Professional Documents
Culture Documents
Michel Fliess
Projet ALIEN, INRIA Futurs & Équipe MAX, LIX (CNRS, UMR 7161), École
polytechnique, 91128 Palaiseau, France.
E-mail : Michel.Fliess@polytechnique.edu
Cédric Join
Projet ALIEN, INRIA Futurs & CRAN (CNRS, UMR 7039), Université Henri
Poincaré (Nancy I), BP 239, 54506 Vandœuvre-lès-Nancy, France.
E-mail : Cedric.Join@cran.uhp-nancy.fr
Hebertt Sira-Ramı́rez
CINVESTAV-IPN, Sección de Mecatrónica, Departamento de Ingenierı́a
Eléctrica, Avenida IPN, No. 2508, Col. San Pedro Zacatenco, AP 14740, 07300
México D.F., México.
E-mail : hsira@cinvestav.mx
inria-00158855, version 2 - 24 Oct 2007
Abstract: Non-linear state estimation and some related topics, like parametric es-
timation, fault diagnosis, and perturbation attenuation, are tackled here via a new
methodology in numerical differentiation. The corresponding basic system theoretic
definitions and properties are presented within the framework of differential algebra,
which permits to handle system variables and their derivatives of any order. Sev-
eral academic examples and their computer simulations, with on-line estimations, are
illustrating our viewpoint.
Isidori, Schaufelberger & Sanz (2001); Lamnabhi-Lagarrigue & Rou- Remark 1.2. Note that our differentiators are not of
chon (2002a,b); Levine (1996); Menini, Zaccarian & Abdallah (2006); asymptotic nature, and do not require any statistical knowl-
Nijmeijer & Fossen (1999); Zinober & Owens (2002), and the refer- edge of the corrupting noises. Those two fundamental fea-
ences therein.
2 The origin of flatness-based control may also be traced back to tures remain therefore valid for our non-linear estimation6 .
a fresh look at controllability (Fliess (2000)). This is a change of paradigms when compared to most of
3 For some recent references in the control literature, see, e.g.,
today’s approaches7 .
Braci & Diop (2001); Busvelle & Gauthier (2003); Chitour (2002);
4 There are of course situations, for instance with a very strong
Dabroom & Khalil (1999); Diop, Fromion & Grizzle (2001); Diop,
Grizzle & Chaplais (2000); Diop, Grizzle, Moraal & Stefanopoulou corrupting noise, where the present state of our techniques may be
(1994); Duncan, Madl & Pasik-Duncan (1996); Ibrir (2003, 2004); insufficient. See also Remark 2.5.
5 Other authors like Slotine (1991) had already noticed that
Ibrir & Diop (2004); Kelly, Ortega, Ailon & Loria (1994); Levant
(1998, 2003); Su, Zheng, Mueller & Duan (2006). The literature on “good” numerical differentiators would greatly simplify control syn-
numerical differentiation might be even larger in signal processing thesis.
6 They are also valid for the linear estimation questions listed in
and in other fields of engineering and applied mathematics.
Remark 1.1.
7 See, e.g., Schweppe (1973); Jaulin, Kiefer, Didrit & Walter
c 200x Inderscience Enterprises Ltd.
Copyright
2
1.3 Analysis and organization of our paper 3. Section 6 deals with closed-loop fault diagnosis and
fault tolerant control.
Our paper is organized as follows. Section 2 deals with the
differential algebraic setting for nonlinear systems, which 4. Perturbation attenuation is presented in Section 7, via
was introduced in Fliess (1989, 1990). When compared linear and non-linear case-studies.
to those expositions and to other ones like Fliess, Lévine,
Martin & Rouchon (1995); Delaleau (2002); Rudolph We end with a brief conclusion. First drafts of various
(2003); Sira-Ramı́rez & Agrawal (2004), the novelty lies parts of this paper were presented in Fliess & Sira-Ramı́rez
in the two following points: (2004b); Fliess, Join & Sira-Ramı́rez (2005).
3
A differential ideal I of R is an ideal which is also a The next corollary is a direct consequence from Proposi-
differential subring. It is said to be prime if, and only if, I tions 2.1 and 2.2.
is prime in the usual sense.
Corollary 2.1. The module ΩK/k satisfies the following
properties:
2.2 Field extensions
• The rank13 of ΩK/k is equal to the differential tran-
All fields are assumed to be of characteristic zero. Assume
scendence degree of K/k.
also that the differential field extension K/k is finitely gen-
erated, i.e., there exists a finite subset S ⊂ K such that • ΩK/k is torsion14 if, and only if, K/k is differentially
K = khSi. An element a of K is said to be differentially algebraic.
algebraic over k if, and only if, it satisfies an algebraic dif-
ferential equation with coefficients in k: there exists a non- • dimK (ΩK/k ) = tr deg(L/K). It is therefore finite if,
zero polynomial P over k, in several indeterminates, such and only if, L/K is differentially algebraic.
that P (a, ȧ, . . . , a(ν) ) = 0. It is said to be differentially
• ΩK/k = {0} if, and only if, L/K is algebraic.
transcendental over k if, and only if, it is not differentially
algebraic. The extension K/k is said to be differentially
algebraic if, and only if, any element of K is differentially 2.4 Nonlinear systems
algebraic over k. An extension which is not differentially 2.4.1 Generalities
algebraic is said to be differentially transcendental.
The following result is playing an important rôle: Let k be a given differential ground field. A (nonlinear)
(input-output) system is a finitely generated differential ex-
Proposition 2.1. The extension K/k is differentially al- tension K/k. Set K = khS, W, πi where
gebraic if, and only if, its transcendence degree is finite.
1. S is a finite set of system variables, which contains the
A set {ξι | ι ∈ I} of elements in K is said to be dif- sets u = (u1 , . . . , um ) and y = (y1 , . . . , yp ) of control
ferentially algebraically independent over k if, and only if, and output variables,
(ν)
the set {ξι | ι ∈ I, ν ≥ 0} of derivatives of any order is
algebraically independent over k. If a set is not differen- 2. W = {w1 , . . . , wq } denotes the fault variables,
tially algebraically independent over k, it is differentially 3. π = (π1 , . . . , πr ) denotes the perturbation, or distur-
algebraically dependent over k. An independent set which bance, variables.
is maximal with respect to inclusion is called a differential
transcendence basis. The cardinalities, i.e., the numbers of They satisfy the following properties:
elements, of two such bases are equal. This cardinality is
the differential transcendence degree of the extension K/k; • The control, fault and perturbation variables do not
it is written diff tr deg (K/k). Note that this degree is 0 “interact”, i.e., the differential extensions khui/k,
if, and only if, K/k is differentially algebraic. khWi/k and khπi/k are linearly disjoint15 .
• The control (resp. fault) variables are assumed to be
2.3 Kähler differentials
independent, i.e., u (resp. W) is a differential tran-
Kähler differentials (see, e.g., Hartshorne (1977); Eisenbud scendence basis of khui/k (resp. khWi/k).
(1995)) provide a kind of analogue of infinitesimal calcu-
• The extension K/khu, W, πi is differentially alge-
lus in commutative algebra. They have been extended to
braic.
differential algebra by Johnson (1969). Consider again the
extension K/k. Denote by • Assume that the differential ideal (π) ⊂ k{S, π, W}
d generated by π is prime16 . Write
• K[ dt ] the set of linear differential operators
dα
P
a
finite α dtα , aα ∈ K, which is a left and right princi- k{S nom , Wnom } = k{S, π, W}/(π)
pal ideal ring (see, e.g., McConnell & Robson (2000));
d
the quotient differential ring, where the nominal sys-
• ΩK/k the left K[ dt ]-module of Kähler differentials of tem and fault variables S nom , Wnom are the canon-
the extension K/k; ical images of S, W. To those nominal vari-
• dK/k x ∈ ΩK/k the (Kähler) differential of x ∈ K. ables corresponds the nominal system17 K nom /k,
13 See, e.g., McConnell & Robson (2000).
Proposition 2.2. The next two properties are equivalent: 14 See, e.g., McConnell & Robson (2000).
15 See, e.g., Eisenbud (1995).
16 Any reader with a good algebraic background will notice a
1. The set {xι | ι ∈ I} ⊂ K is differentially algebraically
dependent (resp. independent) over k. connection with the notion of differential specialization (see, e.g.,
Kolchin (1973)).
17 Let us explain those algebraic manipulations in plain words. Ig-
d
2. The set {dK/k xι | ι ∈ I} is K[ dt ]-linearly dependent
noring the perturbation variables in the original system yields the
(resp. independent). nominal system.
4
where K nom = khS nom , Wnom i is the quotient where Apure i ∈ khupure i[ẋpure
i , xpure ], Bjpure ∈
pure
field of k{S nom , Wnom }, which is an integral do- khu pure
i[yj , x pure
], i.e., the coefficients of Apure i
main, i.e., without zero divisors. The extension and Bjpure depend only on the pure control variables and
K nom /khunom , Wnom i is differentially algebraic. their derivatives.
• Assume as above that the differential ideal (Wnom ) ⊂ Remark 2.3. Two main differences, which are confirmed
k{S nom , Wnom } generated by Wnom is prime. Write by concrete examples (see, e.g., Fliess & Hasler (1990);
Fliess, Lévine & Rouchon (1993)), can be made with the
k{S pure } = k{S nom , Wnom }/(Wnom )
usual state-variable representation
where the pure system variables S pure are the canon-
ical images of S nom . To those pure variables corre- ẋ = F (x, u)
sponds the pure system18 K pure /k, where K pure = y = H(x)
khS pure i is the quotient field of k{S pure }. The exten-
1. The representations (3), (4), (5) are implicit.
sion K pure /khupure i is differentially algebraic.
Remark 2.1. We make moreover the following 2. The derivatives of the control variables in the equa-
natural assumptions: diff tr deg (khupure i/k) = tions of the dynamics cannot be in general removed
diff tr deg (khu nom
i/k) = diff tr deg (khui/k) = m, (see Delaleau & Respondek (1995)).
diff tr deg (khWnom i/k) = diff tr deg (khWi/k) = q
2.5 Variational system19
Remark 2.2. Remember that differential algebra consid-
ers algebraic differential equations, i.e., differential equa- Call ΩK/k (resp. ΩK nom /k , ΩK pure /k ) the variational, or
tions which only contain polynomial functions of the vari- linearized, system (resp. nominal system, pure system) of
ables and their derivatives up to some finite order. This is system K/k. Proposition 2.2 yields for pure systems
of course not always the case in practice. In the example
dK pure /k y1pure dK pure /k upure
of Section 4, for instance, appears the transcendental func- 1
tion sin θl . As already noted in Fliess, Lévine, Martin & A .. ..
= B (6)
. .
Rouchon (1995), we recover algebraic differential equations dK pure /k yppure dK pure /k upure
m
by introducing tan θ2l .
where
2.4.2 State-variable representation
d p×p
• A ∈ K[ dt ] is of full rank,
We know, from proposition 2.1, that the transcendence
degree of the extension K/khu, W, πi is finite, say n. Let • B ∈ K[ dt d p×m
] .
x = (x1 , . . . , xn ) be a transcendence basis. Any derivative
20
ẋi , i = 1, . . . , n, and any output variable yj , j = 1, . . . , p, The pure transfer matrix is the matrix A−1 B ∈
p×m d
are algebraically dependent over khu, W, πi on x: K(s) , where K(s), s = dt , is the skew quotient field21
d
of K[ dt ].
Ai (ẋi , x) = 0 i = 1, . . . , n
(3)
Bj (yj , x) = 0 j = 1, . . . , p
2.6 Differential flatness22
where Ai ∈ khu, W, πi[ẋi , x], Bj ∈ khu, W, πi[yj , x],
The system K/k is said to be (differentially) flat if, and
i.e., the coefficients of the polynomials Ai , Bj depend on
only if, the pure system K pure /k is (differentially) flat
the control, fault and perturbation variables and on their
(Fliess, Lévine, Martin & Rouchon (1995)): the algebraic
derivatives up to some finite order.
closure K̄ pure of K pure is equal to the algebraic closure
Eq. (3) becomes for the nominal system
of a purely differentially transcendental extension of k.
Anom
i (ẋnom
i , x nom
) = 0 i = 1, . . . , n nom ≤ n It means in other words that there exists a finite subset
(4) z pure = {z pure , . . . , z pure } of K̄ pure such that
Bjnom (yjnom , xnom ) = 0 j = 1, . . . , p 1 m
5
• any pure system variable is algebraic
over Remark 2.5. In the case of algebraic determinability,
khz1pure , . . . , zm
pure
i. the corresponding algebraic equation might possess several
roots which are not easily discriminated (see, e.g., Li, Chi-
z pure is a (pure) flat, or linearizing, output. For a flat asson, Bodson & Tolbert (2006) for a concrete example).
dynamics, it is known that the number m of its elements
is equal to the number of independent control variables. Remark 2.6. See Sedoglavic (2002) and Ollivier & Se-
doglavic (2002) for efficient algorithms in order to test ob-
servability and identifiability. Those algorithms may cer-
2.7 Observability and identifiability
tainly be extended to determinable variables and to various
Take a system K/k with control u and output y. questions related to fault diagnosis in Section 2.8.
6
means that the parity differential equation is of or- 3.2 Analytic time signals
der 0, i.e., it is an algebraic equation with coefficients
Consider a real-valued analytic time function defined by
khunom , y nom i. P∞ ν
the convergent power series x(t) = ν=0 x(ν) (0) tν! , where
• Rationally isolable if, and only if, W′nom belongs to 0 ≤ t < ρ. Introduce its truncated Taylor expansion
khunom , y nom i. It means that the parity equation is N
a linear algebraic equation, i.e., any component of
X tν
′nom
x(t) = x(ν) (0) + O(tN +1 ) (8)
W may be expressed as a rational function over k ν=0
ν!
in the variables unom , y nom and their derivatives up
to some finite order. Approximate x(t) in the interval (0, ε), 0 < ε ≤ ρ, by its
PN ν
truncated Taylor expansion xN (t) = ν=0 x(ν) (0) tν! of or-
The next property is obvious: der N . Introduce the operational analogue of x(t), i.e.,
P x(ν) (0)
Proposition 2.4. Rational isolability ⇒ algebraic isola- X(s) = ν≥0 sν+1 , which is an operationally conver-
bility ⇒ differentially algebraic isolability. gent series in the sense of Mikusinski (1983); Mikusinski &
Boehme (1987). Denote by [x(ν) (0)]eN (t), 0 ≤ ν ≤ N , the
When we will say for short that fault variables are numerical estimate of x(ν) (0), which is obtained by replac-
isolable, it will mean that they are differentially alge- ing XN (s) by X(s) in Eq. (7). The next result, which is
braically isolable. elementary from an analytic standpoint, provides a math-
ematical justification for the computer implementations:
Proposition 2.5. Assume that the fault variables belong-
ing to W′ are isolable. Then card(W′ ) ≤ card(y). Proposition 3.1. For 0 < t < ε,
Proof. The differential transcendence degree of the exten- lim[x(ν) (0)]eN (t) = lim [x(ν) (0)]eN (t) = x(ν) (0) (9)
t↓0 N →+∞
sion khunom , y nom , W′nom i/k (resp. khunom , y nom i/k) is
equal to card(u) + card(W ′ ) (resp. is less than or equal Proof. Following (8) replace xN (t) by x(t) = xN (t) +
to card(u) + card(y)). The equality of those two degrees O(tN +1 ). The quantity O(tN +1 ) becomes negligible if t ↓ 0
implies our result thanks to the Remark 2.1. or N → +∞.
Remark 3.2. See Mboup, Join & Fliess (2007)) for fun-
damental theoretical developments. See also Nöthen (2007)
3 Derivatives of a noisy signal
for most fruitful comparisons and discussions.
3.1 Polynomial time signals
3.3 Noisy signals
Consider the real-valued polynomial function xN (t) =
PN ν Assume that our signals are corrupted by additive noises.
ν=0 x
(ν)
(0) tν! ∈ R[t], t ≥ 0, of degree N . Rewrite it
Those noises are viewed here as highly fluctuating, or os-
in the well known notations of operational calculus:
cillatory, phenomena. They may be therefore attenuated
N by low-pass filters, like iterated time integrals. Remember
X x(ν) (0) that those iterated time integrals do occur in Eq. (7) after
XN (s) =
ν=0
sν+1 multiplying both sides by s−N̄ , for N̄ > 0 large enough.
7
1.6
u θm θl
1.4
motor
1.2
torsional 1.0
spring 0.8
0.6
Figure 1: A single link flexible joint manipulator
0.4
0.2
4 Feedback and state reconstructor
0.0
4.1 System description
−0.2
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Consider with Fan & Arcak (2003) the mechanical system,
depicted in Figure 1. It consists of a DC-motor joined to Time (s)
an inverted pendulum through a torsional spring: Figure 2: Output (–) and reference trajectory (- -)
Jm θ̈m (t) = κ θl (t) − θm (t) − B θ̇m (t) + Kτ u(t)
Jl θ̈l (t) = −κ θl (t) − θm (t) − mgh sin(θl (t)) (10) 4.3 A state reconstructor30
y(t) = θl (t)
We might nevertheless be interested in obtaining an esti-
where mate [θm ]e (t) of the unmeasured state θm (t):
• θm and θl represent respectively the angular deviation 1
of the motor shaft and the angular position of the [θm ]e (t) = Jl ÿe (t) + mgh sin(ye (t)) + ye (t) (13)
κ
inverted pendulum,
4.4 Numerical simulations
• Jm , Jl , h, m, κ, B, Kτ and g are physical parameters
which are assumed to be constant and known. The physical parameters have the same numerical values
as in Fan & Arcak (2003): Jm = 3.7 × 10−3 kgm2 , Jl =
System (10), which is linearizable by static state feedback, 9.3 × 10−3 kgm2 , h = 1.5 × 10−1 m, m = 0.21 kg, B =
is flat; y = θl is a flat output. 4.6 × 10−2 m, Kτ = 8 × 10−2 NmV−1 . The numerical
simulations are presented in Figures 2 - 9. Robustness has
4.2 Control design been tested with an additive white Gaussian noise N(0;
Tracking of a given smooth reference trajectory y (t) = 0.01) on the output y. Note that the off-line estimations
∗
θl∗ (t) is achieved via the linearizing feedback controller of ÿ and θm , where a “small” delay is allowed, are better
than the on-line estimation of ÿ.
1 Jm
u(t) = Kτ κ Jl v(t) + κÿe (t)
+mgh(ÿe (t) cos(ye (t)) − (ẏe (t))2 sin(ye (t)))
5 Parametric identification
+Jl ÿe (t) + mgh sin(ye (t))
B
(3)
κ Jl ye (t) + κẏe (t) + mghẏe (t) cos(ye (t) 5.1 A rigid body
(11)
Consider the fully actuated rigid body, depicted in Figure
where
10, which is given by the Euler equations
(3)
v(t) = y ∗(4) (t) − γ4 (ye (t) − y ∗(3) (t))
−γ3 (ÿe (t) − ÿ ∗ (t)) − γ2 (ẏe (t) − ẏ ∗ (t)) (12) I1 ẇ1 (t) = (I2 − I3 )w2 (t)w3 (t) + u1 (t)
∗
−γ1 (ye (t) − y (t)) I2 ẇ2 (t) = (I3 − I1 )w3 (t)w1 (t) + u2 (t) (14)
I3 ẇ3 (t) = (I1 − I2 )w1 (t)w2 (t) + u3 (t)
The subscript “e”denotes the estimated value. The de-
sign parameters γ1 , ..., γ4 are chosen so that the resulting where w1 , w2 , w3 are the measured angular velocities, u1 ,
characteristic polynomial is Hurwitz. u2 , u3 the applied control input torques, I1 , I2 , I3 the con-
stant moments of inertia, which are poorly known. Sys-
Remark 4.1. Feedback laws like (11)-(12) depend, as tem (14) is stabilized around the origin, for suitably cho-
usual in flatness-based control (see, e.g., Fliess, Lévine, sen design parameters λ1ι , λ0ι , ι = 1, 2, 3, by the feedback
Martin & Rouchon (1995, 1999); Sira-Ramı́rez & Agrawal 30 See Sira-Ramı́rez & Fliess (2006) and Reger, Mai & Sira-Ramı́rez
(2004)), on the derivatives of the flat output and not on (2006) for other interesting examples of state reconstructors which
the state variables. are applied to chaotically encrypted messages.
8
1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
−0.2
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s)
Figure 5: y: (- -); on-line noise attenuation ye (–)
60
40
20
−20
−40
−60
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s)
Figure 6: ÿ (- -); on-line estimation ÿe (–)
,
9
2.0
1.5
1.0
0.5
0.0
−0.5
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s)
Figure 7: θm (- -); on-line estimation [θm ]e (–)
60
40
20
−20
−40
−60
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s)
Figure 8: ÿ (- -); off-line estimation ÿe (–)
10
2.0
1.5
1.0
0.5
0.0
−0.5
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s)
Figure 9: θm (- -); off-line estimation [θm ]e (–)
10 0.04
0.03
8
0.02
6
0.01
4 0.00
−0.01
2
−0.02
0
−0.03
−2 −0.04
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 0 0.2 0.4 0.6 0.8 1 1.2 1.4
Time (s) Time (s)
11
w2
0.4
w1 0.3
u2
0.2
u3
w3
0.1
u1
0.0
−0.1
−0.3
5.2 Identification of the moments of inertia 0 2 4 6 8 10 12 14 16 18 20
Time (s)
Write Eq. (14) in the following matrix form:
Figure 13: Feedback stabilization without parametric esti-
ẇ1 −w2 w3 w2 w2 mation
w1 w3 ẇ2 −w1 w3 ×
−w 1 w2 w1 w2 ẇ3
I1 u1 in fault diagnosis (see, e.g., Blanke, Kinnaert, Lunze &
I2 = u2 Staroswiecki (2003)).
I3 u3
u
It yields estimates [I1 ]e , [I2 ]e , [I3 ]e of I1 , I2 , I3 when we
replace w1 , w2 , w3 , ẇ1 , ẇ2 , ẇ3 by their estimates31 . The
control law (15) becomes
y = x2
5.3 Numerical simulations
The output measurements are corrupted by an additive
Gaussian white noise N (0; 0.005). Figure 11 shows an ex-
cellent on-line estimation of the three moments of inertia.
Set for the design parameters in the controllers (15) and
(16) λ1ι = 2ξ̟, λ0ι = ̟2 , ι = 1, 2, 3, where ξ = 0.707, Figure 14: A two tank system
̟ = 0.5. The stabilization with the above estimated val-
ues in Figure 12 is quite better than in Figure 13 where
the following false values where utilized: I1 = 0.2, I2 = 0.1 Its mathematical description is given by
and I3 = 0.1. cp 1
ẋ1 (t) = − x1 (t) + u(t) (1 − w(t))
A A
+̟(t) (17)
6 Fault diagnosis and accommodation cp cp
ẋ2 (t) = x1 (t) − x2 (t)
A A
32
6.1 A two tank system y(t) = x2 (t)
Consider the cascade arrangement of two identical tank
where:
systems, shown in Figure 14, which is a popular example
31 See Remark 3.3. • The constant c and the area A of the tank’s bottom
32 See Mai, Join & Reger (2007) for another example. are known parameters.
12
2.0
1.5
1.0
0.5
0.0
−0.5
0 0.5 1 1.5 2 2.5 3
Time (s)
Figure 11: Zoom on the parametric estimation (–) and real values (- -)
0.4
0.3
0.2
0.1
0.0
−0.1
−0.2
−0.3
0 2 4 6 8 10 12 14 16 18 20
Time (s)
Figure 12: Feedback stabilization with parametric estimation
13
• The perturbation ̟(t) is constant but unknown, • ⋆ denotes the convolution product,
14
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0 1 2 3 4 5 6 7 8 9 10
Time (s)
Figure 15: y ⋆ (t) (- -) and y(t) (–) with fault accommodation
where
1.4 • z(t) is an unknown perturbation input,
7.0.1 Linear case u(t) = ye (t) + ze (t) + ÿ ⋆ (t) + G ⋆ (ye (t) − y ∗ (t)) (22)
15
• s4 + c3 s3 + c2 s2 + c1 s + c0 is the characteristic poly- is given by
nomial of the unperturbed closed-loop system. The
coefficients c0 , c1 , c2 , c3 are chosen so that the imagi- ze (t) = −ÿe (t) − ye ẏe (t) + u(t)
nary parts of its roots are strictly negative.
where ye (t), ẏe (t) and ÿe (t) are the estimates of y(t), ẏ(t)
Like usual proportional-integral-derivative (PID) regula- and ÿ(t). The feedback law (22) becomes
tors, this controller is robust with respect to un-modeled
piecewise constant errors u = ye (t)ẏe (t) + ze (t) + ÿ ⋆ (t) + G ⋆ (ye (t) − y ∗ (t)) (24)
The computer simulations were performed with
Remark 7.3. Rewrite system (23) via the following state
10t3 sin(2t) variable representation
z(t) =
1 + t2 + t3
ẋ1 (t) = x2 (t)
The unknown constant perturbation suddenly appears at ẋ2 (t) = −x1 (t)x2 (t) + u(t) − z(t) + C1(t − tI )
time tI = 4 with a permanent value C = 1.25. The coef-
y(t) = x1 (t)
ficients of the characteristic polynomial were forced to be
those of the desired polynomial Pd (s) = (s2 +2ζωn s+ωn2 )2 , Applying the feedback law (24) amounts possessing good
with ζ = 0.81, ωn = 4. We have set y ⋆ (t) = sin ωt, estimates of the two state variables.
ω = 2.5[rad/s].
Figure 17 (resp. 18) shows the reference signal y ⋆ (t) and Figures 19 and 20 depict the computer simulations with
the same numerical conditions as before. The results are
again excellent.
2.0
1.5 2.0
1.0 1.5
0.5 1.0
0.0 0.5
−0.5 0.0
−1.0 −0.5
−1.5 −1.0
−2.0 −1.5
0 1 2 3 4 5 6 7 8
Time (s) −2.0
0 1 2 3 4 5 6 7 8
Figure 17: y ⋆ (t) (- -) and y(t) (–) without perturbation Time (s)
attenuation
Figure 19: y ⋆ (t) (- -) and y(t) (–) without perturbation
the output signal y(t) without estimating ze (t) (resp. with attenuation
the estimate ze (t)). We added in the simulations of Figure
18 a Gaussian white noise N (0; 0.025) to the measurement
y(t). The results are quite remarkable.
8 Conclusion
Remark 7.2. The same technique yields an efficient solu-
tion to fault tolerant linear control, which completes Fliess,We have proposed a new approach to non-linear estima-
Join & Sira-Ramı́rez (2004). Just think at z(t) as a fault tion, which is not of asymptotic nature and does not
variable. necessitate any statistical knowledge of the corrupting
noises34 . Promising results have already been obtained,
7.0.2 Non-linear extension which will be supplemented in a near future by other theo-
Replace the term y(t) in system (21) by the product retical advances (see, e.g., Barbot, Fliess & Floquet (2007)
y(t)ẏ(t): on observers with unknown inputs) and several concrete
case-studies (see already Garcı́a-Rodrı́guez & Sira-Ramı́rez
ÿ(t) + y(t)ẏ(t) = u(t) − z(t) + C1(t − tI ) (23) (2005); Nöthen (2007)). Further numerical improvements
34 Let us refer to a recent book by Smolin (2006), which contains
The perturbations z(t) and C1(t − tI ) are the same as an exciting description of the competition between various theories
above. The estimate ze (t) of z(t) up to a piecewise constant in today’s physics. Similar studies do not seem to exist in control.
16
2.0
1.5
1.0
0.5
0.0
−0.5
−1.0
−1.5
−2.0
0 1 2 3 4 5 6 7 8
Time (s)
Figure 18: y ⋆ (t) (- -) and y(t) (–) with perturbation attenuation
will also be investigated (see already Mboup, Join & Fliess Braci, M., and Diop, S. (2001) ‘On numerical differenti-
(2007)). ation algorithms for nonlinear estimation’, Proc. 42nd
IEEE Conf. Decision Control, Maui, Hawaii.
Busvelle, E., and Gauthier, J.P. (2003) ‘On determining
ACKNOWLEDGMENT
unknown functions in differential systems, with an appli-
cation to biological reactors’, ESAIM Control Optimis.
Two authors (MF & CJ) wish to thank M. Mboup for a
Calculus Variat., Vol. 9, pp. 509-552.
most fruitful cooperation on numerical differentiation.
Chambert-Loir, A. (2005) Algèbre corporelle, Éditions
École Polytechnique. English translation (2005): A Field
REFERENCES Guide to Algebra, Springer.
Aström, K.J., Albertos, P., Blanke, M., Isidori, A., Chen, J., and Patton, R. (1999). Robust Model-Based Fault
Schaufelberger, W., and Sanz, R. (2001) Control of Diagnosis for Dynamic Systems, Kluwer.
Complex Systems, Springer. Chetverikov, V.N. (2004) ‘A nonlinear Spencer complex
Atiyah, M.F., and Macdonald, I.G. (1969) Introduction to for the group of invertible differential operators and its
Commutative Algebra, Addison-Wesley. applications’, Acta Appl. Math., Vol. 83, pp. 1-23.
Barbot, J.P., Fliess, M., and Floquet, T. (2007) Chitour, Y. (2002) ‘Time-varying high-gain observers for
‘An algebraic framework for the design of nonlin- numerical differentiation’, IEEE Trans. Automat. Con-
ear observers with unknown inputs’, Proc. 46 IEEE th trol, Vol. 47, pp. 1565-1569.
Conf. Decision Control, New Orleans (available at
Conte, G., Moog, C.H., and Perdon, A.M. (1999) Nonlin-
http://hal.inria.fr/inria-00172366).
ear Control Systems – An Algebraic Setting, Lect. Notes
Blanke, M., Kinnaert, M., Lunze, J., and Staroswiecki, M. Control Informat. Sci., Vol. 242, Springer.
(2003) Diagnosis and Fault-Tolerant Control, Springer.
Dabroom, A.M., and Khalil, H.K. (1999) ‘Discrete-time
Bourlès, H. (2006) Systèmes linéaires : de la modélisation implementation of high-gain observers for numerical dif-
à la commande, Hermès. ferentiation’, Int. J. Control, Vol. 72, pp. 1523-1537.
17
2.0
1.5
1.0
0.5
0.0
−0.5
−1.0
−1.5
−2.0
0 1 2 3 4 5 6 7 8
Time (s)
Figure 20: y ⋆ (t) (- -) and y(t) (–) with perturbation attenuation.
Delaleau, E. (2002) ‘Algèbre différentielle’, in J.P. Richard nard, J.P. Gauthier, and F. Monroy-Perez (Eds.): Con-
(Ed.): Mathématiques pour les Systèmes Dynamiques, temporary Trends in Nonlinear Geometric Control The-
Vol. 2, chap. 6, pp. 245-268, Hermès. ory and its Applications, pp. 305-345, World Scientific.
Delaleau, E., and Pereira da Silva, P.S. (1998a) ‘Filtrations Diop, S., and Fliess, M. (1991a) ‘On nonlinear observabil-
in feedback synthesis: Part I - systems and feedbacks’, ity’, Proc. 1st Europ. Control Conf., Hermès, pp. 152-
Forum Math., Vol. 10, pp. 147-174. 157.
Delaleau, E., and Pereira da Silva, P.S. (1998b) ‘Filtrations
Diop S., and Fliess, M. (1991b) ‘Nonlinear observabil-
in feedback synthesis - Part II: input-output decoupling
ity, identifiability and persistent trajectories’, Proc. 36th
and disturbance decoupling’, Forum Math., Vol. 10, pp.
IEEE Conf. Decision Control, Brighton, pp. 714-719.
259-276.
Delaleau, E., and Respondek, W. (1995) ‘Lowering the or- Diop, S., Fromion, V., and Grizzle, J.W. (2001) ‘A global
ders of derivatives of control in generalized state space exponential observer based on numerical differentiation’,
systems’ J. Math. Systems Estim. Control, Vol. 5, pp. Proc. 40th IEEE Conf. Decision Control, Orlando.
1-27.
Diop, S., Grizzle, J.W., and Chaplais, F. (2000) ‘On nu-
Delaleau, E., and Rudolph, J. (1998) ‘Control of flat sys- merical differentiation for nonlinear estimation’, Proc.
tems by quasi-static feedback of generalized states’, Int. 39th IEEE Conf. Decision Control, Sidney.
J. Control, Vol. 71, pp. 745-765.
Diop, S., Grizzle, J.W., Moraal, P.E., and Stefanopoulou,
Diop, S. (1991) ‘Elimination in control theory’, Math. Con- A. (1994) ‘Interpolation and numerical differentiation for
trol Signals Systems, Vol. 4, pp. 17-32. observer design’, Proc. Amer. Control Conf., Baltimore,
Diop, S. (1992) ‘Differential algebraic decision methods, pp. 1329-1333.
and some applications to system theory’, Theoret. Com-
put. Sci., Vol. 98, pp. 137-161 Duncan, T.E., Mandl, P., and Pasik-Duncan, B. (1996)
‘Numerical differentiation and parameter estimation in
Diop, S. (2002) ‘From the geometry to the algebra of non- higher-order linear stochastic systems’, IEEE Trans. Au-
linear observability’, in A. Anzaldo-Meneses, B. Bon- tomat. Control, Vol. 41, pp. 522-532.
18
Eisenbud, D. (1995) Commutative Algebra with a View Fliess, M., Lévine, J., Martin, P., and Rouchon, P. (1995)
Toward Algebraic Geometry, Springer. ‘Flatness and defect of non-linear systems: introductory
theory and examples’, Int. J. Control, Vol. 61, pp. 1327-
Fan, X., and Arcak, M. (2003) ‘Observer design for sys- 1361.
tems with multivariable monotone nonlinearities’, Sys-
tems Control Lett., Vol. 50, pp. 319-330. Fliess, M., Lévine, J., Martin, P., and Rouchon, P. (1997)
‘Deux applications de la géometrie locale des diffiétés’,
Fliess, M. (1989) ‘Automatique et corps différentiels’, Fo- Ann. Inst. H. Poincaré Phys., Vol. 66, pp. 275-292.
rum Math., Vol. 1, pp. 227-238.
Fliess, M., Lévine, J., Martin, P., and Rouchon, P. (1999)
Fliess, M. (1990) ‘Controller canonical forms for linear and ‘A Lie-Bäcklund approach to equivalence and flatness of
nonlinear dynamics’, IEEE Trans. Automat. Control, nonlinear systems’, IEEE Trans. Automat. Control, Vol.
Vol. 33, pp. 994-1001. 44, pp. 922-937.
Fliess, M., Lévine, J., and Rouchon, P. (1993) ‘General-
Fliess, M. (1994) ‘Une inteprétation algébrique de la trans-
ized state variable representation for a simplified crane
formation de Laplace et des matrices de transfert’, Lin-
description’, Int. J. Control, Vol. 58, pp. 277-283.
ear Algebra Appl., Vol. 203-204, pp. 429-442.
Fliess, M., Marquez, R., Delaleau, E., and Sira-
Fliess, M. (2000) ‘Variations sur la notion de Ramírez, H. (2002) ‘Correcteurs proportionnels-
contrôlabilité’, Journée Soc. Math. France, Paris (avail- intégraux généralisés’, ESAIM Control Optim. Calc.
able at http://hal.inria.fr/inria-00001042). Variat., Vol. 7, pp. 23-41.
Fliess, M. (2006) ‘Analyse non standard du bruit’, C.R. Fliess, M., and Rudolph, J. (1997) ‘Corps de Hardy
Acad. Sci. Paris Ser. I, Vol. 342, pp. 797-802. et observateurs asymptotiques Iocaux pour systèmes
différentiellement plats’, C.R. Acad. Sci. Paris Ser. II,
Fliess, M., and Hasler M. (1990) ‘Questioning the classi- Vol. 324, pp. 513-519.
cal state space description via circuit examples’, in M.
Kashoek, J. van Schuppen and A. Ran (Eds.): Realiza- Fliess, M., and Sira-Ramı́rez, H. (2003) ‘An algebraic
tion and Modelling in System Theory, MTNS-89, Vol 1, framework for linear identification’, ESAIM Control Op-
pp. 1-12, Birkhäuser. tim. Calc. Variat., Vol. 9, pp. 151-168.
Fliess, M., Join, C., Mboup, M., and Sedoglavic, A. Fliess, M., and Sira-Ramı́rez, H. (2004a) ‘Reconstructeurs
(2005) ‘Estimation des dérivées d’un signal multidimen- d’état’, C.R. Acad. Sci. Paris Ser. I, Vol. 338, pp. 91-96.
sionnel avec applications aux images et aux vidéos’, Fliess, M., and Sira-Ramı́rez, H. (2004b) ‘Control via state
Actes 20e Coll. GRETSI, Louvain-la-Neuve (available estimations of some nonlinear systems’, Proc. Symp.
at http://hal.inria.fr/inria-00001116). Nonlinear Control Systems (NOLCOS 2004), Stuttgart
(available at http://hal.inria.fr/inria-00001096).
Fliess, M., Join, C., Mboup, M., and Sira-Ramı́rez,
H. (2004) ‘Compression différentielle de transitoires Fliess, M., and Sira-Ramı́rez, H. (2007) ‘Closed-loop para-
bruités’, C.R. Acad. Sci. Paris Ser. I, Vol. 339, pp. metric identification for continuous-time linear systems’,
821-826. in H. Garnier & L. Wang (Eds.): Continuous-Time
Model Identification from Sampled Data, Springer (avail-
Fliess, M., Join, C., Mboup, M., and Sira-Ramı́rez, able at http://hal.inria.fr/inria-00114958).
H. (2005) ‘Analyse et représentation de signaux
transitoires : application à la compression, au Garcı́a-Rodrı́guez, C., and Sira-Ramı́rez, H. (2005) ‘Tra-
débruitage et à la détection de ruptures’, Actes jectory tracking via algebraic methods for state estima-
20e Coll. GRETSI, Louvain-la-Neuve (available at tion’, in Proc. 3rd IEEE Int. Congress Innovation Tech-
http://hal.inria.fr/inria-00001115). nological Develop., Cuernavaca, Mexico.
Fliess, M., Join, C., and Sira-Ramı́rez, H. (2004) ‘Robust Gauthier, J.-P, and Kupka, I.A.K. (2001) Deterministic
residual generation for linear fault diagnosis: an alge- Observation Theory and Applications, Cambridge Uni-
braic setting with examples’, Int. J. Control, Vol. 77, versity Press.
pp. 1223-1242. Gertler, J.J. (1998) Fault Detection and Diagnosis in En-
gineering Systems, Marcel Dekker.
Fliess, M., Join, C., and Sira-Ramı́rez, H. (2005) ‘Closed-
loop fault-tolerant control for uncertain nonlinear sys- Glad, S.T. (2006) ‘Using differential algebra to determine
tems’, in T. Meurer, K. Graichen, E.D. Gilles (Eds.): the structure of control systems’, in B. Hanzon and M.
Control and Observer Design for Nonlinear Finite and Hazewinkel (Eds.): Constructive Algebra and Systems
Infinite Dimensional Systems, Lect. Notes Control In- Theory, Royal Netherlands Academy of Arts and Sci-
format. Sci., vol. 322, pp. 217-233, Springer. ences, pp. 323-340.
19
Hartshorne, R. (1977) Algebraic Geometry, Springer. Martin, P., and Rouchon, P. (1994) ‘Feedback linearization
and driftless systems’, Math. Control Signal Syst., Vol.
Hermann, R., and Krener, A.J. (1977) ‘Nonlinear con- 7, pp. 235-254, 1994.
trollability and observability’, IEEE Trans. Automat.
Control, Vol. 22, pp. 728-740. Martin, P., and Rouchon, P. (1995) ‘Any (controllable)
driftless system with 3 inputs and 5 states is flat’, Sys-
Ibrir, S. (2003) ‘Online exact differentiation and notion of tems Control Lett., Vol. 25, pp. 167-173.
asymptotic algebraic observers’, IEEE Trans. Automat.
Control, Vol. 48, pp. 2055-2060. Martinez-Guerre, R., and Diop, S. (2004) ‘Diagnosis of
nonlinear systems using an unknown-input observer: an
Ibrir, S. (2004) ‘Linear time-derivatives trackers’, Auto-
algebraic and differential approach’, IEE Proc. Control
matica, Vol. 40, pp. 397-405.
Theory Applications, Vol. 151, pp. 130-135.
Ibrir, S., and Diop, S. (2004) ‘A numerical procedure for
Martı́nez-Guerra, R., González-Galan, R., Luviano-
filtering and efficient high-order signal differentiation’,
Juárez, A., and Cruz-Victoria, J. (2007) ‘Diagnosis for a
Int. J. Appl. Math. Comput. Sci., Vol. 14, pp. 201-208.
class of non-differentially flat and Liouvillian systems’,
Isidori, A. (1995) Nonlinear Control Systems, 3rd ed., IMA J. Math. Control. Informat., Vol. 24.
Springer.
Mboup, M., Join, C., and Fliess, M. (2007) ‘A revised look
Jaulin, L., Kieffer, M., Didrit, O., and Walter, E. (2001) at numerical differentiation with an application to non-
Applied Interval Analysis, Springer. linear feedback control’, Proc. 15th Mediterrean Conf.
Control Automation (MED’2007), Athens (available at
Johnson J. (1969) ‘Kähler differentials and differential al- http://hal.inria.fr/inria-00142588).
gebra’, Annals Math. Vol. 89, pp. 92-98.
McConnell J., Robson J. (2000) Noncommutative Noethe-
Kelly, R., Ortega, R., Ailon, A., and Loria, A. (1994) rian Rings, American Mathematical Society.
‘Global regulation of flexible joint robots using approx-
imate differentiation’, IEEE Trans. Automat. Control, Menini, L., Zaccarian, C., and Abdallah, C.T. (Eds.)
Vol. 39, pp. 1222-1224. (2006) Current Trends in Nonlinear Systems and Con-
trol, Birkhäuser.
Kolchin, E.R. (1973) Differential Algebra and Algebraic
Groups, Academic Press. Mikusinski, J. (1983) Operational Calculus, 2nd ed., Vol. 1,
PWN & Pergamon.
Lamnabhi-Lagarrigue, F., and Rouchon P. (Eds.) (2002a)
Systèmes non linéaires, Hermès. Mikusinski, J., and Boehme, T. (1987) Operational Calcu-
Lamnabhi-Lagarrigue, F., and Rouchon P. (Eds.) (2002b) lus, 2nd ed., Vol. 2, PWN & Pergamon.
Commandes non linéaires, Hermès. van Nieuwstadt, M., Rathinam, M., and Murray, R.M.
Levant, A. (1998) ‘Robust exact differentiation via sliding (1998) ‘Differential flatness and absolute equivalence of
mode technique’, Automatica, Vol. 34, pp. 379-384. nonlinear control systems’, SIAM J. Control Optimiz.,
Vol. 36, pp. 1225-1239.
Levant, A. (2003) ‘Higher-order sliding modes, differentia-
tion and output-feedback control’, Int. J. Cpntrol, Vol. Nijmeijer, H., and Fossen, T.I. (Eds.) (1999) New Direc-
76, pp. 924-941. tions in Nonlinear Observer Design, Lect. Notes Control
Informat. Sci., Vol. 244, Springer.
Levine, W. (Ed.) (1996) The Control Systems Handbook,
CRC Press. Nijmeijer, H., and van der Schaft, A.J. (1990) Nonlinear
Dynamical Control Systems, Springer.
Ljung, L., and Glad, T. (1994) ‘On global identifiability
for arbitrary model parametrizations’, Automatica, Vol. Nöthen, C. (2007) Beiträge zur Rekonstruktion nicht direkt
30, pp. 265-276. gemessener Größen bei der Silizium-Einkristallzüchtung
nach dem Czochralski-Verfahren, Diplomarbeit, Technis-
Li, M., Chiasson, J., Bodson, M., and Tolbert, L.M. (2006) che Universität Dresden.
‘A differential-algebraic approach to speed estimation
in an induction motor’, IEEE Trans. Automat. Control, Ollivier, F. (1990) Le problème de l’identifiabilité struc-
Vol. 51, pp. 1172-1177. turelle globale : approche théorique, méthodes effectives
et bornes de complexité, Thèse, École Polytechnique,
Mai, P., Join, C., and Reger, J. (2007) ‘Flatness-based Palaiseau, France.
fault tolerant control of a nonlinear MIMO system using
algebraic derivative estimation’, Proc. 3rd IFAC Symp. Ollivier, F., and Sedoglavic, A. (2002) ‘Algorithmes effi-
System Structure Control (SSSC07), Foz do Iguaçu, caces pour tester l’identifiabilité locale’, Actes Conf. Int.
Brazil. Francoph. Automatique (CIFA 2002), Nantes.
20
Pomet, J.-B. (1997) ‘On dynamic feedback linearization of Yosida, K. (1984) Operational Calculus: A Theory of Hy-
four-dimensional affine control systems with two inputs’, perfunctions (translated from the Japanese), Springer.
ESAIM Control Optimis. Calculus Variat., Vol. 2, pp.
151-230. Zhang, Q., Basseville, M., and Benveniste, A. (1998) ‘Fault
detection and isolation in nonlinear dynamic systems: a
Reger, J., Mai, P., and Sira Ramı́rez, H. (2006) ‘Robust al- combined input-output and local approach’, Automat-
gebraic state estimation of chaotic systems’, Proc. IEEE ica, Vol. 34, pp. 1359-1373.
2006 CCA/CACSD/ISIC, Munich.
Zinober, A., and Owens, D.H. (Eds.) (2002) Nonlinear and
Ritt, J.F. (1950) Differential Algebra, American Mathe- Adaptive Control, Lect. Notes Control Informat. Sci.,
matical Society. Vol. 281, Springer.
Rudolph, J. (2003) Beiträge zur flacheitsbasierten Fol-
geregelung linearer und nichtlinearer Syteme endlicher
und undendlicher Dimension, Shaker Verlag.
Rudolph, J., and Delaleau, E. (1998) ‘Some examples and
remarks on quasi-static feedback of generalized states’,
Automatica, Vol. 34, pp. 993-999.
Saccomania, M.P., Audoly, S., D’Angio, L. (2003) ‘Param-
eter identifiability of nonlinear systems: the role of ini-
tial conditions’, Automatica, Vol. 39, pp. 619-632.
Sastry, S. (1999) Nonlinear Systems, Springer.
Schweppe, F.C. (1973) Uncertain Dynamic Systems, Pren-
tice Hall.
Sedoglavic, A. (2002) ‘A probabilistic algorithm to test lo-
cal algebraic observability in polynomial time’, J. Sym-
bolic Computation, Vol. 33, pp. 735-755.
Sira-Ramı́rez, H., and Agrawal, S.K. (2004) Differentially
Flat Systems, Marcel Dekker.
Sira-Ramı́rez, H., and Fliess, M. (2006) ‘An algebraic state
estimation approach for the recovery of chaotically en-
crypted messages’, Int. J. Bifurcation Chaos, Vol. 16,
pp. 295-309.
Slotine, J.J. (1991) Applied Nonlinear Control, Prentice
Hall.
Smolin, L. (2006) The Trouble with Physics - The Rise
of String Theory, the Fall of Science, and What Comes
Next, Houghton Mifflin.
Sontag, E.D. (1998) Mathematical Control Theory, 2nd ed.,
Springer.
Staroswiecki, M., and Comtet-Varga, G. (2001) ‘Analytic
redundancy for fault detection and isolation in algebraic
dynamic system’, Automatica, Vol. 37, pp. 687699.
Su, Y.X., Zheng, C.H., Mueller, P.C., and Duan, B.Y.
(2006) ‘A simple improved velocity estimation for low-
speed regions based on position measurements only’,
IEEE Trans. Control Systems Technology, Vol. 14, pp.
937-942.
Vachtsevanos, G., Lewis, F.L., Roemer, M., Hess, A., and
Wu, B. (2006) Intelligent Fault Diagnosis and Prognosis
for Engineering Systems, Wiley.
21