Lecture

State Observer

Jean Carlo Grandas Franco

Escuela de ingeniería mecánica

June 7, 2020

ShortTitle Jean Carlo Grandas Franco

1. Introduction

I We assumed for pole-placement approach that all state

variables are available for feedback, however, in the practice
this is not always the case. Thus, we need to estimate
unmeasurable state variables through observation.
I If the state observer observes all state variables of the system,
it is called a full-order state observer.
I If the observer estimate fewer than n state variables, then it is
a reduced-order state observer, which can be reduced at its
minimum possible (minimum-order state observer).

ShortTitle Jean Carlo Grandas Franco

2. State Observer

I A state observer estimates the state variables based on the

measurements of the output and control variables. For this
case, observability is required.
I Let consider the plant defined by:

ẋ = Ax + Bu

y = Cx

I The model of the observer is similar to the plant, except for an

error term to compensate inaccuracies.

x̃˙ = Ax̃ + Bu + Ke (y − C x̃)

ShortTitle Jean Carlo Grandas Franco

2. State Observer

We can rewrite the above expression as:

x̃˙ = (A − Ke C )x̃ + Bu + Ke y

ShortTitle Jean Carlo Grandas Franco

2.1 Full-order state Observer

I For the case, the order of the observer is the same as that of
the plant.
I The error equation can be derived by subtracting the observer
equation from the plant.

ẋ − x̃˙ = (A − Ke C )(x − x̃)

I The difference between x and x̃ is defined as the error.

e = x − x̃

I Thus, the equation becomes.

ė = (A − Ke C )e

ShortTitle Jean Carlo Grandas Franco

2.1 Full-order state Observer

I The dynamic from the above equation is determined by the

eigenvalues of A − Ke C . For this case, the error must
converge to 0.
I If the plant is completely observable, the Ke can be chosen to
obtain arbitrary eigenvalues.

ShortTitle Jean Carlo Grandas Franco

2.1 Dual problem

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

determining the observer gain matrix Ke to obtain desired
eigenvalues. The problem is thus equivalent to pole-placement.
I In designing the observer, we can solve the dual system of a
plant.
ż = A∗ z + C ∗ v
n = B ∗z

I assuming the control signal to be

v = −Kz

ShortTitle Jean Carlo Grandas Franco

2.1 Dual problem

I If the dual system is completely controllable, then the matrix

K can be determined such that A∗ − C ∗ K will yield a set of
desired eigenvalues.

|sI − (A∗ − C ∗ K )| = (s − µ1 )(s − µ2 ) · · · (s − µn )

I Nothing that:

|sI − (A∗ − C ∗ K )| = |sI − (A − K ∗ C )|

I If we compare the above polynomial with |sI − (A − Ke C )|,

then K ∗ = Ke .

ShortTitle Jean Carlo Grandas Franco

2.1 Dual system

For determining the Ke matrix, the dual system of the original

matrix must be controllable.
The transformation approach can be used to obtain state observer
gain matrix Ke .
   
αn − an α n − an
αn−1 − an−1  α − an1 
∗ −1  n1
Ke = Q  ..  = (WN )  ..
  

 .   . 
α1 − an α 1 − an

ShortTitle Jean Carlo Grandas Franco

2.1 Dual system

Q = (WN ∗ )−1
N = [C ∗ |A∗ C ∗ | · · · |(A∗ )n−1 C ∗ ]
 
an−1 an−2 · · · a1 1
an−2 an−3 · · · 1 0
W =  ... .. .. .. 
 

 . . . 
 a1 1 · · · 0 0
1 0 ··· 0 0
Ackermann’s formula
 −1  
C 0
  0
CA
..
  .. 
   
K ∗ = Ke = φ(A) 

.
 n−2   . 
  
CA  0
CAn−1 1
ShortTitle Jean Carlo Grandas Franco
2.2. Effects of the Addition of the Observer on a Closed-Loop System

In the pole-placement design process, we assume that the actual

state x(t) was available for feedback. In practice, however, this is
not always the case (that means, it is not measurable), so we will
need to design a observer and use the observed state x̃(t) for
feedback.

ShortTitle Jean Carlo Grandas Franco

2.2. Effects of the Addition of the Observer on a Closed-Loop System

I Consider a completely controllable and observable system

defined by equations:

ẋ = Ax + Bu

y = Cx

I For the state-feedback control we have

u = −K x̃

I Thus the state equation becomes

ẋ = Ax − BK x̃ = (A − BK )x + BKe

ShortTitle Jean Carlo Grandas Franco

2.2. Effects of the Addition of the Observer on a Closed-Loop System

I Lets consider again the error equation.

ė = (A − Ke )e

I Combining equations we obtain:

    
ẋ A − BK BK x
=
ė 0 A − Ke C e

I thus, the dynamics of the observed-state feedback control

system is:

|sI − A + BK | |sI − A + Ke C | = 0

ShortTitle Jean Carlo Grandas Franco

2.3. Transfer function of the Observer-Based Controller

I Assume that the plant is completely observable. The feedback

of the observer is u = −k x̃

x̃˙ = (A − Ke C − BK )x̃ + Ke y

u = −K ũ

I By taking Laplace transform and re-arranging, this results in

U(s)
= −K (sI − A + Ke C + BK )−1 Ke
Y (s)

ShortTitle Jean Carlo Grandas Franco