Proceedings of the 41st IEEE

Conference on Decision and Control

Las Vegas, Nevada USA, December 2002 ThA07-4
OPTIMAL AND ROBUST INTEGRAL SLIDING MODE FILTER DESIGN FOR
SYSTEMS W I T H CONTINUOUS AND DELAYED MEASUREMENTS

Michael 1’. Basin

Department of Phy-sical and Mahhematical Sciences
Autonomous University of Kuevo Leon, Mexico
Leonid Fridman
National Autonomous University of Mexico
Mikhail Skliar
Department of Chemical and Fuels Engineering
University of Utah, US;\

A b s t r a c t . In this paper, the optimal filtering prob-
lem for a linear system over observations with a fixed
delay is treated, proceeding from the general expression
for the stochastic It0 differential of the optimal estimate
and its variance. As a result:the optimal filtering equa-
tions similar to the traditional Kalman-Bucy filter are
ohtained in the form dual to the Smith predictor, com-
monlg used control structure for model-based time delay
compensation. The paper then presents a robustification
algorithm for the obtained optimal filter based on slid-
ing mode compensat,ion of disturbances. As a result, the
sliding mode control of observations leading to suppres-
sion of the disturbances in a finite time is designed. This
control algorithm also guarantees finite-time convergence
of the estimate based on the corrupted observations t o
the optimal estimate satisf)-ing the obtained optimal fil-
tering equations over delayed observations.
1. Introduction
The optimal filteriiig and coutrol prohlenis for linear
systems \\-it11 nieasurenient delaj-s and its dual optimal
coutrol problem rerirain t,lieoretically unsolved in t,heir
most general fornrulat,iouwith niultiple and time-varying
delays, although the importance of t,he optimal filter-
ing problem for h e a r dynamic systeins with observa-
tion delays was recognized a long time ago. The duality
of the control and filtering problems in linear systems
implies that the optimal state estimation for the system
with measurement delays is closely related to the optimal
quadratic regulator problem \vit.h delays in inputs, which
was extensively studied ([1],[2]and references therein). A
significantly smaller number of publications consider the
problem of optimal filtering for systems with measure-
ment delays. As a representative example, a vast major-
ity of papers presented during the recent IFAC Workshop
on Time Delay Systems [3]deal with the controller design
for systems with delays. Most of the relevant prior work
on optimal filtering considers a single delayed measure-
ment. Both discrete and continuous cases were studied.
However, the optimal filter for fusing multiple mea-
surements with different (and time-varying) delays, in-
cluding the measurements with no time delays, is not
known. Further details on this subject can be found
in [4]. additional results were obtained in [5] and [SI for
the systems with identical delays in state and measure-
ment equations. The Kalman filters for discrete linear
stochastic systems with measurements delayed by a fixed
fraction of the sample time can be handled optimally af-
ter modifying the observation equation, as shown in [7].
It was suggested in [8] and [9] that the problem with
multiple time delays can be converted t o the known opti-
mal filtering problem by introducing new fictitious states
that correspond to the delayed states of the original sys-
tem. Clearly, such an approach will lead to a substan-
tial increase of the order of the state model for a large
number of delayed measurements and cannot be used for
the systems with time-wrying and continuum delays. In
discrete systems, a practical filter incorporating the de-
layed measurements was ohtained in [lo], which requires
the calculat.ion of a correction term that is added to the
state estimation when the delayed measurement becomes
available. Such a filter is optimal nndcr certain condi-
t,ions described in [lo]. .4n alt,ernat,ivefiltering mct,hod,
based on the extrapolation of the dcla.yed observations,
is dcvclopcd in [ll]and allows for the incorporation of
a considerable nnmbcr of delayed and non-delayed mea-
surements. For systems with deterministic uncertainties,
the robust H , filtering problem was treated in [I21 for
discrete systems and in [13, 141 for continuous-time sys-
tems. Comprehensive reviews of theory and algorithms
tems are given in [IS, IS].

0-7803-7516-5/02/$17.0002002 IEEE 2594

 Based on the analysis of current state-of-the-art, it
can be concluded that the general optimal filter design
problem for linear systems with delays remains unsolved.
Existing solutions are typically limited in a number of al-
lowed delayed measurements, the requirements that de-
lays are time invariant, and other method-specific as-
sumptions [4, 101.
In this paper, the optimal filtering problem for linear
systems with observations subject t o k e d delay is rig-
orously treated proceeding from the general expression
for the stochastic Ito differential of the optimal estimate
and its variance [17]. As a result, the optimal filtering
equations similar to the traditional Kalman-Bucy filter
are obtained. However, unlike the traditional filter, the
obtained result contains specific delay-dependent adjust-
ments t o the filter gain matrix and the quadratic term
of the variance equation. The structure of the developed
filter is dual to the Smith predictor [18], a commonly
used controller for model-based delay compensation.
It is well known that the optimal filters (as well as reg-
ulators) are not robustly stable. Indeed, the presence of
non-Gaussian disturbances in the observation equation,
that cannot be processed through the Kalman-Bucy fil-
ter, leads t,o sharp deterioration of the quality of state
estimat.ion. For this reason, the problem of robustness
of optimal filtering must be addressed. It was previ-
ously shown that sliding mode technique can be used
t o robustify the optimal algorithms for systems without.
delay [19]. At the same time, it is not possible to use slid-
ing modes for systems with delayed control 1191 and the
robustness of sliding mode control in the space of predic-
tor variables typically imposes many restrictions on un-
certainties ((20, 21, 221). The application of the sliding
mode technique to robustification of the optimal filters
for stochastic systems was initiated by Drakunov [23].
In this paper, a rohustification algorithm for the ob-
t,ained optimal filter based on int,egd sliding mode com-
pensat,ion of disturbances [24] is proposed, and t,he slid-
ing mode control of observations leading to the supprcs-
sion of t,he disturbances in a finite time is designed. This
developed algorithm guarantees finite-time convergence
of the estimate based on the corrupted observations t o
the optimal estimate satisfying the obtained optimal fil-
tering equations with delayed observations.
2. Filtering w i t h Delayed Observations
Let (0,F, P ) be a complete probability space with an
increasing right-continuous family of o-algebras FA, t 2
>
0, and let (Wl(t),Ft,t 0) and (IVz(t);Ft,t 0) be > dm(t) =E($+)
independent Wiener processes. The partially ohseryed
Ft-measurable random process ( ~ ( ty)( ,t ) ) is described
2595
hy an ordinary differential equation governing the dy-
namics of the state space system
+ + to) = 20,
d z ( t ) = (ao(t) a(t)z(t))dt b ( t ) d W i ( t ) ,
(1)
and a delay-differential equation for the observation prc-
cess:
d y ( t ) = (&(t) + A ( t ) z ( t- h))dt+ B(t)dWZ(t), (2)
where z ( t ) E R" is the state vector, y ( t ) E R" is the
observation process, the initial condition xo E R" is a
Gaussian vector such that 20, W'l(t), W z ( t ) are inde-
pendent. The observation process y ( t ) depends on the
delayed state x ( t - h ) , where h is a fixed delay. The
vector-valued function ao(s) describes the effect of sys-
tem inputs (controls and disturbances). All coefficients
in equations are deterministic continuous functions of
bounded variation. It is also assumed that 4(t:s) is
a nonzero matrix and B ( t , s ) B T ( t , s )is a positive def-
inite matrix. All coefficients in (1)-(2) are deterministic
functions of appropriate dimensions.
The estimation problem is t o find the estimate of
the system state z ( t ) based on the observation process
Y ( t )= {y(s),O 5 s 5 t ] , which minimizes the Euclidean
2-norm
J = E[(s(t-
) 2 ( t ) ) T ( s (-
t )i ( t ) ) ]
a t each time t. hi other words, our objective is to find
the conditional expectation
m(t)= 2 ( t ) = E ( s ( t )1 Ffy).
As usual, the matrix function
P ( t ) = E[(z(t)- m ( t ) ) ( z ( t-) r n ( t ) ) T I Ffy]
is the esaimate variance.
The proposed solution t o this optimal filtering problem
is based on the formulas for the Ita differential of t.he
conditional expectation E ( x ( t ) 1 F Z ) and its variance
P ( t ) [17] and will serve as the basis for constructing a
robust filter using sliding mode design.
3. Optimal Filter w i t h Delayed Observations
In the simplified situation of one fixed delay, the op-
timal filtering equations could be obtained directly from
the formula for the Ita differential of the conditional ex-
pectation m ( t ) = E ( z ( t )I F,") [17]
I F:)+E(z[Vl-E(lpl(s) I F31T I
- E(ipl(4 I Ffy)dt)>
x(B(t:s)BT(t,s))-l(dY(t)
 where ~ ( z = +
) ao(t) a ( t ) z ( t ) and i p l ( z ) = .4o(t) +
.-I(t)z(t - h). After obvious manipulations and noting
that E ( z ( t - h) I F z ) = E ( z ( t - h) I F z h ) = m(t - h ) ,
the estimate equation takes the following form:

dm(t) = ao(t) + a(t)rn(t)

+E(Z(t)[.d(t)(Z(t - h ) - m(t - h))]' IFz)

+
x (B(t)B'(t))-l(dy(t) - (Ao,(t) A(t)m(t- h))dt)
= ao(t) +a(t)m(t)
+ E ( z ( t ) ( z (- I FZ)A'(t)
t h ) - m(t - h))'
- (ilo(t)+ A ( t ) m ( t- h ) ) d t ) .
x(B(t,s)BT(t,s))-l(d2/(t)
The obtained optimal state estimate equation is simi-
lar to the tradit.iona1 Kalman filter, with an exception of
the term E ( z ( t ) ( z ( t- h ) - m ( t - h))' I F:) instead of
the familiar P ( t )= E ( ( z ( t )- m ( t ) ) ( z ( t )-m(t))' I F:).
However, the former term can he expressed as a function
of the variance, using the Cauchy formula for z ( t ) as the
solution of the linear equation (1) and its conditional
expectation, m(t).Indeed,

t h ) ( z ( t- h ) - m.(t - h))+ (3)

z ( t )- m.(t) = @ ( t , -

l-hI
@(kr ) b ( r ) d W( r ) ,
where @ ( t , r )is the state transition matrix of the h e
niogeneous equation (1). @(t,r) is the solution of the
matrix equation

where I is the identity matrix, and can be written as

t
the matrix exponeut,ial: @ ( t , r )= exp(J,-, a(s)ds).
Thus, the delay-dependent term in the estimate equa-
tion is equal to E ( z ( t ) ( z ( t- h) - m(t - h))' l I;y) =
E ( z ( t ) ( z ( t )- m(t))' I Fy)exp(-JLhaT(s)cis) =
P ( t )esp (- At-, a T ( s ) d s ) ,and the entire equation takes
the form
+
dm(t) = ao(t) a(t)rn(t)

x (B(t)BT(t))-'(dy(t)- ( & ( t ) + d ( t ) m ( t- / t ) ) d t ) .
(4) x exp (-
Lh aT(s)ds)A T ( t )( E (t , 8 ) B T (t , s)) -'
The gain matrix of thc optimal filter is now cqual For linear systems with Gaussian noises and initial
P ( t ) e a p ( - S ~ - h a T ( s ) d s ) ( B ( t ) B T ( t ) )which
- l , is asim- conditions, z ( t ) itself is conditionally Gaussian. Since
ilar expression to the traditional Kalman filter gain conditional third central moment E ( ( z ( t )- m ( t ) ) ( z ( t )-
with an exception of the delay-dependent adjustment - m(t) I F:) is equal t o zero for conditionally
rn(t))(z(t)
exp (- .f& a'(s)ds). Gaussian z ( t ) ,the last equation yields that
To obtain the optimal filter in the closed form, we now
need to find the equation for P ( t ) . The starting point is dP(t) = P(t)a'(t) + a(t)P(t)+ b(s)bT(s) (5)

2596
 -P(t) exp (- /'
t-h
a T ( s ) d s ) A T ( t ) ( B ( ts)BT(t,s))-'
, (gi(z(t),t)+ g z ( z ( t - h ) ; t ) ) d t ,
xA(t)exp(-
1; h
a(s)d.s)P(t)
Tlie system of equations (4) and (5) constitutes the
closed-form optimal filter for the posed problem. The
initial conditions for the filter equations (4) and (5) are
as follows:
m(to) = E[z(to)IF:]
and
-m w =IF 3 .
P(t0) = E[(z(to)- m(to)(z(to)
The obtained filter is very similar to the conveidional
Kalman-Bucy filter, except for the delay-dependent fac-
tors in the estimate and variance equations. In its struc-
ture, the developed filter resemhles the Smith predictor
[lS], a commonly used controller parameterization for
model-based time delay compensation. The obtained 81-
ter is optimal under the described assumptions. The
optimality is evident, since the result is directly derived
from the exact Ito differential for the conditional expec-
tation and variance.
In the case of a constant matrix a in the state equa-
tion, the optimal filter takes the especially simple form
(exp (- J f - h aTds) = exp (-aTh))
dm(t)= ao(t) + a m ( t )+ p(t)eXp(-QTh)4T(t)
x(B(t)BT(t))-'(dy(t)-(AO(t)+A(t)m(t-h))dt),
(?a)
+
d P ( t ) = P(t)aT + a P ( t ) b(s)bT(s)
) ( - a ' h ) ~ ~ ( (t )~ ( t ) ~ ' ( t ) ) - '
- ~ ( texp
xA(t)exp (-ah)P(t). (54
Next, we propose the robust implementation of the
designed optimal filter to deal with the case of obser-
vation signals corrupted with non-Gaussian and, possi-
bly, deterministic, unknown disturbances, which do not
bear any useful information and should be suppressed to
guarantee the quality of estimation. The robust filter is
designed using the sliding mode assignment of t.he obser-
vation manifold and subsequent movement to and along
this manifold using relay control.
4. Robust Sliding Mode Filter with Delayed
Observations
Assume that the observation proccss (2) is rorruptcd
by unknown disturbanccs:
d y ( t ) = (.4o(t) + A(t)z(t- h))dt + B ( t ) d W z ( t ) +
2597
wheregl(z(t),t) and gz(z(t-h),t) arenon-Gaussianand,
(6)
possibly, deterministic disturbances not hearing any use-
ful information, and possibly depending on the current
and delayed states. An example of the state-dependent
disturbances is encountered during electromagnetic well
logging [25],when a parasitic sideways impulse from t,he
transmitter affects the receiver direchly, and after reflec-
tion from the well border? leading to the same time de-
lay as a prospecting wave. Such dist.urhances obviously
deteriorate t.he quality of estimation and should he elim-
inated.
We further assume that the disturbances satisfy the
following matching condit.ious:
gl(z(t),t)= Kn(z(t),t),
gz(z(t - h ) , t ) ~ K-Yz(z(t
= -h),t),
I171(~(t),t)ll5 q1Ilz(t)ll+PI, YI,PI > 0:
1/72(z(t- h),t)l/ 5 qzIlz(t - h)ll: QZ > 0,
7 1 ( z ( t o ) , t o ) = 72(z(to - h),to) = 0,
providing reasonable restrictions on their growth and
assuming no disturbances at the initial moment. The
last condition, n ( z ( t o )to) : = h ( z ( t 0- h ) ,t o ) = 0, im-
plies that the measurement model is initially unbiased.
The observation process ( 6 ) can be separated into the
useful and parasitic parts, y ( t ) = y o ( t ) yJt), where +
dyo(t) = (.4o(t) + +
A ( t ) z ( t - h ) ) d t B(t)dll'2(t) and
d y p ( t ) = ( g I ( z ( t ) , t )+gz(z(t - h),t))dt. If only the use-
ful signal yo(t) is present, the desired optimal estimate
mo(t) is given by the equation ( 4 4 :
d m o ( t ) = ao(t) + 4 t ) m o ( t )
+P(t)exp(-
6,,+ aT(s)ds)ilT(t)
x ( B ( t ) B T ( t ) ) - l ( d y o ( t )- (.4o(t) .4(t)mo(t - h ) ) d t ) .
Tbe idea is to use tlie previous equation as the defini-
tion of tlie sliding mode manifold and to desigii an obser-
vation control such that the estimate m ( t ) ,based on the
corrupted observations y ( t ) , is driven to tlie sliding man-
ifold. !&'eseek an observation cont.rol as an additive term
K y l ( t ) in the measurement model ( G ) , such that ifm(t) is
based on t,he corrected measurements y ( t )+Kyl(t), con-
vergence of m ( t ) to the optimal estimate mo(t)is guar-
anteed.
The following sliding mode t,echnique solves this prob-
lem. Let s ( t ) = 0 be anot,her sliding manifold that would
be defined in such a way that convergence t,o this sliding
manifold also implies convergence of m ( t ) to the optimal
estimate mo(t).
 +
Define s ( t ) as s ( t ) = z ( t ) so(t), where so(t) = nLo(t)
is the ideal sliding manifold and z ( t ) is an auxiliary vari-
able to he assigned. During the motion along the sliding
manifold, d s ( t ) / d t = 0, which yields:
d s ( t ) = dz(t)+G(t)[(Ao(t)+A(t)z(t-h))dt+B(t)dCI’z(t) optimal estimate mo(t) based on yo(t) is given by the
+ K ( n ( z ( t ) , t ) r l t + n ( z ( t - h ) , t ) d t ) + K ~ ~ , q=
where G ( t )= dso(y(t))/dy, and Ky,,,(t) stands for the
values of the observation control K y l ( t ) on the sliding
manifold. Clearly, to compensate for unknown obser-
vation disturbances on the sliding manifold, we need to
have
yieq(t) = -(7i(z(t):t) + YZ(Z(~ - h),t)).
In doing so; and noting that ds(t)/dt = d z ( t ) / d t
dso(t)/dt, the auxiliary variable z ( t ) is defined by equa-
tion
dz(t) = t 2h
-G(t)[(Ao(t)+A(t)z(t-h))dt+B(t)dlVz(t)],
which ensures that G [ o ( t )-uo(t)]= 0 and m(t)= mo(t)
as long as m(to) = mo(to) = E[z(to)I Fi]. With the
proposed selection of Kyleq(t), the effect of unknown
observation disturbances is reduced on the sliding man-
ifold. In view of the equations (8) and (7), s ( t ) satisfies
the following equation:
S ( t ) = G ( t ) [ l ( ( y t ( z ( t ) , t ) + ~ z ( z ( t - h ) , t ) d+Kyleq(t)l,
assuming t.hat sliding mode must be achieved on the
manifold s ( t ) = 0. The only thing left to do is to de-
sign K y l ( t ) that enables us t o reach the sliding manifold
s ( t ) = 0 in a finite time, where Kyl ( t ) = Kyl,,(t). This
can he done by using conventional relay control design
in the form
yl(t) = - A M t ) , Z ( t - h),t))sign[s(t)l,
There .&I = s(ll4t)ll + I l d t - h)ll) + P , 4
P > Pl.
4.1. Robust Kalrnan-Bucy filter
An important particular case corresponds to disturbed
measurement, hut without time delays, h = 0. The de-
scribed sliding mode technique for suppressing observa-
tional disturbances yields a robust version of the classical
Kalman-Bucy filter [26] in the presence of non-Gaussian
or deterministic noises. Indeed, if the observation equa-
tion is in the form
+ +
dy(t) = ( A o ( t ) A ( t ) z ( t ) ) d t B(t)dlVz(t)
+91(z(t),t)dt,
w h e r e g i ( d t ) , t ) = K - r l ( d t ) , t ) , Ilri(d%t)lI5 qi11dt)ll
+
p l , ql,pl > 0, and n ( z ( t o ) , t a= ) 0, the observation
process (9) can be separated in the useful and parasitic
+
parts, y(t) = y o ( t ) y,(t), where dyo(t) = (.4o(t) +
A ( t ) z ( t ) ) d t + B ( t ) d ~ , ~andz ( td) y p ( t ) = gl(z(t),t)dt. The
Kalman-Bucy filtering equations
( t 0,
) l (7)
+ +
dVlo(t) = @(t) a(t)mo(t) P ( t ) A T ( t )
x(B(t)B’(t))-l(dyo(t) - (4o(t) + A(t)mo(t))W
The auxiliary variable z(t) satisfies the equation
t 2h
d z ( t ) = -G(t)[(Ao(t)+A(t)z(t))dt+B(t)dWz(t)],
(8)
ensuring that G[$(t) - do(t)] = 0, m(t)= ma(t),and the
+ desired sliding mode manifold s ( t ) = 0 is found from the
solution of the following equation:
s(t) = G ( t ) [ K ( n ( z ( t ) , t ) + If~ieq(t)l
Finally, the observation control Kyl(t) that enables us
to reach the sliding manifold s ( t ) = 0 in a finite time is
assigned using the relay control design as
Y l W = -hf(z(t),z(t - h),t))sign[s(t)l,
whcreAl =q(liz(t)ll)+p: q > q l ; p > p i . Onthesliding
manifold s ( t ) = 0,
t)
Yl(t) = Yl&) = -(n(dt):t),
thus compensating for unknown disturbances in ohserva-
tions and providing the estimate m o ( t ) , which coincides
with the hest Kalman-Bucy estimate, starting with the
moment when the sliding manifold s(t) = 0 is reached.
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