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Int. J. Dynam.

Control
DOI 10.1007/s40435-017-0354-2

Unknown input reduced order observer based synchronization


framework for class of nonlinear systems
Vivek Sharma1 · B. B. Sharma1 · R. Nath1

Received: 16 April 2017 / Revised: 10 September 2017 / Accepted: 19 September 2017


© Springer-Verlag GmbH Germany 2017

Abstract In this manuscript, LMI based approach to design 1 Introduction


Reduced Order Unknown Input Observer for nonlinear con-
tinuous and discrete time systems is proposed under the Observer design for linear and nonlinear systems has been
framework of contraction theory. Contraction theory is an studied extensively for its applications in feedback con-
alternative approach to analyze the stability of the systems. troller design, plant diagnosis, multi-system synchronization,
In comparison to Lyapunov theory, it is more general as parameter estimation etc. More recently observers have
it does not require the knowledge of equilibrium point. In been designed to address the problems like fault detection
present work, system dynamics is split into linear, nonlin- and isolation (FDI) [1,2], chaotic systems synchroniza-
ear and unknown input part. Equivalent representation for tion and secure communication [3–6] and lateral velocity
the nonlinear vector function is achieved using Differential estimation on banked roads [7]. These later problems are
Mean Value (DMV) theorem which makes it tractable to the addressed using specific type of observer called Unknown
framework of contraction theory and is likely to give less Input Observer (UIO) [8,9]. UIO’s are used to estimate the
conservative results. Application of DMV theorem leads the states of the systems with either completely unknown or par-
error dynamical system to evolve as Linear Parameter Vary- tially known inputs.
ing system, which is then analyzed using convexity principle. Unknown input observer design is an important aspect
Finally, the Linear Matrix Inequality condition is derived of observer design. UIO design for linear systems is dis-
which is to be solved for feasibility to obtain observer design cussed in [10–14], where the approach used is to decouple
matrices. Condition for the feasibility of the LMI is also the unknown input using direct matrix calculations. Full
analyzed. To nullify the effect of unknown input, famous order UIO is designed in [11] using direct matrix calcula-
approach of decoupling the unknown input is used. The tion with unknown input present in the system dynamics
approach is extended to the design of reduced order unknown only. Later the work is extended in [12], to a more general
input observer for discrete time systems. Reconstruction of case where unknown input is present in output description
unknown input in case of discrete time systems is also dis- as well. Using similar matrix based approach, reduced order
cussed. To justify the proposed theoretical results, detailed UIO for linear systems have been designed in [15–19]. The
numerical simulations are presented for chaotic Chen and approach to design reduced order UIO in [16] is based on
Lorenz systems which are members of addressed class of generalized matrix inverse, with main focus on decoupling
nonlinear systems. unknown inputs or disturbances. As a result, the error dynam-
ics becomes independent of the unknown input. An LMI
Keywords Reduced order unknown input observer · based approach to design UIO, without the use of decou-
Contraction theory · Differential mean value theorem · pling concept is proposed in [20]. UIO for time delayed and
Linear matrix inequality fuzzy stochastic systems have also been designed in litera-
ture [14,21,22]. In [21] UIO for Lipschitz nonlinear system
B Vivek Sharma with time varying delays is proposed. State estimation with
vivekmay12@gmail.com
unknown input and measurement noise reconstruction for
1 National Institute of Technology, Hamirpur, Hamirpur, India Lipschitz nonlinear system using adaptive H∞ observer is

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V. Sharma et al.

discussed in [23]. UIO design for MIMO continuous and estimates are developed for only those states which are not
discrete time systems is discussed respectively in [24] and directly available through output. To proceed with reduced
[25,26]. order observer design, system dynamics is divided into two
The approach followed for the nonlinear observer design subsystems i.e. measured and unmeasured state variable
is to use high observer gain, to stabilize linear part of the dynamics. In case output matrix definition does not support
dynamics while simultaneously taking care of the effect of this division then there always exists a state transformation
nonlinearity, which is estimated in terms of its Lipschitz con- [45] that brings the system in desired form. Further, the
stant. The approach for linear UIO is extended to the design famous approach of decoupling the unknown input is used,
of Nonlinear Unknown Input Observer (NUIO) using LMI which makes error dynamics independent of the unknown
based approach [27–31]. Availability of the LMI solving soft- input. Application of DMV theorem makes the system error
ware makes the difficult task of designing NUIO easy. In dynamics evolve as Linear Parameter Varying (LPV) system,
[28], design of NUIO for Lipschitz nonlinear systems using which is then analyzed using convexity principle. Finally,
LMI based approach is proposed. Large value of Lipschitz sufficient condition for the existence of observer is derived
constant, renders the LMI infeasible. Approaches based on in terms of LMIs, using partial contraction theory. Overall,
one sided Lipschitz constant [32] and DMVT [33,34] have the main contribution of the work is to
advantages with respect to conservativeness.
For the design and analysis of the nonlinear systems, – Show the application of partial contraction theory to
Lyapunove theory is being used extensively since last few design ROUIO for a class of nonlinear continuous time
decades. This is based on representing the energy of system system.
and analyzing change in energy of the system. If the energy of – Derive existence conditions analytically in terms of
the system decreases system is interpreted as stable system. LMIs, solution of which gives the observer design matri-
Mathematically, for this analysis, system dynamics is used, ces directly.
though solution of state dynamics is not required. In compari- – Propose a procedure to find observer design matrices
son to Lyapunov theory contraction analysis is comparatively through direct calculations. However, the procedure can
quite a recent technique. Contraction based stability analy- only be used for lower order problem.
sis provides a stronger notion of stability in comparison to – Extend the approach to the design of ROUIO for nonlin-
stability interpretation with respect to origin. This technique ear discrete time systems.
comments upon stability of the system by studying the evo- – Recovery of the unknown input in case of discrete time
lution of the trajectories of the system. If the trajectories are system.
converging towards each other system is stable and if the tra-
jectories are diverging from each other system is unstable. The paper is organized as follows: In Sect. 2 a brief intro-
For mathematical analysis using contraction theory, instead duction to contraction theory is given. In Sect. 3, class of
of the system dynamics, differential dynamics of the system nonlinear systems to be investigated and proposed struc-
is used. The concept of contraction was first introduced in ture of reduced order NUIO is introduced. The sufficient
[35] and subsequently developed in [36–38] and the refer- condition for its existence in terms of LMIs and design algo-
ences there in. The partial contraction analysis is introduced rithm is presented in Sect. 4. A discussion on feasibility of
in [39], which is a general form of contraction analysis. Since LMI obtained is also presented in this section. The proposed
then contraction analysis has been successfully applied to methodology of observer design is extended to nonlinear
many problems like synchronization of coupled oscillators, discrete time systems in Sect. 5. In Sect. 6, examples for con-
synchronization of network of oscillators [37], secure com- tinuous time and discrete time chaotic system are discussed
munication [40], frequency estimation [41], observer design to show the efficacy of the proposed approach. Finally, some
[42] tracking and stabilization [43]. Results on UIO design conclusions on the proposed approach are drawn in the last
using contraction theory are very limited especially for the section. Notations and terminology used in this paper are as
discrete time system. This manuscript is an effort to bridge follows:
the gap and presents the design of reduced order UIO for
both continuous time and discrete time systems. i Vectors and matrices are indicated in bold italic.
In present work, the use of DMV theorem [44] over Lips- ii ŵ is an estimated state vector and w is an actual state
chitz constant, to equivalently replace the nonlinear function vector.
in error dynamics, makes observer design problem tractable iii R is a set of real numbers, R n is the n−dimensional
in contraction theory framework. Moreover DMV approach Euclidean space and R m×n is the set of all real matrices
is less conservative over Lipschitz approach as discussed in of dimension m × n.
[34]. Further, redundancy in state estimation in full order iv AT represents the transpose of matrix A.
observer design, is eliminated in reduced order observer, as v I k represents the identity matrix of dimension k × k.

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Unknown input reduced order observer based synchronization framework for class of nonlinear…

vi For a square matrix P > 0 (P < 0) means P is positive Based on above definition of contraction, basic result of con-
definite (negative definite) matrix. traction theory may be stated as
vii The set Co(x, y) = {λx + (1 − λ)y, 0 ≤ λ ≤ 1} is the
convex hull of {x,y} ∈ Rn . Theorem 1 [36] Given the system equations ẋ = f(x, t),
i any trajectory which starts in a ball of constant radius cen-

viii ζn (i) = (0, . . . , 0, 1 , 0, . . . , 0)T ∈ R n , n ≥ 1, i = tered about a given trajectory and contained at all times in a
   contraction region, remains in that ball and converges expo-
n−components
1, . . . , n is a vector of the canonical basis of R n . nentially to the trajectory. Furthermore, global exponential
ix X + = (X T X)−1 X T is a generalized inverse of matrix X. convergence to the given trajectory is guaranteed if the whole
state space is a contraction region.

Above result can be expressed in a general form using the


2 Contraction theory differential coordinate transformation
In this section, contraction theory and partial contraction δz = Φ(x, t)δx
theory is discussed in brief for the sake of completeness.
Contraction theory is a tool to analyze the nature of evo- where Φ(x, t) is the nonsingular transformation matrix.
lution of trajectories of the system. Contrary to Lyapunov Using this transformation, (2) can be written as
approach, contraction theory does not require information
about the attractor of the system to analyze stability of the δż = F(x, t)δz (4)
system. A system is called contracting if the initial condi-
tions or temporary disturbances are forgotten exponentially where F(x, t) is the generalized Jacobian and is given as
fast. To discuss contraction theory, let us consider nonlinear

system described by ∂f
F(x, t) = Φ̇ + Φ Φ −1 (5)
∂x
ẋ = f (x, t) (1)
Rate of change of squared distance can now be given as
where x ∈ R n is the state vector, f is a continuously differen-


tiable vector field. Considering two neighboring trajectories d δzT z
in the above vector field separated by infinitesimal virtual = δzT F T + F δz (6)
dt
displacement δx, virtual displacement evolves as
Similar to (1), exponential convergence of δz to zero is
∂f (x, t) assured with respect fo uniformly positive definite metric
δ ẋ = δx (2)
∂x P(x, t) = Φ T Φ in the region with uniform negative definite
F(x, t) or equivalently
The square of distance between two trajectories is defined as
δxT δx. Rate of change of this squared distance is given as
∂f T ∂f
  P + Ṗ + P ≤ −2β P P < 0 (7)
∂x ∂x
d(δxT δx) ∂f T ∂f
= δxT + δx ≤ λmax (x, t)δxT δx (3)
dt ∂x ∂x 2.1 Partial contraction

where λmax (x, t) is the largest eigen value of the symmet- Partial contraction is a generalization of the contraction the-
∂f
ric part of the Jacobian J = ∂x . If λmax (x, t) is strictly ory discussed above. In the following, partial contraction is
uniformly negative then any infinitesimal distance ||δx|| con- discussed in brief.
verges exponentially to zero. By path integration in (3), it
may be concluded that the different trajectories starting from Theorem 2 [39] Consider the system of the form
their respective initial conditions converge exponentially to
a single trajectory. ẋ = f(x, x, t) (8)

Definition 1 Given a system definition ẋ = f (x, t), a region and assume that the auxiliary system
in state space (an open connected set) is called a contraction
region if ẏ = f(y, x, t) (9)
 
∂f T ∂f is contracting with respect to y. If a particular solution of
∃ β > 0, ∀x, ∀t ≥ 0 such that + ≤ −βI < 0
∂x ∂x the auxiliary y system verifies a smooth specific property,

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V. Sharma et al.

then all trajectories of the original x system verify this prop- 3 Problem formulation
erty exponentially. The original system is said to be partially
contracting. Let us consider class of nonlinear systems given as:

Proof The virtual, observer like y – system has two particu- ẋ = Ax + g(u, y) + Bf (x) + Dv (15)


lar solutions, namely y(t) = x(t); ∀t > 0 and the solution y = Cx = I p 0 x (16)
with the specific property. Since y system is contracting with
respect to y all trajectories of the y system converge exponen- where x ∈ R n , y ∈ R p , u ∈ R m and v ∈ R k are the state,
tially to a single trajectories. This implies that x(t) verifies output, known input and unknown input vectors, respectively
the specific property exponentially.
 and f : R n → R q and g : R m × R p → R n are nonlin-
ear vector functions. A, B, C and D are constant matrices
of appropriate dimensions. Without loss of generality, it is
2.2 Contraction theory for discrete time systems assumed that D is full column rank matrix. From Eq. (16),

the
assumption for special structure of output matrix C = I p 0
Contraction theory results for a discrete time system are is not restrictive.
discussed here. Consider the dynamics of the discrete time
system as Lemma 1 If matrix C, is having full row rank, then there
always exist a suitable state transformation such that the
resultant output matrix C can be partitioned into a p × p
xi+1 = f i (xi , i) (10) identity matrix and p × (n − p) null matrix.
Proof An appropriate state transformation T is obtained by
The associated virtual dynamics is selecting an (n − p) × n matrix F in such a way that

∂f C
δxi+1 = i δxi (11) T=
∂xi F

is invertible. Let the state transformation be x = Tx. Since


and the associated squared virtual length dynamics becomes T is invertible, let T −1 be partitioned as


∂f T ∂f i T −1 = C̃ F̃
δxi+1
T
δxi+1 = δxiT i δxi (12)  
∂xi ∂xi TT −1 =
C C̃ C F̃
=
I p 0 p×n− p
FC̃ FF̃ 0n− p× p I n− p
Similar to Theorem 1, the trajectories will converge in the
Therefore it follows that
region where
y = Cx = CT −1 x


∂f iT
∂f i = I p 0 p×n− p x
− I ≤ −βI < 0 (13)
∂xi ∂xi


To express the results in general way, let us consider the The state vector in (15) is then partitioned as given below:
transformation δzi = Φi (xi , i)δxi . The trajectories will con-

verge with respect to metric P = ΦiT Φi , in the region where y
∂f x= (17)
FiT Fi − I ≤ −βI < 0 where F = Φi+1 ∂xii Φi−1 . For the w
constant metric P, the region of convergence will satisfy the
following condition where y ∈ R p and w ∈ R n− p and the system equations in
(15) and (16) can be rewritten as

∂f iT ∂f i ẏ = A11 y + A12 w + g1 (u, y) + B1 f (y, w) + D1 v (18)


P − P ≤ −βP (14)
∂xi ∂xi ẇ = A21 y + A22 w + g2 (u, y) + B2 f (y, w) + D2 v (19)

The contraction theory results presented in this section are where A11 ∈ R p× p , A12 ∈ R p×(n− p) , A21 ∈ R (n− p)× p ,
used in later part of the manuscript to derive the main results. A22 ∈ R (n− p)×(n− p) ; g1 : R m × R p ∈ R p , g2 : R m ×

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Unknown input reduced order observer based synchronization framework for class of nonlinear…

R p ∈ R (n− p) ; B1 ∈ R p×q , B2 ∈ R (n− p)×q ; D1 ∈ R p×k and Applying DMVT (see [44]), there exists ri ∈ Co(ŵ, w)∀i =
D2 ∈ R (n− p)×k . 1, . . . , q such that
Here, the system in (15) and (16) is divided into two sub-
systems given by (18) and (19). Subsystem ẏ = f 1 (y,w,u,v) f (y, ŵ) − f (y, w)
 
is a measured state variable dynamics while subsystem ẇ = q (n−
p) ∂ f i (y, ri )
(25)
f 2 (y,w,u,v) gives the unmeasured state variable dynamics. = ζq (i)ζ(n− p) ( j)
T
ŵ − w
i=1 j=1 ∂w j (t)
The objective is to design reduced order NUIO, to estimate
partial state vector w in system description (18), (19). The
∂ f i (y, ri )
structure of the observer is inspired from [16] and is adapted Using (25), with notation h i j (t) = , and
for the nonlinear system defined in (15), (16). The proposed ∂w j
observer structure is taken as ⎡ ⎤
h 1,1 (t) , . . . , h 1,n− p (t)
  ⎢ ⎥
g1 (u, y) B1 h(t) = ⎣ ... ,...,
..
. ⎦ (26)
ż = Nz + Ly + M +M f (y, ŵ) (20)
g2 (u, y) B2 h q,1 (t) , . . . , h q,n− p (t)
ŵ = z − Ey (21)
the error dynamics in (24) can be rewritten as
with vector z ∈ R n− p and N, L and M are defined as given  
below: B1 D1
ė = Ne + M h(t)e − M v
B2 D2
N = A22 + EA12
After substituting N and M from (22) in above relation, error
L = A21 + EA11 − NE (22)

dynamics become
M = E I n− p


ė = (B2 + EB1 )h(t) e
E is to be chosen by the designer. Now the estimation error 

D1
for proposed observer using (21), (22) can be written as: + A22 + EA12 e − M v
D2
e = ŵ − w


⇒ ė = A22 + B2 h(t) e + E A12 + B1 h(t) e
= z − Ey − w 
 D1 (27)
y −M v
=z−M (23) D2
w
To simplify the above representation, consider the following
From above equation, error dynamics is written as: definitions:

ẏ A12 (h(t)) = A12 + B1 h(t) (28)
ė = ż − M
ẇ A22 (h(t)) = A22 + B2 h(t) (29)

After substituting dynamics of y, w and z from Eqs. (18), So, Eq. (27) can be written as
(19) and (20) in above equation, the state estimation error 
dynamics become:
D1
ė = A22 (h(t)) + EA12 (h(t)) e − M v (30)
D2
 
A11 A12 y
ė = Nz + Ly − M For effective observer design, error dynamics in (30) should
A21 A22 w
  be a convergent dynamics. Before proceeding further, fol-
B1
D1
+M f (y, ŵ) − f (y, w) − M v lowing assumption is made:
B2 D2
 Assumption 1 [44] The parameter h i j (t) is bounded
y
After substituting z = e + M from (23) and matrices  
w i.e. max h i j (t) < +∞
t
N, L and M from (22), above equation reduces to
  The above assumption is not restrictive and is satisfied for a
B1
D1
ė = Ne + M f (y, ŵ) − f (y, w) − M v (24) large class of nonlinear systems especially chaotic systems
B2 D2 which are having oscillations in a bounded domain. From

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above assumption, h(t) lies in a bounded domain Hq,(n− p) for virtual system (34) to be convergent, using result (7) from
of which 2q×(n− p) vertices are defined by: Theorem 1, it is required that

VHq,(n− p) = {α = {α11 , . . . , α1(n− p) , . . . , αq(n− p) }} Say (h(t)) = PA22 (h(t)) + A22


T
(h(t))P + PEA12 (h(t))
+ A12
T
(h(t))E T P ≤ −2β P P
Here, αi j is defined as αi j ∈ {h i j , h i j } where h i j = ∀h(t) ∈ Hq,(n− p)
min(h i j (t)) & h i j = max(h i j (t)).
t t
where P is a constant symmetric positive definite matrix.
Since (h(t)) is affine in h(t), and all affine functions are
4 Main result convex functions, thus if above LMI is true at one extreme
of h(t) say h and at another extreme of h(t) say h(t) then the
In this section, sufficient conditions for existence of reduced LMI will be true for all the points on the Co(h, h). Therefore
order NUIO proposed in (20), (21), (22) in terms of LMIs by using convexity principle [46] the inequality (h(t)) <
are derived analytically. The observer gain matrices can be −β P P will be satisfied for all values of h(t), if it is satisfied
calculated by solving these LMIs. The results are presented at the vertices of bounded region Hq,(n− p) i.e.
in the form of Theorems followed by their proofs.
(α) < −2β P P, ∀α ∈ VHq,(n− p) (35)
4.1 Sufficient condition for existence of reduced order
NUIO Which is equivalent to (32). Therefore, the conditions given
by Theorem 3 in (31) and (32) are sufficient for convergence
Theorem 3 If there exists a matrix E and a uniform symmet- of estimation error to zero as proved above.

ric positive definite constant metric P such that
Although conditions given by Theorem 3 are sufficient
ED1 = −D2 (31) for the existence of reduced order NUIO and one need to
find appropriate matrices E & P such that (31) and (32) get
and satisfied, but there is no systematic way to do so. Therefore,
the obtained conditions in Theorem 3 for the existence of
observer are reformulated again in terms of LMIs only.
PA22 (α) + A22
T
(α)P + PEA12 (α) + A12
T
(α)ET P
To reformulate (31) and (32) as LMIs, first all possible
≤ −2β P P solutions of equality ED1 = −D2 in (31) are obtained. The
∀α ∈ VHq,(n− p) (32) necessary condition for the existence of solution of ED1 =
−D2 is
then, the observer given by (20), (21) and (22) will make 
estimation error e(t) → 0 as t → ∞ for any initial value D1
rank(D1 ) = rank =k
e(0). D2

Proof Since ED1 = −D2 , error dynamics given by (30) will Assuming that the above condition is satisfied, the general
become solution to ED1 = −D2 is


+
ė = A22 (h(t)) + EA12 (h(t)) e (33) E = −D2 D+
1 + S I p − D1 D1 (36)

Now to derive the convergence of the error dynamics, results where D+ −1 T


1 = (D1 D1 ) D1 is the generalized inverse of
T
of the partial contraction analysis from Theorem 2 will be matrix D1 [47] and S is an arbitrary matrix of dimension
used. Let us consider the virtual system as (n − p) × p. By multiplying D1 on both sides of (36), one

can get the equation ED1 = −D2 because D+ 1 D1 = I p .
Ẋ = A22 (h(t)) + EA12 (h(t)) X (34) Therefore, solution given by (36) is indeed a general solution
of (31). Let us assume that U = −D2 D+ 1 and V = I p −D1 D1
+

This virtual system has e(t) as one particular solution and for notational convenience, then general solution for E in (36)
origin as another solution. Now if the system is convergent is rewritten as:
with respect to X the two trajectories will converge, which
further implies e(t) → 0 exponentially fast as t → ∞. Now E = U + SV (37)

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Unknown input reduced order observer based synchronization framework for class of nonlinear…
 
−1
By substituting E from (37) into matrix inequality in (32), D+
1 = D̄1 0 T (40)
the sufficient condition becomes:  
  T 0 0
I p − D1 D+
1 =T T (41)
0 I p−k
PA22 (α) + A22
T
(α)P + P(UA12 (α)) + (UA12 (α)) P T  
E = − D2 D̄−11 S̄2 T (42)
+ PS(VA12 (α)) + (VA12 (α))T ST P < −β P P
∀α ∈ VHq,(n− p) with  definitions of matrices, eigen spectrum of N +
 these
(38) B1
M h(t) = N 0 (α) (say) is analyzed next
B2
   
The problem of finding E and P = P T > 0 is equivalent to B1   B1
N+M h(t) = A22 + EA12 + E I n− p h(t)
the problem of finding S and same P for each vertex of the B2 B2
 
convex hull, such that the inequalities in (38) get satisfied.
= A22 + −D2 D̄−1 1 S̄2
T A12
(38) is a Bilinear Matrix Inequality (BMI) problem which
  B 
by transformation PS = S is converted to a LMI problem + −D2 D̄−1 T I 1
h(t)
1 S̄2 n− p
B2
in (39). The matrix inequalities given by (38) has a feasible
solution for S and P = P T > 0 if and only if the following = N I (α) + S̄2 N I I (α) ∀α ∈ VHq,(n− p)
LMIs has a feasible solution for S and P.
where
PA22 (α) + A22
T
(α)P + P(UA12 (α)) + (UA12 (α))T P −1 1 −1 1
N I (α) = A22 − D2 D̄1 Ā12 − D2 D̄1 B̄1 h(t) + B2 h(t)
T T
+ S(VA12 (α)) + (VA12 (α)) S < −β P P (43)
∀α ∈ VHq,(n− p) N I I (α) =
2
Ā12
2
+ B̄1 h(t) (44)
(39)
S̄2 is a gain which now can be selected arbitrarily. Now if it is
possible to select one common gain S̄2 for all pair of N I (α)
with S = P −1 S and N I I (α) ∀α ∈ VHq,(n− p) and place the eigen spectrum of
The LMIs in (39) are reformulated from the sufficient N 0 (α) in the negative half of complex plane then the LMI will
conditions given in Theorem 3 for the existence of observer. be feasible. Above discussion is validated through numerical
Therefore if there exits a feasible solution of LMIs defined simulation in Sect. 6.
by (39) for matrices S and P = P T > 0 for all vertices The design algorithm based on Theorem 3 is given as
α ∈ VHq,(n− p) , then the reduced order NUIO defined by (20), follows:
(21) will make estimation error e(t) → 0 as t → ∞ for any
initial value e(0). 1. Perform the suitable state transformation x = Tx as given
in (3), so

that the given output matrix C is transformed
4.2 Discussion on feasibility of LMI to C = I p 0 . If output matrix is already in the required
form, skip this step and jump directly to step 2.
Conditions for the existence of feasible solution of LMI in 2. Partition the matrices A, B, C, D, state vector x and non-
(39) is discussed here. In present observer design problem, linear vector function g(u, y) to write the system in (15),
it is required
 to find the design parameter E such that N + (16), into the form given in (18), (19).
B1 3. Compute U = −D2 D+ 1 and V = I p − D1 D1 .
+
M h(t) becomes negative definite for all values of h(t), 4. Find all the vertices α such that α ∈ VHq,(n− p) by running
B2
where N and M are defined in (22). Even though S is arbitrary simulations.
in the definition of E in (36), still it is not possible to assign 5. Solve LMIs in (39) for S and a symmetric matrix P > 0.
any arbitrary value to E. Now proceeding as in [16], since 6. Calculate S using S = P −1 S.
Rank D1 = k there exists an orthogonal matrix T ∈ R p× p , 7. Using S, all the gain matrices of the proposed observer
which can be found using QR factorization, 
   T D1 =
such that
1
can be computed by using following relations:
D̄1 Ā
where D̄1 ∈ Rk×k and let TA12 = 12 ; S T T =
2 E = U + SV
0 Ā12
 1 N = A22 + EA12
  B̄1
S̄1 S̄2 ; T B1 = 2 . Using these matrix definitions and L = A21 + EA11 − NE
B̄1

the fact that T T T = I p it can be shown that M = E I n− p

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V. Sharma et al.

If f (x) = 0 and g(u, y) = Gu, that is, system in (15) and (16)
is a linear system and also rank(CD) = rank(D) = k, then
the reduced order UIO defined by (45), (46) exists if LMI
given by (47) has a feasible solution for S and P = P T > 0.

5 Reduced order UIO for discrete time systems

In this section, reduced order observer design for discrete


time systems is given. System dynamics is defined as

Fig. 1 Parameter box x(k + 1) = Ax(k) + g(u,y) + B f (x) + Dv(k) (48)


y(k) = C x(k) (49)
Remark 1 Suppose q = 1, which implies dimension of non-
linear vector function f (x) is 1 × 1 and (n − p) = 2. Then, where A ∈ R n×n , B ∈ R n×m , f(x(k)) ∈ R m represents
the number of vertices will be 2q×(n− p) = 22 = 4 as shown the nonlinear part of the dynamics, g(.) ∈ R n is a function
in Fig. 1. The shaded area in the figure is the bounded region of output y(k) and known input u(k), v(k) represents the
for parameter h(t) i.e. Hq,n and four corners of parameter unknown
 input. Structure of output matrix C is assumed to
box are vertices VHq,n . The two axis are for time varying be I p 0 , which is not restrictive as discussed above. Now
functions h 11 (t) and h 12 (t), respectively. Both the functions above system dynamics can be rewritten as two subsystem
are bounded because it is assumed that system trajectories dynamics by partitioning as follows
are bounded (Assumption 1).
y(k + 1) = A11 y(k) + A12 w(k) + g1 (u,y)
Remark 2 If some of the functions h i j (t) (i = 1, . . . , q and + B1 f (y,u) + D1 v(k) (50)
j = 1, . . . , (n − p)) are equivalent to zero, then the num- w(k + 1) = A21 y(k) + A22 w(k) + g2 (u,y)
ber of vertices and associated LMIs required to be solved for
+ B2 f (y,w) + D2 v(k) (51)
observer gain computation reduces and becomes less then
2q×(n− p) , which in turn reduces the complexity of the pro-
posed algorithm. where y(k) ∈ R p is the measured state vector, w(k) ∈ R n− p
is the unknown state vector and is to be estimated. To develop
4.3 Reduced order UIO for linear systems the estimate of unknown state vector, observer structure is
proposed as
In system defined in (15), (16), if nonlinear vector function
f (x) = 0 and g(u, y) = Gu, then the system will become z(k + 1) = N z(k) + L y(k) + M B f (y, ŵ)

a linear system. The observer structure in (20), (21) will g1 (y,u)
+M (52)
become: g2 (y,u)

G1 u
ż = Nz + Ly + M (45) ŵ = z − Ey (53)
G2 u
ŵ = z − Ey (46) where z ∈ R n− p , ŵ ∈ R n− p is estimated state vector. Error
in the system state and estimated state is defined as
where N, L and M are defined same as in (22). The necessary
and sufficient condition for existence of reduced order UIO
e(k) = ŵ(k) − w(k) (54)
in terms of LMI is given below
Using the matrix definitions given in (22), error dynamics
PA22 + A22
T
P + P(UA12 ) + (UA12 )T P
(47) for the proposed observer can be written as
T
+ S(VA12 ) + (VA12 )T S < 0

B1

e(k + 1) = N e(k) + M f (y, ŵ) − f (y,w)
with S = P −1 S B2

Remark 3 Set of LMIs defined by (39) reduces to a single D1
−M v(k) (55)
LMI given in (47) for the linear system. D2

123
Unknown input reduced order observer based synchronization framework for class of nonlinear…

Theorem 4 If there exists a matrix E and a symmetric pos- Proceeding as in the case of continuous time systems, to
itive definite matrix P such that derive the conditions using partial contraction theory for the
convergence of error dynamics, let us consider the virtual
E D1 = −D2 (56) system as
 
−P + β P P ZT (k)P
<0 (57)

P Z(k) −P X(k + 1) = A22 (h(k)) + EA12 (h(k)) X(k) (67)

then the observer states ŵ(k) in (53) will converge to system


It is required that the above dynamics be convergent. Hence
states w in (51), where Z(k) = A22 (h(k)) + EA12 (h(k))
using result (14), virtual system will be convergent if the
which is defined in the proof.
following LMI is satisfied for a symmetric positive definite
Proof For observer design, it is required that error dynamics matrix P
be convergent. Proceeding as for the continuous time system,
nonlinear part of the dynamics, using DMVT can be written ZT (k)PZ(k) − P < −β P P (68)
as
⎛ ⎞
q n− p It is nonlinear matrix inequality in Z(k). Schur complement
∂ f (K (k))
f (x(k)) − f (x̂(k)) = ⎝ ⎠
i i
ζq (i)ζn ( j)
T lemma is used to convert nonlinear matrix inequality to LMI.
∂w j (k) Thus using this lemma, this nonlinear inequality can be writ-
i=1 j=1

ten as LMI (57).

w(k) − ŵ(k) (58)


where K i ∈ Co w(k), ŵ(k) ∀ i = 1, . . . , q. Now, using For effective observer design, it is required that the LMI
the notations (57) be feasible for all possible values of h(k). Since this
LMI is affine in h(k), hence using convexity principles, LMI
∂ fi needs to be solved at all the vertices VHq,(n− p) , of the convex
h i, j (k) = (K i (k)) (59)
∂w j hull encapsulating all possible values of h(k). Condition (56)
⎡ ⎤
h 1,1 (k) , . . . , h 1,n− p (k) has to be true simultaneously. Thus all possible solutions of
⎢ ⎥
h(k) = ⎣ ... ,...,
..
. ⎦ (60) E satisfying (56) is evaluated using generalized inverse as
h q,1 (k) , . . . , h q,n− p (k)
E = U + SV (69)
Further using (56), along with definition of M from (22),
unknown input part from the error dynamics get decoupled where U & V have same definition as in the continuous time
and error dynamics (55) can be written as case. This value of E is replaced in (57) and the LMI (57)
 gets redefined and is solved for new set of variables i.e. for
B1 P = P T > 0 and P s = P S. In this restructured LMI Z(k) is
e(k + 1) = N e(k) + M h(k)e(k) (61)
B2 redefined as
Further, using definition of N & M from (22), above equation
can be written as Z(k) = A22 (α) + (U + SV)A12 (α) ∀ α ∈ VHq,(n− p) (70)




e(k + 1) = A22 + B2 h(k) e(k) + E A12 + B1 h(k) e(k) Thus, solution of LMI (57) with Z(k) as defined in (70) will
(62) give observer design matrices.

To simplify the representation, let us assume following Remark 4 Unknown input recovery has its applications in
relations: varied fields like secure communication, parameter identifi-
cation and FDI (Fault detection and identification). For the
A12 (h(k)) = A12 + B1 h(k) (63) system (48) - observer (52) it has been proved above that, if
the LMI is feasible, observer states will converge to system
A22 (h(k)) = A22 + B2 h(k) (64)
states i.e. ŵ(k) → w(k). Thus system dynamics in terms of
So, Eq. (62) will become estimated states can be written as



e(k + 1) = A22 (h(k)) + EA12 (h(k)) e(k) (65) x̂(k + 1) = Ax̂(k) + g(u(k), y(k)) + B f (x̂(k)) + Dv(k)
Say e(k + 1) = Z(k)e(k) (66) (71)

123
V. Sharma et al.


y(k) want to estimate by proposed observer. The matrices required
where x̂(k) = . Now unknown input v(k) can be
ŵ(k) to define subsystems in (18) and (19), after partitioning the
estimated as given Chen system are as follows:
 
v(k) = (DT D)−1 DT −a a 0
  A11 = , A12 = ,
x̂(k + 1) − Ax̂(k) − g(u(k), y(k)) − B f (x̂(k)) (c − a) c 0
 T
(72) 0
A21 = , A22 = −b
0
 
0 1
6 Numerical examples B1 = , B2 = 0; D1 = , D2 = 1
−1 0

In this section, reduced order observer design for Chen 0
g1 (u, y) = , g2 (u, y) = y1 y2 ; f (y, w) = y1 w1
chaotic system is presented to show the validity of the pro- 0
posed approach. Consider the dynamics of Chen’s nonlinear
system be given as Using proposed approach, we have h 11 (t) = y1 and also
h 11 (t) is bounded because y1 is bounded. After doing simu-
ẋ1 = a(x2 − x1 ) lations, we get h 11 = −30.3086 and h 11 = 28.7775.
Solving for matrices U and V using equations given in
ẋ2 = (c − a)x1 − x1 x3 + cx2 (73)
design algorithm in Sect. 4, we have
ẋ3 = x1 x2 − bx3


00
The parameter values for Chen’s system used in this example U = −1 0 , V =
01
are taken as a = 35, b = 3, c = 28, for which system exhibits
chaotic behaviour.
After solving LMIs in (39) for S and a symmetric matrix
Two cases are considered here: In first case a reduced order
P > 0 using MATLAB LMI Toolbox, one of the feasible
observer is designed

when
output matrix is in the desired
solutions is given below:
form, i.e. C = I p 0 , while in the second case structure
of the output matrix C is not in the desired form and thus

P = 81.4131, S = 0 0.1467
a suitable state transformation is used to bring system in a
form suitable for the design of reduced order NUIO using

Using above
matrices P and S, we find S = P −1 S =
proposed approach.
0 0.0018 Using relation

E = U + SV and above matrices
values, we get E = −1.000 0.0018 From E, all the gain
6.1 Case: I
matrices values of the proposed reduced order NUIO are
found as given below:
Let the output of the Chen system be


 N = −3, L = 31.9874 −34.9441
100

y= x (74) M = −1.0000 0.0018 1.0000
010

Considering above output equation, the system dynamics Simulations are carried out by using obtained observer gain
in (73) can be written in the form presented in Eq. (15) as matrices and proposed reduced order NUIO design in MAT-
follows: LAB with ODE45 as a solver. Results are shown in Figs. 2
⎛ ⎞ ⎛ ⎞ ⎛ ⎞ and 3. In Fig. 2, convergence result is shown for simulations
−a a 0 0 0 run for 1.5 s. Initial conditions are given by
ẋ = ⎝(c − a) c 0 ⎠ x + ⎝ 0 ⎠ + ⎝−1⎠ f (x)
0 0 −b y1 y2 0
T

⎛ ⎞ x(0) = 2 2 2 ; x̂(0) = −9
1
+ ⎝0 ⎠ v From (21), the initial value of z can be found out by using
1 initial values of actual and observed states. Therefore

where nonlinear vector function f (x) = x1 x3 and unknown z(0) = −10.9964


input v = 0.5 sin 60π t.
Here, x1 , x2 are the states which are directly measurable In Fig. 3a, convergence of the observer state to the third state
as outputs y1 , y2 of system. x3 = w1 is the state which we of the system is shown, while Fig. 3b shows the exponential

123
Unknown input reduced order observer based synchronization framework for class of nonlinear…

Fig. 2 Convergence result for 60


estimated state x̂3 to actual state Actual State
Estimated State
x3 with initial value x̂3 (0) = −9 50
and x3 (0) = 2
40

30

20

10

−10
0 0.5 1 1.5
Time (Sec)

Fig. 3 a Convergence result for


estimated state x̂3 to actual state
(a)
45
x3 with initial value x̂3 (0) = 0 Actual State
and x3 (0) = 20; and b 40 Estimated State

exponential convergence of state


estimation error to zero 35

30

25

20

15

10

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

Time (Sec)

(b)
20

18

16

14

12

10

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

Time (Sec)

123
V. Sharma et al.

decay of the state estimation error. Initial conditions for the The output equation for transformed system will be
simulation are taken as 
−1 100

T
y = CT x= x
010
x(0) = 20 20 20 ; x̂(0) = 0 ; z(0) = −19.964
Here, x 1 , x 2 are the states of transformed system which
6.1.1 Discussion on feasibility of LMI are directly measurable through outputs y1 , y2 , respectively.
w1 = x 3 is the state which is required to be estimated through
As discussed in Sect. 4.2 observer matrices may also be found proposed reduced order design approach.
as follows. Using (43) and (44) N I (α) and N I I (α), evaluated Applying the same approach as in the previous case, all
at the two vertices of the convex hull is found as N I (α1 ) = the observer gain matrices values required to design reduced
−3, N I I (α1 ) = 30 and N I (α2 ) = −3, N I I (α2 ) = −28.78. order NUIO for transformed Chen system are calculated and
It is required to find one common gain S̄2 , such that the given below:
eigen values of N 0 (α) get placed on the negative half of

the complex plane. So S̄2 < 10 1
may be selected, using QR N = −18.9962, L = 7.9981 −33.4705
factorization T = I 2 and D̄1 = 1 is found. By selecting

M = −0.5000 1.0005 1.0000
S̄2 = 0.001design parameter E using (42) is selected as E =
−1 0.001 . Thus observer matrices
  using (22) are found
 as After obtaining an estimate of state w1 , an inverse trans-
N = −3, M = −1 0.001 1 , L = 31.993 −34.969 . The

formation x̂ = T −1 x 1 x 2 x̂ 3 = T −1 y1 y2 ŵ1 is done
results are comparable to the one got by using LMI approach
above. to obtain estimates of original states.
Simulations are run with initial conditions given below:


6.2 Case II x(0) = 80 20 20 ; ŵ(0) = 0; z(0) = −19.9891

original system states are x(0) =


In this case, the output equation considered here is given The initial

values of
below: T −1 x(0) = 20 20 20 and that of observer are
 ⎡ ⎤ ⎡ ⎤ ⎡ ⎤
121 x̄1 (0) 80 40
y= x (75) −1 ⎣ ⎦ −1 ⎣ ⎦
010 x̂(0) =T x̄2 (0) = T 20 = 20⎦

ŵ(0) 0 0


Since the output matrix is not in the form C = I 2 0 , Figure 4a–c shows convergence results for estimated
therefore a state transformation is done as given in Step 1 of states x̂1 , x̂2 & x̂3 to actual system states x1 , x2 & x3 , respec-
design algorithm. tively.
A state transformation x = Tx is done, where x is a trans- Figure 5 shows the convergence of the first and third state
formed state vector and T is a transformation matrix.  As
estimation error to zero.
C
mentioned in 1, a matrix F is chosen such that T =
F

6.3 Discrete time system
is a non-singular matrix. Here, F is chosen as F = 0 0 1 ,
⎛ ⎞
121
To validate results for discrete time system, let us consider
which results in transformation matrix T = ⎝0 1 0⎠.
discrete time Lorenz chaotic system with dynamics as
001
After performing the state transformation on Chen system
given in (73), the resultant transformed system can be written x(k + 1) = A x(k) + g(u,y) + B f (x) + D v(k)
in the form given in (15) and (16) as shown below: y(k) = Cx(k) (76)
⎡ ⎤ ⎡ ⎤
⎛ ⎞ ⎛ ⎞⎛ ⎞ 1 − 10T 10T 0 0 0
−49 189 46 −2 1 2
where A = ⎣ 28T 1 − T 0 ⎦; B = T ⎣ −1 0 ⎦
ẋ = ⎝ −7 42 7 ⎠ x + ⎝−1 0⎠ f (x) + ⎝0⎠ v
0 0 1 − 83 T 0 1
0 0 −3 0 1 1 ⎡ ⎤
  1  
x1 (k)x3 (k) ⎣ ⎦ 100
f(x) = D = 1 C =
  x1 (k)x2 (k) 010
(x 1 −2x 2 −x 3 )x 3 (y1 −2y2 −x 3 )x 3 1
where f (x) = =
(x 1 −2x 2 −x 3 )x 2 (y1 − 2y2 − x 3 )y2 where unknown input is taken as v(k) = 0.1sin(2π T k) and

123
Unknown input reduced order observer based synchronization framework for class of nonlinear…

(a) 40
(a)
5
30
0
20
−5
10
−10
0

−10 −15

−20 −20
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Time (sec) Time (sec)

(b) (b)
20
20
15
10
10

0 5

−10 0

−5
−20 0 0.2 0.4 0.6 0.8 1
0 0.2 0.4 0.6 0.8 1
Time (sec) Time (sec)

Fig. 5 Convergence of state estimation error


(c)
35
Now by solving LMI condition (57) with Z(k) defined in (70)
 P = 1.764 × 10 ,
30 observer 5
 matrices are found as follows
25 S = −0.5076
 0.4914 E = −0.9995  −0.0005
N
 = 0.9973 L = 0.0073 −0.01 M =
20
−0.9995 −0.0005 1.0000 . For simulation purpose initial
15  T
condition of the system is taken as x(0) = 1 2 1 . As per
10 the definition of output matrix, only third state needs to be
5 estimated. Thus the observer is designed for the estimation
0 of the third state. Initial
 condition of the observer is taken
0 0.2 0.4 0.6 0.8 1 as x̂(0) = −3.99 . Figure 6 shows the convergence of the
Time (sec) observer and system third state, for which the observer is
Fig. 4 Convergence of Chen chaotic system states and observer states
designed. Figure 7 shows the exponential convergence of the
state estimation error to zero. Further, as discussed in Remark
4 it is possible to recover unknown input. Figure 8 shows the
unknown input v(t) and the recovered input.
T = 0.001 is the sampling period. Depending on the struc-
ture of C the above system can be expressed
 in the form

1 − 10T 10T 7 Conclusion
(18), (19) with matrices defined as A11 =
28T 1 − T
 
0     In present work, contraction theory is successfully applied
A12 = A21 = 0 0 A22 = 1 − 83 T
0 to the design of reduced order unknown input observer
   
0   1   (ROUIO) for both nonlinear continuous time and discrete
B1 = B2 = 0 D1 = D2 = 1
−1 1 time systems. Using DMV theorem, equivalent representa-
 
0 tion for nonlinear term is derived because of which the error
g1 (u,y) = g2 (u,y) = y1 y2 f (y,w) = y1 w1 .
0 dynamics gets expressed in a way suitable for analysis using

123
V. Sharma et al.

60 considered here. Proposed results for discrete time system


50 are validated on discrete time Lorenz system.
40
30
A Appendix
20
10 Since T is orthonormal T T T = I p
0 −1
−10 D+
1 = D1 D1
T
D1T T T T
0 1000 2000 3000 4000 5000 −1  
T
Sample = D1T T T TD1 D̄1 0T T
Fig. 6 Convergence of system and observer state
   D̄ −1  
= D̄1T 0T 1 T
D̄1 0T T
5 0
 
= (D̄1 D̄1 )−1 D̄1T 0T T
T
4
 
= D̄−11 0 T (77)
3

2
    
T D̄1 −1
1 I p − D1 D+
1 = T T
T − T D̄1 0 T
0
   
0 T Ik 0
0 1000 2000 3000 4000 5000 = T T −T
T
T
0 0
Sample  
0 0
Fig. 7 Convergence of the state estimation error to zero = TT T (78)
0 I p−k
0.1
Unknown input, Recovered signal

Recovered Signal
Unknown Input
+
0.05 E = −D2 D+
1 + S I p − D1 D1
   
−1 T 0 0
= −D2 D̄1 0 T + ST T
0 0 I p−k
   
−1   0 0
= −D2 D̄1 0 T + S̄1 S̄2 T
−0.05 0 I p−k
   
= −D2 D̄−1
1 0 T + 0̄ S̄2 T
−0.1
0 1000 2000 3000 4000 5000  
= − D2 D̄−1
1 S̄2 T (79)
Sample

Fig. 8 Unknown input v(t) and recovered unknown input


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