814

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 5, MAY 2006

Applying Discrete-Time Proportional Integral Observers for State and Disturbance Estimations
Jeang-Lin Chang
AbstractIn this note, we apply the proportional integral observer to simultaneously estimate system states and unknown disturbances for discrete-time nonminimum phase systems. Conditions for providing the existence of such observer are given. When the disturbances do not vary too much between two consecutive sampling instances, the proposed method can render the estimation errors of system states and disturbances to be constrained in a small bounded region. Simulation results support the theoretical developments. Index TermsDiscrete-time, disturbance observer, nonminimum phase, state estimator.

I. INTRODUCTION Proportional integral observer (PIO) to be devised using an additionally introduced integral term of the output estimation error in observer design can offer certain degrees of freedom. Beale and Shafai [2] make use of this additional freedom in the observer-based controller design, as a result of which PIO becomes less sensitive to parameter variation of the system. Niemann et al. [13] used the PIO to study the loop transfer recovery problem in continuous time systems and Shafai et al. [16] studied the same problem in discrete time systems. Moreover, Busawon and Kabore [3] have demonstrated that the PIO design can effectively reduce the effect of measurement noises as opposed to the proportional observer. Out of necessity, some authors extended this technique to design the observer for descriptor systems [7] or nonlinear systems [1], [11]. In particular, Shafai et al. [17] applied the PIO in estimating actuator and sensor faults. Since the PIO has two feedback loops, a proportional loop and an integral loop of the output estimation error, i.e., the PIO presented in this note allows us to estimate not only the states but also the unknown inputs. There are various formulations related to the unknown input estimation. Based on the transfer function approach, the disturbance observer (DO) is known to be very effective to compensate disturbances [8] and is very popular for robust motion control [10], [14]. However, the transfer function approach cannot be used in multiple-inputmultiple-output (MIMO) cases, whereas the state space approach can be employed. In the state space approach, specic disturbance models are augmented in the estimator model to estimate the disturbances [6]. Hence, it is impossible to build models for disturbances, when the characteristics of the disturbance are unknown. To tackle this issue, the so-called unknown input observer (UIO) was developed to estimate system states [4], [5], [15]. For obtaining perfect estimation, the main constraint in DO design or in UIO method is that the system should be minimum phase (with respect to the relation between the output and the disturbance). Upon application in a less restrictive sense, Mita et al. [12] proposed a technique of two-delay output control to overcome this restriction in digital implementation. With proper design, Chang et al. [4] combined this skill with UIO scheme to estimate the system states and the unknown disturbances in nonminimum phase systems.

Another notable form of perturbation observer is the time-delay control (TDC) approach [18][20]. Under the assumptions that full states are given and the disturbances do not vary too much between two consecutive sampling instances, this method can obtain good performance. Since full system states are necessary for TDC approaches, it cannot be directly implemented in the output feedback systems. In this note, we attempt to use a PIO structure to simultaneously estimate the system states and unknown disturbances in discrete-time systems. Without utilizing the two-delay method, the proposed PIO can be directly implemented in certain nonminimum phase systems, which do not have unstable zeros lying at one. Applying the analysis technique in the TDC, it is demonstrated that the present algorithm in digital implementations can make both the state estimation errors and the disturbance estimation errors at least to the size of O T 2 , where T is the sampling period. Especially for nonminimum phase systems, the PIO is effective not only in loop transfer recovery but also in estimating unknown disturbances. This note is organized as follows. The problem formulation is given in Section II. Section III presents the designs of a PIO. Section IV gives a numerical example to demonstrate the effectiveness of the proposed controller. Finally, Section V presents the concluding remarks. II. PROBLEM FORMULATION Consider a continuous MIMO linear system with unknown inputs described by
x _ (t) = Hx (t) + Du (t) + F d(t) y (t) = Cx(t)

(1)

where x 2 n are states of the system, u 2 m are control inputs, 2 l are unknown inputs, and y 2 p are measurable outputs of the system. Suppose that the sampling interval is T and a zero-order-hold is adopted for the aforementioned continuous time model. Denoting x (k ) = x (kT ), y (k ) = y (kT ), u (k ) = u (kT ), and d(k ) = d(kT ), the discrete-time model can be then derived as
d x (k + 1) = Ax(k ) + Bu(k ) + Ed(k ) + O T y (k ) = Cx(k )
T

2
(2)

where A = exp (H T ) 2 n2n , B = 0 exp (H  )D d 2 n2m , T and E = 0 exp (H  )F d 2 n2l . Further, the unknown disturbances are converted into
d (k ) =
T

H e d ((k + 1)T

0  ) d

(3)

where the magnitude of d(k) is on the order of O(T ) if the disturbances are bounded and smooth. To design the state estimator and the disturbance observer, the following assumptions are presumed. Assumption 1 [18], [19]: The sampling interval T is sufciently small such that the disturbances do not vary too much between two consecutive sampling instances. If the previous assumption holds, one can obtain
d(k + 1)

Manuscript received March 18, 2004; revised October 5, 2005. Recommended by Associate Editor A. Garulli. This work was supported by the National Science Council, Taiwan, R.O.C., under Contract NSC 94-2213-161-002. The author is with the Department of Electrical Engineering, Oriental Institute of Technology, Pan-Chiao, Taipei County 220, Taiwan (e-mail: jlchang@ee.oit.edu.tw). Digital Object Identier 10.1109/TAC.2006.875019

0 d (k ) 2 O

(4)

that holds for all k . Moreover, the following relations are effectively approximated as:
O (T ) + O T
n n+1

 O (T n )

8n 2 @

(5)

0018-9286/$20.00 2006 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 5, MAY 2006

815

where @ is the set consisting of all integers. Assumption 2: System (2) is observable and these matrices A , E , and C satisfy

i)

When 

I In 0 A C

6=
(

rank

A 0 In E 0C 0

0E 0 1) I l
0

1,

we have . Moreover

I I n+l 0 M G

n + l:

(6)

Although (2) contains unknown disturbances and may be nonminimum phase, the objective of this note is to design an observer such ^(k ) ! d (k ) for k ! 1 are ^(k) ! x (k ) and d that the conditions x ^(k ) are the estimation ^(k ) are the estimation states and d met, where x disturbances. III. STATE ESTIMATOR AND DISTURBANCE OBSERVER DESIGN Design a PIO as

I n E ( 0 1)01 0 Il

Ip

0 0

I In 0 A C

(

0E 0 1) I l
I In 0 A C

(

0 1) I l
0

which is equivalent to

rank ii)

x ^(k + 1) = Ax ^ (k ) + Bu (k ) + L1 (y (k ) 0 y ^(k )) + Eq (k ) ^(k )) q (k + 1) = q (k) + L2 (y (k) 0 y y ^(k ) = C x ^ (k ) (7)

n2p and L l2p are matrices designed by the latter. where L1 2 ^(k ) and the output Dene the state estimation errors e(k) = x(k) x ~(k ) = y (k ) y ^(k ) = Ce(k ). From (2) and (7), we estimation errors y have

I I n+l 0 M G
When 

rank
1,

I In 0 A C

+l=

n + l:
=

In 0 A C

0E
0 0

we have

I I n+l 0 M G

. Hence, it follows that

rank

I n+l 0 M G

rank

A 0 In E 0C 0

n + l:

e(k + 1) = (A 0 L1 C ) e(k) + Ed(k) 0 Eq (k) + O T 2 :

Let  (k) = as

(8)

0q (k) + d(k) and the dynamics of (k) can be obtained 0 q (k + 1) + d(k + 1) =  (k ) 0 (q (k + 1) 0 q (k )) + (d(k + 1) 0 d(k )) =  (k ) 0 L2 Ce(k ) + (d(k + 1) 0 d(k )) :

 (k + 1) =

I I n+l 0 M =n+l 8  2 G  (M ). This completes the proof of lemma. The following theorem summarizes the major results. Theorem: Consider the dynamic system (1) and its corresponding discrete model can be described by (2). If the PIO is designed as (7), then it follows that
From i) and ii), we have rank

(9)

e(k + 1)  (k + 1)

= (M

0 LG)

e (k )  (k )

+O

T2 :

(11)

Applying the Assumption 1 and augmenting (8) and (9) yields

e(k + 1)  (k + 1)

A 0 L 1 C E e (k ) O T2 + 0L2C I l (k) d(k + 1) 0 d(k) e (k ) 2 = (M 0 LG ) +O T  (k ) e (k ) e (k ) y ~(k ) = [ C 0 ] =G (10)  (k )  (k )

=

To simplify analysis, we neglect the terms O T 2 in the previous equation. Thus, we have

e(k + 1)  (k + 1)

= (M

0 LG)

e (k ) :  (k )

(12)

A E T ]T and G = [ C 0 ]. From , L = [ LT 1 L2 0 Il (10), we know that, if (M ; G) is observable, the matrix M 0 LG can be stabilized. Lemma: If the Assumption 2 is satised, then the pair (M ; G) is observable. Proof: From linear theory, the pair (M ; G) is observable if
where M =

Since a matrix L from lemma 1 should be found such that M 0 LG is stable, from (12) we can conclude e(k) ! 0 and  (k) ! 0 as k ! 1. ^(k ) and  (k ) = 0q (k ) + d(k ), it follows that From e(k) = x(k) 0 x x ^(k ) ! x (k ) as k ! 1; a) q (k) ! d(k) as k ! 1. b) Since (11) holds accurately, whereas (12) holds approximately to the order of O T 2 . Therefore, the above analysis using (12) will be only accurate up to the order of O T 2 . Although the proposed observer cannot procure the perfect estimation, it makes the estimation errors be constrained in the small region of O T 2 . IV. SIMULATION RESULTS Consider the system (2) without the control input term as

rank

I I n+l 0 M G

n+l

8  2  (M )

where  (M ) denotes the eigenvalues of M . Since the eigenvalues of M are equivalent to f (A) ; 1g, we will discuss two cases (i)  6= 1 and (ii)  = 1 in the following.

x(k + 1) = Ax(k) + Ed(k) y (k) = Cx(k)

816

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 5, MAY 2006

where the system matrices are given as

0:9630
A

0:0181 0:8195 0:0344 0:0213 0:1277 0:0406

00 1116
:

0:1808

00 0514
: ; C

0:0187

0:9586 =

0:0996
E

0:0050 0:1510

01

0 1
:

01
1

d (t)

0:3 sin(0:1k ) + 0:5 cos(0:03k ) 0:2 cos(0:1k ) + 2

The triple (C ; A; E ) has an unstable zero at 1.2562; hence, it is nonminimum phase. By selecting poles at f0:1; 0:2; 0:3 6 0:5j; 0:4g, we obtain the system matrices L1 and L2 in (7) as
31:7392
L1

19:6384 1:7307 18:9849 34:5803

: :

1:8918 29:3767 51:1873

:

Fig. 1. Estimation error of x in both methods.

and L2 =

021 3249 010 6399

For comparison, the algorithm proposed by Mitas [12] is used in the following. First, an auxiliary output is employed as
z (k )

y (kT

+ iT )

where 0 < i < 1. By selecting equation for the auxiliary output:

z (k )

= 0:5,

we obtain the following

= A m x (k ) + E m d (k )
: : : :

where Am = and E m =

1 0382 00 009 00 97 00 9432 0 9141 0 9422 00 0278 00 0098

: : : :

0:0291

0:0766

Fig. 2. Estimation error of x in both methods.

Applying Mitas approach and choosing poles at {0.1,0.2,0.3}, their state estimator and disturbance observer can be designed as
x ^(k +1) = (A

^(k ) =(C E m ) d
:

F 1C Am

where F 1 =

03 7971 00 2092
:

01 (z (k) 0C Amx ^ (k ) )+ F 3 (C x ^ (k ) 0 y (k ) )
1:8976
:

F 2 C )^ x ^(k )

+ F 1 z (k )+ F 2 y (k )

05 6278 00 1926
:

1:8045

135:2655 0:0240

F2

and

F3

041 1458 04 4916

: :

135:2519

00 4253
:

85:9832

85:2840

15:2504

13:6308

q (0)

T Under initial states x(0) = [ 0 1 0 ]T , x ^(0) = [ 0 0 0 ] and T = [ 0 0 ] , Figs. 13 show the response of the errors of estimated states in both methods. Clearly, the system states are well estimated after k > 20. Hence, the proposed observer is capable of estimating the states under disturbance consideration. The errors of estimated disturbances for 1  k  25 are shown in Figs. 4 and 5. Figs. 6 and 7 illustrate the responses of the estimated disturbances and the given disturbances for 50  k  200. As can be seen from these gures, our method can obtain better transient response in comparison with Mitas method and the disturbance attenuation property of our algorithm is evident.

Fig. 3. Estimation error of x in both methods.

V. CONCLUSION In this note, a full order PIO is proposed to estimate the system states and unknown disturbances, for discrete-time nonminimum phase systems (with respect to the relation between the output and the disturbance). The structure and the estimation capacities of this proposed PIO are discussed and analyzed, and the conditions are given and proved.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 5, MAY 2006

817

Fig. 4. Estimation error of d (k ) for 0

 k  25 in both methods.

Fig. 7.

True and the estimation values of d (k ) for 50

 k  200.

REFERENCES
[1] R. Aguilar-Lopez and R. Maya-Yescas, State estimation for nonlinear systems under model uncertainties: A class of sliding-mode observer, J. Process Control, vol. 15, no. 3, pp. 363370, 2005. [2] S. Beale and B. Shafai, Robust control design with a proportional integral observer, Int. J. Control, vol. 50, no. 1, pp. 97111, 1989. [3] K. K. Busawon and P. Kabore, Disturbance attenuation using proportional integral observers, Int. J. Control, vol. 74, no. 6, pp. 618627, 2001. [4] S. K. Chang, W. T. You, and P. L. Hsu, Design of general structure observers for linear systems with unknown inputs, J. Franklin Inst., vol. 334, no. 2, pp. 213232, 1997. [5] M. Darouach, M. Zasadzinski, and S. J. Xu, Full-order observers for linear systems, IEEE Trans. Autom. Control, vol. 39, no. 3, pp. 606609, Mar. 1994. [6] G. Franklin, J. Powell, and M. Workman, Digital Control of Dynamics System. Reading, MA: Addison-Wesley, 1998. [7] D. Koenig, Unknown input proportional multiple-integer observer design for linear descriptor system, IEEE Trans. Autom. Control, vol. 50, no. 2, pp. 212217, Feb. 2005. [8] Y. Hori, Robust motion control based on a two-degree-of-freedom servosystem, Adv. Robot., vol. 7, no. 6, pp. 363368, 1993. [9] M. Hou and P. C. Muller, Design of observers for linear systems with unknown inputs, IEEE Trans. Autom. Control, vol. 37, no. 6, pp. 871875, Jun. 1992. [10] C. J. Kempf and S. Kobayashi, Disturbance observer and feedforward design for a high-speed direct drive position table, IEEE Trans. Control Technol., vol. 7, no. 5, pp. 513526, May 1999. [11] R. Martinez-Guerra and S. Diop, Diagnosis of nonlinear system using an unknown-input observer: Aan algebraic and differential approach, Proc. Inst. Elect. Eng.Control Theory Appl., vol. 151, no. 1, pp. 130135, 2004. [12] T. Mita, Y. Chiba, Y. Kaku, and H. Numasato, Two-delay robust digital control and its applicationsAvoiding the problem on unstable limiting zeros, IEEE Trans. Autom. Control, vol. 35, no. 8, pp. 962970, Aug. 1990. [13] H. H. Niemann, J. L. Stoustrup, B. Shafai, and S. Beale, LTR design of proportional-integral observers, Int. J. Robust Nonlinear Control, vol. 5, pp. 671693, 1995. [14] K. Ohnishi, M. Shibata, and T. Murakami, Motion control for advanced mechatronics, IEEE/ASME Trans. Mechatron., vol. 1, no. 1, pp. 5667, Jan. 1996. [15] R. H. C. Takahashi and P. L. D. Peres, Unknown input observer for uncertain systems: A unifying approach, Eur. J. Control, vol. 5, no. 2, pp. 261275, 1999. [16] B. Shafai, S. Beale, H. H. Niemann, and J. L. Stoustrup, LTR design for discrete-time proportional-integral observers, IEEE Trans. Autom. Control, vol. 41, no. 7, pp. 10561062, Jul. 1996. [17] B. Shafai, C. T. Pi, and S. Nork, Simultaneous disturbance attenuation and fault detection using proportional integral observers, in Proc. Amer. Control Conf., Anchorage, AK, May 2002, pp. 16471649.

Fig. 5. Estimation error of d (k ) for 0

 k  25 in both methods.

Fig. 6. True and the estimation values of d (k ) for 50

 k  200.

Although a perfect estimation paradigm cannot be obtained, the proposed algorithm can effectively control the estimated errors of system states and disturbances to the size of O T 2 where T is the sampling period. Simulation results show that the presented scheme exhibits reasonably good estimations with the underlying system having an unstable zero.

818

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 5, MAY 2006

[18] W. C. Su, S. V. Drakunov, and U. Ozguner, An O(T ) boundary layer in sliding mode for sampleddata systems, IEEE Trans. Autom. Control, vol. 45, no. 3, pp. 482485, Mar. 2000. [19] A. Tesfaye and M. Tomizuka, Robust digital tracking with perturbation estimation via the Euler operator, Int. J. Control, vol. 63, no. 1, pp. 239256, 1996. [20] K. Youcef-Toumi and O. Ito, A time delay controller with unknown dynamics, J. Dyna. Syst., Measure., Control, vol. 112, no. 1, pp. 133142, 1990.

Generalized Quadratic Stability for Continuous-Time Singular Systems With Nonlinear Perturbation
Guoping Lu and Daniel W. C. Ho
AbstractThis note considers the generalized quadratic stability problem for continuous-time singular system with nonlinear perturbation. The perturbation is a function of time and system state and satises a Lipschitz constraint. In this work, a sufcient condition for the existence and uniqueness of solution to the singular system is rstly presented. Then by using S-procedure and matrix inequality approach, a necessary and sufcient condition is presented in terms of linear matrix inequality, under which the maximal perturbation bound is obtained to guarantee the generalized quadratic stability of the system. That is, the system remains exponential stable and the nominal system is regular and impulse free. Furthermore, robust stability for nonsingular systems with perturbation can be obtained as a special case. Finally, the effectiveness of the developed approach for both singular and nonsingular systems is illustrated by numerical examples. Index TermsContinuous-time singular system, generalized quadratic stability, linear matrix inequality, perturbation.

I. INTRODUCTION Robust quadratic stability for linear systems with time-varying nonlinear perturbation has received much attention, see [2], [6], [11], [14], and the references therein. The issue of robust quadratic stability for perturbed system is to nd a tolerable perturbation bound such that for all admissible parameter perturbations, the system is stable and the associated Lyapunov function is quadratic and deterministic. In [2], the tolerable bound is derived iteratively by adjusting a sequence of Lyapunov matrices. The bound is improved in [6]. In [14], the authors consider the problem of stability robustness with respect to a class of nonlinear time-varying perturbations which are bounded in a component-wise rather than aggregated manner. It is shown that the bound is greater than those by [2] and [6]. In addition, by S-procedure, [11]

discusses the robust stability for perturbed discrete-time systems, the tolerable perturbation bound is presented by means of a convex optimization. Recently, there has been a growing interest in singular systems for their extensive application in control theory, circuits, economics, mechanical systems and other areas, see [3][5], [7], [9], and [12]. One of the important issues for singular systems is robust stability. The robust stability for singular system is more complicated than that of nonsingular systems for not only asymptotic stability has to be considered, in addition, the system regularity and impulse elimination are also needed to be addressed. In [5], robust stability for linear continuous-time singular system with structured parameter perturbations is investigated, where the perturbations are represented by a time-invariant structured uncertain matrix. The matrix is bounded by its modulus matrix. In [3], the robust stability for the same system is considered, the presented criterion is shown to be less conservative than [5]. Motivated by the aforementioned robust stability results for both nonsingular and singular systems, it is natural to ask whether or not we can get any robust stability result for continuous-time singular system with time-varying nonlinear perturbations (CSSP), that is, a counterpart of [2], [6], [14], and the references therein. In other words, it is known that the generalized quadratic stability implies the global asymptotic stability for linear time-invariant singular systems. Does generalized quadratic stability imply the global asymptotic stability for this time-varying CSSP? Unfortunately, there has not been any answer to this question so far. One of the difculties lies in that the existence and uniqueness of the solution for nonlinear singular systems is still an open problem and has not been fully investigated (see Remark 2.2). In addition, the standard Lyapunov stability theory cannot be applied to CSSP directly (see Remark 2.3), and the open problems remains to be important and challenging. This note considers the robust stability for CSSP. Initially, the open problem is addressed, and a sufcient condition of the existence and uniqueness of solution for CSSP is presented. A notion of generalized quadratic stability is then introduced for CSSP. By using S-procedure and some matrix inequalities, it is shown that generalized quadratic stability for CSSP implies that the system remains exponentially stable and the nominal system is regular and impulse free. Hence, it follows that a necessary and sufcient condition is obtained in terms of a convex optimization, under which the maximal perturbation bound is obtained to ensure generalized quadratic stability for CSSP. Furthermore, robust stability results for nonsingular systems with perturbation can be obtained as a special case. It is worth pointing out that the approach developed in this note is different from those in the literature, see [2], [3], [5], [6], and [14], since the standard Lyapunov stability theory approach cannot be applied to CSSP (see Remark 2.3). The developed approach for both singular and nonsingular systems in this note are also shown to be effective by some numerical examples. A. Notation W T

Manuscript received January 29, 2003; revised September 9, 2003, May 18, 2004, April 8, 2005, and February 1, 2006. Recommended by Associate Editor L. Glielmo. This work was supported by the National Natural Science Foundation of China under Grants 60474076 and 60574006, by the Natural Science Foundation under Grant 04KJB510105 from the Jiangsu Provincial Department for Education, and by the Hong Kong Research Grant Council under Grants CityU 101103 and 101004. G. Lu is with the College of Electrical Engineering, Nantong University, Jiangsu 226007, China (e-mail: lu.gp@ntu.edu.cn). D. W. C. Ho is with the Department of Mathematics, City University of Hong Kong, Hong Kong (e-mail: madaniel@cityu.edu.hk). Digital Object Identier 10.1109/TAC.2006.875017

Transpose of matrix W 2 n2m ; kW k: [max (W T W )]1=2 , i.e., the square root of the maximal eigenvalue of W T W ; X 0T : transpose (Ir ): identity matrix of appropriate dimensions (of of matrix X 01 ; Ip r2r ); kxk = xT x, kxk1 = maxfjxi j; 1  i  ng, where x = ( x1 x2 1 1 1 xn )T 2 n ; Throughout this note, for symmetric matrices X and Y , X  Y respectively, X > Y ): X 0 Y is positive semi-denite (respectively, positive denite); X  Y respectively, X < Y ): X 0 Y is negative semidenite (respectively, negative denite). Matrices, if not explicitly stated, are assumed to have compatible dimensions.

0018-9286/$20.00 2006 IEEE