Observer and Controller Design

Using Time-Varying Gains:

Vladimir Polotski
Frontline Robotics,
1920 Research Road, U62,
NRC Uplands Campus
Ottawa, ON K1V984, Canada
Fax: (613) 739–2687
e-mail: vpolotski@frontline-robotics.ca
Duality and Distinctions
Stabilization of linear systems by state feedback is an important problem of the controller
design. The design of observers with appropriate error dynamics is a dual problem. This
duality leads, at first glance, to the equivalence of the responses in the synthesized
systems. This is true for the time-invariant case, but may not hold for time-varying
systems. We limit ourselves in this work by the situation when the system itself is time
invariant, and only the gains are time varying. The possibility of assigning a rapidly
decaying response without peaking is analyzed. The solution of this problem for observ-
ers using time-varying gains is presented. Then we show that this result cannot be ob-
tained for state feedback controllers. We also analyze the conditions under which the
observer error dynamics and the response of the closed loop time-varying controllers are
equivalent. Finally we compare our results to recently proposed observer converging in
finite time and Riccati-based continuous observer with limited
overshoots. 关DOI: 10.1115/1.1898230兴

1 Introduction
The classical results on the duality of controllability and ob-
servability of linear systems are well known and deeply analyzed
for both time invariant and time-varying linear systems 关1–3兴.
However, a significant difference may appear in the behavior of
the systems on the level of their transient responses. Our particu-
lar concern is the possibility to obtain the fast decay without peak-
ing, and we analyze from this point of view the problem of stabi-
lization using state feedback and the problem of state estimation
an observer. More precisely we compare the dynamics of closed
loop systems stabilized by state feedback with the errors dynamics
of full order observers. The latter is called sometimes the problem
of stabilization by output injection. This term proposed in 关4兴
emphasizes the difference between stabilization by feeding back
information about the system state, and the procedure of con-
structing a state observer and making the estimation errors con-
verge to zero by choosing appropriate observer gains.
Controller and observer settings are equivalent for the time-
invariant case, but this equivalence might disappear when the
gains become time-varying even though the system itself remains
time-invariant. Namely, it is possible to design a time-varying
observer with the fast decaying error almost without peaking 共or,
equivalently, to stabilize the system by output injection ensuring a
fast decay without large deviations兲. However, it is impossible to
obtain the analogous result 共fast and almost monotonous decay兲
for state feedback controllers, due to tight coupling between the
fast decay and large peaking in this case. This coupling has been
discussed in 关6兴 in the context of “cheap controller design,” and in
关5兴 where the detailed comparison of time-invariant controllers
and observers was presented. In 关7兴 the global stabilizability con-
ditions for nonlinear systems have been analyzed. Overshoots
共peaking兲 in high gain observers have been studied in 关8兴 in the
relationship with the design of globally bounded state feedback
protecting the plant from peaking present in state estimation loop.
This result is further extended in 关9兴 to the sampled data control
using high gain observers. Various discretization schemes have
Contributed by the Dynamic Systems, Measurement, and Control Division of
THE AMERICAN SOCIETY OF MECHANICAL ENGINEERS for publication in
the ASME JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CON-
TROL. Manuscript received July 5, 2002, final revision received July 14, 2004.
Review conducted by: M. Goldfarb.
been studied in this work and important relationship between ob-
server gains and sampling frequency has been established.
Two interesting results concerning the assignable observer be-
havior have recently appeared in IEEE Transactions on Automatic
Control: 关10,11兴. First of these papers describes an observer that
converges in finite time. A property of converging in finite time is
known for discrete systems and is rather unusual in continuous
time systems. The proposed observer contains a delay and turns
out to be time varying. In the second paper the continuous time-
varying observer that does not exhibit peaking is proposed. The
gains are defined using the solution of the Riccati matrix differ-
ential equation. As demonstrated below by examples 共Sec. 4兲 in
both cases the behavior of designed observers distinguishes them
from what is assignable by state feedback with constant or even
time-varying gains.
This difference between observers and controllers is the main
topic of the article. We show that the equivalent behavior can be
proven only if the dynamical matrix of the closed loop system
commutes with the transition matrix. This condition always holds
for the time-invariant case but may be violated 共and generally is兲
for the time-varying case. As a motivation for our interest we
should emphasize that the results of stabilization obtained by out-
put injection and by state feedback at first glance seem to be dual.
The paper is organized as follows. In the next section we for-
mulate the problem of getting the required terminal decay ensur-
ing at the same time small overshoots for both control and esti-
mation settings. Then we present our main results comparing the
behavior of the estimation errors in full order observers with the
transition processes in the systems stabilized by the state feed-
back. Two settings are equivalent only if the designed closed loop
matrices commute with corresponding state transition matrices
共matriciants兲. This is not generally the case, and two constructive
results are presented concerning a benchmark problem of getting
the fast decay with limited overshoots. Such a behavior is assign-
able for observers and not assignable for controllers. Finally we
present few examples illustrating our results, compare them with
recent results in similar directions and make some concluding
remarks. The results described in this paper have been presented
in part at the CDC96 关12兴 ACC99 关13兴.
2 Problem Formulation
Let us consider the time-invariant controllable and observable
single input single output 共SISO兲 system

Journal of Dynamic Systems, Measurement, and Control JUNE 2005, Vol. 127 / 267
Copyright © 2005 by ASME

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 ẋ = Ax + bu, 共1兲
y = c ⬘x 共2兲
where x共t兲 , b , c 苸 R ; u , y 苸 R; ⬘—denotes the transpose; pairs of
n
matrices 共A , b兲 and 共A , c兲 are, respectively, controllable and ob-
servable.
The questions to be discussed are the following: what kind of
behavior is assignable by means of a time-varying controller
u = − m⬘共t兲x, 共3兲
and respectively, what kind of error dynamics is assignable by
using a time-varying observer:
x̃˙ = Ax̃ + k共t兲共y − c⬘x̃兲 + bu, x̃共0兲 = 0. 共4兲
The system 共1兲 with the state feedback controller 共3兲 can be
rewritten in the form
ẋ = A1共t兲x, where A1共t兲 = A − bm⬘共t兲. 共5兲
Estimation errors 共ẽ = x − x̃兲 of the observer 共4兲 are governed by the
following equation
ẽ˙ = Ã2共t兲ẽ, where Ã2共t兲 = A − k共t兲c⬘ .
The transformation of the original systems 共1兲 and 共3兲 into the
form 共5兲 is usually called state feedback transformation. In a par-
ticular case when matrix A is not Hurwitz and the system 共5兲 is
required to be stable the transformation A → A1共t兲 is called stabi-
lization by state feedback. By choosing the gain-vector m共t兲 the
desired closed loop matrix A1共t兲 can be obtained. In a similar way,
the transformation A → Ã2共t兲 is usually called output injection
transformation and, respectively, stabilization by output injection
for non-Hurwitz A. Choosing the gain-vector k共t兲, the desired ma-
trix Ã2共t兲 for estimation error equations can be obtained. The term
“output injection” proposed in 关4兴 for nonlinear observers empha-
sizes the difference between these two transformations, further
discussed below.
In order to make the comparison more transparent we will con-
sider an observer constructed for the system with the matrix A⬘
instead of A. We obtain in this case the following error equations:
ė = A2共t兲e, where A2共t兲 = A⬘ − k共t兲c⬘ 共6兲
Consequently, we get A2共t兲 ⬅ A1⬘共t兲 for b = c and m共t兲 ⬅ k共t兲. This
means that we have established a one-to-one correspondence be-
tween the state feedback controllers 共5兲 and the systems 共6兲 that
describes the error dynamics of the full order observers. Systems
共5兲 and 共6兲 are quite similar to the dual systems. According to this
similarity one might expect the similarity between the important
properties that could be designed by choosing observer gains k共t兲
in 共6兲 and by choosing controller gains m共t兲 in 共5兲. We will show
that this is indeed not the case.
Let us define a function f共·兲 to characterize the performance of
the transition process in systems 共5兲 and 共6兲:
-for controllers f共t兲 = max max 共e0⬘x共t兲兲
储e0储艋1 储x共0兲储艋1
-for observers f共t兲 = max max 共x0⬘x共t兲兲
储x0储艋1 储e共0兲储艋1
This choice of f共·兲 corresponds to the worst initial conditions
关x共0兲 or e共0兲兴 and to the worst output specified as a linear combi-
nation of state variables with the coefficients e0 and x0, respec-
tively.
We formalize the synthesis objective by formulating the follow-
ing benchmark problem of control/observation over a finite time
interval 关0 , T兴.
PROBLEM. Choose time-varying gains for the systems 共5兲 and
共6兲 in order to satisfy the following requirements:
268 / Vol. 127, JUNE 2005
Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use
Terminal decay-f共T兲 艋 ␧, 共7兲
Small overshoot-g = max f共t兲 艋 1 + M. 共8兲
0艋t艋T
In other words the proposed formulation means that the arbi-
trarily fast terminal decay 共7兲 with arbitrarily small overshoots 共8兲
is required uniformly for all initial conditions in the unit ball, and
all possible linear output forms 共normalized to 1兲. We will call this
Fast Decay with Small Overshoot 共FDSO兲 problem.
We will show that for observers 共output injection case兲 this
problem can be solved for any T ⬎ 0 , ␧ ⬎ 0 , M ⬎ 0, namely, there
exists a vector function k共t兲, guaranteeing an arbitrary fast decay
of the observation errors 共6兲 almost without peaking.
In contrast to this result, for controllers 共state feedback case兲
the FDSO problem cannot be solved, namely the following re-
strictions takes place: For sufficiently small T ⬎ 0, and ␧ ⬎ 0 there
exists a positive lower bound M − = M −共T , ␧兲 for “peaking value”
and overshoot value g can never cross this bound, i.e., we always
have g ⬎ 1 + M −.
3 Main Results
Before formulating the main results we should note that there is
no difference between the responses of the systems 共5兲 and 共6兲 in
the time-invariant case: k共t兲 ⬅ const, m共t兲 ⬅ const. Namely, con-
sidering the solutions of the systems 共5兲 and 共6兲 with b = c, k = m
and starting from the arbitrary chosen points x0 and e0, respec-
tively, we get
e0⬘x共t,x0兲 = e0⬘e共A−bm⬘兲tx0 = x0⬘e共A⬘−kc⬘兲te0 = x0⬘e共t,e0兲. 共9兲
Therefore, in terms of the PROBLEM formulated above we have
f controller共t兲 ⬅ f observer共t兲.
In the time-varying case the transition matrices 共matriciants兲 of
the systems 共5兲 and 共6兲 are needed to analyze the transition pro-
cesses in the systems 共5兲 and 共6兲 instead of matrix exponentials as
in 共9兲. Let ⌽共t兲 be the matriciant of the system 共5兲.
The desired property would be
e⬘0x共t兲 = e⬘0⌽共t兲x0 = x⬘0⌽⬘共t兲共t兲e0 → x⬘0e共t兲 共10兲
The “→” before the most right term standing instead of the “⫽”
means that this chain cannot be completed.
An obstacle here is that there is no explicit relationship between
the solution of the system 共5兲 and that of the system 共6兲 in the
time-varying case. Such relationship exists between the ⌽共t兲 and
the matriciant of the dual 共关14兴兲 system ẋ = −A1⬘x, that differs from
共6兲 by the “⫺” sign. This difference constitutes a major difficulty,
and to overcome it let us consider the system
ṗ = Â2共t兲p, p共0兲 = e共0兲, 共11兲
where Â2共t兲 = ⌽⬘共t兲A2共t兲⌽⬘−1共t兲.
Proposition 1. The matriciant H共t兲 of the system 共11兲 is a trans-
pose of ⌽共t兲: H共t兲 = ⌽⬘共t兲.
Proof. Since ⌽共t兲 satisfies Eq. 共5兲, we have for its transpose
⌽̇⬘共t兲 = ⌽⬘共t兲 · A⬘1共t兲 = ⌽⬘共t兲A2共t兲⌽⬘−1共t兲⌽⬘共t兲 = Â2 · ⌽⬘共t兲
Taking into account initial conditions ⌽⬘共0兲 = I, it is obvious that
H共t兲 = ⌽⬘共t兲 is a transition matrix of 共11兲.
For time-invariant systems ⌽⬘共t兲 = exp共A2t兲, and since A2 is per-
mutable with its exponential, 共11兲 becomes identical to 共6兲. For
the general time-varying case equations 共11兲 and 共6兲 are not
equivalent.
Using proposition 1, we can rewrite 共10兲 as follows:
e⬘0x共t兲 = x⬘0H共t兲e⬘共0兲 = x⬘0 p共t兲, 共12兲
where p共t兲 is the solution of 共11兲.
Transactions of the ASME
 In other words a statement concerning the response of the sys- A. Piecewise constant case. Here is an example of the system
tem 共5兲 can be immediately reformulated as a statement concern- with one switching point 共t = 1兲, for which the above statement
ing the response of the system 共11兲, but not as a statement con- holds.

再 冎
cerning the response of 共6兲.
If the parameters of the systems 关the gains k共t兲 and m共t兲, since 2␲x2 if 0 艋 t 艋 1,
ẋ1 =
A is given兴 are chosen by such a way that 共11兲 and 共6兲 are equiva- − x1 if t ⬎ 1;

再 冎
lent, the feedback controller and the observation errors behave
similarly. If it is not the case, there is no reason for similarity 2␲x1 if 0 艋 t 艋 1,
between the regulator response and observer error dynamics. Let ẋ2 =
− 2x2 if t ⬎ 1.
us discuss the conditions under which the systems 共6兲 and 共11兲 are
In other words, we define A共t兲 ⬅ 共 −2␲ 0 兲 for 0 艋 t 艋 1, and
equivalent. 0 2␲

Proposition 2. If the matrix A1共t兲 commutes with the matriciant A共t兲 ⬅ 共 0 −2 兲 for t ⬎ 1.
−1 0

⌽共t兲 of the system 共5兲, then Â2共t兲 = A2共t兲 and, therefore, 共11兲 is After elementary calculations we obtain:
equivalent to 共6兲.
Proof. If A1共t兲⌽共t兲 = ⌽共t兲A1共t兲, then A⬘1共t兲⌽⬘共t兲 = ⌽⬘共t兲A1⬘共t兲
= ⌽⬘共t兲A2共t兲, and therefore, from 共11兲 we get Â2共t兲 = A2共t兲.
-for the integral: 冕 0
t
A共s兲ds = 冉 − 2␲t
0 2␲t
0
冊 for 0 艋 t

We have not found in the literature the description of such class

of matrices. Indeed, the class of matrices commuting with their 艋 1, and

冕 冕 冕
integrals is often used 关14,15兴 in the theory of time-varying linear t 1 t
systems. The following theorems explores the relationships of the
A共s兲ds = A共s兲ds + A共s兲ds
property defined above with that class of matrices. The wider class
0 0 1

冉 冊
of piecewise continuous matrices, more natural for the control
system context is considered here 共instead of continuous matrices − 共t − 1兲 2␲
as in 关15兴兲. = for t ⬎ 1;
− 2␲ − 2共t − 1兲
Theorem 1. If the piecewise continuous matrix A1共t兲 with a
finite number of discontinuity points of the first kind commutes
with its integral 兰t0A1共␶兲d␶, it also commutes with the matriciant
⌽共t兲.
-for the matriciant:⌽共t兲 = 冉 cos共2␲t兲
− sin共2␲t兲 cos共2␲t兲
sin共2␲t兲
冊 for 0 艋 t

The proof follows essentially the line of consideration of 共关15兴, 艋 1, and

Sec. 1.5兲 for continuous A1共t兲. Without loss of generality we may
consider A1共t兲, continuous from the left at the points of disconti-
nuity 关otherwise we redefine A1共t兲 in these points without affect- ⌽共t兲 = 冉 exp共− 共t − 1兲兲
0
0
exp共− 2共t − 1兲兲
冊 for t ⬎ 1.
ing the solutions of 共5兲兴.
Let us show first that ⌽共t兲 = exp共兰t0A1共␶兲d␶兲. Using the series For t 艋 1 we have A共t兲 ⬅ const and, therefore,
expansion for matrix exponential we get:

exp 冉冕 t

冊 冕
A1共␶兲d␶ = I +
1
A1共␶兲d␶ +
1
2 冕
t
A1共␶兲d␶ 冕
t
A1共␶兲d␶
冋冕 册
A,
t

0
Ads = 0, ⌽共t兲 = exp共At兲 and 关A,⌽共t兲兴 = 0.

However, for t ⬎ 1 we have 关A共t兲 , 兰t0A共s兲ds兴 = 共 −2␲ 0 兲, but still

0 2␲
0 0 0 0

+¯ 共13兲 关A共t兲 , ⌽共t , 0兲兴 = 0.

B. Continuous case. The similar idea can be used to construct
All expressions in 共13兲 are differentiable at the continuity points the continuous system, whose matrix does commute with the ma-
of A1共t兲 and differentiable from the left at the discontinuity points. triciant without commuting with the integral.
Calculating the derivatives for the left and right hand sides of 共13兲
共left derivative at discontinuity points兲 and taking into account
that A1共t兲 can be brought out in front of its integral due to their
ẋ1 = 再 − 4␲共1 − t兲x2 if 0 艋 t 艋 1,
− 共t − 1兲x1 if t ⬎ 1;
冎
再 冎
commutativity, we get

冉冕 冊 冉冕 冊
t t
4␲共1 − t兲x1 if 0 艋 t 艋 1,
d ẋ2 =
exp A1共␶兲d␶ = A1共t兲exp A1共␶兲d␶ . − 2共t − 1兲x2 if t ⬎ 1.
dt 0 0
In other words, we define A共t兲 = 共 4␲共1−t兲0 −4␲共1−t兲
0 兲 for 0 艋 t 艋 1,
⌽共t兲 = exp关兰t0A1共␶兲d␶兴
and commutativity of A1共t兲 and
Therefore,
⌽共t兲 follows from the series representation 共13兲.
and A共t兲 = 共 −共t−1兲
0
0
−2共t−1兲
兲 for t ⬎ 1. The fundamental solutions
共components of the matriciant ⌽ = 共 X21 X22 兲, are presented in Fig.
X11 X12
After proving sufficiency of commuting with the integral for
commuting with the matriciant the question about necessity natu- 1共a兲. Figure 1共b兲 illustrates the behavior of the commutators with
rally arises. However, we are unaware with any result about the the matriciant 共identical to zero兲 and with the integral 共its non-
necessity of commuting with the integral for being permutable diagonal terms I12 = I21 are linearly increasing by absolute value
with the matriciant. for t ⬎ 1. This completes the proof.
Let denote by 关A , B兴 the commutator product 共or simply com- Theorems 1 and 2 show that the set of matrices that commute
mutator兲 of the matrices A and B: 关A , B兴 = AB − BA. According to with their matriciants is larger than the set of matrices that com-
theorem 1, 关A1共t兲 , 兰t0A␶共␶兲d␶兴 = 0 yields 关A1共t兲 , ⌽共t兲兴 = 0. The fol- mute with their integrals for both continuous and piecewise con-
lowing examples show that the converse is not true. We demon- tinuous matrices. By choosing the gains m共t兲, k共t兲 that lead to the
strate this separately for the piecewise continuous matrices and for closed loop matrices A1共t兲 and A2共t兲 not commuting with their
continuous matrices. matriciants the different kind of dynamics will be synthesized in
Theorem 2. There exist piecewise constant and continuous ma- controllers and observers. These theorems does not give, however,
trices commuting with their matriciants and not commuting with any recipes for the constructive choice of the gains for solving the
their integrals. FDSO problem.

Journal of Dynamic Systems, Measurement, and Control JUNE 2005, Vol. 127 / 269

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 for t 苸 共tm−1,tm兲: ␥i共t兲 = ␥im = 再 Cm ␮ if i 艋 m
i i

0 if i ⬎ m
冎 共15兲

Namely, for m = 1, t 苸 共t0 , t1兲 we get from 共15兲 ␥n = ␮, ␥n−1

= ¯ = ␥1 = 0. Therefore, the system becomes:
共n−1兲
xn−1 = 0, 共16兲

ẋn = xn−1 − ␮xn 共17兲

The solution of the last equation 共17兲 has an exponentially decay-
ing homogeneous component and an inhomogeneous component
corresponding to the “external” input xn−1 governed by the 共n
− 1兲th order equation 共16兲 that replaces first 共n − 1兲 linear equation
in the system 共6兲. As can be easily verified, for a large enough ␮
the solution of 共17兲 tends rapidly 共with an exponentially decaying
k −k−1 共k兲
0 共−1兲 ␮
bound兲 to 兺n−2 xn−1共t兲:
n−2

xn共t兲 → 兺 共− 1兲 ␮
0
k −k−1 共k兲
xn−1共t兲. 共18兲

Therefore, xn共t1兲 will be close to its limit value for a large enough
␮.
At the next step 关m = 2 , t 苸 共t1 , t2兲兴, after switching the gain ac-
cording to 共15兲 the system becomes:
共n−2兲
xn−2 = 0, 共19兲

ẋn−1 = xn−2 − ␮2xn , 共20兲

ẋn = xn−1 − 2␮xn 共21兲

Let us consider the subsystem defined by 共20兲 and 共21兲 and
denote by B2 the 共2 ⫻ 2兲 matrix of this subsystem:

B2 = 冉 0 − ␮2
1 − 2␮
冊 . 共22兲

The solution of this subsystem is composed of the homoge-

Fig. 1 Continuous matrix commuting with matricant and not
commuting with intregral
To illustrate the possibilities that appear in the synthesis of
time-varying observers in contrast to the synthesis of state feed-
back regulators, let us consider the piecewise-constant gain k共t兲
for the system 共6兲 first proposed in 关5兴. Let P be the transforma-
tion matrix to the observable canonical form 关16兴 共P ⬅ const since
A , b , c are constant兲. Let us denote by ␣ the last column of
P−1A⬘ P. We have A02共t兲 = P−1A2共t兲P, c⬘0 = c⬘ P = 储0 , . . . , 0 , 1储, k0共t兲
= P−1k共t兲 = ␥共t兲 − ␣, ␥ = ␥共t兲 = 储−␥n , . . . , −␥1储⬘, n is the system di-
mension,
neous component exp关B2共t − t1兲兴z共t1兲 and the inhomogeneous
component corresponding to the input xn−2共t兲 governed by the
共n − 1兲th order equation 共19兲. The latter is in turn composed of the
terms proportional to negative powers of 共␮兲 and, therefore, can-
not generate the peaks, but they could a priori appear in the first
component.
In order to show that the peaks do not appear one have to
observe that due to 共18兲, the initial conditions z共t1兲 for this sub-
system are close 共an offset is exponentially small兲 to the eigen-
vector direction of matrix B2, which has the repeated eigenvalues
共−␮兲 and a unique eigenvector 储␮1储⬘. The corresponding “proper”
solution exp关−␮共t − t1兲兴z共t1兲 decays monotonically, and therefore,
there will be no large peaks 共the deviation from this solution due
to small initial offsets from the eigenvector can be made arbi-
trarily small兲.
For the mth step t 苸 共tm−1 , tm兲 we similarly decompose the so-
lution into homogeneous and inhomogeneous parts and show that
after the decay of the homogeneous component the solution con-
verges to the point which corresponds to the eigenvector direction
for the subsequent interval. This ensures the peaking-less motion
during that subsequent interval of time, and so on.

冢 冣
0 0 ... 0 − ␥n As can be easily seen, the idea behind the presented construc-
1 0 ... 0 − ␥n−1 tion consists of forcing the canonical variables to decay one by
A20共t兲 = . 共14兲 one starting from the directly observable component xn and going
.. ... .... ... . . ... . .
up to x1, thus avoiding large overshoots on each stage.
0 0 ... 1 − ␥1 The time-varying gain-vector k0共t兲 in canonical form is
Let us divide the given interval T 共duration of the process兲 into uniquely determined by ␥共t兲 described above, k0共t兲 = ␥共t兲 − ␣ and
n sections t0 = 0, ti = T / n, tn = T and choose a sufficiently large the gain-vector in initial form can be recalculated as k共t兲 = Pk0共t兲.
decay parameter ␮ ⬎ 0. We define ␥ = 储−␥n , . . . , −␥1储⬘ for mth sec- We can, therefore, summarize the result as the following
tion t 苸 共tm−1 , tm兲 by the following expressions Theorem 3. For sufficiently large ␮ ⬎ ␮+共M , T , ␧兲 the

270 / Vol. 127, JUNE 2005 Transactions of the ASME

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 piecewise-constant gain vector k共t兲 = P关␥共t兲 − ␣兴 ensures the solu-
冕冕 冕
T ti−j−1 t1

tion of the FDSO problem. xi共T兲 − x j共0兲 = ¯ xi共␶兲d␶dt1 ¯ dti−j−1 .

We have to make two remarks: 0 0 0
Remark 1. Piecewise-constant matrix constructed above com- Using the mean value theorem for the repeated integrals we
mutes neither with its integrals nor with their matriciant. To show obtain

冏 冏
that let us consider the first switching and analyze the commutator
G = 关A0共1兲 , A0共2兲兴 = A0共1兲A共2兲 − A0共2兲A共1兲, where A0共1兲 stands for Ti−j
兩1 − xi共T兲兩 ⬍ max xi共␶兲 .
the matrix along the first segment t 苸 共t0 , t1兲 and A0共2兲 along the 0⬍␶⬍T 共i − j兲!
second segment t 苸 共t1 , t2兲. One can easily calculate the 共n , n兲th Since we have to meet the terminal condition 兩xi共T兲兩 ⬍ ␧ we get
elements of G: gnn = 3␮2 ⫽ 0. For t 苸 共t0 , t1兲 matrix A0共t兲 com- for i = n, j = 1.
mutes with both integral and matriciant but, after switching 共t
⬎ t1兲, it will not commute with either one since G ⫽ 0. max 兩x1共␶兲兩 ⬎ 共1 − ␧兲共n − 1兲!/Tn−1 .
0⬍␶⬍T
Remark 2. The result of theorem 3 can be extended to the suf-
ficiently smooth gains k共t兲 or even to the C⬁ case. In order to This analysis leads to the following.
compute, e.g., continuous gains solving the FDSO problem we Theorem 5. For any T, ␧共T ⬎ 0 , 0 ⬍ ␧ ⬍ 1兲 the FDSO problem
may insert a small enough segment 共tm , tm ⬘ 兲 after each switching cannot be eolved for the system 共5兲 共controller兲 if the required
point 共tm兲 and define inside that segment ␥i共t兲 = ␥m overshoot upper bound 共8兲 is small enough M ⬍ M −. This limiting
i + 共␥i − ␥m
i 兲
m+1
value is given by the following expression M − = 共1 − ␧兲共n
⬘ − tm兲. This linear interpolation inside small intervals
⫻共t − tm兲 / 共tm
− 1兲! / Tn−1 − 1
will add only small perturbations to the transition process and will
When the terminal decay 共␧兲 is fixed and the process duration T
not affect the property of not having the overshoots.
The extension to the C⬁共Rn兲 class of gains k共t兲 is more involved decreases, M − increases rapidly making overshoots inevitable.
This result correlates well with the linear-time-invariant-single-
and we formulate it in the form of following:
input-single-output 共LTI SISO兲 case, where the peaks are propor-
Theorem 4. There exists a C⬁共Rn兲 gain vector-function k共t兲 with
tional 关5,7兴 to ␮n−1 共for large enough ␮兲, if the poles are placed at
N, solving the FDSO problem.
the point ␭i = −␮, i = 1 , . . . , n. In this case 共␮兲−1 can be considered
As a first step let us construct the C⬁ interpolation function.
as a characteristic time and, therefore, Theorem 5 establishes the
Lemma 共of C⬁ interpolation兲. For given values b ⬎ a and B
lower bound for peaking values similar to that existing in the LTI
⬎ A ⬎ 0 there exists a C⬁ function E共t兲, such that:
SISO case.

冦 冧
A if t 艋 a Remark 4. On the conjectural level the peaks are proportional to
␮n−1 when the spectrum is moved to the left inside the region
E共t兲 = Z共t兲 if a ⬍ t ⬍ b 共23兲 L : Re ␭i ⬍ −␮, i = 1 , . . . , n. This is supported by the fact that at
B if b 艋 t, least locally overshoots increase when poles are moved to the left
from the point ␭i = −␮, i = 1 , . . . , n 关5兴. Another result in this direc-
where Z共t兲 is determined by the following expression:
tion 共关5,8兴兲 is that the ␣ dilation of the spectrum ␭i → ␣␭i with
Z共t兲 = A + 共B ␣ ⬎ 1 共that keeps it inside L兲 leads to increasing overshoots.

冕 冕
t b
Using obtained results we may judge the possibility of getting
1 1 no-peaking behavior, as illustrated by ther following corollaries.
− A兲 exp dx/ exp dx Corollary 1. Time-invariant observation strategy can not solve
a
共x − a兲共x − b兲 a
共x − a兲共x − b兲
the FDSO problem for small enough T and M.
As one can see As stated by Theorem 1 any time-invariant state feedback con-
troller 关system 共5兲兴 cannot solve the problem. As cone can see
1 1 from the formula 共9兲 and the proposition 1 in time-invariant case
lim = lim = − ⬁,
x→a+ 共x − a兲共x − b兲 x→b− 共x − a兲共x − b兲 the processes in controllers and observers are equivalent, this
completes the proof.
therefore, due to exponential decay at a and b, the integrals above Corollary 2. Any time-varying observer gains leading to closed
exist. Straightforward calculations show that left and right con- loop matrices that commute with their integrals cannot solve the
secutive derivatives at the potential discontinuity points a and b FDSO problem for small enough T and ␧.
are all equal to zero 共they can be factorized to the terms having Let us start from the assumption: A2 commutes with 兰t0A2共␶兲d␶.
exponential decay and only inverse polynomial growth at a and Since A1 = A2⬘, A1 commutes with 兰t0A1共␶兲d␶. From Theorem 1 we
b兲. Therefore, E共t兲 is of C⬁ on R.
deduce that A1 commutes with the matriciant of 共5兲. This implies
To proof the theorem we now insert additional small segments due to proposition 2 that 共6兲 is equivalent to 共11兲, therefore, 共6兲 is
⬘ 兲 as explained in remark 2 and make a C⬁ interpolation 共see
共tm , tm equivalent to 共5兲. But A1 关system 共5兲兴 cannot solve the FDSO
lemma above兲: ␥i共t兲 = E共t兲 with a = tm, b = tm ⬘ , A = ␥mi , B = ␥m+1
i . This problem for small enough T and ␧ due to theorem 5. Therefore, A2
completes the proof. does not solve the problem either. This completes the proof.
Remark 3. Optimization by the distribution of switching points Corollary 3. Any time-varying observer gains leading to closed
can also be considered but such “fine tuning” is not a purpose of loop matrices that commute with their matriciants cannot solve
this paper. Obtained gains are rather robust with respect to the the FDSO problem. Proof is similar to that of corollary 2.
choice of switching points. We must only choose a sufficiently
large ␮ to ensure an appropriate decay during each phase
共tm , tm+1兲 of the transient process. 4 Examples
Let us now analyze in more detail the controller synthesis
where the situation is totally different. Namely, for a given dura- Example 1. Let us consider a linear oscillator controlled by the
tion of the process and the required decay, there exists a lower external force u with measured velocity v:
bound for the overshoots. To show that let us transform the system ẋ = v
共5兲 to the controllable canonical form 关transposed with respect to
共14兲兴. For the trajectory starting from the point 共x j = 1 , xs = 0 , s v̇ = − x + u
= 1 , . . . , n ; s ⫽ j兲 let us integrate 共i − 1兲th equation 共i − j兲 times. We
get y=v

Journal of Dynamic Systems, Measurement, and Control JUNE 2005, Vol. 127 / 271

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 In this case we have:

A= 冉 冊 冉冊
0
−1 0
1
, b=
0
1
, c⬘ = 冉冊 0
1
.

Observation error dynamics according to 共6兲 is described by the

following equations:

ėx = − ev + k1共t兲e2

ėv = ex + k2共t兲e2
The system has dimension n = 2 and it is already in observable
canonical form. The piecewise constant observation strategy con-
sists of defining the gains k1共t兲 = 1 + ␥1共t兲 k2共t兲 = ␥2共t兲, where ␥11 =
−␮, ␥12 = 0, and ␥21 = −2␮, ␥22 = −␮2. As was claimed in Theorem 3,
in order to satisfy the conditions 共7兲 for given T ⬎ 0, ␧ ⬎ 0, M
⬎ 0 it is sufficient to choose ␮ ⬎ ␮+. For the case of our particular
system ␮+ = max兵2 ln共2␧−1兲T−1 , 2M −1 , T−1 , 2T−1 ln共4M −1T−1兲其.
The system behavior for ␧ = 0.2, T = 0.5, ␮ = 10 is illustrated in
Fig. 2. A phase portrait of the system with piecewise constant
gains is shown in Fig. 2共a兲. The small circle corresponds to the
required terminal set, the dashed circle shows the initial set, and
the large solid circle corresponds to the allowable transient zone.
Vertical lines correspond to the first observation phase during
which ex ⬅ const, ev—varies, and 共ex , ev兲 converges to the eigen-
vector of B2 关defined by 共22兲兴. During the second phase 共ex , ev兲
converges to zero without peaking. For comparison purposes, a
phase portrait of the system with constant gains is shown in Fig.
2共b兲.
Figure 3 illustrates the behavior of the position estimation error
共ex兲 versus time for two different initial conditions 关共ex共0兲 = 1 , ev
= 0兲兴 and 关共ex共0兲 = 0 , ev共0兲 = 1兲兴 共often called—fundamental
solutions兲—using piecewise constant gains 共solid line兲 and con-
stant gains dashed line兲. In order to get the same terminal decay
for time-invariant case we have to set ␮ as high as ␮ = 12, thus
increasing the overshoots.
Peaking in the time-invariant observer are the same as in time
invariant controller. Let us give natural interpretation of the lower
bound in overshoots when the fast decay is required. Let the point
be initially located at the distance 1 from the origin and suppose
that it has to be guided to the ␧-neighborhood of the origin during
the time interval T. Its maximal velocity has obviously exceed
M − = 共1 − ␧兲 / T 共average velocity兲 and this is exactly the statement
of Theorem 5 for the case n = 2. For linear oscilator example:
M − = 1.6. For a particular time-invariant case 关as illustrated in Fig.
1共b兲 for both observer and controller兴 an overshoot becomes: g2
= max 储e共t兲储 = ␮e−1 ⯝ 4.4, that is three times worse. Fig. 2 Phase portraits of time-varying vs time-invariant
observers
0⬍t⬍T
Example 2. Let us consider a finite time observer recently pro-
posed in 关10兴. Although ensuring finite-time convergence it seems
not to exploiting the possibility provided by time-varying gains. z̃˙ = Fz̃ + Hy + Gu
We present below some results of numerical study of finite-time
observer 共关10兴兲 for the system of the example 1. The technique x̃共t兲 = K共z共t兲 − exp共FT兲z共t − T兲兲, z共t兲 = 0, t 苸 共t0 − T,t0兲
consists of following steps:
1. To construct two 共classical兲 time invariant observers with The observation error e共t兲 = x共t兲 − x̃共t兲 converges to zero in finite
time and satisfies the following equation 共关10兴兲.

再 冎
different eigenvalues. We have chosen ␭11 = ␭12 = −1 and ␭21 = ␭22 =
−1.05. This leads to the closed-loop systems N共t兲e共0兲 if t 苸 共t0,t0 + T兲
e共t兲 = 共25兲
0 if t 艌 t0 + T
x̃˙i = Aix̃i + c⬘y + bu; 共i = 1,2兲 共24兲
where N共t兲 = K exp共Ft兲Id, e共0兲 = x共0兲—according to initial condi-
with system matrices
tions x̃共0兲 = 0.

A12 = 冉 冊
0 −1
1 −2
and A22 = 冉 0 − 1.1025
1 − 2.1
冊 .
In Fig. 4 we illustrate the behavior of the observation error e共t兲
for the system of example 1 versus re-scaled time s = t / T. The
curves marked by T values correspond to finite-time observers
2. To define matrices Id = 共I , I兲⬘, H = 共c , c兲⬘, G = 共b⬘ , b⬘兲⬘ F with convergence times T = 0.2, T = 0.1, T = 0.05, respectively. For
= diag共A1 , A2兲, P = 共Id , exp共FT兲Id兲, K = 共I , 0兲P−1 comparison purposes the errors of classical time-invariant observ-
3. To combine x̃1 and x̃2 into z̃, and to define 共for the fixed ers with ␭i = ␮ = 35, 80, and 175 are presented. These gains corre-
transition time T兲 the delay-based estimation: spond to the final decay ␧ = 0.2 for each value of the transition

272 / Vol. 127, JUNE 2005 Transactions of the ASME

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 Fig. 3 Transition processes

time T. One can see that peaking values for both finite-time and
time-invariant observers increase 共almost兲 inverse proportional to
the time T 关共7.5, 15, 30兲—for the former case and 共13, 29, 62兲 for
the latter case兴. The lower bounds given by the Theorem 5 is
M − = 5, 10, 20, respectively. The dashed line corresponds to a very
different choice of the gains for initial observers F1 and F2 共␭11
= ␭12 = −0.5 and ␭21 = ␭22 = −4兲. It is presented to illustrate that the
transients barely depend on those parameters 共the difference is
only visible in the regions where the rate of change is high—near
the points s = 10 and s = 30兲.
We may conclude that the finite-time observer does not solve
the FDSO problem although it exhibits lower peaking value and
provides a useful property of finite time convergence of the errors.
Example 3. We compare here our observation strategy with the
continuous time-varying recently proposed in 关11兴. Time-varying
gains for that observer are constructed using Riccati equation:
k共t兲 = N共t兲c, where

Ṅ = ␥N + A2N + NA2⬘ − Ncc⬘N, N共0兲 = I.

Notice that the canonical form used in 关11兴 differs from that
used in our work by the inversely ordered variables.
In Fig. 5共a兲 we illustrate the evolution of both types of time-
varying gains for the system of example 1 with parameters: ␥ Fig. 5 Continuous „Riccati-based… vs piecewise continuous
= 12, T = 1.2 共transition time, switching point is in T / 3. Dotted line observer

corresponds to the piecewise continuous gains 共11兲 and solid

Fig. 4 Finite-time observer dynamics
line—to Riccati-based continuous gains 关11兴兲. One can observe
that continuous gains looks like smoothing the jumps at the point
s = 40兲. In Fig. 6共a兲 we illustrate the transient behavior of both
observers in terms of the norm 共1-norm兲 of their fundamental
matrices, and in Fig. 6共b兲—the elements of the fundamental solu-
tions 共elements of the fundamental matrix兲 are presented 共versus
re-scaled time s = 100 T兲. The solid line corresponds to the
Riccati-based observer, dotted line—to the piecewise continuous
one. Both observers do not exhibit peaking contrary to the time-
invariant case 共illustrated by dashed line兲.
No peaking behavior 共as claimed in theorem 2 of 关11兴兲 is a
weaker property than the requirements of our FDSO problem,
since only limited overshoots 共C2 independent of ␥兲 is guaranteed
by theorem 2 of 关11兴 instead of arbitrary small overshoots M in
共12兲. However, these limited overshoots also contradict to theorem
5 共asserting that overshoots increase with increasing ␥ corre-
sponding to decreasing T兲. Therefore, the behavior of Riccati-
based observer cannot by “dualized” for controllers. From this

Journal of Dynamic Systems, Measurement, and Control JUNE 2005, Vol. 127 / 273

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use

 5 Conclusion
The results we have presented show that there exist the time-
varying observer gains, that ensure fast decaying estimation errors
almost without peaking 共almost monotonous stabilization by out-
put injection兲. This result cannot be “dualized,” i.e., for the system
stabilized by state feedback law the fast decay is necessarily
coupled with the large peaking. This “loss of duality” is caused by
nonequivalence of the responses in time-varying systems corre-
sponding observer error dynamics and closed loop controllers.
The systems are equivalent only if their dynamical matrices com-
mute with the transition matrices. However, the gains that solve
the FDSO problem of terminal decay almost without peaking for
observers lead to the systems not having property. This result can
be thought of as exemplifying the larger possibilities of output
injection used for observer synthesis, than those of state feedback,
since there are no “physical” limitations in the former case. Two
recent results in a similar direction 关10,11兴 are discussed in detail
in the paper. Some other results about the distinctions between
stabilization problems for regulators and observers related to the
notion of reducibility for time-varying systems can be found in
关17–19兴.

References
Fig. 6 Fundamental solutions: continuous „Riccati-based… vs
piecewise continuous case
point of view it is worth checking the commutativity property
共responsible the loss of “duality”兲 for the Riccati-based observer.
Figure 6 illustrates the commutators of system matrices with ma-
tricants for our piecewise continuos and Riccati-based time-
varying observers—both different from zero.
关1兴 Kalman, R., 1960, “A New Approach to Linear Filtering and Prediction Prob-
lems,” Trans. ASME. Ser. D, Basic. Eng., 82, pp. 35–45.
关2兴 Willems, J. C., and Mitter, S. K., 1971, “Observability, Pole Allocation and
State Reconstruction,” IEEE Trans. Autom. Control, AC-16, pp. 424–440.
关3兴 Kwakernaak, H., and Sivan, R., 1972, Linear Optimal Control Systems, Wiley,
New York.
关4兴 Krener, A., and Isidori, A., 1983, “Linearization by Output Injection and Non-
linear Observers,” Syst. Control Lett., 3, pp. 47–52.
关5兴 Polotsky, V., 1980, “Estimation of the State of Single Output Linear Systems
by Means of Observers,” Autom. Remote Control 共Engl. Transl.兲, 12, pp.
1640–1648.
关6兴 Francis, B., and Glover, K., 1978, “Bounded Peaking in the Optimal Regulator
with Cheap Control,” IEEE Trans. Autom. Control, AC-23, pp. 608–617.
关7兴 Sussman, H., and Kokotovic, P., 1991, “The Peaking Phenomenon and the
Global Stabilization of Nonlinear Systems,” IEEE Trans. Autom. Control,
AC-36, pp. 424–440.
关8兴 Esfandiary, F., and Khalil, H., 1992, “Output Feedback Stabilization of Fully
Linearizable Systems,” Int. J. Control, 56, pp. 1007–10037.
关9兴 Dabroom, A., and Khalil, H., 2001, “Output Feedback Sampled-Data Control
of Nonlinear Systems Using High-Gains Observer,” IEEE Trans. Autom. Con-
trol, AC-47, pp. 17œ2-1725.
关10兴 Engel, R., and Kreisselmer, G., 2002, “A Continuous-Time Observer Which
Converges in Finite Time,” IEEE Trans. Autom. Control, AC-47, pp. 1202–
1204.
关11兴 Chitour, Y., 2002, “Time-Varying High-Gain Observer for Numerical Differ-
entiations,” IEEE Trans. Autom. Control, AC-47, pp. 1565–1569.
关12兴 Polotski, V., 1996, “Time-Varying State Feedback and Output Injection: Dual-
ity and Distinctions,” in Proc. 36th CDC, pp. 2540–2546.
关13兴 Polotski, V., 1999, “Commuting with the Matriciant does not Imply Commut-
ing with the Integral,” in Proc. ACC99.
关14兴 Gantmacher, F. R., 1960, Matrix Theory, Chelsea, NY, Vols. 1 and 2.
关15兴 Brockett, R., 1970, Finite Dimensional Linear Systems, Wiley, New York.
关16兴 T. Kailath, T., 1980, Linear Systems, Prentice Hall, NY.
关17兴 Morosov, V. M., and Kalenova, V. I., 1995, “The Reducibility Theory of Lin-
ear Time-Varying Control Systems and its Applications to Mechanical and
Technical Problems,” in Proc. 34th CDC, pp. 2511–2514.
关18兴 Zhu, J., 1995, “A Unified Theory for Linear Tyme-Varying Systems—Progress
and Challenges,” in Proc. 34th CDC, pp. 2540–2546.
关19兴 D’Angello, H., 1970, Linear Time-Varying systems: Analysis and Synthesis,
Boston.

274 / Vol. 127, JUNE 2005 Transactions of the ASME

Downloaded From: http://dynamicsystems.asmedigitalcollection.asme.org/ on 01/27/2016 Terms of Use: http://www.asme.org/about-asme/terms-of-use