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Unknown Input Observer Design for Takagi-Sugeno Fuzzy Stochastic System

Article  in  International Journal of Control Automation and Systems · August 2015

DOI: 10.1007/s12555-014-0190-5

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International Journal of Control, Automation, and Systems (2015) 13(4):1003-1009 ISSN:1598-6446 eISSN:2005-4092
DOI 10.1007/s12555-014-0190-5 http://www.springer.com/12555

Unknown Input Observer Design for Takagi-Sugeno Fuzzy Stochastic System

Shenghui Guo, Fanglai Zhu, and Liyun Xu*

Abstract: This paper deals with the unknown input observer design for Takagi-Sugeno (T-S) fuzzy
models subjected to measurement noise and stochastic noise. The method applies the singular system
theory by considering the measurement noise as an augmented system state, and then an unknown in-
put observer based on the techniques of singular systems is developed to estimate both the system
states and measurement noise simultaneously. Under a necessary assumption, the error dynamic system
of the observer is free from the unknown inputs. And the observer gain matrix is determined by means
of minimum covariance matrix of state residual. Two simulation examples are given to illustrate the
correctness and effectiveness of the proposed method.

Keywords: Covariance matrix, singular system, stochastic system, T-S fuzzy models, unknown input
observer.

1. INTRODUCTION industrial processes. Some engineering applications are

Owing to the increasing demands of reliability, safety
for the modern complex systems, observer design for
system with unknown inputs, which is known as
unknown input observer (UIO), has received much more
attention in the past decades [1-16]. However, we find
that in the field of UIO, much more attention is put on
linear systems [1-14]. Only a few results can be found
for some specific nonlinear systems, such as for
Lipschitz or one-sided Lipschitz nonlinear systems
[15,16]. So designing unknown input observers for
general nonlinear systems becomes meaningful and
challenging tasks to control engineers.
Takagi-Sugeno (T-S) fuzzy model which was
proposed by Takagi and Sugeno in the year of 1985 can
be used to represent a class of more general nonlinear
systems in a quite simple form [17]. Especially in the
presence of incomplete knowledge of the plant, T-S
fuzzy models have many successful applications in
__________
Manuscript received May 14, 2014; revised August 7, 2014 and
September 10, 2014; accepted September 15, 2014. Recom-
mended by Associate Editor Choon Ki Ahn under the direction of
Editor Euntai Kim.
This work was supported by the National Nature Science
Foundation of China (61074009). This work is also supported by
the Research Fund for the Doctoral Program of Higher Education
of China (20110072110015), Guangxi Key Laboratory of Manu-
facturing System & Advanced Manufacturing Technology
(PF110289), and Shanghai Leading Academic Discipline Project
(B004).
Shenghui Guo and Fanglai Zhu are with the College of Elec-
tronics and Information Engineering, Tongji University, Shang-
hai , China (e-mails:{12gsh, zhufanglai}@tongji.edu.cn).
Shenghui Guo is also with the College of Electronics and In-
formation Engineering, Suzhou University of Science and Tech-
nology, Suzhou, China.
Liyun Xu is with the College of Mechanical Engineering,
Tongji University, Shanghai 201804, China (e-mail: lyxu@tongji.
edu.cn).
* Corresponding author.
reported in [18-22]. For this reason, some work of
concerning state estimation and stability to T-S fuzzy
models can be found in the literatures in recent years
[18,23-31]. For example, Bergsten et al. develop two
sliding mode observers for T-S fuzzy models in [24]. Liu
et al. present a new fuzzy observer through linear matrix
inequality (LMI) based on a new stability condition in
[26]. However, many available results concern T-S fuzzy
models with known inputs, only a few researchers pay
their attentions to the problems of UIO designs of T-S
fuzzy models [18,23-28]. Recently, Karimi et al. propose
a robust observer for T-S fuzzy neutral models with
unknown inputs based on the LMI approach in [18].
Based on the assumption that the filter is linearly
dependent on the normalized fuzzy weighting functions,
Zhang et al. [27] give a H∞ filter design method in terms
of LMIs by using augmentation partitioning techniques.
We also find that most of them did not considered the
situation when systems suffer from the influence of
stochastic noise, although it always exists in real systems.
Meanwhile, it should be noted that the LMI is a
common method used to compute gain matrices about
UIO in existing literatures. For instance, by using
iterative LMI algorithm, Bouattour et al. present a robust
fault detection observer to investigate state and fault
estimations for T-S fuzzy models in [29], and the similar
problem is studied by Chadli et al. in [30]. For T-S fuzzy
models subjected to unknown inputs and disturbance, the
observer design problem is also translated into solving
LMIs in [31]. It is well known that not all the LMIs have
feasible solutions, which may limit the use of these
methods.
Motivated by the above discussion, the major work of
the present paper is trying to design an observer for T-S
fuzzy stochastic system with unknown inputs and
measurement noise. A possible way to deal with the
measurement noise is the augmented singular observer
design approach which can be used to obtain asymptot-

© ICROS, KIEE and Springer 2015

1004 Shenghui Guo, Fanglai Zhu, and Liyun Xu

ical estimations of both system states and measurement disturbances to the system and/or actuator faults and so
noise [32-34]. And a new method in which the observer on. In real application, the present model can be used to
gain matrix computed by means of the combination of an describe industrial systems (for instance, continuous
unknown input observer and Kalman filter algorithm in stirred tank reactor), communication systems (for
the sense of minimum covariance matrix of state residual instance, vehicular ad hoc networks), biological systems,
is developed in [35] recently. Based on these studies, the and so on [18-22,36].
main contributions of this paper are: 1) A UIO which can If we introduce an extended state vector x (k ) =
estimate the system states and measurement noise for T- [ xT (k ) wT (k )] ∈ R n + s , and correspondingly denote E =
S fuzzy models subjected to unknown inputs and [ I 0n⋅s ] ∈ R n⋅( n + s ) , Ai = [ Ai 0n⋅s ] ∈ R n⋅( n + s ) and C =
stochastic noise is developed. 2) A new method to [C F ] ∈ R p⋅( n + s ) , system (1) can be rewritten as
calculate gain matrices about UIO of T-S fuzzy models
⎧ r
⎪ Ex (k + 1) = ∑ μi (ξ (k ) ) ( Ai x (k ) + Bi u (k ) )
in the sense of minimum covariance matrix of state
residual is given.
⎪ i =1
This paper is organized as follows. After the introduc- ⎨ (2)
tion, T-S fuzzy models and preliminaries are addressed ⎪ + Dη (k ) + d (k ),
in Section 2. A UIO design is developed in Section 3. In ⎪ y (k ) = Cx (k ) + v(k ).
⎩
Section 4, two simulation examples are given to show
the efficiency and the superiority of the design procedure. Lemma 1: There exist matrices G ∈ R ( n + s )⋅n and
Finally, conclusions are drawn in Section 5. H ∈ R ( n + s )⋅ p , such that
Notations: The notations used in this paper are
⎡E⎤
standard. Rn denotes the n-dimensional real space. R m⋅n [G H ] ⎢ ⎥ = In+ s (3)
represents the set of m×n real matrices. I n⋅n represents ⎣ −C ⎦
the identity matrix of dimension n × n. X T, X –1 and X + or
denote the transpose, the inverse, and the pseudo-inverse
GE = I n + s + HC . (4)
of X, respectively. X > 0 means that matrix X is
positive definite. Proof:

2. T-S FUZZY MODELS AND PRELIMINARIES ⎡E⎤ ⎡ I 0 ⎤

M =⎢ ⎥=⎢ ⎥ (5)
⎣ −C ⎦ ⎣ −C − F ⎦ ( n + p )⋅( n + s )
Consider a discrete-time T-S fuzzy stochastic model
with unknown inputs and a linear measurement suffering has full column rank because F has full column rank, so
from measurement noise ( M T M ) is nonsingular and this means that Moore-
r Penrose inverse of M, M + = ( M T M ) −1 M T , exists. The
⎧
⎪ x(k + 1) = ∑ μi (ξ (k ) ) ( Ai x(k ) + Bi u (k ) ) general solution of (4) is
⎪ i =1
⎨ (1) [G H ] = M + − Z ( I n + p − MM + ), (6)
⎪ + Dη (k ) + d (k ),
⎪ y (k ) = Cx(k ) + Fw(k ) + v(k ), where Z ∈ R ( n + s )⋅( n + p ) is an arbitrary matrix. So
⎩
with ⎡ In ⎤
G = ⎡⎣ M + − Z ( I n + p − MM + ) ⎤⎦ ⎢ ⎥ (7)
⎧r ⎣ 0 p ⋅n ⎦
⎪∑ μi (ξ (k ) ) = 1,
⎨ i =1 and
⎪ μ ξ (k ) ≥ 0,
⎩ i( ) ⎡ 0 n⋅ p ⎤
n m H = ⎡⎣ M + − Z ( I n + p − MM + ) ⎤⎦ ⎢ ⎥, (8)
where x(k ) ∈ R is the state vector, u (k ) ∈ R is the ⎢⎣ I p ⎥⎦
control input vector, y (k ) ∈ R p is the measurable output
vector, η (k ) ∈ R q is the unknown input vector, w(k ) ∈ are the solutions of (3) or (4).
R s is the measurement noise vector. Ai ∈ R n⋅n , Bi ∈ Assumption 1: rank( MD  ) = q, where M = ( I
n+ p −
R n⋅m , C ∈ R p⋅n , D ∈ R n⋅q and F ∈ R p⋅s are known + ⎡⎢ I n ⎤⎥
MM ) ⎢0 ⎥ .
⎣ p ⋅n ⎦
constant matrices. Without loss of generality, it is Under the above Assumption, we know that the matrix
assume that coefficient matrices D and F have full  )T ( MD
(( MD  )) is nonsingular, so the Moore-Penrose
column rank, while matrix C has full row rank. Moreover, inverse of matrix MD  , ( MD
 )+ = (( MD
 )T ( MD
 ))−1 ( MD
 )T ,
we assume that q + s ≤ p ≤ n. d(k) and v(k) are exists. Now if the arbitrary matrix Z in (7) is assigned
uncorrelated white noise sequences with zero mean and specifically as
covariance matrices Q > 0 and R > 0, respectively.
Remark 1: It should be pointed out that the unknown ⎡ In ⎤
( )
+
Z = M+ ⎢ 
⎥ D MD , (9)
inputs of a system usually have general meanings. In
⎣ 0 p ⋅ n ⎦
other words, the unknown inputs of a system usually
consist of uncertainty parameters of the system, external we will find that
 Unknown Input Observer Design for Takagi-Sugeno Fuzzy Stochastic System 1005

GD = 0, (10) Lemma 2: For any matrix K i , k ∈ R ( n + s )⋅ p , matrices

holds. N i, k and Li, k determined by
Ni , k = GAi − Ki , k C (17)
3. UIO DESIGN
and
Consider the following observer Li ,k = Ki , k − Ni , k H , (18)
⎧ r
⎪ z (k + 1) = ∑ μi (ξ (k ) ) ( N i, k z (k ) + GBi u (k )
satisfy (15).
⎪ i =1 Proof: The proof can be ended by verifying it directly.
⎨ (11) Remark 2: For Ni ,k and Li ,k which satisfy (15),
⎪ + Li, k y (k ) ) ,
there is at least one K i , k such that Ni , k and Li ,k can
⎪ˆ
⎩ x (k ) = z (k ) − Hy (k ), be written as (17) and (18). In fact, one of the choices of
Ki ,k is Ki ,k = Ni , k H + Li ,k .
where z (k ) ∈ R n + s is the state vector, xˆ (k ) ∈ R n + s is Remark 3: The observer error dynamic system (16) is
the estimate of x (k ). Ni , k and Li ,k are unknown totally free from the influences of the unknown inputs
matrices of appropriate dimensions, which must be because of (10) obtained by a special choice of the
determined such that the error between xˆ (k ) and x (k ) arbitrary matrix Z in (7). Next we will find that it is the
has the minimum covariance. observer error dynamic system (16) being without
Define e(k ) as the error between x (k ) and its unknown inputs that we are able to determine the
estimate xˆ (k ): observer gain matrix by means of minimum covariance
matrix of residual method. But all of the results are given
e(k ) = x (k ) − xˆ (k ) = x (k ) − z (k ) + Hy (k ). (12) under Assumption 1 which may be a source of the
Inserting (4) into (12) gives conservativeness of our method.
The covariance matrix of the error e(k) is defined as
e(k ) = ( I + HC ) x (k ) − z (k ) + Hv (k )
(13) P(k ) = Ε ⎡⎣( x (k ) − xˆ (k ))( x (k ) − xˆ (k ))T ⎤⎦
= GEx (k ) − z (k ) + Hv(k ). (19)
The error dynamic equation is governed by = Ε ⎡⎣ e(k )eT (k ) ⎤⎦ .

e(k + 1) = GEx (k + 1) − z (k + 1) + Hv(k + 1) Substituting (16) in (19) yields

⎡ r ⎤
= G ⎢ ∑ μi (ξ (k ) ) ( Ai x (k ) + Bi u (k ) ) + Dη (k ) + d (k ) ⎥ P (k + 1) = Ε ⎡⎣e(k + 1)eT (k + 1) ⎤⎦
⎣ i =1 ⎦
⎡⎛ r r
r
= Ε ⎢⎜ ∑ μi (ξ (k ) )N i, k e(k ) − ∑ μi (ξ (k ) )K i , k v(k )
−∑ μi (ξ (k ) ) ( N i , k z (k ) + GBi u (k ) ⎢⎣⎝ i =1 i =1
i =1
+Gd (k ) + Hv(k + 1) )
+ Li , k y (k ) ) + Hv(k + 1)
⎛ r r
⎜ ∑ μi (ξ (k ) )Ni , k e(k ) − ∑ μi (ξ (k ) )Ki , k v(k )
r
= ∑ μi (ξ (k ) ) ⎡⎣ Ni ,k e(k ) ⎝ i =1 i =1
i =1
T⎤
+Gd (k ) + Hv(k + 1) ) .
( )
+ GAi − N i , k − ( N i , k H + Li , k ) C x (k ) ⎦
(20)

− ( N i , k H + Li , k ) v(k ) ⎤⎦ Simplify it, we have

+GDη (k ) + Gd (k ) + Hv(k + 1). (14) r ⎛ r ⎞

P (k + 1) = ∑ μi (ξ (k ) )N i , k P (k ) ⎜ ∑ μ j (ξ (k ) )N Tj , k ⎟
⎜ ⎟
Suppose that matrices N i, k and Li , k satisfy i =1 ⎝ j =1 ⎠
r ⎛ r ⎞
GAi − N i ,k − ( N i, k H + Li, k ) C = 0, (15) + ∑ μi (ξ (k ) )Ki ,k R ⎜ ∑ μ j (ξ (k ) )K Tj , k ⎟
⎜ j =1 ⎟
i =1 ⎝ ⎠
and notice that GD = 0, (14) can then be reduced to
+GQGT + HRH T . (21)
r
e(k + 1) = ∑ μi (ξ (k ) ) ⎡⎣ N i , k e(k ) − K i, k v(k ) ⎤⎦ Since matrices GQGT and HRH T are constant, use (17)
i =1 we obtain
+ Gd (k ) + Hv(k + 1) r
r r P(k + 1) = ∑ μi (ξ (k ) ) ( GAi − Ki , k C ) P(k )
= ∑ μi (ξ (k ) )N i , k e(k ) − ∑ μi (ξ (k ) )K i, k v(k ) i =1
i =1 i =1
⎛ r ⎞
( )
T
+ Gd (k ) + Hv(k + 1). ⋅ ⎜ ∑ μ j (ξ (k ) ) GA j − K j , k C ⎟
⎜ j =1 ⎟
(16) ⎝ ⎠
1006 Shenghui Guo, Fanglai Zhu, and Liyun Xu

r ⎛ r ⎞ and
+ ∑ μi (ξ (k ) )Ki ,k R ⎜ ∑ μ j (ξ (k ) )K Tj , k ⎟
⎜ ⎟ X i, k X Tj ,k = Ki ,k SS T K Tj ,k
i =1 ⎝ j =1 ⎠
T T
+GQG + HRH −1 ⎞T
r r
⎝
(
= Ki ,k SS T ⎛⎜ GA j P(k )C T CP(k )C T + R ) ⎟
⎠
( )
T
= ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P(k ) GA j
−1 ⎞T
i =1 j =1
r r ⎝
(
= Ki ,k SS T ⎛⎜ GA j P ( k ) C T SS T ) ⎟
⎠
( )
T
−∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P(k ) K j , k C
i =1 j =1 = Ki ,k CP ( k ) ATj GT . (27)
r r
( )
T
−∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) Ki ,k CP(k ) GA j Then, (25) can be rewritten as
i =1 j =1
r r
( )
T
r r P (k + 1) = ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P (k ) GA j
+ ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) Ki , k CP(k )C
i =1 j =1
( T
i =1 j =1

+GQGT + HRH T
+ R ) K Tj ,k + GQGT + HRH T . (22)
r r
T −∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) Ki , k CP(k ) ATj GT .
Since (CP (k )C + R ) is a positive matrix, there exists a i =1 j =1
matrix S such that
(28)
T T Now, according to the above discussions, the design
CP(k )C + R = SS . (23)
procedures can be summarized as follows:
The covariance matrix can be written as Step 1: calculate M, Z, G and H by (5), (9), (7) and (8),
r r
respectively;
( )
T
P (k + 1) = ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P (k ) GA j Step 2: compute P(0) by solving (19) based on the
i =1 j =1 initial situation, and then compute K i ,0 , Li ,0 and N i,0
r r by (26), (18) and (17), respectively;
( )
T
−∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P(k ) K j , k C Step 3: set k = k + 1, compute P(k ), K i,k , Li ,k and
i =1 j =1 N i,k by solving (28), (26), (18) and (17), respectively;
r r Step 4: repeat Step 3 until the end.
( )
T
−∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) Ki ,k CP(k ) GA j Remark 4: It should be noticed that the observer gain
i =1 j =1 matrix is determined by means of minimum covariance
r r matrix of state residual. In other words, the robustness of
+ ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) Ki ,k SS T K Tj , k the present method is dealt with in the sense of the
i =1 j =1
minimum covariance of the error dynamic. For this
+GQGT + HRH T . (24) reason, the error dynamic is not proven to converge to
zero but goes to a neighbourhood of the zero with a
Let X i, k = GAi P(k )C T ( S T )−1 , we have radius being small enough.
r r
( )
T
P (k + 1) = ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) GAi P (k ) GA j 4. NUMBERICAL EXAMPLES
i =1 j =1

+GQGT + HRH T In order to show the effectiveness and the superiority

r r
of the present method, two numerical simulations are
+ ∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) proposed for the following T-S fuzzy stochastic model
i =1 j =1 [30]

( )
T
⋅ ( Ki,k S − X i,k ) K j ,k S − X j ,k ⎧ 2
⎪ x(k + 1) = ∑ μi (ξ (k ) ) ( Ai x(k ) + Bi u (k ) )
r r ⎪ i =1
−∑∑ μi (ξ (k ) ) μ j (ξ (k ) ) X i , k X Tj , k . (25) ⎨
⎪ + Dη (k ) + d (k ),
i =1 j =1
⎪ y (k ) = Cx(k ) + Fw(k ) + v(k ),
r ⎩
It is easy to find that the condition of ∑ i =1 μi (ξ (k ))
( K i , k S − X i , k ) = 0 can minimize the covariance matrix, with
and K i , k S − X i , k = 0 satisfy the condition, then x(k ) = [ x1 (k ) x2 (k )]T , y (k ) = [ y1 (k ) y2 (k )]T ,
K i ,k = X i, k S −1 and the following parameters
T T −1 −1
= GAi P(k )C ( S ) S (26) ⎡ 0.8774 0.0367 ⎤ ⎡ 0.0187 ⎤
T T −1 A1 = ⎢ ⎥ , B1 = ⎢ −0.0004⎥ ,
= GAi P(k )C (CP(k )C + R) , ⎣ − 0.0367 0.9600 ⎦ ⎣ ⎦
 Unknown Input Observer Design for Takagi-Sugeno Fuzzy Stochastic System 1007

⎡ 0.9045 0.0373⎤ ⎡0.0004⎤ Example 2: Let the unknown inputs as

A2 = ⎢ ⎥ , B2 = ⎢ ⎥,
⎣ −0.0187 0.9585⎦ ⎣0.0196⎦ ⎧ 0, 0 ≤ k < 50,
⎡7.100 0 ⎤ ⎡ 0.0004 ⎤ ⎡1 ⎤ ⎪
η (k ) = ⎨ 0.2, 50 ≤ k < 100,
C=⎢ ⎥ , D=⎢ ⎥ , F = ⎢ ⎥.
⎣ 0 −7.000 ⎦ ⎣ 0.0196 ⎦ ⎣0⎦ ⎪0.8cos(0.2k + 2), 100 ≤ k < 200,
⎩
Example 1: The control input, the unknown inputs, and d(k) and v(k) are uncorrelated white noise sequences
the measurement noise and stochastic noise are supposed of zero mean and covariance matrices are
as follows:
⎡0.0004 0 ⎤
⎧ 0.2, 0 ≤ k < 50, Q=R=⎢ ,
⎪ ⎣ 0 0.0004 ⎥⎦
u (k ) = ⎨ 0, 50 ≤ k < 100,
⎪0.8sin(0.2k + 1), 100 ≤ k < 200, all the other parameters are the same as Example 1.
⎩
We can compute out
η (k ) = 0,
⎧ 0.2, 0 ≤ k < 50, ⎡ 1 −0.0204 ⎤ ⎡ 0 0.0029 ⎤
⎪ G = ⎢⎢ 0 0 ⎥⎥ , H = ⎢⎢ 0 0.1429 ⎥⎥ ,
w(k ) = ⎨ 0.5, 50 ≤ k < 100,
⎪0.8sin(6k + 5), 100 ≤ k < 200, ⎢⎣ −7.1 0.1449 ⎥⎦ ⎢⎣ −1 −0.0207 ⎥⎦
⎩
d (k ) = v(k ) = 0, ⎧ ⎡ 0.3333 0.3333 0 ⎤
⎪⎢ ⎥
and two membership functions are given as ⎪ ⎢ 0.3333 0.3333 0 ⎥ k = 0,
⎪⎪⎣⎢ 0 0 0 ⎥⎦
μ1 (ξ (k ) ) = 1 − y22 (k ), μ 2 (ξ (k ) ) = y22 (k ). P(k ) = ⎨
⎪ ⎡ 0.0004 0 −0.0028⎤
Simulation results are shown in Figs. 1-2. From the ⎪⎢ 0 0 0 ⎥⎥ k = 1, 2, ,
figures, we find that the convergent rate of the present ⎪⎢
method is faster than that of the method proposed in [30], ⎪⎩ ⎣⎢ −0.0028 0 0.0206 ⎦⎥
so the present method is better than the method proposed ⎧ ⎡ 0.0639 −0.0630 ⎤
⎪⎢
in [30] to some extent.
⎪⎢ 0 0 ⎥⎥ k = 0,
⎪⎪⎣⎢ −0.4540 0.4476 ⎥⎦
K1, k = ⎨
⎪ ⎡0 −0.0025⎤
⎪ ⎢0 0 ⎥⎥ k = 1, 2, ,
⎪⎢
⎢
⎩⎪ ⎣0 0.0178 ⎦ ⎥
⎧ ⎡ 0.0659 −0.0650 ⎤
⎪⎢
⎪⎢ 0 0 ⎥⎥ k = 0,
⎪ ⎢ −0.4678 0.4613 ⎦⎥
⎪⎣
K 2, k =⎨
⎪ ⎡ 0 −0.0026 ⎤
⎪⎢0 0 ⎥⎥ k = 1, 2, ,
⎪⎢
⎩⎪ ⎢⎣ 0 0.0184 ⎥⎦
Fig. 1. System state vectors and their estimations. ⎧ ⎡ 0.4242 −0.4242 −0.0639 ⎤
⎪⎢
⎪⎢ 0 0 0 ⎥⎥ k = 0,
⎪⎪⎣⎢ −3.0117 3.0116 0.4540 ⎥⎦
N1,k =⎨
⎪ ⎡ 0.8781 −0.0004 0⎤
⎪⎢ 0 0 0⎥⎥ k = 1, 2, ,
⎪⎢
⎪⎩ ⎢⎣ −6.2349 0.0029 0⎥⎦
⎧ ⎡ 0.4370 −0.4370 −0.0659 ⎤
⎪⎢
⎪⎢ 0 0 0 ⎥⎥ k = 0,
⎪⎪⎣⎢ −3.1029 3.1029 0.4678 ⎥⎦
N 2,k =⎨
⎪ ⎡ 0.9049 −0.0004 0⎤
⎪⎢ 0 0 0 ⎥⎥ k = 1, 2, ,
⎪⎢
Fig. 2. Measurement noise and its estimation. ⎪⎩ ⎣⎢ −6.4247 0.0026 0 ⎦⎥
1008 Shenghui Guo, Fanglai Zhu, and Liyun Xu
Fig. 3. System state vectors and their estimations.
Fig. 4. Measurement noise and its estimation.
⎡0 −0.0050 ⎤ ⎡0 −0.0052 ⎤
L1, k = ⎢⎢0 0 ⎥⎥ , L2, k = ⎢⎢0 0 ⎥⎥ ,
⎢⎣0 0.0355 ⎥⎦ ⎢⎣0 0.0367 ⎥⎦
k = 0,1,.
Fig. 3 depicts system actual states and their estima-
tions. Fig. 4 demonstrates the measurement noise and its
estimation. From these figures, we find that both state
estimations and measurement noise estimation are
satisfactory.
5. CONCLUSIONS
This paper has presented an unknown input observer
for T-S fuzzy stochastic system with unknown inputs and
measurement noise. Based on singular system theory, an
unknown input observer design is developed and the
observer gain matrix is determined in the sense of the
minimum covariance of error, which is inspired by the
design procedure of Kalman filter. The simulation results
illustrate that the presented method is effective. How to
design an unknown input observer with an unknown
input reconstruction for T-S fuzzy modes with stochastic
noise will be our further research work.
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Shenghui Guo received his M.S. degree
from Hebei University of Technology,
China, in 2009. He is currently pursuing
a Ph.D. in Control Theory and Control
Engineering in Tongji University, China.
His research interests include observer
design, model-based fault detection, and
fault-tolerant control.
Fanglai Zhu received his Ph.D. degree
in Control Theory and Control Engineer-
ing from Shanghai Jiao Tong University
in 2001. Now he is a professor of Tongji
University, China. His research interests
include nonlinear observer design, cha-
otic synchronization based on observer,
system identification, and model-based
fault detection and isolation.
Liyun Xu received his Ph.D. degree from
Shanghai Jiaotong University, China, in
2001, Postdoctor of Vienna University of
Technology in 2005, and visiting scholar
of Politecnico di Milano in 2010. He
joined the faculty of Tongji University,
and currently is an associate professor at
the School of Mechanical Engineering.
His research interests include system
modelling and optimization, fault diagnosis, and intelligent
manufacturing.