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A bstract-Most industrial processes are complex systems characterized The Luenberger-type observer is another widely used means
by nonlinearity, high order, and even implicit dynamics. The design of a for system state estimation. In comparison with the Kalman
Luenherger-type observer or an extended Kalman filter for state estima- filter, it provides more design freedom to include some
tion of such systems presents, in general, considerable difficulties. In this
paper, i t is shown that a state estimator can be designed and implemented
properties such as robustness to system parameter variation.
very easily if the system is output-decoupled, as is often the case in Generally speaking, computational expenditure of an observer
process monitoring and control applications. Simulation study and is much less than that of a Kalman filter. However, the main
experiments on an experimental water pipeline show that the proposed drawback of the Luenberger-type observer is that it gives
estimator works very well. Its estimation accuracy is nearly the same as essentially no consideration to measurement noise. Besides,
(hat of an extended Kalman filter, while its computational expenditure is
almost as small as the real-time system model.
for nonlinear systems, observer design still remains a very
difficult task [ 11, [ 131.
Owing to the reasons mentioned above, applications of
I. INTRODUCTION optimal filter and Luenberger observer to most industrial
processes are not so widespread and successful as might be
S TATE ESTIMATION theory for linear dynamic systems
has been fully developed over the past 20 years. However,
most industrial systems, such as hydraulic, chemical, and
expected from their theoretical development. State variables of
many industrial processes are still estimated by real-time
thermal systems are nonlinear. They may also be characterized process models [4], [SI.
by high order or distributed parameter. Moreover, dynamics In this paper, we attempt to tackle the state estimation
of some systems are expressed in implicit form, which often problem for a class of complex systems, namely, systems that
requires an iterative solution technique. State estimation of are output decoupled. This is different from discussions about
these complex systems still remains a challenge to control the reduced-order observer o r the reduced-order Kalman filter
engineers. such as in [3]. A state estimator of simple structure is proposed
The Kalman filter is a powerful means for state estimation whose computational expenditure is only about the same as a
[6], ["I, [ l l ] . It may give an optimal estimation of system real-time process model. A simulation study on a fluid
state in an ideal environment. However, there are a few facts pipeline, which is a nonlinear high-order system, shows that
one has to bear in mind: estimation accuracy of this estimator is almost as good as that
1) The optimal filter is optimal only for linear systems with of an extended Kalman filter.
linear measurement and also when knowledge of system 11. O N STATE ESTIMATION
OF OUTPUT-DECOUPLED COMPLEX
dynamics and noise statistics is accurate enough; SYSTEMS
2) The Kalman filter is more suitable for simple systems
than for complex ones with respect to the computational We consider here a class of complex systems that often
burden of both computer and designer. For the computer, on- emerges in process monitoring and control. Some charactcris-
line calculation of filter gain matrix often requires a heavy tics of these systems are:
computational expenditure. For the designer, it is always 1) The system is stable by itself or under control;
difficult to determine a precise statistical model of the system 2 ) The state of the system may be observed by a real-time
uncertainty and measurement noise [9]; system model; however, some kind of filter or observer is
3) For nonlinear systems, although an extended Kalman required to improve estimation accuracy and to reduce its
filter may be used, it does not necessarily work well. Problems sensitivity to uncertainties;
such as divergency and poor estimation accuracy may be 3) The system is output decoupled, which means there exists
encountered in some applications; one-to-one correspondence between the individual system
4) Since implementation of a Kalman filter is done almost state and system output variable. This is often the case in
always with certain approximations, the optimal filter is applications to pipeline networks, river systems. and some
probably never optimal in the real world. other industrial processes;
4) System input and output are measured by industrial
instrumznts with known precision.
Manuscript received July 27, 1987; revised March 1, 1988. This work was
supported by the Science Fund of the Chinese Academy of Science. To describe such a system in general, we may use the
The authors are with the Department of Automation, Tsinghua University, following implicit discrete-time state-space model:
Beijing, China.
IEEE Log Number 8822 151. F(Xk+l,xk, Uk+I+tk+I)=O (1)
where xk+ I , xk E R" are system state vectors at time k + 1 rate design procedure, possible divergency, and/or poor
and k , respectively, U E R Qis a system input vector, and 4 E estimation accuracy.
R Q is zero-mean Gaussian input measurement noise. It is Considering the difficulties associated with the design of the
assumed that state xk+ I is uniquely determinable from (1) if general form observer or filter ( 5 ) , we examine here a special
x k , Uk + and l k + are known. Generally speaking, a solution form of observer that results in a very simple design
of & + I can be determined by an iterative optimization procedure. To begin with, we assume that the dimension of
technique [ 101 such as in the case of the river routine problem output in ( 2 )is m = 1. Any measurable state may serve as the
[41. system output, but here we choose to specify cI = 1 so that (2)
The measurement model of output-decoupled systems is simplifies to
given by
Yk=xlf)+q7/,. (6)
Yk= cxk + q k (2)
Then, the estimator ( 5 ) becomes
or
where x; = [ x f ) ,x f ) , . . , x p ) ] E R", is a state vector, y ; The validity of this assumption will be discussed later. In this
= [Jy,
Yj?', . . . ,yi")] E R", m 5 n , is an output vector, c, case, we need only to design g l . Rewrite (7) as
is the instrument coefficient of an i* output variable, q t ) ,
zero-mean Gaussian noise, is a measurement error of i"
output, and C is a measurement matrix defined by (2)and (3).
A state estimator may be an open-loop or a close-loop system.
As an open-loop state estimator, the real-time system model and remember that i?fi is an estimate of x t i I by the real-
time model (4) and Y k + I is the noise contaminated x f i I . In this
manner, the design of an observer gain turns out to be a
problem of how to obtain an optimal estimation of x t i I from
may suffer from slow convergency speed of initial estimation both of its observations 2 ! t I l kand y k + l with different
error and high sensitivity to modelling uncertainty and precision. Assume that i ! -
I;
,k X ( x f i I , ul), while yk+ -
measurement noise. For this reason, the Luenberger-type x(xjfiI , U*). Since observations of Yk+ I and 2:; I ! k(the latter
observer or the Kalman filter are often used, which have is obtained from input measurement U + [ and system model
feedback from the difference between measured and estimated (4)) are generally independent of each other, then from the
states maximum likelihood principle, an optimal estimation of xi1;I
i k + l = g k + l ! k + G(yk+l-cik+l;k) ( 5 ) may be determined by maximizing the joint probability density
where i k + Ilk is the system state at instant k +
1 estimated by
real-time model (4) based on the estimated state at instant k ,
and G is the estimation error weighting matrix (or estimator
gain matrix). In the case of the extended Kalman filter, G is
calculated on-line whilst a constant G is often used in a
Luenberger observer. In both cases, the design and computing
of G may cause a number of theoretical and practical
problems. The first problem to be considered in designing G is
to make the feedback system (5) stable. The second is to obtain
an optimal estimator in the sense of least square error or
maximum likelihood. Then there may be problems of robust-
ness, etc. Thus, it can be appreciated that for a complex
system with nonlinearity, high order, and even implicit
dynamics, the design of Luenberger observer weighting
matrix G with good properties is in general very difficult,
while the computation of an optimal filter gain G is very time-
and storage-consuming . Besides, since an extended Kalman
filter is based on linearization, it may suffer from overelabo-
T A 0 AND FANG. ESTIMATION OF COMPLEX SYSTEMS 47 1
It is obvious that
initial convergency speed will be satisfactory. So far, we have assumed that the dimension of output in ( 2 )
is m = 1. It is obvious that the use of still more output
In its normal tracking stage, direct determination of uI may
variables (m > 1) will bring no difficulty to the design of G
present some difficulty, so that it becomes inconvenient to use
since its element g, can be treated independently.
(13). However, in this case, g l can be determined directly,
e.g., from real-time data of iyi I and yk+ by minimization 111. APPLICATION ESTIMATION
TO STATE OF FLUID
PIPELINE
K2 Pipelines are widely used in hydroelectrical installations,
Min (yk+l-X~~l~k)2- (1 5 ) nuclear and thermal power stations, and fuel supply systems as
'I K=KI well as in gas, oil, water, and slurry transportation. For the
purpose of monitoring, control and economic operation, real
This optimization problem may be solved by a nongradient
time estimation of the dynamic distribution of pressure and
method such as that described by Eykhoff [2].In this way,
flow along a pipeline is highly desirable.
determination of uI and u2 is not needed.
From the basic nonlinear partial differential equations of
Recall the assumption made in (9) that every g, equals zero
pipeline dynamics [ 141, a nonlinear discrete-space discrete-
except g l . Thus, a question naturally arises about how much
time state space model of pipeline can be obtained [13].
this feedback from only one output to one system state can
Consider a fluid pipeline shown in Fig. 1 with total length L,
contribute to the entire state estimation xk = [ x y ) ,x f ) , e ,
x f ) I T . This problem is important also because it strongly and assume that there are no power sources or branch nodes
within it. By discretizing L, into N equal-length sections and
relates with the problem of optimal location design of process
defining the state vector of the pipeline as
transducer.
In fact, in the system (4), (7)-(9), feedback from a scalar Xk =
x(2), . . . x(N- I ) , X(N), . . . , X ( 2 N ) ]7-
output y k + l to one system state x y i , at time k 1 means a +
feedback from yk+ I to all states xt\,, i = 1, 2, . . . , n at time =[HI,f f z , . * * , "-1, Qo, QI, ' ' ' 9 QNI;
k + 2. However, this feedback from yk+ to xk+2 is carried where * denotes the transpose of [ .]; Hiand Q,, i = 0 , 1,
[ e ]
out by the system itself, which can be seen by considering a 2, . . . , N are piezometric head and flowrate respectively at
linear system discrete points throughout the pipeline, and k denotes the kth
System: Xk+ I =AXk + BUk+ 1, yk = CXn (16) sampling moment (discrete time coordinate). For simplicity,
the pipeline inner diameter and friction factor are assumed to
State estimator: & I =A i k + Buk+I , + GC(xk+I -2k+ ~ ; k ) be uniform over the whole length of pipeline. Then the state
space representation of the pipeline can be obtained as
(17)
where all the elements of matrix GC are zero except the
x k +I = A X / + + U + S k + I , Q,2 0
, MxL.852 (19)
element locating at the first row and first column. Then, it is where Q; 2 0 means fluid always flows downstream and
472 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL 35. NO 3, AUGUST 1988
0 0 : *
. . I
I . . .
II
* 1/2 0 1/2 ; * 0
I
I .
0 . . . 0 1/2 0
I
I O . . . . . 0 b/2 0 - b/2
A=
-1/b 0 . . . . . 0
I
; 0 1 0 . . . . . . . 0
I
* II
I
* II
1/2 b 0 . 0
. .
I
I
I
. .
0 0 ; *
. . 1
I . . .
I
* - 1/2b 1 0
1
I .
I
o . . . . a 0 l / b j
I
0 . . e . . . . 0 1 0
I
o...0 ; -r/2 0 r/2 0 . 0 corresponding energy equation and fluid state equations are
I
I considered.
I
I
. I . . -r/2 b 0 - r/2b
I
I
I
I .
I
o...o; 0 . . . . 0 -r/b 0
I
T A 0 A N D F A N G . ESTIMATION OF COMPLEX SYSTEMS 473
.3?
Extended
.-_.. Kalman F i l t e r l E K F l
~ proposed estimator .3?
solenoid -L_l j
valve
Fig. 5 . Schematic layout of the experimental pipeline system
E
c
YO1 1 -m e a s u r e d
..... e s t i m a t e d
H j
orooosed estimator
H3 b y t h e
. . .
0. .I .2 .3 .4 .5 .6 .7 .B .? 1. Igs)
U 1 7
Fig. 4. Relationship between average estimation errors and g,
6 20
Thus, according to (13), g, should be
: I
N
This approximately meets the experimental result given in Fig. 0. 0.5 1.0
4 where J(Qo), J(Qt2),J(H2), and J(H,,) reach their Fig. 6. Estimation and measured piezomctric head at 20 in. (H,).
respective minimal values when g, are 0.35, 0.39, 0.4, and
0.47. It is interesting to give it a physical interpretation. This
pipeline system has three measurements Qo, Ho, and H l z ,but TABLE I
COMPARISON OF ESTIMATION ACCURACY
theoretically only two boundary conditions, one at the up-
stream end and another at the downstream end, are sufficient. J(H3) JIROI J 1818)
the downstream end, since friction of the pipeline is small, real-time model lg,=OI 1 .510 [ .5hlxIG~b I .517~10-~
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