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ABSTRACT
design to a wider class of nonlinear systems where the systems are subject to
unknown input and output disturbances and experience faults. The approach used is to
decouple the faults and unknown disturbances from the rest of the system through a
decoupling is achieved, an appropriate observer for the disturbance free part of the
nonlinear system is proposed and designed. The designed observer is, subsequently,
used for estimation of unknown inputs, outputs, and fault signals. Two examples are
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1. INTRODUCTION
Observer based techniques have been the subject of extensive research over the
past four decades. For linear systems, the problem of observer design has reached
maturity and various techniques have been proposed, see for example (Guan and Saif
(1991), Hou and Muller (1992,1994), Keonig and Patton (1999)). One early technique
is due to (Kurek 1983) where necessary and sufficient conditions and their
constructive proofs for the existence of unknown input observer (UIO) for linear
multivariable systems are presented. (Park and Stein 1988) investigated the problem
observer. The observer design is based on transforming the system into a special form
obtained through linear transformations. In (Yang and Wilde 1988) a full order UIO
design ocedure based on matrix operations is presented for linear systems where the
unknown input appears in the state only. The method takes into consideration the
For nonlinear systems, however, there still remain many open issues. This is
particularly the case when such systems experience unknown disturbances in both the
input and output, which are a source of erroneous information. Most of real life
industrial systems, when examined in detail, are nonlinear, to some extent. For such
systems, the issue of designing nonlinear observers in the presence of unknown input
Fault detection and isolation (FDI) is but only one example of how important
such observers can be when used for the purpose of process monitoring in presence of
unknown disturbances. Thus, in the design of observers for fault detection purposes,
the observers should be insensitive to unknown disturbances in the inputs and outputs
and at the same time perform the task of monitoring and state estimating accurately.
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Whereas for linear systems, necessary and sufficient conditions for existence of
unknown-input observers (UIO) have been fully established (Kudva et al. 1980), little
work has been reported in the field of nonlinear unknown input observer (NUIO)
theory. It is for this reason that recent research efforts have been directed into
One of the earliest studies in this field is the work of (Wunnenberg 1990). In this
approach, the nonlinearities acting on the system are assumed to be functions of the
inputs and available measurable outputs. However, such assumption places restriction
on its applicability. (Seliger and Frank 1991) proposed an alternative approach for a
general class of nonlinear systems. The approach provides existence conditions and
dynamics is not proven or discussed. In (Corless and Tu 1998), the problem of state
the main results of (Kudva et al. 1980) and (Park and Stein 1988) and is applicable to
a larger class of systems. Another notable contribution is due to (Koenig and Mammar
2001) reported an unknown input reduced order observer for nonlinear systems for the
purpose of FDI, which is also based upon complete disturbance decoupling. A more
observer design for general class of nonlinear systems using a novel linear
approximation is reported. (Sharma and Aldeen 2004) extended the work in (Koenig
states and unknown inputs and/or outputs using the same nonlinear observer.
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for nonlinear descriptor systems that can be used in residual generation for fault
detection. The advantage of this approach is that robustness to unknown inputs can be
simultaneously estimating directly unknown inputs and faults in the plant (actuator
faults) and measurements (sensor faults). Therefore the main feature of the proposed
technique is the use of a nonlinear observer that can provide asymptotic state
number of faults associated with the plant and the measurement. As a result, the
significantly lessened.
x = hx ( x, u , f e ) (1)
y = hy ( x, u, f w ) (2)
of system may be expressed in terms of a linear unforced part and a nonlinear state
x = Ax + Bu + Ef e + g ( x, u ) (3)
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y = Cx + Du + Wf w (4)
Remark 2.1: Matrices E and W are assumed to be of full rank, otherwise the following
rank is carried out. Assume that rank { E} = qe < m . Then we can arrange E so that
⎡f ⎤
Ef e = [ E1 E2 ] ⎢ e1 ⎥ = E1 f e1 + E2 f e 2 and rank { E} = rank { E1} = qe . This implies that
⎣ fe2 ⎦
= E1 f e ' . It follows that if we excite the observer with two signals, namely f e1 and f e ' ,
( )
then we can construct the unknown signal fˆe 2 from fˆe 2 = K + fˆe' − fˆe1 . Because K
has full column rank, fˆe 2 has a unique solution. The same procedure can be used in
Assumption 2: m > qe + qw .
Remark 2.2: Assumption 2 may be relaxed if for physical reasons, it may not be
satisfied. The relaxation, however, can be affected by designing more than one
observer, each for a subset of the faults signals. If, however, due to some practical and
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accessibility constraints either of this cannot be done, then the technique will have to
be abandoned.
scheme suitable for multivariable systems. The scheme is based on the idea of
decoupling the state and output equations into fault-free and fault-dependent parts.
The fault-free part is, then, used to design an observer that would guarantee
estimation of the entire state vector irrespective of the magnitude and nature of any
fault signals. Once this task is achieved, then the observer is used to provide estimates
of the state vector to a fault detection filter, which is designed specifically to provide
estimates of all fault and unknown input signals. This development is outlined next.
⎡∑ ⎤
W = U ∑W V T = [U1 U 2 ] ⎢ 2 ⎥ V T = U1 ∑ 2 V T (6)
⎣0⎦
where U ∈ℜm×m , ∑W ∈ℜm×qw , V T ∈ℜqw ×qw ,U1 ∈ℜm×qw ,U 2 ∈ℜ m×( m − qw ) and ∑ 2 ∈ℜqw ×qw .
y = Cx + Du + U ∑W V T fW (7)
⎡U1T y ⎤ ⎡ y1 ⎤
U y=⎢ T ⎥⎢ ⎥
T
(8)
⎣U 2 y ⎦ ⎣ y2 ⎦
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⎡ D1 ⎤ ( m − qw )× p
Define U D ⎢ ⎥ , D1 ∈ ℜ w×p
and D2 ∈ ℜ
T q
, then equation (7) becomes
⎣ 2⎦
D
⎡ y1 ⎤ ⎡U1T ⎤ ⎡ D1 ⎤ ⎡∑2 ⎤
⎢ y ⎥ = ⎢ T ⎥ Cx + ⎢ D ⎥ u + ⎢ 0 ⎥ f w (9)
⎣ 2 ⎦ ⎣U 2 ⎦ ⎣ 2⎦ ⎣ ⎦
y2 = U 2T Cx + D2u = U 2T y (11)
Thus the output equation has now been decoupled, as shown in equations (10) and
(11). Note that equation (11) reveals that y2 is not affected by the output fault
signal f w .
⎡∑ ⎤
E = Q ∑ E RT = [Q1 Q2 ] ⎢ 1 ⎥ RT = Q1 ∑1 RT (12)
⎣0⎦
where, Q ∈ℜn×n , ∑ ∈ℜn×qe , R ∈ℜqe ×qe , Q1 ∈ℜ n×qe , Q2 ∈ℜ n×( n − qe ) and ∑1 ∈ℜqe ×qe
⎡Q ⎤ ⎡ g ( x, u ) ⎤
Q T g ( x, u ) = ⎢ 1 ⎥ g ( x, u ) = ⎢ 1 ⎥ = G ( x, u ) .
⎣Q2 ⎦ ⎣ g 2 ( x, u ) ⎦
⎡ x1 ⎤
⎢x ⎥ = x Q x
T
(13)
⎣ 2⎦
so that
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⎡A A12 ⎤ T ⎡ B1 ⎤
A QT AQ = ⎢ 11 ⎥ ;Q B = B ⎢ ⎥ (14)
⎣ A21 A22 ⎦ ⎣ B2 ⎦
⎡x ⎤
Use this coordinate transformation x = Qx = Q ⎢ 1 ⎥ in equation (11) to obtain
⎣ x2 ⎦
y2 = Cx + D2u (17)
where C ∈ℜ(
m − qw )×n
is defined as:
C U 2T CQ = ⎡⎣C1 C2 ⎤⎦ (18)
with C1 ∈ ℜ(
m − qw )× qe
, and C2 ∈ ℜ(
m − qw )×( n − qe )
. Then equation (17) becomes:
y2 = C1 x1 + C2 x2 + D2u (19)
from:
⎡C1+ ⎤
N =⎢ ⎥ (20)
⎣M ⎦
M ∈ ℜ(
m − qw − qe )×( m − qw )
is an arbitrarily selected matrix so that N ∈ ℜ(
m − qw )×( m − qw )
is
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x2 = A 2 x2 + B 2u + G 2 y + g 2 ( x, u ) (25)
( ) ( ) (
M I m − q2 − C1C1+ y2 = M I m − q2 − C1C1+ C2 x2 + M I m − q2 − C1C1+ D2u ) (26)
Define:
( ) ( ) (
C M I m − qw − C1C1+ C2 ; H M I m − qw − C1C1+ U 2T ; D M I m − qw − C1C1+ D2 )
(27)
Hy + Du
= Cx (28)
2
Define:
y 2 Hy + Du
= Cx (29)
2
Thus we now have a fault-free system described by the state equation (25) and the
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x2 = A 2 x2 + B 2u + G 2 y + g 2 ( x, u ) (30)
+ Du
y 2 = Cx
2 (31)
{ }
If the pair A 2 , C is observable, then the following system can act as an observer
(
xˆ2 = A 2 xˆ2 + B 2u + G 2 y + g 2 ( xˆ , u ) + L y 2 − Cx
ˆ − Du
2
) (32)
where L is the observer gain matrix and must be found so that the observer matrix
A 2 − LC is stable.
(
xˆ1 = C1+ U 2T y − D2u − C2 xˆ2 ) (33)
Finally, the estimate, x̂ , of the original overall state vector, x , is now constructed
⎡ xˆ ⎤
xˆ = Qxˆ = Q ⎢ 1 ⎥ (34)
⎣⎢ xˆ2 ⎦⎥
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In this section, we derive two fault estimation schemes, one for fault signals that
appear in the state equation and the other for the fault signals that appear in the output
equation.
xˆ = Qx xˆ2 + Qy y + Qu u (35)
⎡ −C + C ⎤ ⎡C +U T ⎤ ⎡ −C + D ⎤
where, Qx Q ⎢ 1 2 ⎥ , Qy Q ⎢ 1 2 ⎥ , and Qu Q ⎢ 1 2 ⎥ . From equation (10),
⎣ I ⎦ ⎣ 0 ⎦ ⎣ 0 ⎦
xˆ = Qx xˆ2 + Qy y + Qu u (37)
⎣( ) ( ) ( )
xˆ = Qx ⎡ A 2 − LC xˆ2 + B 2 − LD u + G 2 + LH y ⎤ + Qy y + Qu u
⎦
(38)
From equations (15) and (38), the estimate of the fault signal f e may be obtained,
(
fˆe = RΣ1−1Q1T Ψ1 xˆ2 + Ψ 2 y + Ψ 3 y + Ψ 4u + Ψ 5 g ( xˆ , u ) + Ψ 6u ) (39)
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( ) (
where, Ψ1 = Qx A 2 − LC − AQx , Ψ 2 = Qx G 2 + LH − AQy , Ψ 3 = Qy , )
( )
Ψ 4 = Qx B 2 − LD − AQu − B , Ψ 5 = QxQ2 and Ψ 6 = Qu .
4. STABILITY ANALYSIS
e = x − xˆ (40)
( )
e2 = A 2 − LC e2 + Q2 g (42)
where, g = g ( x, u ) − g ( xˆ , u ).
This implies
( ) (
V = e2T ⎡ P A 2 − LC + A 2 − LC ) P ⎤ e2 + 2e2T PQ2 g
T
(44)
⎢⎣ ⎥⎦
( )
If the pair A 2 , C is detectable, then by appropriate choice of gain L, stability of
( A − LC )
2 can be ensured. Therefore, by Lyapunov stability theory there exists a
( ) (
P A 2 − LC + A 2 − LC )
T
P = −X (45)
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V ≤ − X e2 + 2 e2 PQ2γ 0 e
2
(47)
( )
e = x − xˆ = Qx x2 − xˆ2 = Qx e2 (48)
V ≤ − X e2 + 2γ 0 PQ2Qx e2
2 2
where, σ max and σ min represent maximum and minimum singular values,
respectively.
σ min ( X )
γ0 < (50)
2σ max ( PQ2Qx )
In this example, the design technique presented in the paper is applied for estimating
unknown states and detecting faults in the train system shown in figure (1).
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z3 z1
k, ρ u
MC ME
spring
Carriage Engine
Figure 1: A train system.
mass is represented by M C . The train is moved by the engine traction force, u, which
may be lost for some practical reasons. The loss of traction may be modelled as a
fault. A nonlinear state space model describing the train motion incorporating possible
⎡ 0 1 0 0 ⎤ ⎡ 0 ⎤
⎢ k ⎥ ⎡ 0 ⎤ ⎡ 1 ⎤ ⎢ ρ ⎥
⎢− −α g
k
0 ⎥ ⎢ 1 ⎥ ⎢ 1 ⎥ ⎢ ( z2 + z4 ) ⎥
2
⎢ ME ME ⎥ ⎢ ⎥ ⎢− ⎥ ⎢ME ⎥
z = ⎢ ⎥ z + ⎢ME ⎥u + ⎢ ME ⎥ f + ⎢ ⎥
⎢ 0 0 0 1 ⎥ ⎢ ⎥ ⎢ ⎥ ⎢ 0 ⎥
⎢ k k ⎥ ⎢ 0 ⎥ ⎢ 0 ⎥ ⎢ ρ 2⎥
⎢ 0 − −α g ⎥ ⎢⎣ 0 ⎥⎦ ⎢⎣ 0 ⎥⎦ ⎢ ( z2 + z4 ) ⎥
⎣ MC MC ⎦ ⎣ MC ⎦
⎡1 0 0 0 ⎤
y=⎢ ⎥z
⎣0 1 0 0 ⎦
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where α represents the rolling friction and f represents loss of traction (fault). The
velocity of the engine while z3 and z4 are those of the carriage. For simulation
supremum of the magnitude of the partial derivative of the nonlinear term f ( z ) . That
is,
∂f ( z )
γ0 =
∂z z = z ( 0)
∞
where z (0) represents the equilibrium point of the nonlinear train system under
consideration.
(
In addition, the following value of observer gain is chosen to ensure that A 2 − LC is )
Hurwitz:
⎡ 0.7816 ⎤
L = ⎢⎢ 0.1174 ⎥⎥ .
⎢⎣ 0.1846 ⎥⎦
( )
This observer gain matrix results in eig A 2 − LC = ( −0.7816, − 0.98 ± j 0.1166 ) .
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For the X and P above, the RHS of condition (50) is computed as:
σ min ( X )
= 0.5529 > γ 0 = 0.088
2σ max ( PQ2Qx )
This ensures asymptotic stability of the error dynamics, i.e. asymptotic convergence
Fault filter design: The fault detection filter described in equation (39) has the
(
fˆe = RΣ1−1Q1T Ψ1 xˆ2 + Ψ 2 y + Ψ 3 y + Ψ 4u + Ψ 5 g ( xˆ , u ) )
⎡ −0.3749 0 0⎤ ⎡0.3749 0 ⎤ ⎡0 0⎤
⎢ 0.4870 −0.4870 0 ⎥⎥ ⎢ 0 1.96 ⎥⎥ ⎢0 1 ⎥⎥
Ψ1 = ⎢ ; Ψ2 = ⎢ ; Ψ3 = ⎢ ;
⎢ −0.0118 0 0⎥ ⎢ 0.0118 0 ⎥ ⎢0 0⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ −0.0564 0 0⎦ ⎣0.0564 0 ⎦ ⎣0 0⎦
⎡1 0 0 0⎤
⎢0 0 0 0 ⎥⎥
Ψ 4 = [ 0 0 0 0] ; Ψ 5 = ⎢
T
.
⎢0 0 1 0⎥
⎢ ⎥
⎣0 0 0 1⎦
Simulation results: To examine the performance of the designed observer and fault
filter, the following simulation study is carried out. The system is assumed to be in
equilibrium, when at time t = 0 (s) the observer is switched on with zˆ(0) ≠ z (0) . At
time t = 10 (s) the train increases traction gradually until it reaches full traction at
time t = 15 (s) ; this can be modelled as a unit ramp applied over a period of
traction occurs. The engine fault is then gradually cleared over the period
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this case are shown in figures (2a-2c). It is clear from all of these figures that the
observer converges to the true state of the system in about 10s, which means that the
Figure (2a), shows the response of the fault detection filter. As expected, the
filter does not respond to the application of the traction at t = 10 (s) . However when
the engine loses its traction at time t = 35 (s) , it starts to respond. As shown in the
figure the output of the fault filter increases gradually, flattens and then gradually
declines, image mirroring the fault signal over the fault period 35 ≤ t ≤ 60 ( s) .
Figures (2b-2c) exhibit the properties of the nonlinear unknown input observer
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6. CONCLUSION
A new scheme for the design of nonlinear observer and fault detection filters for
a class of nonlinear systems is presented in this paper. It is shown that the scheme is
able to reconstruct the occurrence of faults and unknown input and output
the effectiveness of the technique is illustrated with the help of two numerical
examples.
7. REFERENCES
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M. Corless and J. Tu, “State and Input Estimation for a Class of Uncertain systems”,
Y. Guan and M. Saif, “A novel approach to the design of unknown input observers”,
Hou, M. and P.C. Muller, “Design for observers for linear systems with unknown
Hassan K. Khalil, Nonlinear systems, Upper saddle River, N.J.: Prentice Hall, 2002.
D. Koenig and R.J. Patton, “New design of robust Kalman filters for fault detection
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J.E. Kurek, “The state vector reconstruction for linear systems with unknown inputs”,
with unknown inputs”, IEEE Transactions on Automatic Control, 25, pp. 113-
115, 1980.
M.S. Park and J. L. Stein, “Closed-loop state and input observer for systems with
S. Raghavan and J.K. Hedrick, “Observer design for a class of nonlinear systems”,
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D.N. Shields, “Observer design and detection for nonlinear descriptor systems”,
pp 64-72, (1990).
F. Yang and R.W. Wilde, “Observers for linear systems with unknown inputs”, IEEE
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