Pole Placement Observer Design: Dr. Radhakant Padhi

Lecture – 22
Pole Placement Observer Design
Dr. Radhakant Padhi

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Outline
z Philosophy of observer design
z Full-order observer
z Reduced (Minimum) order observer
ADVANCED CONTROL SYSTEM DESIGN 2

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Philosophy of Observer Design
z In practice all the state variables are not
available for feedback. Possible reasons include:
• Non-Availability of sensors
• Expensive sensors
• Available sensors are not acceptable (due to high
noise, high power consumption etc.)
z A state observer estimates the state variables
based on the measurements of the output over a
period of time.
z The system should be “observable”.
Full-order Observer Design
Dr. Radhakant Padhi

Asst. Professor
State Observer Block Diagram
Plant : X = AX + BU
y = CX (single output) Plant
Let the observed state be X . Let the

observer dynamics be
State observer
X = AX + BU + K e y
Ref: K. Ogata: Modern Control
Engineering, 3rd Ed., Prentice
Error : (
E X − X ) Hall, 1999

Observer Design: Concepts
Error Dynamics:

E = X − X
+ BU
= ( AX + BU ) − ( AX + K y)
e
and substitute y = CX
Add and Substract AX
+ AX
= AX − AX − AX + BU − BU
− K CX
e
= ( A − A ) X + A ( X − X ) + ( B − B )U − K e CX
+ ( A − A − K C ) X + ( B − B )U
∴ E = AE e
Strategy: 1. Make the error dynamics independent of X

2. Eliminate the effect of U from eror dynamics

Observer Design: Concepts
z This leads to: A = A − K eC
B = B
z Error dynamics: = ( A− K C) E
E = AE e
z Observer dynamics

X = AX + BU + K e y − CX

( )
Residue

Observer Design: Full Order
z Goal: Obtain gain Ke such Necessary and
that the error dynamics are sufficient condition for
asymptotically stable with the existence of Ke :
sufficient speed of
The system should be
response. completely observable!
z ÃT =AT – CTKeT. Hence the

problem here becomes the
same as the pole
placement problem!

Comparison with Pole
Placement Design
Controller Design Observer Design
z Dynamics z Dynamics
X = ( A − BK ) X = ( A− K C) E
E = AE e
z Objective z Objective
X ( t ) → 0, as t → ∞ E ( t ) → 0, as t → ∞
z Notice that
λ ( A − K e C ) = λ ⎡( A − K e C ) ⎤
T
⎣ ⎦
(
= λ AT − C T K eT )
Observer Design as a Dual
Problem
Consider the dual problem with input v and output y *
Z = AT Z + C T v
y* = BT Z
Pole placement design for this problem
with desired observer roots at μ1 "" μn yields
( )
sI − AT − C T K o = ( s − μ1 )" ( s − μn )
Now equating observer characteristic equation
to the RHS of the above equation
we get K e = K oT

Observer Design: Method – 1
z For systems of low order (n ≤ 3)
z Check Observability
z Define Ke = [k1 k2 k3]T
z Substitute this gain in the desired characteristic

polynomial equation
sI − ( A − K e C ) = ( s − μ 1 )" ( s − μ n )
z Solve for the gain elements by equating the like
powers on both sides

Step:1 | sI − A | = s n + a 1 s n − 1 + a 2 s n − 2 + " + a n − 1 s + a n
fin d a i 's
Step:2 ( s − μ 1 ) " ( s − μ n ) = s n + α 1 s n −1 + α 2 s n − 2 + " + α n

find α i ' s
Step:3 Follow a similar approach as in pole placement

control design (i.e. Bass-Gura approach)
to compute the observer gain.

⎡ (α n − a n ) ⎤
⎢ ⎥
− 1 ⎢ ( α n −1 − a n −1 ) ⎥
(
K e = WN T ) ⎢ # ⎥
⎢ ⎥
⎢ (α 1 − a1 ) ⎥
⎣ ⎦
W here N = ⎡⎣ C T A T C T """ ( A T ) n -1 C T ⎤⎦
⎡ a n −1 " a1 1⎤
⎢ # $ 0 ⎥⎥
W = ⎢
⎢ a1 $ " #⎥
⎢ ⎥
⎣ 1 " " 0⎦

Ackerman’s Formula
−1
⎡ C ⎤ ⎡0 ⎤
⎢ CA ⎥ ⎢0 ⎥
⎢ ⎥ ⎢ ⎥
⎢ # ⎥ ⎢0 ⎥
K e = φ ( A) ⎢ ⎥ ⎢ ⎥
⎢ # ⎥ ⎢# ⎥
⎢CAn − 2 ⎥ ⎢ # ⎥
⎢ n −1 ⎥ ⎢ ⎥
⎢⎣ CA ⎥⎦ ⎢⎣1 ⎥⎦
φ ( A) = An + α1 An −1 + """ + α n −1 A + α n I

Example: Observer Design
⎡0 20.6 ⎤ ⎡0 ⎤
A=⎢ ⎥ ; B = ⎢ ⎥ ; C = [ 0 1]
⎣1 0 ⎦ ⎣1 ⎦
Assume the desired eigen values of the observer
μ1 = −1.8 + 2.4 j; μ 2 = −1.8 − 2.4 j
Step : 1 observability n = 2
⎡1 0 ⎤
⎡⎣C T
A C ⎤⎦ = ⎢
T T
⎥ ; rank = 2
⎣0 1 ⎦
Step : 2 Characteristic equation
s −20.6
sI − A = = s 2 − 20.6 = s 2 + a1 s + a2 = 0
−1 s
Example: Observer Design
a1 = 0; a2 = −20.6
Step : 3 Desired Characteristic Equation
( s + 1.8 − 2.4 j )( s + 1.8 + 2.4 j ) = s 2 + 3.6 s + 9 = s 2 + α1 s + α 2 = 0
α1 = 3.6; α 2 = 9
Step : 4 Observer gain
⎡α 2 − a2 ⎤ ⎡1 0 ⎤ ⎡9 + 20.6 ⎤
K e = (WN ) ⎢
T −1
⎥ = ⎢0 1 ⎥ ⎢ 3.6 − 0 ⎥
⎣ α1 − a1 ⎦ ⎣ ⎦⎣ ⎦
⎡ 29.6 ⎤
Ke = ⎢ ⎥
⎣ 3.6 ⎦

Separation Principle
System dynamics X = AX + BU
y = CX
State feedback control based on observed state is U = − K X
State equation X = AX − BKX = ( A − BK ) X + BK X − X ( )
error E (t ) = X − X
hence X = ( A − BK ) X + BKE
observer error equation
E = ( A − K e C ) E

⎡ X ⎤ ⎡ A − BK BK ⎤ ⎡ X ⎤
Combined equation: ⎢ ⎥ = ⎢
⎣ E ⎦ ⎣ 0 A − K e C ⎦⎥ ⎢⎣ E ⎥⎦
Characteristic equation for the Observer-State-Feedback system
sI − A + BK − BK Hence Observer design and
=0 Pole placement are
0 sI − A + K e C
independent of each other!
sI − A + BK sI − A + K e C = 0
This is known as “Separation
Theorem”.
Poles due to Poles due to
controller Observer
Closed Loop System
Ref: K. Ogata:
Modern Control
Engineering, 3rd
Ed., Prentice Hall,
1999
Fig: Observed State feedback Control System

Reduced-order Observer Design
Dr. Radhakant Padhi

Asst. Professor
Reduced Order Observer
z Some of the state variables may be
accurately measured .
z Suppose X is an n - vector and the output
y is an m - vector that can be measured .
• We need to estimate only (n-m) state
variables.
• The reduced-order observer becomes
(n-m)th order observer.

Block diagram:
State feedback control with minimum order observer
Ref : K. Ogata: Modern

Control Engineering,
3rd Ed., Prentice Hall,
1999

State Equation for the Reduced
order observer
Let m = 1, X = AX + Bu
y = CX
⎡ xa ⎤ ⎡ Aaa A ab ⎤ ⎡ xa ⎤ ⎡ Ba ⎤
⎢ ⎥=⎢ ⎥ ⎢ ⎥ + ⎢ ⎥u
⎣ X b ⎦ ⎣ Aba Abb ⎦ ⎣ X b ⎦ ⎣ Bb ⎦
⎡ xa ⎤
y = [1 0] ⎢ ⎥
⎣ Xb ⎦
xa = scalar , X b = (n − 1) vector
State Equation for the Reduced
order observer
• The equation for the measured portion of the state,
xa = Aaa xa + Aab X b + Ba u
xa − Aaa xa − Ba u = Aab X b
• The equation for the unmeasured portion of the state ,

X = A x + A X + B u
b ba a bb b b
• Terms Aba xa and Bbu are "known quantities"

Full order and Reduced order
observer comparison
• State/output equation for the full order observer :
X = AX + Bu
y = CX
• State/output equation for the reduced order observer:

X = A X + A x + B u
b bb b ba a b
xa − A aa xa − Ba u = Aab X b

Full order and Reduced order
observer comparison
Full – Order State Observer Reduced Order State observer
X X b
A Abb
Bu Aba xa + Bbu
y xa − Aaa xa − Ba u
C Aab
K e (n × 1 matrix) K e [(n − 1) ×1 matrix]
Fig : List of Necessary Substitutions for Writing the Observer

Equation for the Reduced Order State Observer.

Observer Equation
• Full order Observer equation :

X = ( A − K eC ) X + Bu + K e y
• Making substitutions from the table,

X b = ( Abb − K e Aab ) X b + Aba xa + Bb u + K e ( xa − A aa xa − Ba u )
i.e.
X b − K e xa = ( Abb − K e Aab ) X b + ( Aba − K e Aaa ) y + ( Bb − K e Ba )u
= ( A − K A )( X − K y )
bb e ab b e
+ [ ( Abb − K e Aab ) K e + Aba − K e Aaa ] y + ( Bb − K e Ba )u

Observer Equation
• Define
X b − K e y = ( X b − K e xa ) η
(
X b − K e y = X b − K e xa η )
• Then η = ( Abb − K e Aab )η +

[ ( Abb − K e Aab ) K e + Aba − K e Aaa ] y + ( Bb − K e Ba )u
This is reduced order observer.

Observer Error Equation
We have:
X b = Abb X b + ( Aba xa + Bbu )

X b = ( Abb − K e Aab ) X b + ( Aba xa + Bb u ) + K e Aab X b
Subtracting:
X b − X b = ( Abb X b − K e Aab X b ) − ( Abb − K e Aab ) X b
(
= ( Abb − K e Aab ) X b − X b

)
E
i.e. E = ( Abb − K e Aab ) E

( )
where E X b − X b = (η −η )
Gain Matrix Computation
Necessary Condition
The error dynamics can be chosen provided the rank of matrix
⎡ Aab ⎤
⎢ ⎥
A A
⎢ ab bb ⎥
⎢ . ⎥ is ( n − 1) . This is complete observability condition
⎢ ⎥
⎢ . ⎥
⎢ A An-2 ⎥
⎣ ab bb ⎦
Characteristic Equation:
sI − Abb + K e Aab = ( s − μ1 )( s − μ2 )........( s − μn -1 )
= s n −1 + αˆ1s n − 2 + .......... + αˆ n -2 s + αˆ n-1 = 0
where μ1 , μ2 ,.....μn-1 are desired eigenvalues of error dynamics
The Characteristic Equation
⎡αˆ n −1 − aˆn −1 ⎤ ⎡αˆ n −1 − aˆn −1 ⎤
⎢αˆ − aˆ ⎥ ⎢αˆ − aˆ ⎥
⎢ n−2 n−2 ⎥ ⎢ n−2 n−2 ⎥
K e = Qˆ ⎢ . ⎥ = (WN
ˆ ˆ T ) −1 ⎢ . ⎥
⎢ ⎥ ⎢ ⎥
⎢ . ⎥ ⎢ . ⎥
⎢ αˆ1 − aˆ1 ⎥ ⎢ αˆ1 − aˆ1 ⎥
⎣ ⎦ ⎣ ⎦
where
Nˆ = ⎡⎣ AabT
| T
Abb T
Aab | ..... | ( Abb ) Aab ⎤⎦ : (n − 1) × (n − 1) matrix.
T n−2 T
⎡ aˆn − 2 aˆn −3 ....... aˆ1 1⎤

⎢ aˆ aˆn − 4 ....... 1 0 ⎥⎥
⎢ n −3
⎢. . . . ⎥
Wˆ = ⎢ ⎥: (n − 1) × (n − 1) matrix .
⎢. . . . ⎥
⎢ aˆ1 1 0 0 ⎥
⎢ ⎥
⎣⎢1 0 . . . 0 0 ⎦⎥
The Characteristic Equation
• aˆ1 , aˆ2 ,......aˆn-2 are coefficients in the characteristic equation
sI − Abb = s n-1 + aˆ1s n -2 + .... + aˆn-2 s + aˆn-1 = 0.
−1
⎡ Aab ⎤ ⎡0 ⎤
⎢ ⎥ ⎢0 ⎥
⎢ Aab Abb ⎥ ⎢ ⎥
⎢ . ⎥ ⎢. ⎥
⎢ ⎥ ⎢ ⎥
• Ackermann's formula : K e = φ ( Abb ) ⎢ . ⎥ ⎢. ⎥
⎢ . ⎥ ⎢. ⎥
⎢ ⎥ ⎢ ⎥
⎢ Aab Abb ⎥
n −3
⎢ 0⎥
⎢ n−2
⎥ ⎢ ⎥
⎢⎣ Aab Abb ⎥⎦ ⎣1 ⎦
where φ ( Abb ) = Abbn-1 + αˆ1 Abbn-2 + ..... + αˆ n − 2 Abb + αˆ n −1 I
• The system characteristic equation can be derived as
sI - A + BK sI - Abb + K e Aab = 0
Poles due to pole Poles due to reduced

placement order Observer
• Therefore the pole-placement design and the design of

the reduced order observer are independent of each other.

Example
Problem : Consider the system
X = AX + Bu
y = CX
where
⎡ 0 1 0⎤ ⎡0 ⎤
A = ⎢⎢ 0 0 1 ⎥⎥ , B = ⎢⎢0 ⎥⎥ , C = [1 0 0]
⎢⎣ −6 − 11 − 6 ⎥⎦ ⎢⎣1 ⎥⎦
Assume that the output y can be accurately measured.
Design minimum order observer assuming that the
desired eigen values are:
μ1 = − 2 + j 2 3 , μ2 = − 2 − j 2 3
Example
Characteristic equation:
sI − Abb + K e Aab = ( s − μ1 )( s − μ2 )
= ( s + 2 − j 2 3)( s + 2 + j 2 3) = s 2 + 4s + 16 = 0
Ackermann's formula:
−1
⎡ Aab ⎤ ⎡ 0⎤
K e = φ ( Abb ) ⎢ ⎥ ⎢1⎥
A A
⎣ ab bb ⎦ ⎣ ⎦
where φ ( Abb ) = Abb2 + αˆ1 Abb + αˆ 2 I = Abb2 + 4 Abb + 16 I
⎡ xa ⎤ ⎡ 0 1 0⎤ ⎡0 ⎤
⎡ xa ⎤ ⎢ ⎥ ⎢ 0
X = ⎢ ⎥ = ⎢ x2 ⎥ , A = ⎢ 0 1 ⎥⎥ , B = ⎢⎢0 ⎥⎥
⎣ Xb ⎦ ⎢x ⎥ ⎢⎣ −6 − 11 − 6 ⎥⎦ ⎢⎣1 ⎥⎦
⎣ 3⎦
Example
⎡ 0⎤
Here Aaa = 0 , Aab = [1 0], Aba = ⎢ ⎥
⎣ −6 ⎦
⎡ 0 1⎤ ⎡0 ⎤
Abb = ⎢ ⎥ , Ba = 0, Bb = ⎢ ⎥
⎣ −11 − 6 ⎦ ⎣1 ⎦
Hence
⎧⎪ ⎡ 0 1⎤
2
⎡ 0 1⎤ ⎫ −1
⎡1 0 ⎤ ⎪ ⎡1 0 ⎤ ⎡0 ⎤
Ke = ⎨⎢ ⎥ + 4⎢ ⎥ + 16 ⎢ ⎥ ⎬⎢ ⎥ ⎢1 ⎥
⎪⎩ ⎣ −11 − 6 ⎦ ⎣ −11 − 6 ⎦ ⎣ 0 1⎦ ⎪⎭ ⎣ 0 1 ⎦ ⎣ ⎦
⎡5 − 2 ⎤ ⎡0 ⎤ ⎡ −2 ⎤
= ⎢ ⎥ ⎢ ⎥ =⎢ ⎥
⎣ 22 17 ⎦ ⎣1 ⎦ ⎣17 ⎦
Example
Observer equation:
η = ( Abb − K e Aab )η + ⎡⎣( Abb − K e Aab ) K e + Aba − K e Aaa ⎤⎦ y
+ (B − K B )u
b e a (
Note: η X − K y = X − K x
b e b e 1 )
⎡ 0 1⎤ ⎡ −2 ⎤ ⎡ 2 1⎤
Abb − K e Aab = ⎢ ⎥ − ⎢ ⎥ [1 0] = ⎢
⎣ −11 − 6 ⎦ ⎣17 ⎦ ⎣ −28 − 6 ⎥⎦
Substituting various values,
⎡η2 ⎤ ⎡ 2 1⎤ ⎡η2 ⎤ ⎡ 13 ⎤ ⎡0 ⎤
⎢ ⎥=⎢ ⎥ ⎢ ⎥+⎢ ⎥ y + ⎢ ⎥u

⎢⎣η3 ⎥⎦ ⎣ −28 − 6 ⎦ ⎢⎣η3 ⎥⎦ ⎣ −52 ⎦ ⎣1 ⎦
Example :
⎡η2 ⎤ ⎡ x2 ⎤
⎢η ⎥ = ⎢ x ⎥ − K e y
⎣ 3⎦ ⎣ 3⎦
⎡ x2 ⎤ ⎡η2 ⎤
⎢ x ⎥ = ⎢η ⎥ + K e x1
⎣ 3⎦ ⎣ 3⎦
If the observed state feedback is used, then

⎡ x1 ⎤
u = − KX = − K ⎢⎢ x2 ⎥⎥
⎢⎣ x3 ⎥⎦
where K is the state feedback matrix.
Comment
z Reduced order observers are
computationally efficient.
z Reduced order observers may converge
faster.
z Sometimes its advisable to use a full-
order observer even if its possible to
design a reduced-order observer.

References
z K. Ogata: Modern Control Engineering,

3rd Ed., Prentice Hall, 1999.
z B. Friedland: Control System Design,

McGraw Hill, 1986.


Pole Placement Observer Design: Dr. Radhakant Padhi

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Lecture – 22

Pole Placement Observer Design

Dr. Radhakant Padhi

z Reduced (Minimum) order observer

ADVANCED CONTROL SYSTEM DESIGN 2

Dr. Radhakant Padhi

Let the observed state be X . Let the

ADVANCED CONTROL SYSTEM DESIGN 5

Strategy: 1. Make the error dynamics independent of X

ADVANCED CONTROL SYSTEM DESIGN 6

ADVANCED CONTROL SYSTEM DESIGN 7

z ÃT =AT – CTKeT. Hence the

ADVANCED CONTROL SYSTEM DESIGN 8

ADVANCED CONTROL SYSTEM DESIGN 10

z Define Ke = [k1 k2 k3]T

z Substitute this gain in the desired characteristic

ADVANCED CONTROL SYSTEM DESIGN 11

Step:2 ( s − μ 1 ) " ( s − μ n ) = s n + α 1 s n −1 + α 2 s n − 2 + " + α n

Step:3 Follow a similar approach as in pole placement

ADVANCED CONTROL SYSTEM DESIGN 12

ADVANCED CONTROL SYSTEM DESIGN 13

ADVANCED CONTROL SYSTEM DESIGN 14

ADVANCED CONTROL SYSTEM DESIGN 16

ADVANCED CONTROL SYSTEM DESIGN 17

Fig: Observed State feedback Control System

ADVANCED CONTROL SYSTEM DESIGN 19

Dr. Radhakant Padhi

ADVANCED CONTROL SYSTEM DESIGN 21

Ref : K. Ogata: Modern

ADVANCED CONTROL SYSTEM DESIGN 22

• The equation for the unmeasured portion of the state ,

• Terms Aba xa and Bbu are "known quantities"

• State/output equation for the reduced order observer:

ADVANCED CONTROL SYSTEM DESIGN 25

Fig : List of Necessary Substitutions for Writing the Observer

ADVANCED CONTROL SYSTEM DESIGN 26

+ [ ( Abb − K e Aab ) K e + Aba − K e Aaa ] y + ( Bb − K e Ba )u

ADVANCED CONTROL SYSTEM DESIGN 27

• Then η = ( Abb − K e Aab )η +

This is reduced order observer.

ADVANCED CONTROL SYSTEM DESIGN 28

i.e. E = ( Abb − K e Aab ) E

⎡ aˆn − 2 aˆn −3 ....... aˆ1 1⎤

Poles due to pole Poles due to reduced

• Therefore the pole-placement design and the design of

ADVANCED CONTROL SYSTEM DESIGN 33

If the observed state feedback is used, then

ADVANCED CONTROL SYSTEM DESIGN 39

z K. Ogata: Modern Control Engineering,

z B. Friedland: Control System Design,

ADVANCED CONTROL SYSTEM DESIGN 40

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• Then η = ( Abb − K e Aab )η +

i.e. E = ( Abb − K e Aab ) E

If the observed state feedback is used, then