ࡴஶ Observer Design for Linear Time-Delay Systems

Md. Aminul Haq1 , Ibrahim Beklan Kucukdemiral2

1
Department of Control and Automation Engineering, Yildiz Technical University, Istanbul, Turkey
ocean_blue04@yahoo.com
2
Department of Control and Automation Engineering, Yildiz Technical University, Istanbul, Turkey
beklan@yildiz.edu.tr

Abstract developed in [7, 8, 9, 10, 11], which could be adopted for

observer design too because of duality.
The paper present the design of an observer for a general
class of systems with delays in states. A state space model of
observer with delays is proposed. The novelty of the study is
to include the state derivatives in the design. The stability of
the observer is proved by Lyapunov approach. Linear
Matrix Inequality (LMI) approach is used in the analysis of
the problem. Numerical examples are studied to see the
validity of the approach.

1. Introduction
Fig.1. Block diagram of proposed observer
Time-delay system (TDS) is a system having delays in its states,
inputs or outputs and occurs in many natural and engineering
To design an observer for TDSS we use simple Luenberger
events. Time-delay is commonly encountered in chemical
approach, but we introduced here two feedback line instead of
processes, biological systems, long transmission line of
one. The first feedback line contains a proportional gain matrix
pneumatic, hydraulic system, steel rolling mills, space missions
and second feedback line has a gain matrix (given) followed by
and usually a very common source of instability.Time-delay
a differentiator block. So here we are considering not only the
systems actually belongs to the class of functional differential
difference between real states and estimator states or error
equation (FDE),which has infinite dimensions making it more
signals but also the rate of change of error signals. Taking into
complex. Both to analysis and designs taking into the
consideration both error and rate of change of error data would
consideration of deviating arguments or differential difference
make the observer more reliable than simple Luenberger type
term is necessary for engineers to make models to behave like
one.
more to real process.

‫ܪ‬ஶ state observer problem has been studied for many years in 2. Problem Formulation
order to improve satisfactory observer action under exogenous
disturbance. Several methods for ‫ܪ‬ஶ observer design for time Consider the following linear time-delay system,
delay system such as Lyapunov–Krasovskii approach, algebraic
Riccati Equation approach, Fattouh et el method has been šሶ (t)=Ax(t)+Adx(t-h)+Bu(t)+Nw(t)
discussed in [1].The delay-dependent design methods which are y=Cx(t)
suitable for systems with time delay being of known size have x(t+ߠ) =߮ (ߠ) ‫߳ߠ׊‬ሾെ݄ǡ Ͳሿ (1)
been proposed in [2,3] based on Riccati Equation approach.A
Lyapunov approach to design an observer for discrete time where ,
system in terms of Riccati Equation has been proposed in [4]. xሺ‫ݐ‬ሻ߳Rn : The State vector.
Based on Lyapunov stability theory, the design of observer with w(t)߳Rq : The exogenous disturbance input which belongs to
internal delay and unknown input is formulated in terms of L2[0,λ).
Linear Matrix Inequality (LMI) in [5] and authors developed a y(t)߳Rp : The output vector.
delay independent matrix representation. A reset observer A, Ad߳‫࢔܀‬ൈ࢔ , B߳‫࢔܀‬ൈࢗ , N߳‫࢔܀‬ൈ࢑ , C߳‫࢖܀‬ൈ࢔ .
framework has been proposed in [6] for linear time-delay The above matrices are constant and known system matrices.
systems to improve settling time and overshoot performance. It
is well known that ‫ܪ‬ஶ filtering problem is dual to the ‫ܪ‬ஶ h൐ 0 :a positive scalar denoting the time delay.
control one for linear systems without uncertainty.‫ܪ‬ஶ ߮ (Ǥ) : a continuously differentiable function on [-݄ǡ Ͳ]
Controller (observer) design procedure has been proposed and representing the initial condition.

848
 3. Main Results L1,L2߳‫࢔܀‬ൈ࢖ :The constant observer gain matrix to be selected
appropriately.
Let us formulate an observer dynamics as follows, ‫ݕ‬ො(t)߳Rp :The estimated output vector.

‫ݔ‬ොሶ(t)=F‫ݔ‬ො(t)+G‫ݔ‬ො(t-h)+Hu(t)+Mw(t)+L1(y(t)-‫ݕ‬ො(t))+L2(‫ݕ‬ሶ (t)-‫ݕ‬ොሶ(t)) F, G߳‫࢔܀‬ൈ࢔ , H߳‫࢔܀‬ൈࢗ , M߳‫࢔܀‬ൈ࢑ , C߳‫࢖܀‬ൈ࢔.

‫ݕ‬ො(t)=C‫ݔ‬ො(t) (2)
Thorem: Observer in form of (2) can be constructed if there
Where, exists matrices P=PT>0, R1=ܴଵ் >0, R2=ܴଶ் >0 and X for a given
‫ݔ‬ො(t)߳Rn : The estimator state vector noise attenuation levelߛ, satisfying the following LMI

ߗଶ ݄ܼ ି் ܲ‫ܣ‬ௗ ܼ ݄ܼ ି் ܲ‫ܣ‬ௗ ܼ ݄‫ܣ‬ௗ ் ݄ሺ‫ ܲ ்ܣ‬െ ‫ ் ܺ ் ܥ‬ሻ Ͳ

‫ۍ‬ ‫ې‬
݄ܼ ் ‫ି ܼܲ ் ܣ‬ଵ െ݄ܴଵ Ͳ Ͳ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ௗ
‫ܣ ் ܼ݄ێ‬ௗ ் ܼܲ ିଵ Ͳ െ݄ܴଶ Ͳ Ͳ Ͳ ‫<ۑ‬0
‫ێ‬ ‫ۑ‬ (3)
‫ێ‬ ݄‫ܣ‬ௗ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ݄ሺܲ െ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ Ͳ ‫ۑ‬
‫ۏ‬ Ͳ Ͳ Ͳ Ͳ Ͳ െߛ ଶ ‫ےܫ‬

where ߗଶ =(ATPZ-1 -CTXTZ-1+AdTPZ-1+ Z-TPA- Z-TXC+ Z-TPAd +CTC)

3.1. Proof: Obviously,

Subtracting equation (2) from equation (1) we get, e(t)0 as t if the following conditions are satisfied:

šሶ (t) -šොሶ(t) = Ax(t)+Adx(t-h)+Bu(t)+Nw(t) - Fšො(t)-Gšො(t-h) (1) The system is stable and observable.
(2) ( I+ L2C) is invertible.
-Hu(t)-Mw(t)-L1(y(t)-›ො(t))-L2(›ሶ (t)-›ොሶ(t)) (3) A=F,
Ad=G,
‡ሶ (t) =Ax(t)+Adx(t-h)+Bu(t)+Nw(t) - Fšො(t)-Gšො(t-h)-Hu(t) B=H,
N=M, then the error dynamics reduces to,
-Mw(t)-L1(y(t)-›ො(t))-L2(›ሶ (t)-›ොሶ(t))+ Fx(t)+Gx(t-h)
݁ሶ (t) =( I+ L2C)-1[(F-L1C)e(t)+Ge(t-h)]
-Fx(t)-Gx(t-h)
݁ሶ (t) = Z[(F-L1C)e(t)+Ge(t-h)] (4)
‡ሶ (t) = (A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t)+(N-M)w(t)
We will utilize following the Leibniz rule
+F(x(t)െšො(t))+G(x(t-h)-šො(t-h))-L1(Cx(t)- Cšො(t))
௧
Lemma 1: A(t-h) = A(t)-‫׬‬௧ି௛ ‫ܣ‬ሶሺȽሻ† Ƚ
-L2(Cšሶ (t)-Cšොሶ(t))

‡ሶ (t) = (A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t)+(N-M)w(t) We will also use the following lemma in our proof

Lemma 2: -2UTV൑ UTRU+VTିଵ V

+Fe(t)+Ge(t-h)-L1C(x(t)- šො(t)) -L2C(šሶ (t)-šොሶ(t))
Then we have the error dynamics as follows,
‡ሶ (t)+L2C‡ሶ (t)= (A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t)+(N-M)w(t)

+Fe(t)+Ge(t-h)-L1Ce(t) ݁ሶ (t) = Z[(F-L1C)e(t)+Ge(t-h)]

Using Leibniz rule given in Lemma 1, we can write,

(I+ L2C)‡ሶ (t) = (A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t)
௧
+(N-M)w(t)+(F-L1C)e(t)+Ge(t-h) e(t-h) = e(t)-‫׬‬௧ି௛ ݁ሶ ሺȽሻ† Ƚ
௧
‡ሶ (t) =( I+ L2C)-1[(A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t) = e(t)-‫׬‬௧ି௛ ሾሺ െ ‫ܮ‬ଵ ሻ‡ሺȽሻ ൅
‡ሺȽ െ Šሻሿ† Ƚ
+(N-M)w(t)+(F-L1C)e(t)+Ge(t-h)] ݁ሶ (t) =Z(F-L1C)e(t)
‡ሶ (t) = Z[(A -F)x(t)+(Ad–G)x(t-h)+(B-H)u(t) ௧
+ZG{e(t)-‫׬‬௧ି௛ ሾሺ െ ‫ܮ‬ଵ ሻ‡ሺȽሻ ൅
‡ሺȽ െ Šሻሿ† Ƚ}
+(N-M)w(t)+(F-L1C)e(t)+Ge(t-h)]
The error dynamics (4) is now transformed into the following
Where , Z=( I+ L2C)-1 equation.
Here, we will choose L2 arbitrarily and calculate the gain L1
accordingly.

849
݁ሶ (t) = Z[(F-L1C)+G]e(t) ൑ e(t)T[FTPZ-1 -CTL1TPZ-1+GTPZ-1+ Z-TPF- Z-TPL1C+ Z-TPG]e(t)
଴ + h e(t)TZ-TPGZR1-1ZTGTPZ-1e(t)+ h e(t)TZ-TPGZR2-1ZTGTPZ-1e(t)
െܼ‫ ܼܩ‬න ሾሺ െ ‫ܮ‬ଵ ሻ‡ሺ– ൅ Ƚሻ ൅
‡ሺ– ൅ Ƚ െ Šሻሿ† Ƚ
ି௛ + h e(t)T(F-L1C)TR1(F-L1C)e(t)+ h e(t)TGTR2Ge(t)
(5) Now applying Schur complement we get,
݁ሶ (t)՜0 as t՜ λ means error in (5) tends to ‘0’ as time evolves. ൑e(t)T
ߗ ݄ܼ ି் ܲ‫ܼܩ‬ ݄ܼ ି் ܲ‫ܼܩ‬ ݄‫் ܩ‬ ݄ሺ െ ‫ܮ‬ଵ ሻ்
Delay-dependent approach: Consider the following Lyapunov– ‫ି ் ் ۍ‬ଵ ‫ې‬
‫ێ‬ ݄ܼ ‫ܩ‬ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ ‫ۑ‬
Krasovskii functional
‫ି ܼܲ ் ܩ ் ܼ݄ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ‫ۑ‬
V(e,t)= e(t)T Z-TPZ-1 e(t) ‫ێ‬ ݄‫ܩ‬ Ͳ Ͳ െ݄ܴଶିଵ Ͳ ‫ۑ‬
ିଵ
‫݄ ۏ‬ሺ െ ‫ܮ‬ଵ ሻ Ͳ Ͳ Ͳ െ݄ܴଵ ‫ے‬
଴ ௧
+‫ି׬‬௛ ‫׬‬௧ା஘ ‡ሺɅሻ୘ ሺ െ ‫ܮ‬ଵ ሻ୘ ଵ ሺ െ ‫ܮ‬ଵ ሻ‡ሺɅሻ ݀ɅǤ ݀‫ݏ‬
e(t)
଴ ௧ି௛
+‫ି׬‬௛ ‫׬‬௧ି௛ା஘ ‡ሺɅሻ୘
୘ ܴଶ
‡ሺɅሻ ݀ɅǤ ݀‫ݏ‬ Here, ߗ= (FTPZ-1 -CTL1TPZ-1+GTPZ-1+ Z-TPF- Z-TPL1C+ Z-TPG)

If above matrix is less than 0,then ܸሶ (e,t) is negative so e(t)՜0 as

ܸሶ (e,t) =݁ሶ (t)T Z-TPZ-1e(t)+ e(t)TZ-TPZ-1 ݁ሶ (t)
t՜ λ.
+h e(t)T ሺ െ ‫ܮ‬ଵ ሻ୘ ܴଵ ሺ െ ‫ܮ‬ଵ ሻ e(t)
௧
-‫׬‬௧ି௛ ‡ሺɅሻ୘ ሺ െ ‫ܮ‬ଵ ሻ୘ ଵ ሺ െ ‫ܮ‬ଵ ሻ‡ሺɅሻ ݀Ʌ ߗ ݄ܼ ି் ܲ‫ܼܩܲ ்ି ܼ݄ ܼܩ‬ ݄‫் ܩ‬ ݄ሺ െ ‫ܮ‬ଵ ሻ்
‫ି ் ் ۍ‬ଵ ‫ې‬
‫ܼܲ ܩ ܼ݄ێ‬ െ݄ܴଵ Ͳ Ͳ Ͳ ‫ۑ‬
+ h e(t)TGTR2Ge(t) ‫ି ܼܲ ் ܩ ் ܼ݄ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ‫ۑ‬
௧ି௛ ‫ێ‬ ݄‫ܩ‬ Ͳ Ͳ െ݄ܴଶିଵ Ͳ ‫ۑ‬
-‫׬‬௧ି௛ି௛ ‡ሺɅሻ୘
୘  ଶ
‡ሺɅሻ†Ʌ
‫݄ ۏ‬ሺ െ ‫ܮ‬ଵ ሻ Ͳ Ͳ Ͳ െ݄ܴଵିଵ ‫ے‬

<0 (6)
= e(t)T[(F-L1C)+G]TZT Z-TPZ-1e(t)

+ e(t)T Z-TPZ-1Z[(F-L1C)+G] e(t) Pre and post multiplying (6) by diag {I,I,I,I,P} and replacing
଴
-2e(t)TZ-TPZ-1ZGZ‫ି׬‬௛ሾሺ െ ‫ܮ‬ଵ ሻ݁ሺ‫ ݐ‬൅ Ʌሻ ൅ ‫݁ܩ‬ሺ‫ ݐ‬൅ Ʌ െ Šሻሿ݀Ʌ
–hR2-1 by h(R2-2I) as we know –R2-1<(R2-2I) ,we get
+ h e(t)T(F-L1C)TR1(F-L1C)e(t)
௧
-‫׬‬௧ି௛ ‡ሺɅሻ୘ ሺ െ ‫ܮ‬ଵ ሻ் ܴଵ ሺ െ ‫ܮ‬ଵ ሻ‡ሺɅሻ† Ʌ ߗ ݄ܼ ି் ܲ‫ܼܩ‬ ݄ܼ ି் ܲ‫ܼܩ‬ ݄‫் ܩ‬ ݄ሺ െ ‫ܮ‬ଵ ሻ் ܲ
‫ି ் ் ۍ‬ଵ ‫ې‬
‫ێ‬ ݄ܼ ‫ܩ‬ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ ‫ۑ‬
௧ି௛
+ h e(t)TGTR2Ge(t)-‫׬‬௧ି௛ି௛ ‡ሺɅሻ୘
୘  ଶ
‡ሺɅሻ†Ʌ ‫ି ܼܲ ் ܩ ் ܼ݄ ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ‫ۑ‬
‫ێ‬ ݄‫ܩ‬ Ͳ Ͳ െ݄ܴଶିଵ Ͳ ‫ۑ‬
ିଵ
‫݄ܲۏ‬ሺ െ ‫ܮ‬ଵ ሻ Ͳ Ͳ Ͳ െ݄ܴܲଵ ܲ ‫ے‬
൑ e(t)T[(F-L1C)+G]TPZ-1e(t)+ e(t)T Z-TP[(F-L1C)+G] e(t)
<0
଴
+‫ି׬‬௛ ‡ሺ–ሻ୘ ܼ ି୘ 
ିଵ ் ் ିଵ
ଵ ܼ ‫݁ ܼܲ ܩ‬ሺ‫ݐ‬ሻdɅ

଴ We can replace –hPR1-1P by h (R1-2P) as, h(R1-P)ܴଵିଵ (R1-P) >0

+‫ି׬‬௛ ݁ሺ‫ ݐ‬൅ Ʌሻ் ሺ െ ‫ܮ‬ଵ ሻ் ܴଵ ሺ െ ‫ܮ‬ଵ ሻ݁ሺ‫ ݐ‬൅ Ʌሻ݀Ʌ

଴
+‫ି׬‬௛ ‡ሺ–ሻ୘ ܼ ି் 
ܴଶିଵ ܼ ் ‫ି ܼܲ ் ܩ‬ଵ ݁ሺ‫ݐ‬ሻdɅ hR1-hP-hP+ hPR1-1P>0 then –hPR1-1P<h(R1-2P)
଴
+‫ି׬‬௛ ݁ሺ‫ ݐ‬൅ Ʌ െ Šሻ் ‫ܴ ் ܩ‬ଶ ‫݁ܩ‬ሺ‫ ݐ‬൅ Ʌ െ Šሻ݀Ʌ
ߗ ݄ܼ ି் ܲ‫ܼܩܲ ்ି ܼ݄ ܼܩ‬ ݄‫் ܩ‬ Šሺ െ ‫ܮ‬ଵ ሻ் ܲ
‫ି ் ் ۍ‬ଵ ‫ې‬
‫ܼܲ ܩ ܼ݄ ێ‬ െ݄ܴଵ Ͳ Ͳ Ͳ
T T T T
+ h e(t) (F-L1C) R1(F-L1C)e(t) + h e(t) G R2Ge(t) ‫ۑ‬
‫ି ܼܲ ் ܩ ் ܼ݄ ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ ‫ۑ‬
଴ ‫ێ‬ ‫ۑ‬
െ ‫ି׬‬௛ ݁ሺ– ൅ Ʌሻሺ െ ‫ܮ‬ଵ ሻ் ܴଵ ሺ െ ‫ܮ‬ଵ ሻ‡ሺ– ൅ Ʌሻ† Ʌ ‫ێ‬ ݄‫ܩ‬ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ ‫ۑ‬
‫݄ܲۏ‬ሺ െ ‫ܮ‬ଵ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ ‫ے‬
଴
െ ‫ି׬‬௛ ‡ሺ– ൅ Ʌ െ Šሻ୘
்  ଶ
‡ሺ– ൅ Ʌ െ Šሻ†Ʌ
<0

850
Now let PL1=X and defining the matrix (right hand side of the equation ) as ȭ,

ߗ ݄ܼ ି் ܲ‫ܼܩ‬ ݄ܼ ି் ܲ‫ܼܩ‬ ݄‫் ܩ‬ ݄ሺ‫ ܲ ் ܨ‬െ ‫ ் ܺ ் ܥ‬ሻ

‫் ் ۍ‬ଵ ିଵ ‫ې‬
‫ێ‬݄ܼ ‫ܩ‬ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ ‫ۑ‬
ȭ =‫ି ܼܲ ் ܩ ் ܼ݄ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ ‫ <ۑ‬0
‫ێ‬ ‫ۑ‬
‫ێ‬ ݄‫ܩ‬ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ ‫ۑ‬
‫݄ ۏ‬ሺܲ െ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ ‫ے‬

Here ߗଵ =(FTPZ-1 -CTXTZ-1+GTPZ-1+ Z-TPF- Z-TXC+ Z-TPG)

For ‫ܪ‬ஶ observer,it has to satisfy the following equation,

ஶ
‫׬‬଴ ሾܸሶ ሺ‡ǡ –ሻ+z(t)Tz(t)-ߛ2w(t)Tw(t)]dt<0 (7)

If ܸሶ ሺ‡ǡ –ሻ+z(t)Tz(t)-ߛ2w(t)Tw(t)<0 then (7) will be true also.

e(t)T ȭ e(t)+ e(t)TCTCe(t))-ߛ2w(t)Tw(t)<0 [here, z=y(t)-‫ݕ‬ො(t)= Cx(t)- Cšො(t)= Ce(t)] (8)

if ા(t)=[e(t) ; w(t)] and applying Schur complement to (8) ,

ߗ ݄ܼ ି் ܲ‫ܼܩ‬ ݄ܼ ି் ܲ‫ܼܩ‬ ݄‫் ܩ‬ ݄ሺ‫ ܲ ் ܨ‬െ ‫ ் ܺ ் ܥ‬ሻ Ͳ

‫் ் ۍ‬ଶ ିଵ ‫ې‬
‫ێ‬݄ܼ ‫ܩ‬ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ Ͳ ‫ۑ‬
T ‫ܼܲ ܩ ܼ݄ێ‬ Ͳ ‫ۑ‬
் ் ିଵ
Ͳ െ݄ܴଶ Ͳ Ͳ
ા (t) ‫ێ‬ ા (t)< 0
݄‫ܩ‬ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ‫ۑ‬
‫݄ ێ‬ሺܲ െ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ Ͳ ‫ۑ‬
‫ۏ‬ Ͳ Ͳ Ͳ Ͳ Ͳ െߛ ଶ ‫ےܫ‬

where ߗଶ =(FTPZ-1 -CTXTZ-1+GTPZ-1+ Z-TPF- Z-TXC+ Z-TPG +CTC)

ߗ ݄ܼ ି் ܲ‫ܼܩ‬ ݄ܼ ି் ܲ‫ܼܩ‬ ݄‫் ܩ‬ ݄ሺ‫ ܲ ் ܨ‬െ ‫ ் ܺ ் ܥ‬ሻ Ͳ

‫் ் ۍ‬ଶ ିଵ ‫ې‬
‫ێ‬݄ܼ ‫ܩ‬ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ Ͳ ‫ۑ‬
‫ି ܼܲ ் ܩ ் ܼ݄ێ‬ଵ Ͳ െ݄ܴଶ Ͳ Ͳ Ͳ ‫ۑ‬
‫ێ‬ <0
݄‫ܩ‬ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ Ͳ ‫ۑ‬
‫ێ‬ ‫ۑ‬
‫ێ‬ ݄ሺܲ െ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ Ͳ ‫ۑ‬
‫ۏ‬ Ͳ Ͳ Ͳ Ͳ Ͳ െߛ ଶ ‫ےܫ‬

According to necessary condition, replacing F=A and G=Ad we get the following final LMI

ߗଶ ݄ܼ ି் ܲ‫ܣ‬ௗ ܼ ݄ܼ ି் ܲ‫ܣ‬ௗ ܼ ݄‫ܣ‬ௗ ் ݄ሺ‫ ܲ ்ܣ‬െ ‫ ் ܺ ் ܥ‬ሻ Ͳ

‫ۍ‬ ்
‫ې‬
் ିଵ
‫ܣ ܼ݄ێ‬ௗ ܼܲ െ݄ܴଵ Ͳ Ͳ Ͳ Ͳ ‫ۑ‬
‫ܣ ܼ݄ێ‬ௗ ܼܲ ିଵ
் ்
Ͳ െ݄ܴଶ Ͳ Ͳ Ͳ ‫<ۑ‬0
‫ێ‬ ‫ۑ‬
‫ێ‬ ݄‫ܣ‬ௗ Ͳ Ͳ ݄ሺܴଶ െ ʹ‫ܫ‬ሻ Ͳ Ͳ ‫ۑ‬
‫݄ ێ‬ሺܲ െ ሻ Ͳ Ͳ Ͳ ݄ሺܴଵ െ ʹܲሻ Ͳ ‫ۑ‬
‫ۏ‬ Ͳ Ͳ Ͳ Ͳ Ͳ െߛ ଶ ‫ےܫ‬

where ߗଶ =(ATPZ-1 -CTXTZ-1+AdTPZ-1+ Z-TPA- Z-TXC+ Z-TPAd +CTC)

Solving the LMI for P and X we can get L1=P-1X.

851
 4. Numerical Example

In this section, we will demonstrate the theory developed in this

paper by means of simple examples. Here to solve problem we
have used Matlab software,Yalmip Optimization Toolbox and
Sedumi solver. Consider the linear continuous time-delay
system (9) and (10) with parameters given by

Example (1): A=ቂെʹ െͲǤͷቃ Ad=ቂ

ͲǤͷ Ͳ
ቃ (9)
ͲǤͷ െ͵ Ͳ ͲǤͷ

C= [ 1 0 ] L2=[0.5 0.4]T (chosen) (10)

Where 0 < h൑ ͲǤ͹͹ is an unknown positive scalar.

The purpose is to design ‫ܪ‬ஶobserver using equation (3)

according to the block diagram. The transfer function from

exogenous disturbances to error state outputs meets the

Fig.3. Trajectories of state ‫ݔ‬ଶ (t) and ‫ݔ‬ොଶ (t)
prescribed‫ܪ‬ஶ norm upper bound constraintȁȁ‫ܪ‬௬௪ ሺ‫ݏ‬ሻȁȁஶ ൑ 0.8

Here, we take the value ߛ=0.3

Example (2):
െʹǤͷ ͳǤʹ െʹǤ͵ ͳǤͷ
A=ቂ ቃ Ad=ቂ ቃ (11)
ͳǤͲ͵͹Ͷ െͲǤ͸ͻͷͲ െͳǤʹͷ െͶǤ͵ െͳǤͶ െ͵Ǥʹ
Solving the LMI, we get P=ቂ ቃ
െͲǤ͸ͻͷͲ ͲǤͻͲ͸Ͷ C= [ 0 1 ] L2=[0.5 0.4]T (chosen) (12)
ͲǤ͵ͺʹʹ െͲǤʹͷ͵ͳ ͲǤͻ͹͸͸ െͲǤ͵͸͹ͷ
R1=ቂ ቃ R2=ቂ ቃ Where 0 < h൑ ͲǤ͵ʹ is an unknown positive scalar.
െͲǤʹͷ͵ͳ ͲǤʹͻ͵͸ െͲǤ͵͸͹ͷ ͲǤͺͳʹͶ

ͲǤͲͻͳͺ ͲǤͷͲͻͷ The transfer function from exogenous disturbances to error state
X=ቂ ቃ L1 =ቂ ቃ
ͲǤʹͳͷ͸ ͲǤ͸ʹͺͷ outputs meets the prescribed‫ܪ‬ஶ norm upper bound
constraintȁȁ‫ܪ‬௬௪ ሺ‫ݏ‬ሻȁȁஶ ൑ 0.8
Here in the example plant initial state is [5;-2] and estimator Here, we chose ߛ=0.3.
initial state is [0;0].
Solving the LMI, we can get the values as follows,

ͲǤͻͶ͵ͺ െͲǤͲ͹ͳͷ ͲǤͻ͵ͳͻ െͲǤʹͳ͵ͻ

P=ቂ ቃ R1=ቂ ቃ
െͲǤͲ͹ͳͷ ͲǤͻͻͶ͵ െͲǤʹͳ͵ͻ ͲǤͻͻͻʹ

ͲǤͺʹ͹ͷ െͲǤͲͻ͸͸ ʹǤͷͶ͸ʹ

R2= ቂ ቃ X=ቂ ቃ
െͲǤͲͻ͸͸ ͳǤͳ͵ͺͲ ͲǤʹͺͺͲ

ʹǤ͹͵Ͷ͹
L1 =ቂ ቃ
ͲǤͶͺ͸ʹ

Fig.2. Trajectories of state ‫ݔ‬ଵ (t) and ‫ݔ‬ොଵ (t)

852

Here in the example plant initial state is [4;-3] and estimator
initial state is [0;0].
Fig.4. Trajectories of state ‫ݔ‬ଵ (t) and ‫ݔ‬ොଵ (t)
Fig.5. Trajectories of state ‫ݔ‬ଶ (t) and ‫ݔ‬ොଶ (t)
From the simulation result shown on graphs,we can see that the
trajectories of plant states and observer states converge within
few seconds,which is pretty good performance by the observer
designed using the method developed in this paper.
5. Conclusions
In this paper an observer design procedure for systems with
delays in states has been studied. An appropriate gain matrix for
observer is calculated while the gain matrix for differentiator
block has been predetermined. Necessary and sufficient
conditions have also been derived. Numerical examples
provided here described the effectiveness of this method.
Future research will be focused on upgrading this observer
dynamics into a delay free observer design.
853
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