6, DECEDER 1971
An Introduction to Observers
DAVID G . LUENBERGER, SENOR MEMBER, IEEE
AbstractObserverswhichapproximately reconstruct missing ha.s as its inputs the inputs and available outputs of the
statevariable 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
reducedorder 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
ent.er the overall twophase 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 timeinvariant svhich concentrat,ed on observers for purely deterministic
system governed by continuoustime lineartimeinvariant system, observer
i ( t ) = Ax(t) + Bu(t) (1.1) theory has been ext,ended by several researchers to include
timeva.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 latt.er 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 continuoustime linear timeinvariant systems.
result,s in the decomposit,ion of a control design problem The approa.ch t.aken in this paper, honever, 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, nhich 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
16125.
Theauthor is withthe Depart,ment. of EngineeringEconomic 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, current.ly 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
LUENBERGER: AN INTRODUCTION TO OBSERS’ERS 597
w S+l s+2
Y Y
U 82 LE,
Fig. 4. Reducedorder observer using derivative. order system with a. single output so a firstorder observer
with an arbitmry eigenvalue can be constructed. The C
matrix already has the required form, C = 1 0. In this
Y Y U
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.
forming to canonical form or simply hypot,hesizing the where F,H , T , B a.re as in Sect,ion 11A 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.
600 IEEE TRANS.4CTIONS ON AUTOXL4TIC COSTROL, DECEMBER 1971
u o
and the control law
x3

T I 3T = 0 93
1 0 0 0
(4.3)
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 t.here 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. Sett.ing u(t) = K f ( t )leads to the composit,esystem
;] [GCA ++ BDC
=
TBDC F +BETBE] z"1. (5.6)
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.imeinvariant, 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,imevarying 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 shonn 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.
VI. DUALOBSERVERS
41 = [A
MC
BNC BJ
F +
BNCP x .
MCP ] z]
(6.6)
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 restrictedtotimeinvariantdeterministic con 174. 1968.
tinuoust,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. 223227,
1970.
[31] A. M. Foster and P. A. Orner, “A design procedure for a class of
distributedparameter control syst.ems,” ASMEPaper 70
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Trans. Automat. Contr., vol. AC1.5, pp. 416426, 4ug. 1970. David G. Luenberger (S’57kI’@SMJ7l) 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. AC13, pp. 198199, 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. 213214, 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. 810, 1969. all in electricalengineering.
L. Novak,“The design of anoptimal observerfor linear Since 1963 he has been on t.he faculty of
discretet,ime dynamical systems,” in Rec.4th dsilomar Conf. Stanford Universit,y, where presently he is a
Circuits and Systems, 1970. Professor of EngineeringEconomic 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. 603613. ment of Operations Research. His activit.ies have been centered pri
B. E. Bona, “Designing observers for timevarying 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
1970.
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 continuoust.ime reducedorder 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. 229239, 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. 251256, 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. 191195, 1968. optimization of trajectories,optimal planning problems, and nu
1211 AI. 11.Newman, “Optimal and suboptimal 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. 281290, 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. 489497. 1970.
[ 231 W . &I. Wonham, “Dynamic observersgeometric theory,” Xethods (Wiley, 1969) and has authored or coauthored over 35
IEEE Trans. Autontat. Conk. (Corresp.), vol. 4C15, pp. technical papers. Currentlyhe is onleave from Stanford at the
238259. 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 statevariable concepts,’’ Proc. IEEE, planning, review and evaluation, and with formulation of science
vol. 58, pp. 1SO31811, 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. AC12, pp. 380387, 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. 316353, 1968. from 1969 to 1971.