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6, DECEDER 1971

An Introduction to Observers

Abstract-Observerswhichapproximately reconstruct missing ha.s as its inputs the inputs and available outputs of the
state-variable information necessary for control are presented in an
system whose state is to be approxima.ted and has a state
introductory manner. The special topics of the identity observer, a
vector t,hat is linearly related to the desired approxima-
reduced-order observer, linear functional observers, stability prop-
erties, and dual observers arediscussed. tion. The observer is a dynamic syst,em whose charac-
teristics are somewhat free to be determined by the de-
I. INTRODUCTION signer, and it is through its introduction that dyna.mics the overall two-phase design procedure when the
I T IS OFTEN convenient when designing feedback entire state is not available.
controI systems to assumeinitially that t.he entire
state vector of the system to be controlled isavailable
The observer wa.s first proposed and developed in [ l ]
andfurther developed in [2]. Since theseearlypapers,
through measurement. Thus for the linear time-invariant svhich concentrat,ed on observers for purely deterministic
system governed by continuous-time lineartime-invariant system, observer
i ( t ) = Ax(t) + Bu(t) (1.1) theory has been ext,ended by several researchers to include
time-va.rying systems,discretesystems, andstochastic
where X is an n X 1 state vector, u is an I’ X 1 input systems [3]-[18]. The effect of an observeronsystem
vector, A is an n X n system matrix, and B is an n X T performance (with respect to a quadratic cost functional)
distribution matrix, one might, design a feedback law of has been examined [ 5 ] , [19]-[22]. New insight,s have been
the form u(t) = t ( x ( t ) , t ) which could be implemented if obtained, and t.he theory has been substantially strea.m-
x ( t ) mere availa.ble. This is, for example, precisely the lined [23]-[25]. At. t.he same t.ime, since 1964, observers
form of control lam that resu1t.sfrom solution of a quadratic have formed an integral part of numerous control system
loss optimization problem posed for the syst,em (l), designs of which a small percentage have been explicitly
from design techniques that place poles at. prespecified report,ed [26]-[31]. The simplicity of its design and its
point,s, and from numerous other techniques t,hat, insure resolution of the difficulty imposed by missing measure-
stabilit,y and insome sense improve system performance. mentsmake the observer an attract.ivegeneral design
If the entirestate vectorcannot be measured, as is component [ F A ] , [32], [33].
typical in most complex systems, the control law deduced In addition to their practical utilit,y, observers offer a
in t,he form u(t) = dr(x(t), t) cannot be implemented. uniquetheoreticalfascination. The associated theoryis
Thus either a nen- approachthat, direct.12: accounts intimatelyrelated t.0 the fundamentallinearsystem
for the nonavailabi1it.y of the entire state vector must be concepts of cont,rollability, observability,dynamic re-
devised, or a suitable approximation to the state vector sponse, andst.ability, and provides a simple set.ting in
must be determined t,hat can be substitut,ed into t>hecon- which all of these concepts interact. This t,heoretical
trol law. I n almost every situation the approach, richness has made t.he observer an at,tractive area of re-
that of developing and using an approximate state vector, search.
is vastly simpler than a new direct att,ack on the design This paper discusses the basic elements of observer
problem. design from an elementaryvienToint. For simplicity
Adopting this point of view, t,hat an approximate state attention isrestricted, as in the earlypapers, to deter-
vector will be substitutedforthe unavailable state, ministic continuous-time linear time-invariant systems.
result,s in the decomposit,ion of a control design problem The t.aken in this paper, hon-ever, is influenced
into t x o phases. The first phase is design of the control substa,ntially by the simplification and insights derived
law assuming that the statevector is available. This may from the work of several other a.ut.hors during the past
be based on opt,imization or other design techniques and seven years. In order t.o highlight t,he new t.echniques and
typically resu1t.s in a control law without dynamics. The to provide the opport.unit,y for comparison with the
second phase is t.he design of a syst.em that produces an old, many of the example syst,ems presented in t,his paper
approximation to the state vector. This syst.em, n-hich are the same as in theearlier papers.
in a deterministic setting is called an observer, or Luen-
berger observer to distinguish it from t,he Iialman filber, 11. BASIC THEORS
A . Almost any System is an Observer
Manuscript received July 21, 1971. Paper reconunended by
R. W. Brockett,, Associate Guest Editor. Thisresearch was supported Initially, consider t,he problem of observing afree
in part by theNational Science Foundation under GrantGK system SI,i.e., a syst,em with zero input. If t,he available
Theauthor is withthe Depart,ment. of Engineering-Economic output,s of this system are used as inputs to drive anot,her
Systems, School of Engineering, Stanford University, Stanford, system Sz, t.he second system will almostalwaysserve
Calif. 9430.5, on leaveat Office of Science and Technology,
Execut,ive Office of the President,, Washington, D.C. as an observer of the first system In that. its state will

and Sz,the observer, is governed by

i(t) = Fz(t) + Gg(t) (2.5)
Fig. 1. A simple observer.
then H = GC. In designing the observer the m X n
matrix C is fixed and t.he n X m matrix G is arbitrary.
tend to a linear tra.nsformat.ion of the state of t,he Thus an ident,itv observer is determineduniquelyby
first, system (see Fig. I ) . This result forms t,he basis of selection of G a,nd takes t,he form
observer theory and explains Ivhy there is a great. deal of
the in design of an observer. i(t) = ( A - GC‘)z(t) + Gg(t).

z(t) = Tx(t) + eFf[z(O) - T x ( O ) ](.2 . 1 ) havearbit.rarydynamics if the original systemis com-

pletely observable. First, recall that a syst.em (2.4)
. , is
Proof: We may write immediately completely observable if the matrix

Substituting TA - FT = H t,his becomes has rank n. Generally, if an n X n mat.rix A andan m X n

i(t) - Ti(t) = F[z(t) - T x ( t ) ] matrix C satisfyt,his condition we shall say (C,A ) is
completely observable.
which has (2.1) as a solution.
Lenanza 1: Corresponding to t,he real matrices C and A ,
It should be notjed t,hat t.he two systems SI and Sp then the set of eigenvalues of A - GC can be made to
need not, have the mnle dimension. Also, it can be shown correspond to the set of eigenvalues of any n X n real
[ l ] that there is aunique solution T t,o theequation matrixbysuitable choice of the real mat,rix C if and
TA - FT = H if A and F have no common eigenvalues. only if ( C , A )is completely observable.
Thus a.ny syst>emSzhaving different, eigenvalues from A
is an observer for SIin thesense of Theorem 1 . Thislemma, which is now a cornerstone of linear
Next, we n0t.e that the result of Theorem 1 for free syst,em theory, was developed in severa.1 st,epsovera
syst.ems can be easily extended to forced systems by period of nearlya decade. For the case 112 = 1 , corre-
including the input. in t,he observer as well as the original sponding to single out,put systems, early statements can
system. Thus if SI is governed by be found in Kalman [34] and Luenberger [ l ] , [35]. The
general resultis contained in Luenberger [ 2 ] ,
X(t) = Ax(t) h ( t ) (2.2) [ 3 6 ] , and the problem is treabed definitively in Wonham
[ 3 7 ] . A nice proof is given byGopinath [%I. (It was
a system Sp governed by recent,ly pointed out to me t,hat, Popov [38] published a
+ +
i ( t ) = Fz(t) H x ( ~ ) TBu(t)
(2.3) proof of a result of this type in 1964.) Calcu1at)ionof the
appr0priat.e G ma.t,rix t.0 achieve given eigenvalue place-
\\-ill satisfy (2.1).Therefore, an observer for a. system can ment for a high-dimensional multivariablesystemcan,
be designed by first assuming the system is free and then however, be a difficult cornputrational chore.
incorporating the inputs asin (2.3). The result. of this basic lemma translat,es directly into a
result on observers.
B . Identity Observer
Th.eorem 2: An identity observer having arbitrary
An obviously convenient observer would be one in
dynamics can be designed for alinear t.ime-invariant
which the tra.nsformation T relating t.he st.ate of the
system if and only if the syet,emis completely observable.
observer to the st,ateof the original system is t,he identity
t.ransformat.ion. This requires t.hat t.he observer S, be of I n practice, the eigenvalues of tlhe observer selected
the same dynamic order asthe original syst.em S1 a,nd t.hat to be negative, so t.hat t.he state of the observer will
(with T = I ) F = A - H . Specification of such an ob- converge to t>hestate of the observed system, and t.hey are
server rests therefore on specificat,ionof t,he matrix H. chosen t,o be somewhat, more negative t.han the eigen-
The matrix H is determined by the fixed out,put values of the observed system so t.hat convergence is
structure of t,he original system and partly by the input faster than other system effects. Theoretically, the eigen-
structure of the observer. If SI, w3h an m-dimensiona,l valuescan be moved arbitrarily t,oward minus infinity,
output, vectory: is governed by yielding ext.remely rapid convergence. Thistends, how-
ever, t,o make the observer act like a differentiator and
i ( t(2.4a)
) = Ax(t)
t,hereby become highly sensitive to noise, and to introduce
= C4t) (2.4b) other difficukies. The general problem of select,ing good
598 IEEE

-w S+l s+2

Fig. 2. A second-order syst.em.


Fig. 3. Struct.ure of reduced-order observer.

eigenvalues is still not completely resolved but thepractice

of placing t,hem SO that the observer is slightly faster than The reduced-order observer was firstintroduced in
the rest of t,he (closed-loop) sgrstem seems t.0 be a good one. [I]. The simple development present,ed in this section is
Example: Consider t,he system shown in Fig. 2. This due to Gopinath [251.
representation. We consider the system
X(t) = Ax(t) + Bu(t) (3.2a)
y ( t ) = CX(t) (3.2b)

(2.7b) and assume without loss of generality that the m outputs

of the system are linearly independent-or equiva.lentlg
that the outputdistribution matrix C has rank-m. I n this
An identity observer isdeterminedby specifying the
case it can also be assumed, by possibly introducing a
observer input vect,or
cha.nge of coordina,tes, that. the matrix C takes the form
C = [ZiO],i.e., C is partitioned into a.n m X m identity
matrix and anm X (n - mn) zero matrix. (An appropriate
change of coordinates is obtained by selecting an (n - m)
The resulting observer system matrix is
x n mat.rix D in such a. way that

which has corresponding characteristic equation

M = I;[
is nonsingular and using the variables X = Mx.) It is then
X2 + (3 + g1)X +2 + + g1 g2 = 0. (2.9) convenient to partit.ion t.he state vector as
Suppose we decide to make the observer have two eigen-
valuesequal to -3. This would give the charact.eristic x = y]
equation (X + 3)2 = X2 + +
6X 9 = 0. Matching coeffi-
cientsfrom (2.9) yields g1 = 3, g2 = 4.The observer is thus and accordingly writmethe syst.emin theform
governed by
+ A l d t ) + Blu(t)
21 = [ --4
5 -1 1 1 2221 1 + 3 .I!
k(t) = Ally(t)
G(t) = Aas(t) + + B2~(t).
The idea of the construction is thenasfollow.The
vect.or y(t) is available for measurement, and if n-e dif-
The ident,ity observer ahhough possessing an ample ferentiate it., so is k(t). Since u(t) is also measureable
measure of simplicity also possesses a certain degree of (3.3a) provides t.he measurement & ~ ( i )for t,he syst.em
redundancy. The redundancy &ems from the fact. that (3.3b) u-hich has state vector w(t) andinput. Aely(t) +
while the observer const,ructs an estimat,e of the entire B2u(t).An ident,ity observer of order n - m is constructed
st.a.te,part of t,he state asgiven by the system outputs are for (3.3b) using this measurement. Later t>henecessity to
already available by direct measurement. This redundancydifferent,iat,ey is circumvent,ed.
can be eliminat.ed and an observer of lower dimension but. The justifica6ion of t.he const.ruct.ion is based on the
still of arbkrary dynamics can be constructed. following lemma [%I.
The basic construction of a reduced-order observer is
shown in Fig. 3. If y ( t ) is of dimension m , an observer of Lemma. 2: If (C, A ) is completely observable, then so is
order n - m is constructed with state z(t) t.hat, approxi- (An, Am).
mates Tx(t) for some m x n mat,rix T , as in Theorem 1. The validitmyof t.his stat.ement is, in view of the preceding
Then an estimate i ( t ) of x ( t ) can be determined through discussion, int-uitivelyclear. It ran beeasily proved
by applying the definition of comp1et.e observability.
To construct the observer we initially define it in the
provided thatthe indicat,ed part.itioned mnt,rix is in- h(t) = (A22 - LAn)zir(t) A P I Y ( ~ ) B 2 ~ ( t ) + +
vertible. Thus the T associat,ed with the observer must
have n - m rows that are linearly independent of t.he +
L ( ! m - A d t ) ) - LBlU(t). (3.4)
rows of C. I n view of Lemmas 1 and 2, L can be selected so that


U 82 -LE,

Fig. 6 . Observer for second-order system.

Fig. 4. Reduced-order observer using derivative. order system with a. single output so a first-order observer
with an arbitmry eigenvalue can be constructed. The C
matrix already has the required form, C = 1 0. In this
1 1 case A22 - GAB = -1 - G, which gives t.he eigenvalue
of the observer. Let. us select G = 2 so that the observer
will haveits eigenvalue equal t.0 -3. The resulting
observer a.ttachedto thesystem is shown in Fig. 6.


For some applications an estimate of a single 1inea.r
functional E = a‘x of the st,at,eis a.11 t,hat isrequired.
For example, a linear t,ime-invaria,nt, control law for a
Fig. 5. R.educed-order observer. single input, syst?emis by definition determined simply by a
linear functional of the system stat.e. The quest,ion arises
Azz - EAzl has arbitrary eigenvalues. The configuration then as 60 m-het.her a less complex observer can be con-
of this observer is shown in Fig. 4. structed to yield an estimate of a given linear functional
The requireddifferentiation of y can be avoided by tha.n an observer that estimat,es t.he entire st.ate.Of course,
modifying the block diagram of Fig. 4 to that of Fig. 5 , again, it is desired to have freedom in the selection of the
which is equivalent at thepoint, ~. This yields the desired eigenvalues of the observer.
final form of t,he observer, which can be written A major result for bhis problem [ 2 ] is that. any given
linear functiona,l of the state, say, E = Q’X, can be esti-
i(t) = (Azz - + ( A n - LAlz)~%(t)
LAlz)z(t) mat.ed m&h an observer having v - 1 arbitrary eigenvalues.
+ (Azl - LAll)y(t) + (Bz - LBl)u(t) (3.5)
Here v is the obsemability index [ 2 ] defined as the least
positive integer for which the matrix
with .
[C’IA’C‘;(Ar)2C’i. . \ ( A r ) y - l C r ]
z(t) = G ( t ) - 5 / ( t ) . (3.6)
has rank n. Since for any completely observa.ble system
For this observer T = [-LIZ]. This const,ruction enables v - 1 5 n - m and for many systems v - 1 is far less
us 60 st,ate thefollowing theorem. than n - m, observing a single linear functional of t,he
stat.e may be f a r simpler than observing the entire &ate
Theorem 3: Corresponding t.0 an nth-order completely vector.
having m The genera.1 form of the observer is exactly analogous
linearlyindependent outputs astat.e observer of order to a reduced-order observer for the entire state vector.
n - m ca.n be constructed having arbit.rary eigenvalues. The estimate of E = a’x is defined by
It is important to understand that the explicit. form of
the reduced-order observer given here, obt,ained by par-
2 ( t ) = b’y(t) c’z(t) + (4-1)
tiOioning the system, is o d y one way to find the observer.
I n a.ny specific instance, ot,her techniques such as trans-
i ( t ) = Fz(t) Hx(t) +
TBu(t) +

forming to canonical form or simply hypot,hesizing the where F,H , T , B as in Sect,ion 11-A and where b and c
general structure and solving for the unknown parameters are vectors satisfying b’C c’T = a’. +
may be algebraically simpler. Theorem 3 guarantees that, Again the important, result is that the observer need
suchmethods will always yield an appropriate result,. only haveorder v - 1. The precise design technique is
The preceding method used in the derivation is, of course, dict,ated by considerations of convenience.
often a. convenient one. We illust.rate the general result 1vit.h a single example.
Example: Consider the syst,em shown in Fig. 2 and The method used in t.his example ca,n, however, be applied
t,reated in the exa.mple of Sect,ion 11. This is a second- to any multivariable system.

I observer it,self and those t,hxt mouldbe obtained if the

control lax- could be directly implemented. Thus an ob-
server does not change the closed-loopeigenvalues of a
design but merely adjoins its own eigenvalues. Similar
Fig. 7. A fourth-order system. results hold for systems with non1inea.r control laws [a].
Suppose we have the system
X(t) = Ax(t) + Bu(t) (
XI -2

u o
and the control law

If it were possible t,o realize this control law by use of

Fig.8. Funct,ional observer.
measurements (which
wouldbe possible if
K = RC for some R), then the closed-loop system would
Example: Consider t,he fourt,h-order systemshownin be governed by
Fig. 7. This system nith available measurements x1 a.nd
x3 has observability index 2. Thus any linear functional
X(t) = ( A B K ) x ( t ) (5.3)
can be observed T1-it.h a first-order observer. Let us decide and hence its eigenvalueswould be the eigenvalues of
to construct an observer with a single eigenvalue equal to A
-3 to observe the functional xz x.%. + BK. +
Now if the control cannot be realized directJy, an ob-
Initially neglecting theinput 'LC we hypothesize an
server of the form
observer of the form
i = -32 + 91x1 +
i ( t ) = Fz(t) Gp(t) TBu(t) + (5.4a)

According to Theorem 1this has an associated T satisfying

~ ( t= ) Ki(t) = Ez(t) Dg(t) + (5.4b)
o 01
; -;-; :] +
r-2 1
TA - FT = GC (5.5a)
9' p

T I 3T = 0 93
-1 0 0 0
K = ET DC + (5.5b)
canbeconstructed. From ourprevious theory ( C ,A )
If T = tl tz t3 t4, we would like tz = 1, t4 = 1. Sub- completely observableis sufficient. for to be G ,
st,itut.ingthese valuesin (4.3) we obtain the equation E, D! F , T satisfying (5.5) with F having arbit,rary eigen-
values. u(t) = K f ( t )leads to the composit,esystem

;] [GCA ++ BDC
TBDC F +BETBE] z"1. (5.6)

This whole structurecan be simplified byintroducing

that ca.n be solved for the fourunknowns tl, g1? t3, g3. = z - Tx and using x and E as coordinates. Then (5.6)
This resultsin tl = - 1, t3 = - 3, g1 = -2, g3 = - 5. becomes, using (5.5)
From this t,he final observer shonn in Fig. 8 is deduced by
inspection. (5.7)
Thus the eigenvalues of the composite system arc those of
Once an observerha.sbeen construct.ed for a 1inea.r
system which produces an estimate of t,he state vector or
A + BK and of F.
m e note that in view of Lemma. 1 (applied in its dual
of a linear transformat.ion of the stat.e vector it is impor-
form) if the syst,em (5.1) is completely controllable it is
tant, to consider the effect induced by using this estimate
possible t,o select. K t.0 place the closed-loopeigenvalues
in place of t.he true value called for by a cont,rol lau-. Of
arbit,rarilg. If this control Ian- is not. realizablebut, the
paramount importance in this respect is the effect, of an
systemiscomplet.dyobservable, an observer (of some
observeron the closed-loop stability properbies of t.he
order no great,er than n - m ) can be const.ruct,edso that
system. It would be undesirable, for example, if an other-
t,hecontrol law can be estimated. Sincc t,heeigenvalues
wise stable unsta.ble when it was
of the observer are also arbitrary the eigenvalues of the
realized byintroduction of an observer. Observers,
fortunat.ely, do not dist.urb stabilit,y properties when they completecomposite system may beseltct,edarbitrarily.
We thereforest.ate t.he following important result of
are introduced. I n this section we show that if a linear
linear syst,em theory [I], [2].
time-invariantcontrollaw is realized u-ith an observer,
the resulting- eigenvalues
- of the srst,em are t.hnse
~ _ - t----
~~~-- - of
~ ~
he Theorem 4: Correspondingnth
to order completely
a.nd hence t,he plant follows the free system. This tracking
property can be used t.o definea closed-loop system for the
Rather than fix a.t,t,entionon t,he fact that only cert,ain
Fig. 9. A general servodesign. outputs of theplant
are available, we concentratme on the
fact. that only certain inputs, as defined by B, are availa.ble.
If we ha.d comp1et.e freedom as to where input.s could be
supplied, t.he output, limitation would not much matter.
Indeed, if t,he out,put y(t) = Cx(t) could be fed t.0 t.he
system in theform
Fig. 10. Compensator for example.
i(t) = Ax@) + Ly(t) 03-31

controllable and completely observable system (5.1) t.hen t,he eigenvalues of the system would be the eigen-
having m linearly independent out.puts, a dynamic feed- Iralues of A + LC. By Lemma 1, if the s:stem is observ-
back syst.em of order n - m ca,n be constructed such that, able L can be selected to place the eigenvalues arbitrarily.
the 2n - 7% eigenvalues of the composite syst,em take ang Thedual observer can be thought of assupplying an
preassigned values. approximation to the desired inputs.
To achieve t,he desired result we construct, thedual
Alt.hough this eigenvalue result for linear t.ime-invariant, observer in the form
systems is of great theoretical interest, it. should be kept
in mind t,hat.t,he more general key result is that. stabilitg +
z ( t ) = Fz(t) M w ( t ) (6.4a.)
is not af€ect,edby a (stable) observer. Thus even for non-
linear or t,ime-varying cont,rol laws an observer can supply
u(t) = y ( t )+ CPz(t) (6.4b)
a suit,able estimate. u(t) = Jz(t) + Nw(t) (6.4~)
Example: Suppose a feedback cont.rol spst,em is t.0 be where
designed for the syst.enl shown in Fig. 2 so t.hat its output
closely tracks a dist,urbance input d. The general form of AP - PF = BJ (6.h)
design is shown in Fig. 9. L = P M + BN. (6.5b)
For the particular syst,em shon-n in Fig. 2 let us decide
to design a control law that places the eigenvalues at. Equations (6.5) are dual to (5.5) and will have solution
- 1 f i. It is easily found t,hat u = - 2x1 + .x2 will ac- J, MI N , F wit.h F having arbit,rary eigenvalues if (6.1)
complish this. If this ~ R Wis implemented with t,he first.- is conlpletely controllable.
order observer construct,ed earlier, we obtain the overall The composite system is
system shown in Fig. 10, which can be verified t,o have
+ +
eigenvalues - 3, - 1 i, - 1 -i.
41 = [A
F +
BNCP x .
MCP ] z]

The funda.menta1 propert): of one syst.em observing

Introducing n = x + P z and using z and n for coordinates
yields the comp0sit.e syst,em
another can be applied in a reverse direction to obtain a
special kind of controller. Such a c~nt~roller,
observer, wa.s introduced by Brasch [33].
called a dual
= [" + MC
F n]z
Suppose in Fig. 1 the systenl S2is the given system and
SI is a syst,em tha.t we construct t,o control S2. MTehave which is the dual of (5.7). The eigenvalues of the com-
shown that the system SZ t.ends to follow SI and hence posite system a,re thus seen to be the eigenvalues of A +
SI ca,n be considered as governing the behavior of S,. LC and the eigenvalues of F. We may therefore st,at.ethe
To make tshisdiscussion specific suppose t,he plant dual of Theorem 4.

X(t) = Ax(t) + Bu(t) ( Th.eorm 5: Corresponding to an nth-order completely

controllable and complehely observable system (6.1)
y ( t ) = Cx(t) ( having T linearlyindependent.inputs,adynamic feed-
back system of order n - r can be constructed such t,hat
is driven by the free syst,em
the 2n - r eigenvalues of t.he composite system t,alce any
i ( t ) = Fz(t) (6.2a.) preassigned values.
) Jz(t)
~ ( t= (6.2b) 1711. CONCLUSIOKS
where AP - PF = BJ for some P . Then from Theorem 1 It has been shown t.hat mising &ate-variable infor-
we see that in thiscase the vector n = x +
Pz is governed mation, not available for measurement,, ca.n besuit,ably
approximated by an observer. Generally, as more output,
by the equa.tion
variables are made available] t.he requiredorder of the
n ( t ) = An(t) observer is decreased.

Although the introductorytreat,ment given inthis [281 P. V. Nadezhdin,“The optimal control law in problanswith
arbitrary initial conditions,’’ Eng. Cybern. (USSR), pp. 170-
pa.per is restrictedtotime-invariantdeterministic con- 174. 1968.
tinuous-t,ime 1bea.r syst,ems, much of the t,heory can be [291 E. E. ‘‘APPlicat,ion of observers a n do p t h u m filters to
inertial systems,” presented at. the IFAC Symp. Multivariable
ext,ended t.0 more general sit.uations. The references cited Cont,rol SFtems, Dusseldorf, Germany, 1968.
for this paper should be consulted for these extensions. [30] D. Q: Xayne and,:. Murdock,“Modalcontrol of linear time
mvarlant systems, Int. J . Contr., vol. 11, no. 2, pp. 223-227,
[31] A. M. Foster and P. A. Orner, “A design procedure for a class of
distributedparameter control syst.ems,” ASMEPaper 70-
111 D. G. Luenberger, “Observing the st.ate of alinear system,” [32] D. &I.Wiberg, Schau.m’s Outline S e ~ e s State
: Space and Linear
IEEE Trans. X i l , Electron., vol. MIL-8, pp. ?&-SO, Apr. 1964. Systems. New York: McGraw-Hill, 1971, ch. 8.
[2] ---,“Observers for
systems, IEEE Trans. [33] F. M. Brasch, Jr., “Compensators, observers and controllers,”
dubmat. Contr., vol. AC-11, pp. 190-197, Apr. 1966. to be published.
[3] M. Aoki and J. R. Huddle, “Est,imation of state vector of a [34] R. E. Kalman, “Mat.hematica1 descript.ion of linear dynamical
linear stochastic syst.em wit.h a constrained estimator,” IEEE systems,” SIAX(SOC.Ind.Appl.Nath.) J. A p p l . Math.,
Trans. Automat. Contr. (Short. Papers), vol. AC-12, pp. 432- ser. A, vol. 1, pp. 15%192, 1963.
433. A----
I I P . 1967.- [35] D. G. Luenberger, “Invertible solutions to the operator equa-
1 W. A. Wolovich, “On state estimation of observable systems,” tion T A - BT = C,” in Proc. Am. Math. Soc., vol. 16, no. 6,
in 1968 Joint Automatic Control Conf., Preprints, pp. 210-220. pp. 1226 - 1229, 1965.
J. J. Bongiorno and D. C. Youla, “On observers in multi- [36] --,“Canonical forms for linear multivariable system,”
variablecontrolsystems,” Int. J. Contr., vol. 8, no. 3, pp. IEEE Trans. Automat. Contr. (Short Papers), vol. AC-12,
221-243, 1968. pp. 290-293, June 196i.
H. F. Williams: “A solution of the multivariable observer for [37] R . X. Wonham, “On pole assignment in mult.i-input control-
lineartimevarying discrete syst.ems,” R e . 2nd Asilomar lable linearsystem,’’ IEEE Tra.ns.Automat. Contr., vol. AC-12,
Conf.Circuits and Systems, pp. 124-129, 1968. pp. 660-665, Dec. 1967.
F. Dellon and P. E. Sarachik,“Optimal control of unstable [38] 5’. hI. Popov, Hyperst.abilityandoptimality of automatic
linear plants wit.h inaccwible state,,” IEEE Tran.s. Automat. systems wit,h several control functions,” Rev. Roum. Sci. Tech.,
Contr., vol. AC-13, pp. 491-495, Oct. 1968. Ser. Electrotechn. Energ., vol. 9, pp. 629-690, 1964.
R. H. Ash and I. Lee, “State est.imation in l i n y r systems-
a unified theory of minimum order observers, 3rd Hawaii
Sys. Conf., Jan. 1970.
G. W. Johnson, “A deterministictheory of estimation and
control,” in 1969 JointAutonatic Control Conf., Preprints,
pp. 155-160; also in IEEE Trans. Automat. Contr. (Short
Papers), vol. AC-14, pp. 380-384, Aug. 1969.
E. Tseand 33. Athans,“Optimal minimal-order observer-
estimatorsfordiscretelinear the-varying systems,” IEEE
Trans. Automat. Contr., vol. AC-1.5, pp. 416426, -4ug. 1970. David G. Luenberger (S’57-kI’@-S-MJ7l) was
K. G. Brammer, “Lower order opt,imal linear filtering of non- born in Los Angeles, Cali., on September 16,
statlonary ra.ndom sequences,” I E E E Trans. Automat. Contr. 1937. H e received the B.S. degree from the
(Corresp.), vol. AC-13, pp. 198-199, Apr. 1968. California Inst,it.ute of Technology, Pas-
S.D. G. Cumming, “Design of observers of reduced dynamics,” adena, in 1959 andthe M.S. and P b D .
Electron. Left., vol. 5, pp. 213-214, 1969. degrees from Stanford University, Palo
R. T. K. Chen, “On the construction of state observersin Alto, Calif., in 1961 and 1963, respectively,
multivariable cont.rolsystems,” presented at the Nat.Electron.
Conf., Dec. 8-10, 1969. all in electricalengineering.
L. Novak,“The design of anoptimal observerfor linear Since 1963 he has been on t.he faculty of
discrete-t,ime dynamical systems,” in Rec.4th dsilomar Conf. Stanford Universit,y, where presently he is a
Circuits and Systems, 1970. Professor of Engineering-Economic Systems
Y. 0. Yiiksel and J. J.Bongiorno, “Observers for linear multi- and of Electrical Engineering. He is also d i a t e d with the Depart-
variable systems Kith applications,” t,hk issue, pp. 603-613. ment of Operations Research. His activit.ies have been centered pri-
B. E. Bona, “Designing observers for time-varying st.ate marily in t,he graduate program, where he has t,aughtcourses in opti-
systems,“in Rec.4thAsi1oma.r Conf. Circuits a.nd Systems, mization, control, mathematical programming, and information
A. K. Newman, “Observing nonlinear h e - v a r y i n g systems,” theory. His research areas have included observability of linear sys-
IEEE Trans. Automat. Contr., to be published. tems, the applicat.ion of functional analysis t.o engineering problems,
M . 31.Kewmann, “A continuous-t.ime reduced-order filter for optimal cont.ro1, mathematical programming, and optimal planning.
estimatingthestate vector of alinear stochast.ic system,” His experience includes summer employment a t Hughes Aircraft
Int. J . Contr., vol. 11, no. 2, pp. 229-239, 1970. Company and Westinghouse ResearchLaboratories from 1959 t o
V. V. S. Sarmaand B. L. Deekshatulu,“Optimal cont.rol 1963, and service as a consultant to West.inghouse, Stanford Re-
when some of the state variables are not measurable,” Int. J . search Institute, Wolf Management Semices, and Intasa, Inc. This
Contr., vol. 7, no. 3, pp. 251-256, 1968. experience has included work on the control of a large power generat-
B. Porterand >,I. A. Woodhead, “Performance of optimal
control systems when some of thestate variables are not ing plant, the numerical solution of partid differential equations,
measurable,” Int. J . Contr., vol. 8, no. 2, pp. 191-195, 1968. optimization of trajectories,optimal planning problems, and nu-
1211 AI. 11.Newman, “Optimal and sub-optimal control using an merous additionalproblems of optimization and control. H e has
observer when some of the statevariables are not measurable,” helped formdate and solve problems of control, optimization, and
h t . J. CWtr., VOl. 9, pp. 281-290, 1969. general analysis relating t.0 electric power, defense, water resource
I. G. Sarnla and C. Jayaraj, “On the use of observers in finite- management., telecommunications, air traffic control, education, and
time optimal regulator problems,” Int. J . Contr., vol. 11, no. 3, economic planning. He is the author of Optimization by Vector Space
DD. 489-497. 1970.
[ 231 W . &I. Wonham, “Dynamic observers-geometric theory,” Xethods (Wiley, 1969) and has authored or co-authored over 35
IEEE Trans. Autontat. Conk. (Corresp.), vol. 4C-15, pp. technical papers. Currentlyhe is onleave from Stanford at the
238-259. Am. 1970. office of Science and Technology, Executive Office of the President,
E41 -4.E. Brygon,-Jr., and D. G. Luenberger, “The synt.hesis of Washingt.on, D.C.He assist,s the Science Adviser -with program
regulator logic using state-variable concepts,’’ Proc. IEEE, planning, review and evaluation, and with formulation of science
vol. 58, pp. 1SO3-1811, Nov. 1970. policy in areas of civilian technology.
B. Gopinat.h, “On the control of linear multiple inpuboutput. Dr. Luenbergeris a member of Sigma Xi, TauBetaPi,the
systems,’’ Bell Syst. Tech. J., Mar. 1971. Society for Industrialand Applied Mathematics,the Operations
1). K. Frederick, and G. F. Franklin, ‘‘Design of piecewise-
linear swit.ching functionsforrelay control systems,” IEEE Research Society of America, andtheManagement Science In-
Trans. Automat. Contr., vol. AC-12, pp. 380-387, Bug. 1967. stitute. He served as Chairman (Associate Editor) of the Linear
J. D. Simon and S.K. AIitter, “A theory of modal control,” Systems Comnlit.tee of the IEEE Group on Automatic Cont,rol
Inform. Contr., vol. 13, pp. 316-353, 1968. from 1969 to 1971.