2017 IEEE 56th Annual Conference on Decision and Control (CDC)
December 12-15, 2017, Melbourne, Australia
Luenberger observers for nonlinear controlled systems
Pauline Bernard1
Abstract— We show how the (original) Luenberger method-
ology presented in [1] for autonomous linear systems can
be used to design causal observers for controlled non linear
systems. Their implementation relies on the resolution of a time-
varying PDE, the solutions of which transform the dynamics
into linear asymptotically stable ones. We prove the existence
and injectivity (after a certain time) of such transformations,
under a differential observability assumption. We also show on
practical examples how this PDE can be solved and how the
observability assumption can be checked.
I. I NTRODUCTION
Online estimation of the state of a dynamical system
is crucial in practice, especially for monitoring or control
purposes. Originally1 , in [1], Luenberger developed a general
method to build observers for autonomous linear systems.
Its extension to autonomous nonlinear systems was proposed
and analyzed in a general context by [2]. It was rediscovered
later by [3] where a local analysis close to an equilibrium
point was given under conditions relaxed later on in [4].
The localness as well as most of the restrictive assumptions
were then by-passed in [5]. As noticed in [6] and [5], this
nonlinear Luenberger observer is also strongly related to the
observer proposed in [7].
In this paper, we want to extend the use of Luenberger
observers to controlled systems. First steps in this direction
were made in [8], [9] for linear time-varying systems, but up
to our current knowledge, no result concerning Luenberger
observers for nonlinear time-varying - let alone controlled -
systems is available (although some preliminary results exist
in [10]).
In fact, very few general observer designs exist for non lin-
ear controlled systems. Some, such as the popular extended
Kalman filters ([11]) rely on linearization methods, but thus
provide only local convergence. Others consist in finding a
reversible input-independent change of coordinates, which
transforms the dynamics into a more favorable form such
as state-affine time-varying forms ([12],[13] among others),
for which a Kalman filter can be used, or a triangular form
([14], [15]) for which a high gain observer can be used.
But the existence of such a change of coordinates usually
requires restrictive assumptions on the system, such as the so-
called uniform observability for triangular forms. However,
in [16], an explicit transformation into a more general time-
varying triangular form is proposed under the weaker rank-
observability condition. The authors then use a Kalman-
like observer (mixing of Kalman and high gain observers),
but an additional excitation condition is needed to ensure
convergence.
On the other hand, if we allow the transformation to
depend on the input, the range of possibilities widens. For
instance, the transformation obtained by considering the
measurement and a certain number of its derivatives, trans-
forms the dynamics into the so-called phase-variable form
([17]) under the ACP(N ) condition ([17]), which roughly
says that the N th-derivative of the output can be expressed
1 Pauline Bernard is with the Centre Automatique et Systèmes, MINES-
ParisTech, PSL Research University, France,
pauline.bernard@mines-paristech.fr
1 We write ”originally” insofar as what is nowadays usually called
”Luenberger observer” differs from what is in [1].
978-1-5090-2873-3/17/$31.00 ©2017 IEEE
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in a ”Lipschitz” way in terms of the first N − 1 ones.
In this case, a classical high gain observer can be used.
But a drawback of this transformation is that it involves
the input’s time derivatives (appearing when differentiating
the output), which may make this solution unsuitable for
practical applications.
The Luenberger-like methodology which we develop in
this paper also relies on an input-dependent transformation.
Inspired by [1], [3], [5], the goal is to transform the system
into a linear asymptotically stable system via the resolution
of a PDE, but which is now time-varying due to the presence
of inputs. This resolution is not always straightforward,
which makes this method less direct and systematic than the
high gain methodology, but we will see that the computation
of the derivatives of the input is not necessary, which
constitutes a significant advantage.
II. P ROBLEM STATEMENT
Consider a general system of the form
ẋ = f (x, u) , y = h(x, u) (1)
where x is the state in Rn , y the measurement in Rp , f
and h sufficiently many times differentiable functions and
u : [0, +∞) → Rq an input of class C  , with  a sufficiently
large integer. We denote X(x, t; s; u) the value at time s of
the solution to System (1) with input u, initialized at x at
time t, and Y (x, t; s; u) the corresponding output function
at time s. In all our forthcoming results, the following basic
assumption will be made :
Assumption There exist a subset U of {u : [0, +∞) →
Rq | u ∈ C  } and a set S of Rn such that for any u in U ,
any x in S and any time t in [0, +∞), X(x, t; s; u) is in S
for all s in [0, +∞).
In this paper, we want to design an observer for System
(1), via the Luenberger-like methodology developed in [1],
[2], [3], [5]. We assume the inputs and outputs are known
in a causal way, namely the observer can use only their past
or current values, i.e., at time t, u|[0,t] and y|[0,t] only2 .
The idea is to find a transformation T : S ×[0, +∞) → Rd
for some strictly positive integer d such that for any u in U ,
any x in S and any time t in [0, +∞), the state function
T (X(x, t; s; u), s) follows the dynamics
ż = Az + By (2)
with A a Hurwitz matrix in R and B a vector in R
d×d d×p
.
This is achieved if T is solution to PDE
∂T ∂T
(x, t)f (x, u(t)) + (x, t) = A T (x, t) + B h(x, u(t))
∂x ∂t
(3)
for any x in S and t in [0, +∞). In this case, implementing
the dynamics (2) provides an asymptotically converging es-
timate of T (X(x, t; s; u), s). If T (·, s) is besides injective at
least after a certain time, one can finally deduce an estimate
for X(x, t; s; u). More precisely, we have the following
result:
2 Time 0 thus corresponds to the initial time of data recording.
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 Theorem 1: Fix an input u in U . Suppose there exist a III. E XISTENCE OF SOLUTIONS TO PDE (3)
strictly positive integer d, a Hurwitz matrix A in Rd×d , a We have the following lemma :
vector B in Rd×p , and a function T : S × [0, +∞) → Rd Lemma 1: Consider i in {1, . . . , p} and a strictly positive
such that integer mi . Let Ai be a Hurwitz matrix in Rmi ∗mi , Bi
1) T is a C 1 solution to PDE (3) on S × [0, +∞) ; a vector in Rmi , and u an input function in U . For any
2) there exists a time t ≥ 0 and a concave K∞ function strictly positive real number k, the function Ti0 defined on
ρT such that for all (x1 , x2 ) in S 2 and all t ≥ t S × [0, +∞) by
 t
|x1 − x2 | ≤ ρT (|T (x1 , t) − T (x2 , t)|) 0
Ti (x, t) = ekAi (t−s) Bi Yi (x, t; s; u)ds (5)
i-e T becomes injective uniformly in time after a 0
certain time t. 1
is a C solution to PDE
Then, there exists a function T ∗ : Rd × [t, +∞) → S such
that for any x0 in S, and any z0 in Rd , the (unique) solution ∂Ti ∂Ti
(X(x0 , 0; s; u), Z(x0 , z0 , 0; s; u)) to (x, t)f (x, u(t)) + (x, t) = kAi Ti (x, t)
∂x ∂t
ẋ = f (x, u) , ż = Az + B h(x, u) (4) +Bi hi (x, u(t)) . (6)
verifies Proof: See Appendix II.
∗ It follows that by taking
lim |X(x0 , 0; s; u) − T (Z(x0 , z0 , 0; s; u), s)| = 0 .    
t→+∞
kA1 0 0 B1 0 0
Proof: See Appendix I. 0 kAi 0 0 Bi 0
A= B=
This result shows that it is sufficient to find a uniformly 0 0 kAp 0 0 Bp
(in time) injective solution to PDE (3) to be able to write
an observer. We will first check in Section III that there the function defined by
exist solutions to PDE (3). Then, we will give in Section  
IV sufficient conditions to ensure that any solution becomes T 0 (x, t) = T10 (x, t), . . . , Ti0 (x, t), . . . , Tp0 (x, t) (7)
injective after a certain time. Finally, in Section V, we
will show on practical examples how such solutions can be is a C 1 solution to PDE (3).
computed. Note that Ti0 depends only on the past values of the input
u. Thus, it is theoretically computable online. However, for
Notations each couple (x, t), one would need to integrate backwards
1) Since h (resp Y ) takes values in Rp , we denote hi the dynamics (1) until time 0, which is quite heavy. If the
(resp Yi ) its ith-component. input u is known in advance (for instance u(t) = t) it can
2) We denote U a subset of Rq such that for all u in U , also be computed offline.
u([0, +∞)) ⊂ U . We will see in Section V on practical examples how we
3) For some integer m which we choose later in As- can find a solution to PDE (3) in practice, without relying
sumption 2, any solution x to System (1) with some on the expression Ti0 . But, first, we need to see under which
input u, is such that (x, u, u̇, ..., u(m) ) is solution to conditions those solutions are injective.
the extended system
IV. I NJECTIVITY OF SOLUTIONS TO PDE (3)
ẋ = f (x, ν0 ) Assumptions
ν̇0 = ν1 The sets U and S, and the functions f and h are such that :
... ∂f
1) The quantity Mf = sup (x, ν0 ) is finite.
ν̇m = u(m+1) x∈S ∂x
ν0 ∈ U
2) There exist p integers (m1 , . . . , mp ) such that the
with input u(m+1) . We denote ūm = (u, u̇, ..., u(m) ), functions
ν̄m = (ν0 , ..., νm ), f¯ the extended vector field 
  Hi (x, ν̄m ) = h̄i (x, ν̄m ), Lf¯h̄i (x, ν̄m ), . . . ,
f¯(x, ν̄m , u(m+1) ) = f (x, ν0 ), ν1 , . . . , νm , u(m+1) 
i −1
Lfm
¯ h̄i (x, ν̄m ) (8)
and the extended measurement function
defined on S × Rq(m+1) with m = maxi mi and
h̄i (x, ν̄m ) = hi (x, ν0 ) . 1 ≤ i ≤ p verify :
- for all u in U , Hi (·, ūm (0))) is Lipschitz on S.
Note that while ν̄m is an element Rq(m+1) , ūm is - there exists LH such that the function
a function defined on [0, +∞) such that ūm (s) =

(u(s), u̇(s), ..., u(m) (s)) is in Rq(m+1) . We denote
H(x, ν̄m ) = H1 (x, ν̄m ), . . . , Hi (x, ν̄m ),
U m a subset of Rq(m+1) such that for all u in U ,
ūm ([0, +∞)) ⊂ U m . For 1 ≤ i ≤ p, the successive 
time derivatives of Yi are related to the Lie derivatives . . . , Hp (x, ν̄m ) (9)
of h̄i along the vector fields f¯, namely for j ≤ m
∂ j Yi verifies for any (x1 , x2 ) in S 2 and any ν̄m in U m
(x, t; s; u) = Ljf¯h̄i (X(x, t; s; u), ūm (s)) .
∂sj |x1 − x2 | ≤ LH |H(x1 , ν̄m ) − H(x2 , ν̄m )|

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 namely H is Lipschitz-injective on S, uniformly is that the latter does not require the computation of the
with respect to ν̄m in U m . derivatives of the input (see examples in Section V).
3) For all 1 ≤ i ≤ p, there exists Li such that for all In order to check the assumptions of Theorem 2 more
(x1 , x2 ) in S 2 and for all ν̄m in U m , easily in practical cases, we have the following result :
Lemma 2: Assume that S is compact and there exist p
|Lm
f¯
i
h̄i (x1 , ν̄m ) − Lm
f¯
i
h̄i (x2 , ν̄m )| ≤ Li |x1 − x2 | integers (m1 , ..., mp ) such that U m with m = maxi mi is
compact, and for any ν̄m in U m , H(·, ν̄m ) defined in (9) is
namely Lm f¯
i
h̄i (·, ν̄m ) is Lipschitz on S, uniformly with an injective immersion4 on S. Then, Assumptions 1, 2, 3 are
respect to ν̄m in U m . satisfied.
Proof: See Appendix IV.
We are now ready to introduce our main result : In other words, since the additional assumption ”T (·, 0)
Theorem 2: Suppose Assumptions 1-2-3 are satisfied. Lipschitz on S” made in Theorem 2 is automatically verified
Consider Hurwitz matrices Ai in Rmi ∗mi , with mi defined when S is compact, the result of Theorem 2 holds under the
in Assumption 2, and vectors Bi in Rmi such that the pairs assumptions of Lemma 2.
(Ai , Bi ) are controllable. There exists a strictly positive real
number k such that for all k ≥ k, for all input u in U , V. E XAMPLES
there exists tk,u such that any C 1 solutions Ti to PDE (6) A. Permanent Magnet Synchronous Motor (PMSM)
on S × [0, +∞), with Ti (·, 0) Lipschitz on S, are such that
T (·, t) defined by A first practical example which falls directly into the scope
of this paper is the Luenberger observer presented in [18] for
T (x, t) = (T1 (x, t), . . . , Ti (x, t), . . . , Tp (x, t)) (10) a PMSM. We reproduce here the minimal information needed
for comprehension, and we add the theoretical arguments
is injective on S for all t ≥ tk,u . More precisely, there exists which are not given in [18]. The system can be modeled by
a constant Lk such that for any (x1 , x2 ) in S 2 , any u in U
and any time t ≥ tk,u ẋ = u − Ri , y = |x − Li|2 − Φ2 (12)
2
|x1 − x2 | ≤ Lk |T (x1 , t) − T (x2 , t)| . where x is in R , the voltages u and currents i are inputs
in R2 , the resistance R, impedance L and flux Φ are known
Besides, for any t ≥ tk,u , T (·, t) is an injective immersion scalar parameters and the measurement y is constantly zero.
on S. Here p = 1, so we can drop the subscript i. Since the
Proof: See Appendix III. dynamics are linear and the measurement quadratic in x,
The additional assumption ”Ti (·, 0) Lipschitz on S” is not one can look for Tλ of the form :
very restrictive because the solution Ti can usually be chosen
arbitrarily at initial time 0 (see examples in Section V). In Tλ (x, t) = |x|2 + aλ (t) x + bλ (t)
particular, the elementary solutions Ti0 found in Lemma 1 where the dynamics of aλ and bλ are to be chosen so that
are zero at time 0 and thus clearly verifies this assumption. Tλ is solution of PDE (11). We can check that the dynamics
Applying successively Lemma 1, Theorem 2 and Theorem
1, we conclude that under Assumptions 1, 2, 3, it is possible ȧλ = −λ aλ − 2(u − Ri) + 2Li
to write an observer for system (1) by choosing any (Ai , Bi )
controllable and k sufficiently large. ḃλ = −λ bλ − a 2 2
λ (u − Ri) + L |i| − Φ
2
(13)
Remark 1: It is important to note that k does not depen- make Tλ follow the dynamics
dent on u, thanks to the fact that LH , Mf and Li given by
Assumptions 1-2-3 are the same for all u in U . However, żλ = −λzλ + y = −λzλ
the time tk,u after which the solution becomes injective a
priori depends on k and u. This is not a problem in practice and a trivial solution is thus zλ = 0. Let us now check
˙
since we only want to be sure that for k sufficiently large, whether the assumptions are verified. We suppose that i, i ,
any solution will become injective after a certain time. If we ¨
want this time tk,u to be uniform in u, the Lipschitz constants i and u, u̇ are bounded, so that the state x also remains
of Hi (·, ūm (0))) and of Ti (·, 0) must be independent from bounded (since y = 0). Choosing m = 3, we have
u in U . ⎛ ⎞
˙ ¨ |x − Li|2 − Φ2
Remark 2: If we choose m = maxi mi sufficiently large
distinct strictly positive real3 numbers λj , and take Ai = H(x, u, i, u̇, i , i ) = ⎝ 2η  (x − Li) ⎠
 
−diag(λ1 , ..., λmi ) and Bi = col(1, ..., 1), then, the only 2η̇ (x − Li) + 2η η
PDEs to solve are ˙
∂Tλ,i ∂Tλ,i where we denote η = u − Ri + L i . Thus, if we suppose
(x, t)f (x, u(t)) + (x, t) = −λ Tλ,i (x, t) besides that there exists c > 0 such that the inputs verify
∂x ∂t | det(η, η̇)| ≥ c, every assumption of Lemma 2 is satisfied. In
+ hi (x, u(t)) (11)
fact, the inputs happen to be such that5 det(η , η̇) = w3 Φ2 ,
for λ in {λ1 , . . . , λp } and for each 1 ≤ i ≤ p. where ω is the rotor angular velocity. We conclude that all the
Remark 3: Under Assumption 2-3, we could also build a conditions are verified when the inputs and their derivatives
high gain observer of dimension d = p × maxi mi because are bounded and the rotor angular velocity is away from zero.
the assumption ACP(d) (see [17]) is verified. If we wanted Applying our theorem, it follows that for any three distinct
to use only mi derivatives for each input and obtain an and sufficiently large strictly positive λj , the function
observer of dimension i mi , each mi -th derivative would T (x, t) = (Tλ1 (x, t), Tλ2 (x, t), Tλ3 (x, t))
have to satisfy an additional triangularity assumption. But in
any case, the crucial difference with the Luenberger observer 4 H(·, ν̄ is injective on S and ∂H
m) (x, ν̄m ) is full-rank for any x in S
  ∂x
5η − sin θ
3 It is also possible to take λj complex with strictly positive real part. = Φω cos θ , with θ the motor angle, and ω = θ̇.

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becomes injective after a certain time (once the filters (13) VI. C ONCLUSION
have sufficiently converged). Implementing (13) for each λj , We have shown how a Luenberger methodology could
one can obtain after a certain time an estimate x̂ of x(t) for be applied on nonlinear controlled systems. It is based
instance by : on the resolution of a PDE, the solutions of which exist,
 −1   transform the system into a linear asymptotically stable one,
aλ1 (t) − aλ3 (t) bλ1 (t) − bλ3 (t) and become injective after a certain time. This is done under
x̂(t) = − bλ2 (t) − bλ3 (t) .
aλ2 (t) − aλ3 (t) the quite strong assumptions that :
- the function made of the output and a certain number
Note that for this system, a classical gradient observer of its derivatives is Lipschitz-injective (Assumption 2)
of smaller dimension exists ([19], [20]). The Luenberger - the set S is forward invariant.
observer proposed here offers the advantage of depending A possible improvement would be to relax those conditions
only on filtered versions of u and i, which can be useful maybe using tools from [5] for autonomous systems.
in presence of significant noise. On the other hand, no high
gain design would have been possible for this system without A PPENDIX I
computing the derivatives of i, which is not desirable in P ROOF OF T HEOREM 1
practice. For any t ≥ t, T (·, t) is injective on S, thus there exists
a function Tt−1 : T (S, t) → S such that for all x in S,
B. Non-holomic vehicle
Tt−1 (T (x, t)) = x. Besides, for all (z1 , z2 ) in T (S, t)2 ,
Another appropriate example is the celebrated non-
holomic vehicle with dynamics |Tt−1 (z1 ) − Tt−1 (z2 )| ≤ ρT (|z1 − z2 |) . (17)
ẋ1 = u1 cos(x3 ) , ẋ2 = u1 sin(x3 ) , ẋ3 = u1 u2 , According to [21, Theorem 2], there exists an extension6 of
Tt−1 on Rd verifying (17) for all (z1 , z2 ) in Rd ×Rd . Defining
y = (x1 , x2 ) (14) T ∗ as T ∗ (z, t) = Tt−1 (z) for (z, t) in Rd ×[0, +∞), we have
with u1 and u2 inputs corresponding to the average wheels’ for all t ≥ tk,u and all (x, z) in S × Rd ,
velocity and their orientation respectively. A large literature
is available on this system and our goal here is not to propose |x − T ∗ (z, t)| ≤ ρT (|T (x, t) − z|) .
yet another observer, but to show on another example how to Besides, for all s in [0, +∞),
solve PDE (11) for each component of the measurement. The ˙
dynamics and measurements being linear in x1 , x2 , cos(x3 ), T (X(x0 , 0; s; u), s) = AT (X(x0 , 0; s; u), s)
sin(x3 ), it is quite natural to look for a function T linear in +Bh(X(x0 , 0; s; u), u(s))
those quantities. Besides, x1 and x2 are independent so we
look for Tλ,1 and Tλ,2 , associated to measurement x1 and according to PDE (3). Thus,
x2 respectively, of the form : ˙
T (X(x0 , 0; s; u), s) − Z(x0 , z0 , 0; s; u)
Tλ,1 (x, t) = aλ (t) x1 + bλ (t) cos(x3 ) + cλ (t) sin(x3 ) = A (T (X(x0 , 0; s; u), s) − Z(x0 , z0 , 0; s; u))
Tλ,2 (x, t) = ãλ (t) x2 + b̃λ (t) cos(x3 ) + c̃λ (t) sin(x3 ) . and since A is Hurwitz,
By straightforward computations, we conclude that to satisfy lim T (X(x0 , 0; s; u), s) − Z(x0 , z0 , 0; s; u) = 0 .
t→+∞
PDE (11), we can take :
1 Besides, X(x0 , 0; s; u), s) is in S for all s. Therefore, for all
ãλ = aλ = , b̃λ = −cλ , c̃λ = dλ s ≥ t,
λ 1
ḃλ = −λ bλ − u1 u2 cλ − u1 |X(x0 , 0; s; u) − T ∗ (Z(x0 , z0 , 0; s; u), s)|
λ
ċλ = −λ cλ + u1 u2 bλ . (15) ≤ ρT (|T (X(x0 , 0; s; u), s) − Z(x0 , z0 , 0; s; u)|)
Then, Tλ,1 and Tλ,2 are solutions of and we have the required result.
A PPENDIX II
żλ,1 = −λ zλ,1 + x1 P ROOF OF L EMMA 1
żλ,2 = −λ zλ,2 + x2 (16) First, for any i in {1, . . . , p}, any u in U , and any s in
respectively. Besides, computing the successive derivatives [0, +∞), (x, t) → Yi (x, t; s; u) = h(X(x, t; s; u), s) is C 1 ,
of the measurements (x1 , x2 ), we can see that we have an thus Ti0 is C 1 .
injective immersion as soon as at least one derivative of u1 Take x in S and t in [0, +∞). For any τ in R,
is nonzero. Therefore, if the state, the inputs u1 , u2 and X(X(x, t, t + τ ; u), t + τ ; s; u) = X(x, t; s; u).
their derivatives remain in compact sets, and if there exist
an integer m ≥ 2 and a real number c > 0 such that for all Therefore,
t and all considered input u, Ti0 (X(x, t; t + τ ; u), t + τ )
(m−2)
 t+τ
u1 (t)2 + u̇1 (t)2 + ... + u1 (t)2 ≥ c , = ekAi (t+τ −s) Bi hi (X(x, t, s; u), u(s))ds
0
then all the assumptions in Lemma 2 are verified with m1 =
m2 = m. Therefore, by choosing m strictly positive distinct = ekAi τ Ti0 (x, t)
 t+τ
real numbers λj , the function
+ekAi τ ekAi (t−s) Bi hi (X(x, t; s; u), u(s))ds
T (x, t) = (Tλ1 ,1 (x, t), ..., Tλm ,1 (x, t), t
Tλ1 ,2 (x, t), ..., Tλm ,2 (x, t)) −1
6 Denoting Tt,j the jth component of Tt−1 , take Tt,j
−1
(z) =
becomes injective after a certain time. Implementing (15) − −1
minz̃∈T (S,t) {Tt,j (z̃) + ρT (|z̃ − z|)} −1
or equivalently Tt,j (z) =
(16) for each λj , we thus get an observer of dimension 4m. minx∈S {xj + ρT (|T (x, t) − z|)}

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and Thanks to Assumption 1, for any (x1 , x2 ) in S, and (t, τ )
in [0, +∞)2 , we have (see for instance [22])
Ti0 (X(x, t; t+ τ ; u), t + τ ) − Ti0 (x, t)
τ |X(x1 , t; τ ; u) − X(x2 , t; τ ; u)| ≤ eMf |τ −t| |x1 − x2 | . (18)
ekAi τ − I 0
= Ti (x, t) By assumption Ti (·, 0) and Hi (·, ūm (0))) are Lipschitz on
τ  S, thus there exists LΨi such that
ekAi τ t+τ kAi (t−s)
+ e Bi hi (X(x, t, s; u), u(s))ds .|Ψi (X(x1 , t; 0; u), 0) − Ψi (X(x1 , t; 0; u), 0)|
τ t
≤ LΨi eMf t |x1 − x2 | .
Making τ tend to 0, we get PDE (6).
Then, Ai being Hurwitz, there exists strictly positive num-
A PPENDIX III bers ai and γi (see [22]) such that for all τ in [0, t]
P ROOF OF T HEOREM 2
Take u in U , i in {1, . . . , p}, x in S and t in [0, +∞). ekAi (t−s) ≤ γi e−kai (t−s) . (19)
According to PDE (6), Ti satisfies for all s in [0, +∞),
Using Assumption 3 and inequalities (18) and (19), we
d M
deduce that if k > aif ,
Ti (X(x, t; s; u), s) = kAi Ti (X(x, t; s; u), s)
ds
+Bi Yi (x, t; s; u) . |Ri (x1 , t)−Ri (x2 , t)|
 t
Integrating between t and s, it follows that
≤ Li |Bi |γi e−(kai −Mf )(t−τ ) dτ |x1 − x2 |
kAi (s−t) 0
Ti (X(x, t; s; u), s) = e Ti (X(x, t; t; u), t)
  Li |Bi |γi
Ti (x,t) ≤ |x1 − x2 | .
 s kai − Mf
+ ekAi (s−τ ) Bi Yi (x, t; τ ; u)dτ
t We finally deduce that
and thus, |Ti (x1 , t) − Ti (x2 , t)| 
Ti (x, t) = ekAi (t−s) Ti (X(x,t; s; u), s) ≥ |A−m
i
i
Ci K i | |ΔHi |
t  
kAi (t−τ ) 1
+ e BYi (x, t; τ ; u)dτ . −|Ki−1 Ci−1 | ekAi t |ΔΨi | + mi |ΔRi |
s
 k
applying this inequality at s = 0, we get |A−m i
C i |
≥ i mi |ΔHi |
k
Ti (x, t) = ekAi t Ti (X(x, t; 0; u), 0) + Ti0 (x, t)
−k |Ci−1 | γi LΨi e−(kai −Mf )t |x1 − x2 | 
mi

with Ti0 defined in (5). Li |Bi |

−|Ci−1 | γi |x1 − x2 | .
But after mi successive integration by parts in (5), we get, kai − Mf
Ti0 (x, t) = −A−m
i
i
Ci Ki Hi (x, ūm (t)) where ΔHi , ΔΨi and ΔRi denote the difference between
+A−m
i
i kAi t
e Ci Ki Hi (X(x, t; 0; u), ūm (0)) x1 and x2 of the functions Hi (·, ūm (t)), Ψi (X(·, t; 0; u), 0)
1 and Ri (·, t) respectively. It follows (by norm equivalence),
+ mi A−mi
i
Ri (x, t) that there exists a constant c such that
k
  |T (x1 , t) − T (x2 , t)|
where Ki = diag k1 , . . . , km 1
, Ci is the invertible 
controllability matrix
i
mini (|A−m i
Ci |)
≥c i
m
|H(x1 , ūm (t)) − H(x2 , ūm (t))|
i −1
k p 
Ci = [Am
i B i , . . . , Ai B i , Bi ] , 
−1
− k γi |Ci | LΨi e−(ka−Mf )t |x1 − x2 |
mi
Hi (x, ν̄m ) is defined in (8), and Ri is the remainder : i=1  p  
 t −1
i=1 Li γi |Ci ||Bi |
Ri (x, t) = ekAi (t−τ ) Bi Lm i
hi (X(x, t; τ ; u), ūm (τ )) dτ − |x1 − x2 |
0
f¯ ka − Mf
mini (|A−m i
Ci |)
We finally deduce that ≥c i
|x1 − x2 |×
k m 
Ti (x, t) = A−m i
Ci K i × 1 m −(ka−Mf )t 1

i × − c1 k e − c2
LH ka − Mf
× −Hi (x, ūm (t)) + Ki−1 Ci−1 ×
  where m a, c1 , c2 are constants independent from k and t
1 defined by
× ekAi t Ψi (X(x, t; 0; u), 0) + mi Ri (x, t)
k
m = max mi , a = min ai
i i
with Ψi (x, t) = Am i Ti (x, t) + Ci Ki Hi (x, ūm (t)) .
i

Let us now consider x1 and x2 in S, and t in [0, +∞). 

p 
p
We are interested in the quantity |T (x1 , t) − T (x2 , t)|, and c1 = γi |Ci−1 | LΨi , c2 = Li γi |Ci−1 ||Bi | .
thus in |Ti (x1 , t) − Ti (x2 , t)|. i=1 i=1

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We deduce that for which is a closed subset of the compact set S 2 and therefore
1 ln(4k m c1 LH ) compact. The function (x1 , x2 , ν̄m ) → |H(x1 ,ν̄|x 1 −x2 |
m )−H(x2 ,ν̄m )|
k ≥ (Mf + 4c2 LH ) , t≥ , is defined and continuous on Ω × U m since H(·, ν̄m ) is
a ka − Mf
injective for any ν̄m in U m . Thus, it admits a maximum
we have M on the compact set Ω × U m .
mini (|A−m i
Ci |) 1 Finally, take any (x1 , x2 ) in S 2 and any ν̄m in U m . There
|T (x1 , t) − T (x2 , t)| ≥ c i
m
|x1 − x2 | are two cases :
k 2LH
• either (x1 , x2 ) ∈
/ Ω, i-e |x1 − x2 | < 2r, and
i-e
Pm
km |x1 − x2 | ≤ |H(x1 , ν̄m ) − H(x2 , ν̄m )| .
|x1 − x2 | ≤ 2LH |T (x1 , t) − T (x2 , t)| 2
c mini (|A−m
i
i
Ci |) • or (x1 , x2 ) ∈ Ω, and
(20)
and Tk (·, t) is injective on S, uniformly in time. We conclude |x1 − x2 | ≤ M |H(x1 , ν̄m ) − H(x2 , ν̄m )| .
that the result holds with
We conclude that Assumptions 2 is verified with LH =
1 km max{ P2m , M }.
k = (Mf + 4c2 LH ) , Lk = 2LH
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