important to dynamic response of system

I To change a plants characteristics by using a closed-loop
control system, in which a controller is designed to place the
closed-loop poles at desired locations is called the
Pole-Placement approach
I Can not affect zeros with feedback
I We can place the system poles where we want

Pole Placement for Single Input Single Output System
1. All state variables are measurable and are available for

feedback
2. If the system is completely state controllable, then poles of
the closed loop system may be placed at any desired locations
through an appropriate state feedback gain matrix
3. Determine the desired closed-loop poles based on the
transient response and/ or frequency response requirements,
such as speed, damping ratio or bandwidth,as well as steady
state requirement
4. Let the desired closed loop poles are to be at s = µ1 , s = µ2 ,
. . . , s = µn
5. Choose K an appropriate gain matrix for state feedback, it is
possible to force the system to have closed-loop poles at
desired location, provided that the original system is
completely state controllable.
Design by Pole Placement

Consider a control system
ẋ = Ax + Bu (1)
y = Cx + Du
where, x= state vector (n-vector)
y =output signal (scalar)
u=control signal (scalar)
A= n × n constant matrix
B= n × 1 constant matrix
C = 1 × n constant matrix
D = Constant (scalar)
Now choose the control signal to be:
u = −Kx (2)

u = −Kx
I The control control signal u is determined by an

instantaneous state. Such a scheme is called state feedback
I K is 1 × n matrix ,called the state feedback gain matrix
i.e. K = [k1 k2 · · · kn ]
By substituting equation (2) in (1), we get
ẋ(t) = Ax(t) + B(−Kx(t))
ẋ(t) = Ax(t) − BKx(t)
ẋ(t) = (A − BK )x(t)
The solution of this equation is given by
x(t) = e (A−BK )t x(0) (3)
Where x(0) is the initial state caused by external disturbances.
Matrix A − BK is a closed-loop state dynamic matrix

I The stability and transient response characteristics are
determined by the eigenvalues of matrix A − BK. The
eigenvalues of matrix A − BK are called as regulator poles.
I If these poles are placed in the left-half s-plane then x(t)
approaches zero as t → ∞.
I The problem of placing the regulator poles (closed-loop poles)
at the desired location is called a pole-placement problem.

Necessary and Sufficient condition for Arbitrary Pole
Placement
I The necessary and sufficient condition for arbitrary pole

placement is that the system be completely state
controllable
I To derive necessary condition , first prove that if system is not
completely state controllable then there are eigenvalues of
matrix A − BK that cannot be controlled by state feedback

Necessary condition Proof
I If the system represented by equation (1) is not completely

state controllable. Then the rank of the controllability matrix
is less than n
rank B AB · · · An−1 B = q < n

I This means that there are q linearly independent column

vectors in the controllability matrix.
Let us define such q linearly independent vectors as
f1 , f2 , · · · , fq . Also let us choose n − q additional n vectors
vq+1 , vq+2 , · · · , vn such that:

P = f1 f2 . . . fq vq+1 vq+2 . . . vn
is of rank n.

Then it can be shown that
..
 
 
−1
 A11 . A12 
−1
B11
 ... ... ... 
Â = P AP =   ... 
 , B̂ = P B =
.. 0
0 . A22
Now define
K̂ = KP = k1 ... k2
h i
Then we have
|sI − (A − BK )| = P −1 (sI − A + BK )P

= sI − P −1 AP + P −1 BKP

= sI − Â + B̂ K̂



..
 
 
A 11 . A12 B11
  ..
= sI −  . . . . . . . . .  +
   ...  k1 .k2
.. 0
0 . A22
= |sIq − A11 + B11 k1 | |sIn−q − A22| = 0

where Iq is q dimensional identity matrix and In−q is (n − q)
dimensional identity matrix.
1. In above equation the eigenvalues of A22 do not depend on K .
Thus, if the system is not completely state controllable, then
there are eigenvalues of matrix A that cannot be arbitrarily
placed
2. Therefore to place the eigenvalues of matrix A − BK
arbitrarily, the system must be completely state controllable
(Necessary condition)
Sufficient condition Proof
I If the system is completely state controllable, then all
eigenvalues of matrix A can be arbitrarily placed.
I To prove sufficient condition, bring the state equation in
convenient form (controllable canonical form)
Define a transformation matrix T by
T = MW (4)
where M is the controllability matrix
M = B : AB : · · · : An−1 B

(5)
and  
an−1 an−2 . . . a1 1

 an−2 an−3 . . . 1 0  
W =
 .. .. .. .. 
 . . . . 
 a1 1 ... 0 0 
1 0 0 0 0
Where ai ’s are coefficient of the characteristic polynomial
|sI − A| = s n + a1 s n−1 + · · · + an−1 s + an
Define new state vector x̂ by
x = T x̂
If the rank of the controllability matrix M is n (meaning that the

system is completely state controllable), then the inverse of matrix
T exists and state equation (1) can be modified to
x̂˙ = T −1 AT x̂ + T −1 Bu (6)

where
 
0 1 0 ... 0

 0 0 1 ... 0 

T −1 AT = 
 .. .. .. .. 
(7)
 . . . . 

 0 0 0 ... 1 
−an −an−1 −an−2 . . . −a1
 
0
 0 
 
T −1 B =  ...  (8)
 
 
 0 
1
Let us choose a set of desired eigenvalues as µ1 , µ2 , · · · , µn . Then
the desired characteristic equation becomes
(s−µ1 )(s−µ2 ) · · · (s−µn ) = s n +α1 s n−1 +· · ·+αn−1 s+αn = 0 (9)
Let
KT = [δn δn−1 · · · δ1 ] (10)
When u = −KT x̂ is used to control the system given by (6), the
system equation becomes
x̂˙ = T −1 AT x̂ − T −1 BKT x̂
The characteristic equation is

sI − T −1 AT + T −1 BKT = 0

This characteristic equation is the same as the characteristic

equation for the system, defined by (1), when u = −Kx is used as
control signal.
ẋ = Ax + Bu = (A − BK )x

The characteristic equation for this system is
|sI − A + BK | = T −1 (sI − A + BK )T

= sI − T −1 AT + T −1 BKT = 0

Now simplify the characteristic equation of the system in

controllable canonical form.
 0   0 
1 0 ... 0
0 0 1 ... 0 0
= sI −  ... . . .   . 
+ .  [δn δn−1 · · · δ1 ]

. . .
. . .   .
0 0 0 ... 1 0

−an −an − 1 −an − 2 −a1
... 1



s −1 ··· 0

0 s · ·· 0
=

.. .. ..

. . .

an + δn an−1 + δn−1 · · · s + a1 + δ1
s n + (a1 + δ1 )s n−1 + · · · + (an−1 + δn−1 )s + (an + δn ) = 0 (11)
This is the characteristic equation of for the system with state
feedback. Therefore it must be equal to equation (9), the desired
characteristic equation. By equating the coefficients of like power
s, we get,
(a1 + δ1 ) = α1 , (a2 + δ2 ) = α2 , ··· , (an + δn ) = αn
Therefore
K = [δn δn−1 · · · δ1 ] T −1

K = αn − an ... αn−1 − an−1 ... · · · .. .

h i
−1
. α2 − a2 .. α1 − a1 T
(12)
1. Thus, if the system is completely state controllable, all the

eigenvalues can be arbitrarily placed by choosing matrix
according to equation (12) (Sufficient condition).
2. Note that if the system is not completely state controllable,
but stabilizable, then it is possible to make the entire system
stable by placing the closed-loop poles at desired location for
q controllable modes. The remaining n − q uncontrollable
modes are stable. So the entire system can be made stable.

Determination of matrix K using Trasformation Matrix T
Consider the system defined by
ẋ = Ax + Bu
and the control signal is given by
u = −Kx
The feedback gain matrix K that forces the eigenvalues of A-BK
to be µ1 , µ2 , · · · , µn (desired values) can be determined by the
following steps (if µi is complex eigenvalue, then its conjugate
must also be an eigenvalue of A-BK):
I Step 1: Check the controllability condition for the system. If
the system is completely state controllable, then use following
steps:
I Step 2: From the characteristic polynomial for matrix A
|sI − A| = s n + a1 s n−1 + · · · + an−1 s + an
determine the values of a1 , a2 , · · · , an .
Determination of matrix K using Trasformation Matrix T
I Step 3: Determine the transformation matrix T that
transforms the system equation into controllable canonical
form.(If the given system is already in the controllable
canonical form, the T=I).
T = MW
I Step 4: Using the desired eigenvalues (Desired closed-loop
poles), write the desired characteristic polynomial:
(s − µ1 )(s − µ2 ) · · · (s − µn ) = s n + α1 s n−1 + · · · + αn−1 s + αn
and determine the values of α1 , α2 , · · · , αn

I Step 5: The required state feedback gain matrix K can be
determined as follows
K = αn − an ... αn−1 − an−1 ... · · · ... α2 − a2 ... α1 − a1 T

h i

Determination of matrix K using Transformation Matrix T
Consider the system given by:
ẋ = Ax + Bu
where    
0 1 0 0
A= 0 0 1 ,B =  0 
−1 −5 −6 1
The system uses the state feedback control (u=-Kx). It is desired
to have closed-loop poles at s = −2 + j4, s = −2 − j4 ,s = −10
Determine the state feedback gain matrix K.
First check the controllability matrix.
 
0 0 0
M = B : AB : A2 B =  0 1 −6 

1 −6 31

 
s −1 0
|sI − A| =  0 s −1 
1 5 s +6
= s 3 + 6s 2 + 5s + 1
= s 3 + a1 s 2 + a2 s + a3
Hence, a1 = 6, a2 = 5, a3 = 1
The desired characteristic equation is:
(s + 2 − j4)(s + 2 + j4)(s + 10) = s 3 + 14s 2 + 60s + 200
= s 3 + α1 s 2 + α2 s + α3 = 0
Hence, α1 = 14, α2 = 60, α3 = 200
K = [α3 − a3 : α2 − a2 : α1 − a1 ] T −1
where T=I for this problem because the given state equation is in
the controllable canonical form
K = [200 − 1 : 60 − 5 : 14 − 6]
K = [199 55 8]
Consider the system given by:
ẋ = Ax + Bu
where    
0 1 0 0
A = 0 −1 1
  ,B = 0 

0 −1 10 7
The system uses the state feedback controlu = −Kx. It is desired

Determination of matrix K using Direct Substitution
Method
If the system is of low order (n ≤ 3), direct substitution of Matrix

K into the desired characteristic polynomial may be simpler. For
example, if (n = 3),then write the state feedback gain Matrix K as
K = [k1 k2 k3 ]
Substitute this K matrix into the desired characteristic polynomial

|sI − A + BK | and equate it to (s − µ1 )(s − µ2 )(s − µ3 ),or
|sI − A + BK | = (s − µ1 )(s − µ2 )(s − µ3 )
Since both sides of this characteristic equation are polynomials in s,

by equating the coefficient of the like powers of s on both sides, it
is possible to determine the values of k1 ,k2 , and k3 . This approach
is convenient if n = 2 or 3. (For n > 3 this approach is tedious.)

Method
   
0 1 0 0
A= 0 0 1 ,B =  0 
−1 −5 −6 1
The system uses the state feedback control u = −Kx. It is desired
|sI − A + BK |
     
s 0 0 0 1 0 0

= 0 s 0 −
   0 0 1  + 0  [k1 k2 k3 ]
0 0 s −1 −5 −6 1

s −1 0

= 0 s −1

1 + k1 5 + k2 s + 6 + k3
Method
= s 3 + (6 + k3 )s 2 + (5 + k2 )s + 1 + k1
= s 3 + 14s 2 + 60s + 200
Thus,
6 + k3 = 14, 5 + k2 = 60, 1 + k1 = 200
Therefore
k1 = 199, k2 = 55, k3 = 8
K = [199 55 8]

Determination of matrix K using Ackermann’s Formula
Consider the system

ẋ = Ax + Bu
Where we use the state feedback control u = −Kx.
We assume that the system is completely state controllable. We
also assume that the desired closed-loop poles are at s = µ1 ,
s = µ 2 , · · · , s = µn ,
use the state feedback control u = −Kx modifies the system
equation to
ẋ = (A − BK)x
Let us define
e = (A − BK)
A

The desired characteristic equation is

|sI − A + BK| = sI − A e = (s − µ1 )(s − µ2 ) · · · (s − µn )

= s n + α1 s n−1 + · · · + αn−1 s + αn = 0
Since the Cayley-Hamilton theorem states that A
e satisfies its own
characteristic equation, we have
φ(A) e n + α1 A
e =A e n−1 + · · · + αn−1 A
e + αn I = 0 (13)
We will utilize equation (13) to derive Ackermann’s formula. To

simplify the derivation, we consider the case where n = 3

Consider the following identities:
I =I
e = A − BK
A
e 2 = (A − BK )2 = A2 − ABK − BK A
A e
3 3 3 2
A = (A − BK ) = A − A BK − ABK A
e e − BK Ae2
Multiplying the preceding equation in order by α3 , α2 , α1 , and α0
(where α0 = 1)
α3 I + α2 A e2 + A
e + α1 A e3
=α3 I + α2 (A − BK ) + α1 [A2 − ABK − BK A]
e
+ A3 − A2 BK − ABK A e − BK Ae2
=α3 I + α2 A + α1 A2 + A3 − α2 BK − α1 ABK − α1 BK A
e
− A2 BK − ABK A e2
e − BK A (14)
Referring to equation (13)
α3 I + α2 A e2 + A
e + α1 A e 3 = φ(A)
e =0
also we have
α3 I + α2 A + α1 A2 + A3 = φ(A) = 0
Substituting last two equations in to the equation (14), we have

e = φ(A)−α2 BK −α1 BK A−BK
φ(A) e e 2 −α1 ABK −ABK A−A
A e 2
BK
Since φ(A)=0,
e we obtain
φ(A) = B(α2 K + α1 K A e 2 ) + AB(α1 K + K A)

e + KA e + A2 BK
e2
 
α2 K + α1 K A
e + KA
. .
h i
φ(A) = B .. AB .. A2 B  α1 K + K A
e  (15)
K
Since system is completely state controllable,i the inverse of the
.. .
h
controllability matrix B . AB .. A2 B exists.
Premultiplying both sides of equation (15) by the inverse of the

controllability matrix, we obtain
e2
 
i−1 α2 K + α1 K A
e + KA
. .
h
B .. AB .. A2 B φ(A) =  α1 K + K A
e 
K
Premultiplying this last equation by [0 0 1], we obtain
e2
 
−1 α2 K + α1 K A
e + KA
B AB A2 B

[0 0 1] φ(A) = [0 0 1]  α1 K + K A
e 
K
i−1
. .
h
K = [0 0 1] B .. AB .. A2 B φ(A)
This last equation gives the required state feedback gain matrix K
   
0 1 0 0
A= 0 0 1 ,B =  0 
−1 −5 −6 1
The system uses the state feedback control u = −Kx. It is desired
We use Ackermann’s formula
i−1
K = [0 0 1] B ... AB ... A2 B
h
φ(A)
Determine the values of α1 ,α2 ,α3 from the desired characteristic

equation.
φ(A) = α3 I + α2 A + α1 A2 + A3
Therfore
φ(A) = 200I + 60A + 14A2 + A3
 
199 55 8
=  −8 159 7 
−7 −43 117
 
0 0 1
.. ..
h i
B . AB . A B = 0 1
2  −6 
1 −6 31
 −1  
0 0 1 199 55 8
K = [0 0 1]  0 1 −6   −8 159 7 
1 −6 31 −7 −43 117
K = [199 55 8]

Pole Placement for Multivariable System
I A plant having more than one input

I The full-state feedback regulator gain matrix has (r × n)
elements, where n is the order of the plant and r is the
number of inputs
I The number of poles that need to be placed is n and also
have more design parameters than the number of poles

Procedure for finding state feedback gain matrix
I 6 0) (Must be controllable)
First check controllability (|P| =
I Find full-state feedback regulator gain matrix K of has
elements (r × n)
I Find A − BK (closed loop state dynamic matrix)
I Find |sI − A + BK | (Polynomial of elements of K in s)
I Select desired poles and find characteristic equation for it
I From above two polynomials find the values of elements of K

Example for multi-input plant
Let us design a full-state feedback regulator for the following plant

   
0 0 0 1 0
A =  0 0.01 0  and B =  0 −1 
0 0 −0.1 0 −2

1 0 0 0
C= and D =
0 0 0 0
choose the closed-loop poles as s = −1 and s = −0.045 ± 0.5i

Example Cont....
I Check controllability
|P| = B : AB : A2 B 6= 0

Therefore rank is 3
I Find no. of elements of state feedback regulator gain matrix
(2x3)

k1 k2 k3
i.e. K =
k4 k5 k6
I Find A − BK as
 
−k1 −k2 −k3
A − BK =  k4 (0.01 + k5 ) k6 
2k4 2k5 (−0.1 + 2k6 )

Example Cont....
Find |sI − A + BK |
I

(s + k1 ) k2 k3

|sI − A + BK | = −k4 (s − 0.01 − k5 ) −k6 =0

−2k4 −2k5 (s + 0.1 − 2k6 )
|sI − A + BK | = (s + K1 ) [(s − 0.01 − K5 ) (s + 0.1 − 2K6 ) − 2K5 K6 ] +

K4 [K2 (s + 0.1 − 2K6 ) + 2K3 K5 ]++2K4 [K2 K6 + K3 (s − 0.01 − k5 )] = 0
or
s 3 + (0.09 − k5 − 2k6 + k1 ) s 2 +
(k2 k4 + 2k3 k4 + 0.09k1 − 2k1 k6 − k1 k5 − 0.001 + 0.02k6 − 0.1k5 ) s
+0.1k2 k4 + 0.02k1 k6 − 0.001k1 − 0.1k1 k5 − 0.02k3 k4 = 0

Example Cont....
I Choose desired closed loop poles s = −1 and

s = −0.045 ± 0.5i
I Find closed-loop characteristic equation

(s + 1)(s + 0.045 − 0.5i)(s + 0.045 + 0.5i) = 0
i.e. s 3 + 1.09s 2 + 0.342s + 0.252 = 0
I Compare this equation with equation of |sI − ACL |,gives

k1 − k5 − 2k6 = 1
k2 K4 + 2k3 k4 + 0.09k1 − 2k1 k6 − k1 k5 + 0.02k6 − 0.1k5 = 0.343
0.1k2 k4 + 0.02k1 k6 − 0.001k1 − 0.1k1 k5 − 0.02k3 k4 = 0.252
I Solve above equations

k1 k2 k3 0.9232 0.1570 −0.3052
i.e.K = =
k4 k5 k6 0.1780 −2.4595 1.1914

Theorem I
Consider a completely state controllable system
ẋ = Ax + Bu
Define the controllability matrix as M :
M = B : AB : · · · : An−1 B

Show that
 
0 0 ... 0 −an

 1 0 ... 0 −an−1 

M −1 AM = 
 0 1 ... 0 −an−2 

 .. .. .. .. .. 
 . . . . . 
0 0 ... 1 −a1
Where a1 , a2 , · · · , an are coefficient of the characteristic polynomial
|sI − A| = s n + a1 s n−1 + · · · + an−1 s + an
Proof
Let us consider the case where n = 3. We shall show that

 
0 0 −a3
AM = M 1 0
 −a2  (16)
0 1 −a1
The left hand side of Equation (16) is
AM = M B : AB : A2 B = AB : A2 B : A3 B

The right hand side of Equation (16) is

 
0 0 −a 3
B : AB : A2 B  1 0 −a2  = AB : A2 B : −a3 B − a2 AB − a1 A2 B

0 1 −a1
(17)

Proof
The Cayley-Hamilton theorem states that matrix A satisfies its own
characteristic equation or, in the case of n=3,
A3 + a1 A2 + a2 A + a3 I = 0 (18)
Using Equation (18), the third column of the right hand side of
Equation (17) becomes
−a3 B − a2 AB − a1 A2 B = −a3 I − a2 A − a1 A2 B = A3 B

Thus the Equation (17) which is the right hand side of Equation
(16), becomes
 
0 0 −a3
2 2
0 −a2  = AB : A2 B : A3 B

B : AB : A B B : AB : A B  1
0 1 −a1

Proof
Hence, the left hand side and the right hand side of Equation (16)
are the same. We have thus shown that Equation (16) is true.
Consequently,  
0 0 −a3
M −1 AM =  1 0 −a2 
0 1 −a1
The preceding derivation can be easily extended to the general
case of any positive integer n.

Theorem-II
Consider a completely state controllable system
ẋ = Ax + Bu
Define
M = B : AB : · · · : An−1 B

and  
an−1 an−2 . . . a1 1

 an−2 an−3 ... 1 0 

W =
 .. .. .. .. ..
 . . . . .

 a1 1 ... 0 0 
1 0 ... 0 0
Where a1 , a2 , · · · , an are coefficient of the characteristic polynomial
|sI − A| = s n + a1 s n−1 + · · · + an−1 s + an

Theorem-II
Define also
T = MW
show that
   
0 1 0 ... 0 0

 0 0 1 ... 0 


 0 

T −1 AT =  .. .. .. .. ..  −1 ..
T B = 
  
 . . . . .   . 

 0 0 0 ... 1   0 
−an −an−1 −an−2 . . . −a1 1

Proof
Let us consider the case where n = 3. We shall show that
 
0 1 0
−1
T −1 AT = (MW ) A (MW ) = W −1 M −1 AM W =  0

0 1 
−a3 −a2 −a1
(19)
Referring to Theorem-I, we have
 
0 0 −a3
M −1 AM =  1 0 −a2 
0 1 −a1
Hence Equation (19) can be rewritten as

   
0 0 −a3 0 0 −a3
W −1  1 0 −a2  W =  1 0 −a2 
0 1 −a1 0 1 −a1

Proof
Therefore, we need to show that
   
0 0 −a3 0 1 0
 1 0 −a2  W = W  0 0 1  (20)
0 1 −a1 −a3 −a2 −a1
The left hand side of Equation (20) is

    
0 0 −a3 a2 a1 1 −a3 0 0
 1 0 −a2   a1 1 0  =  0 a1 1 
0 1 −a1 1 0 0 0 1 0
The right hand side of Equation (20) is

    
a2 a1 1 0 1 0 −a3 0 0
 a1 1 0   0 0 1 = 0 a1 1 
1 0 0 −a3 −a2 −a1 0 1 0

Proof
Clearly Equation (20) holds true. Thus, we have show that
 
0 1 0
T −1 AT =  0 0 1 
−a3 −a2 −a1
Next, we shall show that

 
0
T −1 B =  0  (21)
1
Note that Equation (21) can be written as

   
0 0
B = T  0  = MW  0 
1 1

Proof
Noting that
    
0 a 2 a1 1 0
2

T 0 = B : AB : A B
   a1 1 0   0 
1 1 0 0 1
 
1
= B : AB : A2 B  0  = B

0
We have  
0
T −1 B =  0 
1
The derivation shown here can be easily extended to the general
case of any positive integer n.

2. State Observer Design

Outline
1. Concept of Observability
2. Concept and Definition of Observer
3. Types of Observer
4. Full order state observer
5. Minimum order observer

Concept of Observability
I It is frequently difficult or impossible to measure state of a

system directly (e.g. internal temperature and pressure in
internal combustion engine).
I It is extremely desirable to determine such states by observing
the inputs and outputs of the system over some finite time
interval.
I This leads to the concept of state observability.
Definition: A system is completely observable if any initial
state vector x(t0 ) can be reconstructed by examining the
system output y(t) over some period of time from t0 until tf .
I Observability refers to the ability to determine the current
state of a system from past system outputs(and inputs)

Concept, Definition of Observer
I In the pole placement design problem it is assumed that all

the states are available for feedback.
I In practice, not all state variables are available for feedback.
I Then we need to estimate unavailable state variables.
I Estimation of unmeasured state variables is commonly called
Observation.
I A device (or a computer program) that estimates or observes
the state variables is called state a state Observer, or simply
an Observer.

Types of Observer
I If the state observer observes all state variables of the system,

regardless of whether some state variables are available for
direct measurement, it is called a full-order state observer.
I When we need observation of only the unmeasurable state
variables, but not of those that are directly measurable, is
called reduced-order state observer or, simply, a
reduced-order observer.
I If the order of reduced-order state observer is the minimum
possible, the observer is called a minimum-order state
observer or minimum-order observer.

State Observer
Consider the plant defined by
ẋ = Ax + Bu (22)
y = Cx (23)
I The observer is a subsystem to reconstruct the state vector of

the Plant.
I The mathematical model of the observer is basically same as
that of plant, except an additional term that includes the
estimation error to compensate for inaccuracies in A and B
and lack of initial errors.

State Observer
We define the mathematical model of the observer to be
x̃˙ = Ax̃ + Bu + Ke (y − C x̃)
= (A − Ke C ) x̃ + Bu + Ke y (24)
where x̃ is the estimated state and C x̃ is the estimated output.
I Inputs to the observer are the output y and control input u
I Matrix Ke ( observer gain matrix) is weighting matrix to the
correction term involving the difference between measured
output y and estimated output C x̃.
I This term continuously corrects the model output and
improves the performance of the observer.

Full order observer

Full order observer
Consider the order of the observer is same as that of the plant
Assume that the plant is defined equation
ẋ = Ax + Bu (25)
y = Cx
And the observer model is defined by
x̃˙ = (A − Ke C ) x̃ + Bu + Ke y (26)
To obtain the observer error equation, let us subtract Equation(26)
from Equation(25)
ẋ − x̃˙ = Ax − Ax̃ − Ke (Cx − C x̃)
ẋ − x̃˙ = (A − Ke C ) (x − x̃) (27)
Define the difference between x and x̃ as the error vector e, or
e = x − x̃
Full order observer
Then Equation(27) becomes
ė = (A − Ke C ) e (28)
From Equation(28) we can see that

1. The dynamic behavior of the error vector is determined by the
eigenvalues of matrix A − Ke C.
2. If matrix A − Ke C is a stable matrix, the error vector will
converge to zero for any initial error vector e(0).
3. That is x̃(t) will converge to x(t) regardless of the values of
x(0) and x̃(0).
4. If the eigenvalues of matrix A − Ke C are chosen in such a
way that the dynamic behavior of the error vector is
asymptotically stable and adequately fast, then any error
vector will tend to zero (the origin) with an adequate speed.

Dual Problem
I The problem of designing a full-order observer becomes that

of determining the observer gain matrix Ke such that the error
dynamics ė = (A − Ke C ) e are asymptotically stable with
sufficient speed of response.
I The asymptotic stability and speed of response of the error
dynamics are determined by the eigenvalues of matrix
(A − Ke C ).
I The design of the full-order observer is determining an
appropriate Ke such that (A − Ke C ) has desired eigenvalues.
I Thus, the problem here becomes the same as the
pole-placement problem.
I The two problems are mathematically the same.
I This property is called duality.

Dual Problem
ẋ = Ax + Bu
y = Cx
In designing the full-order state observer, one may solve the dual
problem, that is, solve the pole-placement problem for the dual
system.
ż = A∗ z + C ∗ ν
n = B ∗z
assuming the control signal ν to be
ν = −KZ
If the dual system is completely state controllable,then the state

feedback gain matrix K can be determined such that matrix
A∗ − C ∗ K will yield a set of the desired eigenvalues.
Dual Problem
If µ1 , µ2 , · · · , µn are the desired eigenvalues of the state observer
matrix, then by taking µi ’s as the desired eigenvalues of the
state-feedback gain matrix of the dual system, we obtain
|sI − (A∗ − C ∗ K )| = (s − µ1 )(s − µ2 ) · · · (s − µn )
Noting that the eigenvalues of A∗ − C ∗ K and those of A − K ∗ C
are the same, we have
|sI − (A∗ − C ∗ K )| = |sI − (A − K ∗ C )|
Comparing the characteristic polynomial |sI − (A − K ∗ C )| and the
characteristic polynomial |sI − (A − Ke C )| for the observer system,
we find that Ke and K ∗ are related by
Ke = K ∗
Thus, using the matrix K determined by the pole-placement
approach in dual system, the observer gain matrix Ke for the
original system can be determined by using relationship Ke = K ∗ .
Necessary and Sufficient Condition for State observation
A necessary and sufficient condition for the determination of the
observer gain matrix Ke for the desired eigenvalues of A − Ke C is
that the dual of the system
ż = A∗ z + C ∗ ν
be completely state controllable.
The complete state controllability condition for this dual system is
that the rank of

∗ .. ∗ ∗ .. .. ∗ n−1 ∗
C . A C . · · · . (A ) C
be n.
This is the condition for complete observability of the original
system defined by Equation (22) and (23).
Means that a necessary and sufficient condition for observation of
the state of the system defined by Equation (22) and (22) is that
the system be completely observable.
Concluding Remarks
I Once we select the desired eigenvalues (or desired

characteristic equation), full-order state observer can be
designed, provided the plant is completely observable.
I It is assumed that the matrices A, B and C in the observer
to be exactly the same as those of the physical plant.
I If there are any discrepancies in A, B and C in the observer
and physical plant, the dynamics of the observer error are no
longer governed by ė = (A − Ke C )e
I This means that the error may not approach zero as expected.
I Therefore, we need to choose Ke so that the observer is stable
and the error remains acceptably small in the presence of
small modeling errors.

Transformation Approach to obtain State Observer Gain
Matrix Ke
If matrix A − Ke C is stable matrix the error vector converges to
zero for any initial error vector e(0)
   
α n − an αn − an
 αn−1 − an−1   αn−1 − an−1 
Ke = Q   = (WN ∗ )−1   (29)
   
.. ..
 .   . 
α 1 − a1 α1 − a1
where Ke is an n × 1 matrix,
Q = (WN∗)−1
and
∗ .. ∗ ∗ .. .. ∗ n−1
N = C .A C . · · · .(A ) C ∗

Transformation Approach to obtain State Observer Gain
Matrix Ke
 
an−1 an−2 ··· a1 1

 an−2 an−3 ··· 1 0  
W =
 .. .. .. .. 
 . . . . 
 a1 1 ··· 0 0 
1 0 ··· 0 0

Direct Substitution Approach
Similar to the case of pole placement.
 
ke1
Ke = Q  ke2 
ke3
Substitute this Ke matrix into the desired characteristic polynomial:
|sI − (A − Ke C )| = (s − µ1 )(s − µ2 )(s − µ3 )

By equating the coefficients of the like powers of s on both sides of
the above equation we can determine the values of ke1 , ke2 , and
ke3 .
This approach is convenient if n = 1,2 or 3, where n is the
dimension of the state vector x.
Although this approach can be used when n = 4, 5, 6, · · · , the
computations involved may become very tedious.
Ackermann’s Formula
ẋ = Ax + Bu (30)
y = Cx (31)
We know the Ackermann’s formula for pole-placement for the
defined by Equation (30) and (31)
.. n−1 −1

.. ..
K = [0 0 · · · 0 1] B . AB . · · · . A B φ(A)
Therefore due to dual system definition

−1
∗ .. ∗ ∗ .. .. ∗ n−1 ∗
K = [0 0 · · · 0 1] C . A C . · · · . (A ) C φ(A∗ )
(32)
As mentioned earlier, the state observer gain matrix Ke is given by
K ∗ , where K is given by Equation (32). Thus
Ackermann’s Formula
 −1    −1  
C 0 C 0

 CA 


 0 




CA 
 0 

Ke = K ∗ = φ(A∗ )∗  .. .. .. ..
 = φ(A) 
       
 . 


 .  

 . 
 . 

 CAn−2   0   CAn−2
 0  
CAn−1 1 CAn−1
1
(33)
Where φ(s) is the desired characteristic polynomial for the state
observer,or
φ(s) = (s − µ1 )(s − µ2 ) · · · (s − µn )
Where µ1 , µ2 , · · · , µn are the desired eigenvalues.

Equation (33) is called Ackermann’s formula for the
determination of the observer gain matrix Ke .
Example
ẋ = Ax + Bu (34)
y = Cx (35)
where
0 20.6 0
A= ,B = , C = [0 1]
1 0 1
The observed state feedback such that
u = −K x̃
Design a full-order state observer,such that the desired eigenvalues

of the observer matrix are µ1 = −10, µ2 = −10

Method 1
The given system is already in the observable canonical form.

Hence the transformation matrix Q = (WN ∗ )−1 is I

s −20.6
|sI − A| = = s 2 − 20.6 = s 2 + a1 s + a2 = 0
−1 s
a1 = 0, a2 = −20.6
The desired characteristic equation is
(s + 10)2 = s 2 + 20s + 100 = s 2 + α1 s + α2 = 0
Hence, α1 = 20 , α2 = 100

∗ −1 α2 − a2 1 0 100 + 20.6 120.6
Ke = (WN ) = =
α1 − a1 0 1 20 − 0 20

Method 2
ė = (A − Ke C )e
The characteristic equation is
|sI − A + Ke C | = 0
Define

ke1
Ke =
ke2

s 0 0 20.6 ke1
− + [0 1]
0 s 1 0 ke2

s −20.6 + ke1 2
=
1 s + ke2 = s + ke2 s − 20.6 + ke1 = 0
Since desired characteristic equation is s 2 + 20s + 100 = 0. By

comparing powers of s with last equation ke1 = 120.6 and ke2 = 20
Method 3
−1
C 0
Ke = φ(A)
CA 1
where
φ(s) = (s − µ1 )(s − µ2 ) = s 2 + 20s + 100
Thus
φ(A) = A2 + 20A + 100I
−1
0 1 0
Ke = (A2 + 20A + 100I )
1 0 1

120.6 412 0 1 0 120.6
Ke = =
20 120.6 1 0 1 20
x˜˙1

0 −100 x˜1 0 120.6
= + u+ y
x˜˙2 1 −20 x˜2 1 20

Effect of the addition of the observer on a closed-loop
systems

systems
The design process is a two stage process.
1. The first stage is the determination of the feedback gain
matrix K to yield the desired characteristic equation.
2. The second stage is the determination of the observer gain
matrix Ke to yield the desired observer characteristic equation.
Let us now investigate the effect of the use of the observed state
x̃(t), rather than the actual state x(t), on the characteristic
equation of a closed-loop control system.
Consider the completely state controllable and completely
observable system defined by the equations
ẋ = Ax + Bu
y = Cx
For the state-feedback control based on the the observed state x̃.
u = −K x̃
systems
With this control, the state equation becomes
ẋ = Ax − BK x̃ = (A − BK ) x + BK (x − x̃) (36)
e(t) = x(t) − x̃(t)

Substitution of the error vector e(t) into equation (15) gives
ẋ = (A − BK ) x + BKe (37)
Already we know observer error equation is
ė = (A − Ke C ) e (38)
Combining Equation (37) and (38)

ẋ A − BK BK x
= (39)
ė 0 A − Ke C e

systems
Equation (32) describes the dynamics of the observed-state
feedback control system.
The characteristic equation for the system is

sI − A + BK −BK
=0
0 sI − A + Ke C
or
|sI − A + BK | ∗ |sI − A + Ke C | = 0
From the above equation it seen that the closed loop poles of the
observed-state feedback control system consist of the poles due to
the pole-placement design alone and the poles due to the observer
design alone.
Means that the pole-placement design and the observer design are
independent of each other.
Minimum-order Observer
I In practice, some of the state variables may be accurately

measured. Such accurately measured variables need not to be
estimated.
I Suppose that the state vector x is an n-vector and the output
vector y is an m-vector that can be measured.
I Since m output variables are linear combinations of the state
variables, m state variables need not be estimated.
I We need to estimate only n − m state variables.
I Then the reduced-order observer becomes an (n − m)th order
observer.
I Such an (n − m)th order observer is minimum-order observer.
Note:If the measurement output variables involves significant
noises and is relatively inaccurate, the use of full-order observer
may result in a better system performance.

To present the basic idea of minimum-order observer take the case
where output is a scalar ( i.e. m= 1)
Consider the system
ẋ = Ax + Bu (40)
y = Cx (41)
Where the state vector x can be partitioned into two parts xa (a
scalar) and xb [an (n-1)-vector]
Here the state variable xa is equal to the output y and thus can be
directly measured
xb is the unmeasured portion of the state vector.
Then the partitioned state and output equation become.
 .. 
Aaa . Aab
     
ẋa x a B a
 · · · · · ·  =  · · · · · · ... · · · · · ·   · · · · · ·  +  · · · · · ·  u
 
 
ẋb .. xb Bb
A ba . A bb
(42)
 
xa
..
y = [1 . 0]  · · ·  (43)
xb
where Aaa = Scalar
Aab = 1× (n-1) matrix
Aba =(n − 1) × 1 matrix
Abb =(n − 1) × (n − 1) matrix
Ba = scalar
Bb =(n − 1) × 1 matrix
From Equation (42), the equation for the measured portion of the
state becomes
ẋa = Aaa xa + Aab xb + Ba u
or
ẋa − Aaa xa − Ba u = Aab xb (44)
The terms on the left-hand side of Equation (44) can be measured
The terms on the left-hand side of Equation (44) can be measured

Equation (44) acts as the output equation
Equation (44) relates the measured quantities and unmeasured
quantities of the state
Equation (42), the equation for the unmeasured portion of the
state becomes
ẋb = Aba xa + Abb xb + Bb u (45)

Note: The terms Aba xa and Bb u are known quantities.
Equation (44) describes the dynamics of the unmeasured portion
of the state.

Comparison of full-order and Minimum-order Observer
The state equation for full-order observer is
ẋ = Ax + Bu
The state equation for minimum-order observer is
ẋb = Abb xb + Aba xa + Bb u

The output equation for full-order observer is
y = Cx
The output equation for full-order observer is
ẋa − Aaa xa − Ba u = Aab xb

Design of the Minimum-order Observer
The equation for full-order observer is
x̃˙ = (A − Ke C ) x̃ + Bu + Ke y (46)
Making substitution from table into equation (25)
x̃˙ b = (Abb − Ke Aab ) x̃b + Aba xa + Bb u + Ke (ẋa − Aaa xa − Ba u)
(47)
List of Necessary substitution for writing the observer equation for
the minimum-order state observer
Full-Order State Observer Minimum-Order State Observer
x̃ x̃b
A Abb
Bu Aba xa + Bb u
y ẋa − Aaa xa − Ba u
C Aab
Ke (n × 1 matrix) Ke [(n − 1) × 1 matrix]

Where the state observer gain matrix Ke is an (n − 1) × 1 matrix.

I In order to estimate x̃b , need the derivative of xa .
I This presents difficulty, because differentiation amplifies noise.
I if xa (= y) is noisy, the use of ẋa is unacceptable.
How to eliminate ẋa ?
Rewriting above equation we have
x̃˙ b − Ke ẋa = (Abb − Ke Aab ) x̃b + (Aba − Ke Aaa ) y + (Bb − Ke Ba ) u

= (Abb − Ke Aab ) (x̃b − Ke y ) + [(Abb − Ke Aab ) Ke + Aba − Ke Aaa ] y
+ (Bb − Ke Ba ) u(48)

Define
xb − Ke y = xb − Ke xa = η
and
x̃b − Ke y = x̃b − Ke xa = η̃ (49)
Then Equation (48) becomes
η̃˙ = (Abb − Ke Aab ) η̃ + [(Abb − KeAab ) Ke + Aba − Ke Aaa ] y
+ (Bb − Ke Ba ) u (50)
Define
Â = Abb − Ke Aab
B̂ = ÂKe + Aba − Ke Aaa
F̂ = Bb − Ke Ba
Then Equation (50) becomes
η̃˙ = Âη̃ + B̂y + F̂ u (51)
Equation (51) and (49) together define the minimum-order
observer. Since  
xa
.
y = [1 .. 0]  · · · 
xb
       
xa y 0 1
x̃ =  · · ·  =  · · ·  =  · · ·  [x̃b − Ke y ] +  · · ·  y
x̃b x̃b In−1 Ke
Where 0 is a row vector consisting of (n − 1) zeros, if we define
   
0 1
Ĉ =  · · ·  , D̂ =  · · · 
In−1 Ke
Then one can write x̃ in terms of η̃ and y as
x̃ = Ĉ η̃ + D̂y
This equation gives the transformation from η̃ to x̃
Observed-state feedback with Minimum-order Observer

Derivation for the error Equation
ẋa − Aaa xa − Ba u = Aab xb (52)

(53)
Using Equation (52), Equation (53) can be modified to
x̃˙ b = (Abb − Ke Aab ) x̃b + Aba xa + Bb u + Ke Aab xb (54)
ẋb = Aba xa + Abb xb + Bb u (55)

Subtracting Equation (54) from (55) we have
ẋb − x̃˙ b = (Abb − Ke Aab ) (xb − x̃b ) (56)
Define e = xb − x̃b = η − η̃. Then Equation (56) becomes
e = (Abb − Ke Aab ) e (57)
This is the error equation for minimum-order observer.

Thank You

MCT Unit 2 State Space Design

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MCT Unit 2 State Space Design

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Design of Control Systems in State Space

Professor of Instrumentation Engineering

Balasaheb M. Patre State Space Design 1 / 92

Balasaheb M. Patre State Space Design 2 / 92

1. Introduction to Pole Placement

Balasaheb M. Patre State Space Design 3 / 92

I Pole location is important to dynamic response of system

Balasaheb M. Patre State Space Design 4 / 92

1. All state variables are measurable and are available for

Balasaheb M. Patre State Space Design 6 / 92

Consider a control system

Balasaheb M. Patre State Space Design 7 / 92

I The control control signal u is determined by an

Matrix A − BK is a closed-loop state dynamic matrix

Balasaheb M. Patre State Space Design 9 / 92

I The necessary and sufficient condition for arbitrary pole

Balasaheb M. Patre State Space Design 10 / 92

I If the system represented by equation (1) is not completely

rank B AB · · · An−1 B = q < n

I This means that there are q linearly independent column

Balasaheb M. Patre State Space Design 11 / 92

Balasaheb M. Patre State Space Design 12 / 92

= |sIq − A11 + B11 k1 | |sIn−q − A22| = 0

Where ai ’s are coefficient of the characteristic polynomial

|sI − A| = s n + a1 s n−1 + · · · + an−1 s + an

Define new state vector x̂ by

If the rank of the controllability matrix M is n (meaning that the

Balasaheb M. Patre State Space Design 15 / 92

The characteristic equation is

This characteristic equation is the same as the characteristic

Balasaheb M. Patre State Space Design 17 / 92

The characteristic equation for this system is

Now simplify the characteristic equation of the system in

Balasaheb M. Patre State Space Design 18 / 92

(a1 + δ1 ) = α1 , (a2 + δ2 ) = α2 , ··· , (an + δn ) = αn

Balasaheb M. Patre State Space Design 19 / 92

K = αn − an ... αn−1 − an−1 ... · · · .. .

1. Thus, if the system is completely state controllable, all the

Balasaheb M. Patre State Space Design 20 / 92

(s − µ1 )(s − µ2 ) · · · (s − µn ) = s n + α1 s n−1 + · · · + αn−1 s + αn

and determine the values of α1 , α2 , · · · , αn

K = αn − an ... αn−1 − an−1 ... · · · ... α2 − a2 ... α1 − a1 T

Balasaheb M. Patre State Space Design 22 / 92

Balasaheb M. Patre State Space Design 23 / 92

Balasaheb M. Patre State Space Design 25 / 92

If the system is of low order (n ≤ 3), direct substitution of Matrix

Substitute this K matrix into the desired characteristic polynomial

|sI − A + BK | = (s − µ1 )(s − µ2 )(s − µ3 )

Since both sides of this characteristic equation are polynomials in s,

Balasaheb M. Patre State Space Design 26 / 92

Balasaheb M. Patre State Space Design 28 / 92

Consider the system

Balasaheb M. Patre State Space Design 29 / 92

The desired characteristic equation is

We will utilize equation (13) to derive Ackermann’s formula. To

Balasaheb M. Patre State Space Design 30 / 92

Substituting last two equations in to the equation (14), we have

φ(A) = B(α2 K + α1 K A e 2 ) + AB(α1 K + K A)

Premultiplying both sides of equation (15) by the inverse of the

Premultiplying this last equation by [0 0 1], we obtain

Determine the values of α1 ,α2 ,α3 from the desired characteristic

Balasaheb M. Patre State Space Design 35 / 92

I A plant having more than one input

Balasaheb M. Patre State Space Design 36 / 92