EPE3302

State Space Analysis and Control

in Power Engineering
Dr. Khalid ABIDI
Objectives
The objective of this lecture are as follows:
• Design of State Observers using Ackermann’s Formula
• Minimum Order State Observers
• Incorporating the State Observers into the closed-loop system
State Observers
𝐮𝐮 𝐱𝐱̇ 𝐱𝐱 𝐲𝐲
𝐵𝐵 +
+ ∫ 𝑑𝑑𝑑𝑑 𝐶𝐶

𝐴𝐴

+
𝐿𝐿 _

+ 𝐱𝐱�̇ 𝐱𝐱� 𝐲𝐲�

𝐵𝐵 +
+ ∫ 𝑑𝑑𝑑𝑑 𝐶𝐶

𝐴𝐴

Fig. 1: Observer implementation

The Observer implementation can be shown in block diagram form as

in Figure 1.
Ackermann’s Formula
For single-output systems another approach exists for the computation of
the matrix 𝐿𝐿. The computation can be done via a simple formula given as
0
𝐿𝐿 = 𝜙𝜙(𝐴𝐴)𝑊𝑊o−1 ⋮
0
1
where 𝜙𝜙(𝐴𝐴) is the characteristic polynomial in terms of the matrix 𝐴𝐴 and is
given as
𝜙𝜙 𝐴𝐴 = 𝐴𝐴 − 𝜇𝜇1 𝐼𝐼 𝐴𝐴 − 𝜇𝜇2 𝐼𝐼 × ⋯ × 𝐴𝐴 − 𝜇𝜇𝑛𝑛 𝐼𝐼
State Observers
Example:
0 1 1
𝐱𝐱̇ 𝑡𝑡 = 𝐱𝐱 𝑡𝑡 + 𝑢𝑢 𝑡𝑡
2 3 2
𝑦𝑦(𝑡𝑡) = 1 0 𝐱𝐱(𝑡𝑡)
Compute the Observer gain 𝐿𝐿 such that the Observer
𝐱𝐱�̇ 𝑡𝑡 = 𝐴𝐴�𝐱𝐱 𝑡𝑡 + 𝐵𝐵𝐮𝐮 𝑡𝑡 + 𝐿𝐿 𝐲𝐲 𝑡𝑡 − 𝐲𝐲(𝑡𝑡)
�
�
𝐲𝐲(𝑡𝑡) = 𝐶𝐶 𝐱𝐱� (𝑡𝑡)
has the eigenvalues 𝜇𝜇1 = −1 and 𝜇𝜇2 = −2.
State Observers
Solution:
The system
0 1 1
𝐱𝐱̇ 𝑡𝑡 = 𝐱𝐱 𝑡𝑡 + 𝑢𝑢(𝑡𝑡)
2 3 2
𝑦𝑦(𝑡𝑡) = 1 0 𝐱𝐱(𝑡𝑡)
is clearly not in observable canonical form. We must first make sure that
the system is observable by computing the observability matrix
𝐶𝐶 1 0
𝑊𝑊o = = → 𝑊𝑊o = 1 → rank 𝑊𝑊o = 2
𝐶𝐶𝐶𝐶 0 1
Therefore, the system is observable and we can proceed with the observer
design.
State Observers
The desired eigenvalues (poles) are 𝜇𝜇1 = −1 and 𝜇𝜇2 = −2, therefore, the
desired characteristic polynomial is given as
𝜙𝜙 𝜆𝜆 = 𝜆𝜆 + 1 𝜆𝜆 + 2 = 𝜆𝜆2 + 3𝜆𝜆 + 2
and
2 4 6
𝜙𝜙 𝐴𝐴 = 𝐴𝐴 + 𝐼𝐼 𝐴𝐴 + 2𝐼𝐼 = 𝐴𝐴 + 3𝐴𝐴 + 2𝐼𝐼 =
12 22
0
−1 ⋮ 4 6 1 0 0 6
𝐿𝐿 = 𝜙𝜙 𝐴𝐴 𝑊𝑊o = =
0 12 22 0 1 1 22
1
Minimum Order State Observers
So far we have looked at Observers that are capable of reconstructing
(estimating) all the states of the system. However, in many practical
scenarios some of the states may be measurable and it would be
meaningless to construct an observer that recalculates those measured
states. Therefore, it is more practical to reformulate the observer such that
it estimates only the unmeasurable states. Such observers are called
Minimum Order Observers.
Minimum Order State Observers
Consider the State Space system given as
𝐱𝐱̇ 𝑡𝑡 = 𝐴𝐴𝐱𝐱 𝑡𝑡 + 𝐵𝐵𝐮𝐮 𝑡𝑡
𝐲𝐲(𝑡𝑡) = 𝐶𝐶𝐱𝐱(𝑡𝑡)
We will divide the system into two subsystems
𝐱𝐱̇ a 𝑡𝑡 𝐴𝐴aa 𝐴𝐴ab 𝐱𝐱 a 𝑡𝑡 𝐵𝐵a
= + 𝐮𝐮 𝑡𝑡
𝐱𝐱̇ b 𝑡𝑡 𝐴𝐴ba 𝐴𝐴bb 𝐱𝐱 b 𝑡𝑡 𝐵𝐵b
𝐲𝐲 𝑡𝑡 = 𝐶𝐶𝐱𝐱 𝑡𝑡 = 𝐱𝐱 a 𝑡𝑡
where 𝐱𝐱 a 𝑡𝑡 is the measurable state vector.
Minimum Order State Observers
We know that the number of output signals is 𝑝𝑝, therefore, the vector 𝐱𝐱 a 𝑡𝑡
has 𝑝𝑝 states and 𝐱𝐱 b 𝑡𝑡 has 𝑛𝑛 − 𝑝𝑝 states
𝐱𝐱̇ a 𝑡𝑡 𝐴𝐴aa 𝐴𝐴ab 𝐱𝐱 a 𝑡𝑡 𝐵𝐵a
= + 𝐮𝐮 𝑡𝑡
𝐱𝐱̇ b 𝑡𝑡 𝐴𝐴ba 𝐴𝐴bb 𝐱𝐱 b 𝑡𝑡 𝐵𝐵b
𝐲𝐲 𝑡𝑡 = 𝐱𝐱 a 𝑡𝑡
Consequently 𝐴𝐴aa is of size 𝑝𝑝 × 𝑝𝑝, 𝐴𝐴ab is of size 𝑝𝑝 × (𝑛𝑛 − 𝑝𝑝), 𝐴𝐴ba is of size
𝑛𝑛 − 𝑝𝑝 × 𝑝𝑝 and 𝐴𝐴bb is of size (𝑛𝑛 − 𝑝𝑝) × (𝑛𝑛 − 𝑝𝑝).
Minimum Order State Observers
Now consider the subsystem given as
𝐱𝐱̇ b 𝑡𝑡 = 𝐴𝐴ba 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴bb 𝐱𝐱 b 𝑡𝑡 + 𝐵𝐵b 𝐮𝐮 𝑡𝑡
Since, this system defines the dynamics of the unmeasured state vector 𝐱𝐱 b ,
it will be used to formulate the minimum order state observer given as
𝐱𝐱�̇ b 𝑡𝑡 = 𝐴𝐴ba 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴bb 𝐱𝐱� b 𝑡𝑡 + 𝐵𝐵b 𝐮𝐮 𝑡𝑡 + 𝐿𝐿e 𝐴𝐴ab 𝐱𝐱 b − 𝐴𝐴ab 𝐱𝐱� b
where 𝐱𝐱� b is the estimate of the actual states 𝐱𝐱 b and 𝐿𝐿e is called the
observer gain and is designed to achieve proper state estimation. Note that
since 𝐱𝐱 b is not available then 𝐴𝐴ab 𝐱𝐱 b is not available. From the subsystem
𝐱𝐱̇ a 𝑡𝑡 = 𝐴𝐴aa 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴ab 𝐱𝐱 b 𝑡𝑡 + 𝐵𝐵a 𝐮𝐮 𝑡𝑡
We have
𝐴𝐴ab 𝐱𝐱 b 𝑡𝑡 = 𝐱𝐱̇ a 𝑡𝑡 − 𝐴𝐴aa 𝐱𝐱 a 𝑡𝑡 − 𝐵𝐵a 𝐮𝐮 𝑡𝑡
Minimum Order State Observers
Then the minimum order state observer can be rewritten as
𝐱𝐱�̇ b 𝑡𝑡 = 𝐴𝐴ba 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴bb 𝐱𝐱� b 𝑡𝑡 + 𝐵𝐵b 𝐮𝐮 𝑡𝑡 + 𝐿𝐿e 𝐱𝐱̇ a 𝑡𝑡 − 𝐴𝐴aa 𝐱𝐱 a 𝑡𝑡 − 𝐵𝐵a 𝐮𝐮 𝑡𝑡 − 𝐴𝐴ab 𝐱𝐱� b
Let 𝐱𝐱� b = 𝐱𝐱 b − 𝐱𝐱� b be the estimation error of the observer then
𝐱𝐱̇ b 𝑡𝑡 = 𝐴𝐴ba 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴bb 𝐱𝐱 b 𝑡𝑡 + 𝐵𝐵b 𝐮𝐮 𝑡𝑡
− 𝐱𝐱�̇ b 𝑡𝑡 = 𝐴𝐴ba 𝐱𝐱 a 𝑡𝑡 + 𝐴𝐴bb 𝐱𝐱� b 𝑡𝑡 + 𝐵𝐵b 𝐮𝐮 𝑡𝑡 + 𝐿𝐿e 𝐴𝐴ab 𝐱𝐱 b − 𝐴𝐴ab 𝐱𝐱� b
𝐱𝐱�̇ b = 𝐴𝐴bb − 𝐿𝐿e 𝐴𝐴ab 𝐱𝐱� b
If we look at the final equation, it is analogous to
𝐱𝐱�̇ 𝑡𝑡 = 𝐴𝐴 − 𝐿𝐿𝐿𝐿 𝐱𝐱� (𝑡𝑡)
where 𝐴𝐴ab takes the place of 𝐶𝐶 and 𝐴𝐴bb takes the place of 𝐴𝐴.
Minimum Order State Observers
The Observer Gain 𝐿𝐿e is designed such that the matrix 𝐴𝐴bb − 𝐿𝐿e 𝐴𝐴ab has
poles in the desired locations. Since there are 𝑛𝑛 − 𝑝𝑝 states in 𝐱𝐱 b , the
desired number of poles will be 𝑛𝑛 − 𝑝𝑝.
The design procedure for 𝐿𝐿e will be the same as discussed earlier. Before
proceeding with the design process, the subsystem must be observable.
The observability matrix for the subsystem is given as
𝐴𝐴ab
𝐴𝐴ab 𝐴𝐴bb
𝑊𝑊o = ⋮
𝑛𝑛−𝑝𝑝−1
𝐴𝐴ab 𝐴𝐴bb
Minimum Order State Observers
𝐮𝐮 𝐱𝐱̇ 𝐱𝐱 𝐲𝐲
𝐵𝐵 +
+ ∫ 𝑑𝑑𝑑𝑑 𝐶𝐶

𝐴𝐴

𝐶𝐶
𝐴𝐴aa

_ +_
𝐵𝐵a _
𝐴𝐴ba

𝐿𝐿e 𝐴𝐴ba

+ 𝐱𝐱�̇ 𝐱𝐱� b +
𝐵𝐵b +
+ ∫ 𝑑𝑑𝑑𝑑 𝐴𝐴bb +

Fig. 2: Minimum Order State Observer implementation

Minimum Order State Observers
Example:
0 1 1
𝐱𝐱̇ 𝑡𝑡 =
𝐱𝐱 𝑡𝑡 + 𝑢𝑢 𝑡𝑡
2 3 2
𝑦𝑦 𝑡𝑡 = 1 0 𝐱𝐱 𝑡𝑡 = 𝑥𝑥1 (𝑡𝑡)
Compute the Observer gain 𝐿𝐿e such that the Observer
𝐱𝐱�̇ 2 𝑡𝑡 = 𝐴𝐴21 𝐱𝐱1 𝑡𝑡 + 𝐴𝐴22 𝐱𝐱� 2 𝑡𝑡 + 𝐵𝐵2 𝐮𝐮 𝑡𝑡 + 𝐿𝐿e 𝐱𝐱̇ 1 𝑡𝑡 − 𝐴𝐴11 𝐱𝐱1 𝑡𝑡 − 𝐵𝐵1 𝐮𝐮 𝑡𝑡 − 𝐴𝐴12 𝐱𝐱� 2
has the eigenvalue 𝜇𝜇1 = −1.
Minimum Order State Observers
Solution:
The system
0 1 1
𝐱𝐱̇ 𝑡𝑡 = 𝐱𝐱 𝑡𝑡 + 𝑢𝑢(𝑡𝑡)
2 3 2
𝑦𝑦(𝑡𝑡) = 1 0 𝐱𝐱(𝑡𝑡)
We must first make sure that the system is observable by computing the
observability matrix
𝑊𝑊o = 𝐴𝐴12 = 1 → 𝑊𝑊o = 1 → rank 𝑊𝑊o = 1
Therefore, the subsystem is observable and we can proceed with the
observer design.
Minimum Order State Observers
The desired eigenvalue (pole) is 𝜇𝜇1 = −1 , therefore, the desired
characteristic polynomial is given as
𝜙𝜙 𝜆𝜆 = 𝜆𝜆 + 1
and
𝜆𝜆𝜆𝜆 − 𝐴𝐴22 − 𝐿𝐿e 𝐴𝐴12 = 𝜆𝜆 − 3 + 𝐿𝐿e ≡ 𝜆𝜆 + 1
→ 𝐿𝐿e = 4
Incorporating the Observers
The state feedback controller was given as
𝐮𝐮 𝑡𝑡 = −𝐾𝐾𝐱𝐱(𝑡𝑡)
since the state vector 𝐱𝐱 is not available or partially available then the
controller is written in the form
𝐮𝐮 𝑡𝑡 = −𝐾𝐾𝐱𝐱� (𝑡𝑡)
or
𝐱𝐱 a (𝑡𝑡)
𝐮𝐮 𝑡𝑡 = −𝐾𝐾
𝐱𝐱� b (𝑡𝑡)
Incorporating the Observers
When an observer is incorporated into the closed-loop system then the
overall closed-loop poles of the system are the ones set by the gain 𝐾𝐾 as
well as the observer gain 𝐿𝐿. In other words some of the closed-loop poles
will be the closed-loop poles as if no observer has been used and the
remaining closed-loop poles are the observer closed-loop poles.