Observers from detectability conditions

Observer Design for Continuous-Time Dynamical Systems

V. Andrieu, D. Astolfi, P. Bernard

CNRS, Université de Lyon, LAGEPP

Mines Paris, Université PSL

02/05/2022 - 06/05/2022

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 1 / 21

 Observers from detectability conditions

Part 2
Observers from detectability conditions

Direct design in x-coordinates

Contraction/Riemannian-based designs
LMI-based designs

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 2 / 21

 Observers from detectability conditions

x-coordinates in Rnx z-coordinates in Rnz

ẋ = f (x, t) T ż = F (z, y , t)
(1) (2)
y = h(x, t) y = H(z, t)

Observer
T
x̂ = ? ẑ˙ = F(ẑ, y , t) (3)

⇒ Our questions were :

1 what kind of system (1) can be transformed into each normal form and how ?

2 how to inverse the transformation ?

3 what are the normal forms (2) and their associated observers (3) ?

But what happens in the case T = I ?

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 3 / 21
 Observers from detectability conditions

x-coordinates in Rnx z-coordinates in Rnx

ẋ = f (x, t) T ż = F (z, y , t)
(1) (2)
y = h(x, t) y = H(z, t)

Observer
I
x̂ = ẑ ẑ˙ = F(ẑ, y , t) (3)

⇒ In the case T = I :

3 how to inverse the transformation ?

3 what kind of system (1) can be transformed into each normal form and how ?

7 what are the normal forms (2) and their associated observers (3) ?

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 4 / 21

 Observers from detectability conditions

Class of observers

If x = x̂ is invariant along

ẋ = f (x, t)
ẑ˙ = F(ẑ, y , t) , y = h(x)

Then
F(ẑ, y , t) = F (x̂, y , t) + k(x̂, y , t)
| {z } | {z }
Copy of the dynamics Correction term

with
F (x̂, h(x), t) = f (x, t) , k(x, h(x), t) = 0

Question : How to design k to obtain the convergence ?

Back to necessary conditions !

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 5 / 21

 Observers from detectability conditions

For linear systems

Given a linear systems

ẋ = Ax, y = Cx

Theorem
There exists K such that
Detectability ⇔ x̂˙ = Ax̂ + K (y − C x̂)
is an observer

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 6 / 21

 Observers from detectability conditions

An inspiring proof of ⇒

Lyapunov characterization of Detectability:

There exists P = P > > 0 and q > 0 such that

v > (PA + A> P)v ≤ −qv > Pv

for all v satisfying Cv = 0

Finsler gives directly an observer !
1 Given R > 0,

> >
{z = 0} ⇒
|v C RCv v > (PA + A> P)v < 0
| {z }
kernel of a quadratic form Negative in some particular directions

2 By Finsler’s lemma, there exists k such that

PA + A> P − 2kC > RC < 0
| {z }
Negative definite quadratic form

3 This yields,
P(A − kP −1 C > RC ) + (A − kP −1 C > RC )> P < 0
4 Taking K = kP −1 CR, yields an observer.
V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 7 / 21
 Observers from detectability conditions

Towards a nonlinear generalization

Notion of differential detectability for nonlinear dynamics

Generalization of Finsler’s lemma
From Euclidean to Riemannian metrics

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 8 / 21

 Observers from detectability conditions

Differential detectability

Given a
C 1 matrix function P : Rnx 7→ Rnx ×nx
C 1 vector field f : Rnx × R → Rnx
Lf P is the Lie derivative in the direction of f of the quadratic form P :
∂f
(I + h ∂x (x, t))> P(x + hf (x, t + h))(I + h ∂x ∂f
(x, t)) − P(x)
Lf P(x, t) = lim ,
h→0 h
Xh ∂P
i
with coordinates (Lf P(x, t))i,j = 2Pik ∂f
∂xj
k
(x, t) + ∂xkij (x)fk (x, t) .
k

Remark: If f (x, t) = Ax and P(x) = P,

Lf P(x, t) = A> P + PA

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 9 / 21

 Observers from detectability conditions

Differential detectability

Definition
The system is differentially detectable if there exists three positive real numbers
0 < p ≤ p and q and a C 1 matrix function P : Rnx 7→ Rnx ×nx such that

p I ≤ P(x) ≤ p I , ∀x ∈ Rnx ,

and

v > Lf P(x, t)v ≤ −qv > P(x)v ,

∂h
∀(x, v , t) ∈ X × Rnx × R≥0 such that (x, t)v = 0 .
∂x
Remark: If f (x, t) = Ax, h(x, t) = C and P(x) = P

v > (PA + A> P)v ≤ −qv > Pv

for all v satisfying Cv = 0

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 10 / 21

 Observers from detectability conditions

Necessary condition
Consider system
ẋ = f (t, x).
If there exists a uniformly exponentially stable observer of the form

x̂˙ = f (t, x̂) + k(x̂, y )

with Z0 = Rnx and with (f , h, k) having bounded first and second order
derivatives then the system is differentially detectable.

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 11 / 21

 Observers from detectability conditions

Sketch of the proof

An extension of Lyapunov first principle :

ė = F (e, x) , ẋ = G (x) , F (0, x) = 0

Transverse exponential stability

Assume there exists a positive real numbers (r , k, λ) such that

|e(t)| ≤ k|e(0)| exp(−λt) , ∀ x(0), |e(0)| ≤ r .

and a positive real number c such that

 2   
∂ F
 ≤ c ∀ |e| ≤ r ,  ∂F (0, x) ≤ c
  

 ∂e 2 (e, x)   ∂e 

Then there exists a matrix function P : Rnx 7→ Rne ×ne such that
∂F ∂F
dG P(x) + P(x) (0, x) + (0, x)> P(x) ≤ −I
∂e ∂e
and
pI ≤ P(x) ≤ pI

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 12 / 21

 Observers from detectability conditions

Observer based on detectability conditions

For linear autonomous system :

Differential detectability ⇒ There exists an observer

For nonlinear systems :

System autonomous
X is bounded ⇒ There exists a LOCAL observer
Differential detectability

Remark: Local means that convergence works only if |x(0) − x̂(0)| is small.

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 13 / 21

 Observers from detectability conditions

Case of the length estimation problem

If we consider  
P11 (x) P12 (x) P13 (x)
P(x) = P12 (x) P22 (x) P23 (x)
P13 (x) P23 (x) P33 (x)
such that P(x) > 0 and
 
  0
  ∂P ∂P
0 v2 v3 (x)x2 + (x)x3 sin(x1 ) v2 
∂x1 ∂x2
v3
  
  0 1 0 0
+ 2 0 v2 v3 P(x) x3 cos(x1 ) 0 sin(x1 ) v2  < 0 ∀(v2 , v3 )
0 0 0 v3

⇒ 5 inequalities have to be satisfied by the 6 functions Pij .

An explicit solution is given by L. Praly for x in (−π, π) × R × R+ .
⇒ A local observer can be built.

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 14 / 21

 Observers from detectability conditions

Observer based on detectability conditions

For nonlinear autonomous systems :

Differential detectability
⇒ There exists a (reduced order) observer
P(x) = P, h(x) = Cx

For nonlinear autonomous systems :

System autonomous
f is globally Lipschitz
⇒ There exists an observer
Differential detectability
P(x) = P, h(x) = Cx

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 15 / 21

 Observers from detectability conditions

Observer based on detectability conditions

Remark :Differential detectability wih P(x) = P, h(x) = Cx is restrictive !

Exercice : Show that it can’t be satisfied for the Length Estimation Problem

Exercice : Study planar systems


ẋ1 = f1 (x1 , x2 , t)
, y = x1
ẋ2 = f2 (x1 , x2 , t)

with X = R2 . and show that it is satisfied if there exist two real numbers
(c1 , c2 ) with c1 > 0, such that
 
 ∂f1  ∂f2

 ∂x2 (t, x1 2  > c1 ,
, x )  (t, x1 , x2 ) < c2 ,
∂x2

Remark : There exists a Riemannian generalization (see the work of

Praly-Sanfelice)

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 16 / 21

 Observers from detectability conditions

Proof

First Step of the proof

1 Given R > 0,
∂f ∂f
v| > C > RCv > >
{z = 0} ⇒ v (P ∂x (x) + ∂x (x) P)v < 0
kernel of a quadratic form | {z }
Negative in some particular directions

2 By a (nonlinear) Finsler’s lemma, there exists k such that

∂f ∂f
P (x) + (x)> P − 2kC > RC < 0
| ∂x ∂x {z }
Negative definite quadratic form

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 17 / 21

 Observers from detectability conditions

A variation on Finsler’s lemma

Proposition
Let D be a closed subset of Rn . Let a : D →
7 R and b : D 7→ R be two
continuous functions with b(x) ≥ 0 for all x in D.

The two statement are equivalent.

(A) Let us define S1 and S2 two subsets of D defined as

S1 = {x , a(x) < 0} , S2 = {x , b(x) = 0} .

We have S2 ⊆ S1 ;
(B) there there exists a continuous mapping ` : D 7→ R+ such that

a(x) − `(x)b(x) < 0 , ∀x ∈ D . (2)

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 18 / 21

 Observers from detectability conditions

Proof

Second step of the proof

1 There exists k such that
∂f ∂f
P (x) + (x)> P − 2kC > RC < 0
| ∂x ∂x {z }
Negative definite quadratic form

2 If we take
k(x̂, y ) = −kP −1 C > R(C x̂ − y )
we have
   >
∂f ∂k ∂f ∂k
P (x) + (x, y ) + (x) + (x, y ) P<0
∂x ∂x ∂x ∂x
3 In that case
x̂˙ = f (x̂) − kP −1 C > R(C x̂ − y )
is a (uniform in y ) CONTRACTION and hence, a GLOBAL observer.
Remark: Finding (P, k) requires to solve an infinite dimensional LMI
which may not have a solution.

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 19 / 21

 Observers from detectability conditions

Generalization

Theorem
Consider a system in the form

f (x, t) = F (x, h(x), t) ,

for some smooth function F . If there exist C 1 functions P : R 7→ Rnx ×nx and
k : Rnx × Rny × R 7→ Rnx , and positive real numbers (q, p, p) such that

k(x, h(x), t) = 0 , ∀(x, t)

  
∂F ∂k
Ṗ(t) + He P(t) (x̂, y , t) + (x̂, y , t) ≤ −qP(t) , ∀(y , x̂, t)
∂x ∂ x̂
p I ≤ P(t) ≤ p I , ∀t

Then
x̂˙ = F (x̂, y , t) + k(x̂, y , t) ,
defines a uniformly exponentially stable observer.

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 20 / 21

 Observers from detectability conditions

Observers from infinitesimal detectability

When P is constant, by restricting ourselves to some particular class of vector

fields, some finite dimensional LMI may be obtained
Global lipschitz and structured vector field (the high-gain approach)
Lipschitz vector fields in some directions (see the work of Zemouche, ...)
Slope restricted nonlinearities (see the work of Arcak, Kokotovic, ...)
Output dependent nonlinearities

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 21 / 21

 Observers from detectability conditions

Observers from infinitesimal detectability

When P is constant, by restricting ourselves to some particular class of vector

fields, some finite dimensional LMI may be obtained
Global lipschitz and structured vector field (the high-gain approach)
Lipschitz vector fields in some directions (see the work of Zemouche, ...)
Slope restricted nonlinearities (see the work of Arcak, Kokotovic, ...)
Output dependent nonlinearities

A solution (highly) investigated in the literature is to find a diffeomorphism

which leads to these properties. (See the work of Respondek, Nijmeier, Krener, Isidori,
Hammouri . . . )

V. Andrieu, D. Astolfi, P. Bernard Observer Design for Continuous-Time Dynamical Systems 21 / 21

 Observers from detectability conditions

Observers from infinitesimal detectability

When P is constant, by restricting ourselves to some particular class of vector

fields, some finite dimensional LMI may be obtained
Global lipschitz and structured vector field (the high-gain approach)
Lipschitz vector fields in some directions (see the work of Zemouche, ...)
Slope restricted nonlinearities (see the work of Arcak, Kokotovic, ...)
Output dependent nonlinearities

A solution (highly) investigated in the literature is to find a diffeomorphism

which leads to these properties. (See the work of Respondek, Nijmeier, Krener, Isidori,
Hammouri . . . )

For time varying P a common approach is to use method based on Gramian

analysis. See this afternoon !

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