ESTIMATOR DESIGN

Bushra Tahir
Estimator Design
• Till now for control law assumption
• all the state-variables are available for feedback.

• In most cases, not all the state-variables are measured.

• The cost of the required sensors may be prohibitive
• It may be physically impossible to measure all of the state-
variables

• How to reconstruct all of the state-variables of a system

from a few measurements.
Estimator Design
• If the estimate of the state is denoted by 𝑥ො

ഥ
• So the control becomes 𝑢 = −𝐾 𝑥ො + 𝑁𝑟
Full-Order Estimators
• Full-order model of the plant dynamics

𝑥ොሶ = 𝐴𝑥ො + 𝐵𝑢

• where 𝑥ො is the estimate state of the actual state 𝑥

• Assumption:
• System (A, B) is known
• Small errors in in our knowledge of the system (A, B) would also
cause the estimate to diverge from the true state.
Full-Order Estimators
• Block diagram for the open-loop estimator
Full-Order Estimators
• If we can obtain the correct initial condition 𝑥(0) and set
𝑥(0)
ො equal to it.
• The estimated state would track the true state exactly.
• Hence this estimator will be satisfactory.

• If a poor estimate for the initial condition is made

• the estimated state would have a continually growing error or
• an error that goes to zero too slowly to be of use

• However, it is precisely the lack of information about 𝑥(0)

that requires the construction of an estimator.
Full-order Estimator
• Dynamics of the estimator
• Error in the estimator
𝑥෤ ≜ 𝑥 − 𝑥ො

• Dynamics of this error system

𝑥෤ሶ = 𝑥ሶ − 𝑥ොሶ = 𝐴𝑥,

෤ 𝑥෤ 0 = 𝑥 0 − 𝑥(0)
ො

• We want fast convergence of the state estimate to the true state.

• However, We have no ability to influence the rate at which the state

estimate converges to the true state. ( 𝑥෤ሶ = 𝑥ሶ − 𝑥ොሶ = 𝐴𝑥෤ )
Full-order Estimator
• Golden rule:
• When in trouble, use feedback.

• Feedback
• the difference between the measured and estimated outputs and
• correcting the model continuously with this error signal.
Full-order Estimator
• Block diagram for the closed-loop estimator
Full-order Estimator
• Equation for this scheme
𝑥ොሶ = 𝐴𝑥ො + 𝐵𝑢 + 𝐿 𝑦 − 𝐶 𝑥ො

• where L is the proportional gain defined as

𝐿 = [𝑙1 , 𝑙2 , . . . , 𝑙𝑛 ]𝑇

• and is chosen to achieve satisfactory error characteristics.

Full-order Estimator
• Dynamics of the error
• subtracting the state estimate equation from the state equation

𝑥ሶ = 𝐴𝑥 + 𝐵𝑢
𝑥ොሶ = 𝐴𝑥ො + 𝐵𝑢 + 𝐿 𝑦 − 𝐶 𝑥ො

𝑥෤ሶ = (𝐴 − 𝐿𝐶)𝑥෤

• The characteristic equation of the error is now given by

det[𝑠𝐈 − 𝐴 − 𝐿𝐶 ] = 0

• Stability of A-LC ensures the errors converge.

Full-order Estimator
• If we can choose L so that A-LC has stable and
෥ will decay to zero and
reasonably fast eigenvalues, 𝒙
remain there
• independent of the known forcing function u(t) and its effect on the
state x(t) and
• irrespective of the initial condition 𝑥෤ 0

• This means that 𝑥(𝑡)

ො will converge to x(t), regardless of the
value of 𝑥෤ 0

• Furthermore, we can choose the dynamics of the error to

be stable as well as much faster than the open-loop
dynamics determined by A.
Full-order Estimator
• Assumption: A, B, and C are identical in the physical plant
and in the computer implementation of the estimator.

• If we do not have an accurate model of the plant (A, B, and C ), the

dynamics of the error are no longer governed by 𝑥෤ሶ = (𝐴 − 𝐿𝐶)𝑥෤

• However, we can typically choose L so that the error system is still

at least stable and the error remains acceptably small, even with
(small) modeling errors and disturbing inputs.
Full-order Estimator
• Selection of L
• In the same fashion as K
• If we specify the desired location of the estimator error poles as

𝑠𝑖 = 𝛽1 , 𝛽2 , . . . , 𝛽𝑛

• Then the desired estimator characteristics equation is

𝛼𝑒 𝑠 = 𝑠 − 𝛽1 𝑠 − 𝛽2 . . . (𝑠 − 𝛽𝑛 )

• We can then solve for L by comparing coefficients