Chapter 5

Estimator Design - Pole placement

Motivation
• Control law design with state feedback needs all the
state variables.
• Not all state variables are available since the cost of
the required sensors may be prohibitive, or it may be
physically impossible to measure all the state variables.

Estimator: reconstruct all the state variables x of a system

from measurements. The reconstructed state variables x̂
are then used for control.

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ESAT–SCD–SISTA CACSD pag. 158

Motivation example

Example Boeing 747 aircraft control

In the Boeing 747 aircraft model, there are 4 states : the
side-slip angle β, the yaw rate r, the roll rate p and the roll
angle φ. Only the yaw rate r is measured with a gyroscope,
while all other states are not measured.
Challenge : Can we estimate the states β, p and φ from the
measurement of r such that the state feedback control law
can be implemented? What are the effects of the estimated
states on the final closed loop system?

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 Full Order Estimators (Observers)

Open loop estimator

Estimator:
Reconstruct a full order model of the plant dynamics:

x̂˙ = Ax̂ + Bu.

x̂ is the estimate of the state x.

The dynamics of this estimator:

Define the error in the estimate:
∆
x̃ = x − x̂

Then the dynamics of this error system are given by (sub-

tracting the estimate from the state):

x̃˙ = Ax̃, x̃(0) = x(0) − x̂(0).

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 Process

u x y
ẋ = Ax + Bu C

x̂˙ = Ax̂ + Bu x̂

Estimator

Disadvantage of the open loop estimator:

• The error is converging to zero at the same rate as the
natural dynamics of A (if A is stable). There is no
way to influence the rate at which the state estimate
converges to the true state.
• The error will NOT converge if A is unstable.
• If the model dynamics (A, B, C, D) are different from
the system dynamics (due to inaccurate modeling for
instance), in general, x̃ will not converge to 0.

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Estimator with feedback

Estimator:
Insert the feedback signal of the difference between the mea-
sured and estimated outputs (y−C x̂) to correct the model:

x̂˙ = Ax̂ + Bu + L(y − C x̂).

where L is a constant matrix in Rn×p.

Dynamics of the estimator:

The error dynamics are given as follows (by subtracting the
estimate from the state):

x̃˙ = (A − LC)x̃, x̃(0) = x(0) − x̂(0).

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 Process
u x y
ẋ = Ax + Bu C

ỹ +

−
x̂
x̂˙ = Ax̂ + Bu + Lỹ C
ŷ

Estimator

Properties:

• By choosing the gain matrix L, the error dynamics of

A − LC can be stable and much faster than the open
loop dynamics A.
• In case of inaccurate A and/or C, the error dynamics
can still be stabilized and be faster ⇒ Robustness.

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 Estimator Design - Pole Placement

Choose the gain matrix L

such that the poles of the
estimator are in desired
positions.

Let the desired locations be given by

s = s1 , s2, . . . , sn

then the desired estimator characteristic equation is

∆
αe(s) = (s − s1)(s − s2) . . . (s − sn )

Direct method
Determine L by comparing coefficients of the two polyno-
mials on both sides of the following equation :

det (sI − (A − LC)) = (s − s1)(s − s2) . . . (s − sn)

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Duality of estimation and control designs
The problem to find L such that

det (sI − (A − LC)) = (s − s1)(s − s2) . . . (s − sn)

is equivalent to the problem to find K = LT such that

T T


det sI − (A − C K) = (s − s1)(s − s2) . . . (s − sn )

which is the problem for state feedback control design.

Further, the controllability matrix C of (A, B) is the trans-

pose of the observability matrix O of (AT , B T ). Thus we
have the following duality relations:

Control Estimation
A AT
B CT
K LT
C OT

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 Ackermann’s formula for SISO
 
0
 
−1  0 
 
L = αe(A)O  . 
.
1
where O is the observability matrix.

Sylvester equation for MIMO:

Design procedure:
• Pick an arbitrary matrix G ∈ Rp×n.
• Solve the Sylvester equation for X:

AT X − XΛ = C T G
 
α1 β1
 
 −β1 α1 
 
Λ=
 . . . ,

 
 λ1 
...
which has eigenvalues: α1 ± jβ1, . . . , λ1, . . . . which are
the desired poles of the estimator.
−1 T
&
• Obtain the static feedback gain L = (GX ) . %

ESAT–SCD–SISTA CACSD pag. 166

 Estimator Pole Selection

The dynamics of the state estimation error are governed

by the eigenvalues of A − LC. Obviously, all eigenvalues
are chosen to be stable. Concerning the estimator pole se-
lection there is a fundamental trade-off between sensitivity
of the estimation error to sensor noise and speed of con-
vergence. The smaller Re{eig(A − LC)}, the faster the
estimation error goes to zero. However, for small eigenval-
ues rapid changes in the signals will also introduce rapid
changes in the estimation error. The estimated state will
change nervously. In the next chapter we will describe an
optimal solution for this dilemma which is the Kalman fil-
ter.
Consider a control system with process noise w and sensor
noise v:

ẋ = Ax + Bu + B1w,
y = Cx + v

then the estimator error will be :

x̃˙ = (A − LC)x̃ + B1w − Lv

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Rules of thumb:
• Trade-off between a fast dynamic response (of the esti-
mator) and a good sensor noise reduction. ⇒ “large”
L or “small ” L.
• Trade-off between process noise reduction and sensor
noise reduction. ⇒ “large” L or “small ” L.
Consider the following first order system

ẋ = −x + u
y = x+v

where v is sensor noise.

Now compare 2 estimators : A−LC = −10 and A−LC =
−2. There is no input, but the initial state is 1. The
dynamics for A − LC = −10 are faster but more subject
to noise : 1.2

1 − state evolution

0.8 −− estimated state, A−LC=−10

0.6 .. estimated state, A−LC=−2

0.4

0.2

−0.2

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0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
time (s)

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 Examples of estimator design

Example Boeing 747 aircraft control - Estimator design

with pole placement (Ackermann’s method)
We have designed a state feedback control law, and the
desired closed-loop poles are at

−0.0051, −0.468, −1.106, −9.89, −0.279 ± 0.628i.

For a fast response of the estimator, we make the poles of

the estimator 5 times faster than the desired closed-loop
poles :

−0.0255, −2.34 , −5.53, −49.45, −1.395 ± 3.14i.

The characteristic polynomial of the estimator
αe(s) = s6 + 60.14s5 + 575.4s4 + 2453s3 + 6595s2 + 7721s + 192.6
αe (A) =
 
−1.13e + 6 0 0 0 0 0
 
 −4.48e + 4 −5.15e + 3 −4.49e + 3 6.01e + 2 2.24e + 2 0 
 
 −5.38e + 5 3.27e + 3 −4.06e + 3 1.91e + 2 1.50e + 2 0 
 
 
 1.81e + 5 −8.17e + 3 1.55e + 4 −3.62e + 3 −6.12e + 2 0 
 
 −1.72e + 4 −1.45e + 4 8.58e + 3 4.54e + 3 −6.54e + 1 0 
 
5.38e + 4 3.17e + 3 3.84e + 3 −3.14e + 1 5.48e + 1 −1.73e + 3

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The observability matrix equals
O=
 
0 0 1 0 0 −3.33e − 1
 
 −4.75e + 0 5.98e − 1 −4.48e − 1 −3.18e − 2 0 1.11e − 1 
 
 4.96e + 1 −2.04e − 1 −4.46e − 1 7.70e − 2 2.48e − 2 −3.70e − 2 
 
 
 −4.94e + 2 −4.90e − 1 2.50e − 1 −1.32e − 2 −8.49e − 3 1.23e − 2 
 
 4.94e + 3 2.17e − 1 4.66e − 1 −4.96e − 2 −2.03e − 2 −4.12e − 3 
 
−4.94e + 4 4.18e − 1 −2.95e − 1 5.31e − 3 9.01e − 3 1.37e − 3
Then the feedback gain for the estimator is
 
2.5047e + 01
 
 −2.0517e + 03 
 
 −5.1935e + 03 
 
L= 
 −2.4851e + 04 
 
 −4.0914e + 04 
 
−1.5728e + 04

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Example Tape drive control - Estimator design with pole
placement (Sylvester equation)
The desired estimator poles are again set to be 5 times
faster than the desired closed-loop poles:

−2.2550±4.6850i, −4.7350±2.9050i, −5.8000, −5.8000.

Take an arbitrary matrix G:
" #
−0.508 −0.248 −0.445 −0.209 −1.064 1.133
G=
0.885 −0.726 −0.613 0.562 0.352 0.150

Solve the Sylvester equation for X:

AT X − XΛe = C T G

Λe is a block diagonal matrix with the eigenvalues equal to

the desired estimator poles:
 
−2.225 4.685
 
 −4.685 −2.225 
 
 −4.735 2.905 
 
Λc =  .

 −2.905 −4.735 


 −5.8 

−5.8

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X=
 
−4.0150e − 02 −7.4418e − 02 −3.5794e − 02 −2.4713e − 02 −1.0413e − 01 9.2375e − 02
 

 −6.1041e − 02 3.7229e − 03 2.4053e − 02 −3.0478e − 02 2.4528e − 02 −3.8791e − 02 

 4.0795e − 02 −3.4260e − 02 −5.2180e − 02 3.4518e − 02 −7.9299e − 02 1.0297e − 01 
 
 

 2.1710e − 02 1.2860e − 02 1.5984e − 03 9.5250e − 03 4.1517e − 02 −3.1544e − 02 

 2.9984e − 03 8.9685e − 03 −4.3541e − 05 6.1539e − 03 −3.8326e − 03 6.0611e − 03 
 
1.0521e − 03 −3.7573e − 03 −1.1269e − 03 −1.0362e − 03 −6.4870e − 03 4.9287e − 03

Now obtain the estimator feedback gain L = X −T GT :

 
5.38e + 01 −4.21e + 01
 
 2.04e + 02
 −1.56e + 02 

 3.90e + 01 −7.92e + 00 
 
L= 
 4.00e + 02
 −3.08e + 02 

 6.51e + 02
 −5.82e + 02 

1.77e + 03 −1.50e + 03

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 Matlab Functions

obsv
poly
real
polyvalm
acker
lyap
place

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