Beruflich Dokumente
Kultur Dokumente
Ivan Markovsky
Observers
Observer design by pole placement
Duality between observer and controller design
Pole placement by output feedback
ELEC 3035 (Part I, Lecture 7) Observer design 1 / 12
General observer design problem
Given dynamical system B
ext
with two types of external variables:
observed variables w
to-be-estimated variables z
B
ext
w
z
nd system (called observer) accepting w and producing z
Observer w z
We will consider the case: B=B
i/s/o
(A, B, C, D), w = (u, y), z =x.
Lecture 6: nonrecursive, feedforward observer for the initial state x(0)
Now our goal is recursive feedback observer for the current state x(t )
ELEC 3035 (Part I, Lecture 7) Observer design 2 / 12
Output feedback control
separation and certainty principles
We can extend a given state-feedback controller
u =Kx
to output feedback controller
u =K
x
by using the observer state estimate
x in place of x.
Observer
Plant
Output feedback controller
K
u y
x
ELEC 3035 (Part I, Lecture 7) Observer design 3 / 12
Internal model and feedback principles
The observer design is based on the following principles:
1. Internal model: the model run by u, gives an estimate
x for x
2. Feedback: correct the estimate
x, so that the error
x(t )
x(t ) =: e(t ) 0 as t
Let the feedback be a linear function of the output error
feedback correction =L(y
y)
Then the observer for the model B
i/s/o
(A, B, C, D) is
x =A
x +Bu L(y
y)
y =C
x +Du
ELEC 3035 (Part I, Lecture 7) Observer design 4 / 12
Error dynamics
Our goal is to choose L, so that the state error e(t ) 0 as t .
The dynamics of e is
e =(x
x)
=Ax +Bu A
x Bu +L(y
y)
=A(x
x) +LC(x
x)
= (A+LC)
. .
A
o
e
i.e., e B
ss
(A
o
) an autonomous LTI system.
Therefore, e(t ) 0 as t is equivalent to stability of B
ss
(A
o
).
ELEC 3035 (Part I, Lecture 7) Observer design 5 / 12
Comparison with state-feedback stabilization
In the state feedback stabilization problem we have
x =Ax +Bu and u =Kx
which gives an autonomous LTI closed loop system
x = (A+BK)
. .
A
c
x
and the aim is to choose K, so that B
ss
(A
c
) is stable.
ELEC 3035 (Part I, Lecture 7) Observer design 6 / 12
Observer design by pole placement
The condition e(t ) 0 as t is a minimum requirement.
In fact we want e(t ) 0 fast
(possibly in a nite (small) number of steps deadbeat observer)
The error dynamics is governed by the poles of the matrix
A
o
:=A+LC
so for desired error dynamics we can
select desired pole locations of A
o
and choose L to achieve them.
ELEC 3035 (Part I, Lecture 7) Observer design 7 / 12
Duality of the observer PP and controller PP problems
Observer PP problem: Choose L, so that
det
_
zI (A+LC)
_
=p
des
(z)
Controller PP problem: Choose K, so that
det
_
zI (A+BK)
_
=p
des
(z)
Observer PP is not a new problem:
det
_
zI (A+LC)
_
=det
_
_
zI (A+LC)
_
_
=det
_
zI (A
+C
)
_
=det
_
zI (
A+
B
K)
_
= observer PP is controller PP for the dual system.
ELEC 3035 (Part I, Lecture 7) Observer design 8 / 12
The results for state feedback PP can be restated for observer PP:
Theorem: The eigenvalues of A+LC can be assigned choosing L
to any locations in C if and only if A, C is observable.
Observer canonical form Controller canonical form
Lemma:
Let A, c and A
, c
, c
)
_
1
O(A, c)
such that
T
1
AT =A
and cT =c
.
ELEC 3035 (Part I, Lecture 7) Observer design 9 / 12
Closed-loop system with output feedback controller
Consider the closed loop system
Observer
Plant
Output feedback controller
K
u y
x
where
Plant: x =Ax +Bu, y =Cx +Du
Observer:
x =A
x +Bu L(y C
x Du)
State feedback controller: u =K
x
ELEC 3035 (Part I, Lecture 7) Observer design 10 / 12
Feedback controller:
x = (A+LC)
x +(B+LD)u Ly, u = K
x
= (A+LC+BK +LDK)
x Ly
Note: the feedback controller is a dynamical system
Closed-loop system:
_
x
x
_
=
_
A BK
LC A+LC+BK
__
x
x
_
Note: closed-loop system order = plant order + controller order
Error equation:
_
x
e
_
=
_
A+BK BK
0 A+LC
__
x
e
_
ELEC 3035 (Part I, Lecture 7) Observer design 11 / 12
Example: output feedback deadbeat control
5 10 15 20
4
3
2
1
0
1
x 10
5
t
y
5 10 15 20
3
2
1
0
1
2
x 10
5
t
u
15th order single-input open-loop system, 30 order closed-loop system
(The same system as the one used in the example of Lecture 1)
ELEC 3035 (Part I, Lecture 7) Observer design 12 / 12