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4, 431–446
Design procedures are proposed for two different classes of observers for systems with unknown inputs. In the first approach,
the state of the observed system is decomposed into known and unknown components. The unknown component is a
projection, not necessarily orthogonal, of the whole state along the subspace in which the available state component resides.
Then, a dynamical system to estimate the unknown component is constructed. Combining the output of the dynamical
system, which estimates the unknown state component, with the available state information results in an observer that
estimates the whole state. It is shown that some previously proposed observer architectures can be obtained using the
projection operator approach presented in this paper. The second approach combines sliding modes and the second method
of Lyapunov resulting in a nonlinear observer. The nonlinear component of the sliding mode observer forces the observation
error into the sliding mode along a manifold in the observation error space. Design algorithms are given for both types of
observers.
Keywords: state observation, unknown input observer (UIO), uncertain systems, projection operators, second method of
Lyapunov
1. Introduction 1990; Żak and Hui, 1993; Żak, 2003; Żak et al., 1993).
Other methods of observer design for linear systems de-
Observers use the plant input and output signals to gen- veloped up to 1983 are reported by O’Reilly in (1983).
erate an estimate of the plant’s state, which is then em-
Observers for systems with unknown inputs play an
ployed to close the control loop. Observers are utilized
essential role in robust model-based fault detection (Chen
to augment or replace sensors in a control system. The
and Patton, 1999; Edwards et al., 2000; Edwards and
observer was first proposed and developed by Luenberger
Spurgeon, 1998; Jiang et al., 2004; Saif and Xiong, 2003).
in the early sixties of the last century (Luenberger, 1966;
The basic idea behind the use of observers for fault detec-
1971; 1979). Since the early developments, observers for
tion is to form residuals from the difference between the
plants with both known and unknown inputs have been
actual system outputs and the estimated outputs using an
developed resulting in the so-called unknown input ob-
observer. Once a fault occurs, the residuals are expected
server (UIO) architectures, such as, for example, those
to react by becoming greater than a prespecified thresh-
in (Bhattacharyya, 1978; Chen and Patton, 1999; Chen
old. When the system under consideration is subject to
et al., 1996; Corless and Tu, 1998; Darouach et al.,
unknown disturbances or unknown inputs, their effect has
1994; Hostetter and Meditch, 1973; Hou and Müller,
to be decoupled from the residuals to avoid false alarms.
1992; Hou et al., 1999; Hui and Żak, 1993; 2005; Kudva
et al., 1980; Kurek, 1983; Krzemiński and Kaczorek, In this paper, we present design procedures for full-
2004; Sundareswaran et al., 1977; Wang et al., 1975; Yang and reduced-order observers for systems with unknown
and Wilde, 1988). More recently, observer architectures inputs. The unknown input can be a combination of un-
utilizing the concept of sliding modes were proposed for measurable or unmeasured disturbances, unknown control
uncertain systems, see, for example, (Edwards and Spur- action, or unmodeled system dynamics. The first design
geon, 1998; Ha et al., 2003; Hui and Żak, 1990; Koshk- method uses a projection operator approach to the state
ouei and Zinober, 2004; Utkin et al., 1999; Walcott and estimation where the state of the system, whose state is
Żak, 1987; 1988; Walcott et al., 1987; Żak and Walcott, to be estimated, is decomposed into known and unknown
432 S. Hui and S.H. Żak
components. The unknown component is, in general, a where M is an n × p real matrix, and the unknown part
skew projection, that is, not necessarily orthogonal, of the of the decomposition is (I − M C)x. Let q = (I −
whole state along the subspace in which the available state M C)x, then x = q + M y, and we have
component resides. We then construct a dynamical system
to estimate the unknown component. Finally, we com- q̇ = (I − M C)ẋ
bine the output of the dynamical system, which estimates
= (I − M C)(Ax + B1 u1 + B2 u2 )
the unknown state component, with the available state in-
formation to obtain the observer that estimates the whole = (I − M C)(Ax + B1 u1 ) + (I − M C)B2 u2
state. In the second design method, we employ a sliding
mode approach combined with the second method of Lya- = (I − M C)(Aq + AM y + B1 u1 )
punov. We include design algorithms and illustrate the
results with numerical examples. + (I − M C)B2 u2 .
4. Constructing the Full–Order Observer We now give a condition on q(0) that guarantees
Using the Projection Operator Approach that ẽ2 = 0. We have
and so if ẽ2 = 0 and ẽ1 → 0, then ẽ → 0. Obvi- Proof. We begin the proof by considering the projection
matrix, P̃ = I − M C, where
ẽ1 → 0 for
ously, arbitrary ẽ1 (0) if and only if the ma-
trix Ã11 − L̃1 C̃1 is asymptotically stable. M = B2 (CB2 )† + H0 Ip − (CB2 )(CB2 )† .
Observer design for systems with unknown inputs 435
To simplify
the further analysis,
we let F = (CB2 )† + Then
†
H0 Ip − (CB2 )(CB2 ) and S = F C. Note that
ż W g AW W g AB2 z
SB2 = Im2 . (17) =
σ̇ SAW SAB2 σ
Thus, rank S = m2 , and so we can find a full rank n ×
(n − m2 ) matrix W such that O
+ Q−1 B1 u1 + u2
Im2
SW = O. (18)
Combining (17) and (18), we conclude that [W B2 ] Ã11 Ã12 z
= + Q−1 B1 u1
is invertible. Let Ã21 Ã22 σ
−1 Wg
W B2 = , O
N + u2 ,
Im2
where W g is (n − m2 ) × n and N is m2 × n. Then
z
y= CW CB2
N W B2 = O Im2 = S W B2 . σ
Since [W B2 ] has a full rank, we conclude that N = S. z
= C̃1 C̃2 .
Since σ
Wg
If the trajectory of the system described by the triple
W B2 = In ,
S (A, B2 , F C) resides in the null space of S, then such a
motion is described by
we have
From (7) and I − M C = QP Q−1 , we obtain 1. Check that rank (CB2 ) = rank B2 .
If rank (CB2 ) < rank B2 , STOP. The observer
q̃˙ = P Q−1 AQq̃ + Q−1 AM y + Q−1 B1 u1 does not exist.
+ Q−1 L(y − CQq̃ − CM y) 2. Compute
M = B2 (CB2 )† + H0 Ip − (CB2 )(CB2 )† ,
= P Q−1 AQq̃ + P Q−1 AM y + P Q−1 B1 u1
+ P Q−1 B1 u1 . (21) P̃ = In − M C.
Using the notation defined in (13), we have
4. Represent P̃ as
q̃˙ = P Ã − L̃C̃ q̃ + P Q−1
P̃ = QP Q−1 ,
× AM + QL̃(Ip − CM ) y + B1 u1 . where
In−m2 O
P = .
Let O O
q̃1
q̃ = ,
q̃2 5. Compute
where q̃1 ∈ R n−m2 m2
and q̃2 ∈ R . Since
Ã11 Ã12
à = Q−1 AQ =
In−m2 O Ã21 Ã22
P = ,
O O
and C̃ = CQ = C̃1 C̃2 ,
we have q̃˙ 2 (t) = 0. Therefore, setting q̃2 (0) = 0
ensures that q̃2 (t) = 0 for t ≥ 0. We thus can re- where Ã11 ∈ R(n−m2 )×(n−m2 ) and C̃1 ∈
move m2 observer states from observer dynamics. Let Rp×(n−m2 )
Observer design for systems with unknown inputs 437
T
6. Check the detectability of the pair (Ã11 , C̃1 ). where u2 = cos(t) sin(t) . We first check that
If the pair (Ã11 , C̃1 ) is not detectable, STOP. The
rank (CB2 ) = rank B2 . We then compute the matrix
observer does not exist.
M , where in this example we set H0 = O,
Note that if the matrix Ã11 is asymptotically stable,
then the pair (Ã11 , C̃1 ) is detectable for an arbitrary M = B2 (CB2 )†
matrix C̃1 . ⎡ ⎤
0.0000 0.0000 0.0000 0.0000
7. If there are eigenvalues of Ã11 that are not asymp- ⎢ ⎥
⎢ 0.9993 0.0000 −0.0265 0.0000 ⎥
totically stable, construct L̃1 so that the matrix ⎢ ⎥
(Ã11 − L̃1 C̃1 ) has its eigenvalues in locations as =⎢⎢ 0.0000 1.0000 0.0008 0.0000 ⎥
⎥.
⎢ ⎥
close to the desired eigenvalues as possible. ⎣ −0.0265 0.0008 0.0007 0.0000 ⎦
0.0000 0.0000 0.0000 0.0000
8. Form
L̃1 Then the projector P̃ is
L̃ = ,
Om2 ×p P̃ = I5 − M C
where Om2 ×p is an m2 × p zero matrix. ⎡ ⎤
1.0000 0.0000 0.0000 0.0000 0.0000
⎢ ⎥
9. Compute the matrix ⎢ 0.0000 0.0007 0.0000 0.0265 0.9993 ⎥
⎢ ⎥
=⎢ ⎥
⎢ 0.0000 −0.0000 0.0000 −0.0008 0.0000 ⎥.
G̃ = AM + QL̃(Ip − CM ). ⎢ ⎥
⎣ 0.0000 0.0265 −0.0008 0.9993 −0.0265 ⎦
0.0000 0.0000 0.0000 0.0000 1.0000
10. Construct the observer
We next compute Q such that
q̃˙ 1 = (Ã11 − L̃1 C̃1 )q̃1 + In−m2 Om2
−1 I3 O3×2
P̃ = QP Q = Q T
Q−1 .
× Q−1 G̃y + B1 u1 , q̃1 (0) = 0, O3×2 O2×2
We have
In−m2 ⎡ ⎤
x̃ = Q q̃1 + M y. 1.0000 0.0000 0.0000 0.0000 0.0000
Om2 ×(n−m2 ) ⎢ ⎥
⎢ 0.0000 0.7072 0.0265 −0.1162 −0.1162 ⎥
⎢ ⎥
The vector x̃ is the estimate of the state x. Q=⎢ ⎢ 0.0000 0.0000 −0.0008 0.7346 0.7346 ⎥⎥.
⎢ ⎥
⎣ 0.0000 0.0143 0.9996 0.0036 0.0036 ⎦
0.0000 0.7068 0.0000 0.0000 0.0000
Example 2. We consider the fifth-order lateral axis model
of an L-1011 fixed-wing aircraft, with actuator dynamics Hence
neglected, at cruise flight conditions. This model can be ⎡ ⎤
0.0000 0.0000 −0.0008
found in the book (Edwards and Spurgeon, 1998, pp. 122, ⎢ ⎥
Ã11 = ⎣ −0.0014 −0.0737 1.0151 ⎦
123 and 179, 180). We assume that the inputs to the sys-
tem are unknown and there are no known inputs. We have 0.0386 −0.7058 −0.1322
⎡ ⎤ ⎡ ⎤
0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0004 0.0265
⎢ ⎥ ⎢ 0.0000 −0.0008 ⎥
⎢ 0.0000 −0.1540 −0.0042 1.5400 0.0000 ⎥ ⎢ 0.0000 ⎥
⎢ ⎥ and C̃1 = ⎢ ⎥.
A=⎢ ⎢ 0.0000 0.2490 −1.0000 −5.2000 0.0000 ⎥
⎥ ⎣ 0.0000 0.0143 0.9996 ⎦
⎢ ⎥
⎣ 0.0386 −0.9960 −0.0003 −0.1170 0.0000 ⎦ 1.0000 0.0000 0.0000
0.0000 0.5000 0.0000 0.0000 −0.5000 The pair (Ã11 , C̃1 ) is detectable and the eigen-
values of Ã11 are located at 0.0000, −0.1030 +
and
0.8459j, −0.1030 − 0.8459j. We select the desired eigen-
⎡ ⎤
0.0000 0.0000 ⎡ ⎤ values to be located at −3, −4, −5. The gain matrix L̃1
⎢ ⎥ 0 1 0 0 −1 such that eig(Ã11 − L̃1 C̃1 ) = {−3, −4, −5} is
⎢ −0.7440 −0.0320 ⎥ ⎢
⎢ ⎥ ⎢ 0 0 1 0 0 ⎥⎥ ⎡ ⎤
B2 = ⎢
⎢ 0.3370 −1.1200 ⎥
⎥, C =⎢ ⎥, 0.0015 0.0000 0.0577 4.0069
⎢ ⎥ ⎣ 0 0 0 1 0 ⎦ ⎢ ⎥
⎣ 0.0200 0.0000 ⎦ L̃1 = ⎣ −0.5115 0.0146 −19.2737 −3.2839 ⎦ .
1 0 0 0 0
0.0000 0.0000 0.2139 −0.0061 8.0602 0.7062
438 S. Hui and S.H. Żak
We obtained the above gain matrix using MAT- reduced-order observers. Our analysis can be extended to
LAB’s command place. We next form the ma- cover the case
trix
L̃ by adding
two zero rows to L̃1 and compute
I3 O3×2 Q G̃.−1 q̇ = (I − M C)(Aq + AM y + B1 u1 )
+ L(y − Cq − CM y), (22)
The reduced-order UIO has the form
where the term L(y − Cq − CM y) is not premultiplied
q̃˙ 1 = (Ã11 − L̃1 C̃1 )q̃1 + I3 O3×2 Q−1 G̃y by (I − M C). However, this case leads to the observer
⎡ ⎤ analyzed in (Chen et al., 1996; Chen and Patton, 1999)
−4.0069 −0.0008 −0.0585 even though the approach adopted there is quite different.
⎢ ⎥ Indeed, we can equivalently represent the dynamics of the
= ⎣ 3.2824 0.2021 20.2955 ⎦ q̃1
−0.6676 −0.8211 −8.1953 proposed full-order observer as follows:
⎡ ⎤
0.0016 1.0000 0.0585 4.0069 q̇ = (I − M C) A − LC q
⎢ ⎥
+ ⎣ −0.6633 −0.2145 −19.2698 −3.2839 ⎦ y
+ (I − M C) A − LC M + L y
−0.7784 0.0017 8.0865 0.7062
+ (I − M C) B1 u1
= (T A − LC)q + Ky + T B1 u1 ,
I3
x̃ = Q q̃1 + M y x̃ = q + M y,
O2×3
⎡ ⎤ where, using the notation similar to that in (Chen et al.,
1.0000 0.0000 0.0000 1996; Chen and Patton, 1999),
⎢ ⎥
⎢ 0.0000 0.7072 0.0265 ⎥
⎢ ⎥ T = I − M C, K1 = L,
=⎢ ⎥
⎢ 0.0000 0.0000 −0.0008 ⎥ q̃1
⎢ ⎥
⎣ 0.0000 0.0143 0.9996 ⎦ K2 = [T A − LC] M , K = K1 + K2 .
0.0000 0.7068 0.0000
⎡ ⎤ In addition to that, the conditions for the existence of the
0.0000 0.0000 0.0000 0.0000 full-order observer presented in (Chen et al., 1996; Chen
⎢ ⎥ and Patton, 1999) and our observers are equivalent.
⎢ 0.9993 0.0000 −0.0265 0.0000 ⎥
⎢ ⎥
+⎢⎢ 0.0000 1.0000 0.0008 0.0000
⎥ y.
⎥
The observer given by (22) is also the same as the
⎢ ⎥ one proposed by Yang and Wilde (1988) and further an-
⎣ −0.0265 0.0008 0.0007 0.0000 ⎦
alyzed by Darouach et al. (1994). The connections
0.0000 0.0000 0.0000 0.0000
are as follows: (i) M is called −E in (Darouach et
al., 1994; Yang and Wilde, 1988), (ii) (I − M C) cor-
In Fig. 1, we show plots of system state variables and
responds to P there, (iii) B1 is B and B2 is D
their estimates versus time. The initial conditions of the
in (Darouach et al., 1994; Yang and Wilde, 1988), iv)
plant were selected randomly to be equal to
(I − M C)(A − LC) corresponds to N .
T We now compare the reduced-order UIO proposed
x(0) = 0.3420 0.3200 0.0178 −0.287 −0.9497 . by Hou and Müller (1992) with our reduced-order UIO.
Somewhat similar approach is proposed by Kudva et al.
The initial conditions of the observer were set to zero. We (1980). Hou and Müller first transform the system (3) into
note that the plots of the state variable x3 and its estimate the form
are undistinguishable because the estimate of x3 is almost
the same as y2 , which is equal to x3 . O
ẋ = Ax + B1 u1 + u2
Im2
A11 A12 x1
6. Relation with Other Unknown Input =
A21 A22 x2
Observer Architectures
In this paper, we concentrated on the analysis and de- B11 O
+ u1 + u2 .
sign of full-order observers that can be used to construct B12 Im2
Observer design for systems with unknown inputs 439
Note that x1 in the new coordinates is independent x2 . Thus, the resulting architecture of the reduced-order
of u2 and we have UIO proposed by Hou and Müller, as well as their ap-
proach, differs from our design. Yet another approach to
ẋ1 = A11 x1 + A12 x2 + B11 u1 . (23) constructing reduced-order UIOs can be found in (Hui and
Żak, 1993).
Let
x1
y = Cx = C1 C2 ,
x2
7. Sliding Mode Observer Design for
where C2 ∈ Rp×m2 . Because, by assumption, Systems with Unknown Inputs
rank(CB2 ) = rankB2 = m, the submatrix C2 has a
left inverse, C2† . Hence we can compute In this approach, we assume that u2 is bounded, that is,
there exists a nonnegative real number, ρ, such that
x2 = −C2† C1 x1 + C2† y. (24)
u2 (t) ≤ ρ for all t.
Substituting the above into (23) gives
Let x̂ be an estimate of x. Let e denote the estimation
ẋ1 = A11 − A12 C2† C1 x1 + A12 C2† y + B11 u1 . error, that is,
e(t) = x̂(t) − x(t).
Hou and Müller (1992) propose now to construct an ob-
server for x1 using only known signals and then substi- The observability of (A, C) implies the existence of a
tute the estimate of x1 into (24) to obtain an estimate of matrix L ∈ Rn×p such that the matrix (A − LC) has
440 S. Hui and S.H. Żak
prescribed (symmetric with respect to the real axis) eigen- Then construct the differential equation describing the dy-
values in the open left-half plane. Because (A − LC) is namics of the estimation error e,
asymptotically stable, for any Q = QT > 0, there is a
ė = x̂˙ − ẋ = (A − LC) e − B2 u2 − B2 E(e, η), (28)
unique P = P T > 0 such that
T and show that
(A − LC) P + P (A − LC) = −Q. (25)
d
T
e P e = −eT Qe < 0,
We choose Q, if possible, so that for some F ∈ Rm2 ×p , dt
F C = B2T P . (26) which implies
lim e(t) = 0.
t→∞
We need this technical condition to ensure the realizablity
It follows from the above that the estimation error is in-
of the observer.
sensitive to the uncertainty modeled by the term B2 u2 .
To proceed, we define the vector function In summary, the design of the observer proposed by Wal-
⎧ cott and Żak (1987) for a system modeled by the quadru-
⎨ η F Ce
⎪
for F Ce = 0, ple (A, B1 , B2 , C) can be thought of as finding a pair
E (e, η) = F Ce2
⎪
⎩ r ∈ Rm2 , r ≤ η for F Ce = 0, of matrices (P , F ) satisfying (25) and (26) for some L
2 and Q. Edwards and Spurgeon (1998) (see also (Saif and
Xiong, 2003)) present necessary and sufficient conditions
where η ≥ ρ is a design parameter. In the case of single-
for the existence of the above observer, which are
input single-output plant, we can write
(i) rank B2 = rank CB2 = r;
E(e, η) = η sign (F Ce) .
(ii) the system zeros of the triple (A, B2 , C) are in the
We note that open left-hand complex plane, that is,
Ce = C(x̂ − x) = ŷ − y. sIn − A B2
rank =n+r
The vector function E(e, η) is an essential ingredient of C O
the sliding mode observer that we present next. When im-
for all s such that Re(s) ≥ 0.
plementing the function E, we use the output measure-
ments ŷ and y, that is, instead of using E(e, η), we uti- It is interesting to note that the above conditions are
lize also necessary and sufficient for the existence of the ob-
servers with unknown inputs of (Hui and Żak, 1993) as
E(ŷ, y, η) well as the unknown input observers (UIOs) analyzed by
⎧ us in the previous sections.
⎨ η F (ŷ − y)
⎪
for F (ŷ − y) = 0,
= F (ŷ − y)2
⎪
⎩ r ∈ Rm2 , r ≤ η
2 for F (ŷ − y) = 0. 8. Sliding Mode Observer Construction
Hence for the case of a single-input single-output plant, We first present a lemma that will serve us as a platform
we have for the design of the sliding mode observer for uncertain
systems. The lemma is a minor modification of Lemma 1
E(ŷ, y, η) = η sign (F (ŷ − y)) . of Corless and Tu (1998), who proved it constructively us-
Using arguments similar to those found in (Walcott ing a singular value decomposition approach. We offer a
and Żak, 1987), we can show that the state x̂ of the dy- different constructive proof using the Q-R decomposition.
namical system Lemma 2. For a triple (A, B2 , C) ∈ Rn×n × Rn×m2 ×
Rp×n ,
x̂˙ = Ax̂ + B1 u1 + L(y − ŷ) − B2 E(ŷ, y, η) (27)
rank B2 = rank (CB2 ) = r, (29)
for η ≥ ρ is an asymptotic estimate of the state x of the if and only if there exist nonsingular matrices T and S
system described by (1) and (2), that is, such that
lim e(t) = lim (x̂(t) − x(t)) = 0. −1 A11 A12 B21
t→∞ t→∞ T AT = , T B2 = ,
A21 A22 O
To prove the above statement using Lyapunov’s type of
arguments, first represent (27) as
−1 Ir O
SCT = , (30)
x̂˙ = (A − LC) x̂ + Ly + B1 u1 − B2 E(e, η). O C22
Observer design for systems with unknown inputs 441
where A11 ∈ Rr×r , A22 ∈ R(n−r)×(n−r) , B21 ∈ Notice that the systems
Rr×m2 , rank B21 = r, and C22 ∈ R(p−r)×(n−r) .
ẋ = Ax + B2 u2 ,
Proof. (Necessity) The proof is constructive. Using the y = Cx
Q-R decomposition applied to B2 , we obtain
and x̃˙ = T AT −1 x̃ + T B2 u2 ,
B2 = QB2 RB2 ,
ỹ = SCT −1 x
n×n
where QB2 ∈ R is a unitary matrix and the matrix
have the same system zeros, that is, their system matri-
RB2 ∈ Rn×m2 is upper triangular, where
ces have the same rank for all s ∈ C, where C is the
rank RB2 = r. set of complex numbers. One can prove the above state-
ment by applying Sylvester’s inequalities (see, for exam-
Let T1 = Q−1
B2 . Then we obtain
ple, Gantmacher, (1990, pp. 65, 66)) to the right-hand side
B̃21 of the following relation between the system matrices of
T1 B2 = , the above models:
O
sIn − T AT −1 T B2
where G̃1 ∈ Rr×m2 . We next partition the matrix SCT −1 O
CT1−1 as follows:
T O sIn − A B2
CT1−1 = C̃1 C̃2 , =
O S C O
where C̃1 ∈ Rp×r . Note that
T −1 O
× . (31)
CB2 = CT1−1 (T1 B2 ) = C̃1 B̃21 . O Iq
By the hypothesis of the lemma, rank B2 = Lemma 3. Assume that rank B2 = rank (CB2 ) = r.
rank (CB2 ) = r. Hence Then, the pair (A22 , C22 ) is detectable if and only if
rank C̃1 = r. sIn − A B2
rank =n+r (32)
Applying the Q-R decomposition to C̃1 yields C O
C̃1 = QC̃1 RC̃1 , for all s such that Re(s) ≥ 0.
where Proof. By assumption, rank B2 = rank (CB2 ) = r.
By Lemma 2, the above condition is equivalent to the ex-
C11
RC̃1 = and det C11 = 0. istence of nonsingular matrices T and S such that
O
−1 A11 A12 B21
Note that C11 ∈ Rr×r . Let S = Q−1 . Then T AT = , T B2 = ,
C̃1 A21 A22 O
C 11 C 12 Ir O
SCT1−1 = . SCT −1
= ,
O C22 O C22
Postmultiplying SCT1−1 by where B21 ∈ Rr×m2 and rank B21 = r. Then, for any
s ∈ C,
−1 −1
C −C C 12 ⎡ ⎤
T2−1 = 11 11
sIr − A11 −A12 B21
O In−r
⎢ −A sIn−r − A22 O ⎥
⎢ 21 ⎥
gives rank ⎢ ⎥
⎣ Ir O O ⎦
−1 −1
C11 C12 C11 −C11 C12 O C22 O
SCT1−1 T2−1 =
O C22 O In−r ⎡ ⎤
−A12 B21
⎢ ⎥
Ir O = rank ⎣ sIn−r − A22 O ⎦ + r
= . C22 O
O C22
We then have T = T2 T1 . sIn−r − A22
= rank + 2r.
(Sufficiency) By inspection. C22
442 S. Hui and S.H. Żak
It follows from the above that the pair (A22 , C22 ) is de- To proceed, note that condition (ii) is equivalent to the
tectable if and only if the rank condition (32) holds. existence of a matrix L22 such that the eigenvalues of
(A22 − L22 C22 ) are all in the open left-half complex
plane. Then, for any symmetric positive definite Q22 , the
Note that if m2 = p = r, then symmetric solution P22 to the Lyapunov matrix equation,
sIn − A B2 (A22 − L22 C22 )T P22 + P22 (A22 − L22 C22 ) = −Q22 ,
rank =n+r
C O is also positive definite. Let
for all s such that Re(s) ≥ 0 if and only if the matrix κIr O
L̂ = ,
A22 is asymptotically stable. O L22
The following theorem appears in (Corless and Tu where κ > 0 is a design parameter whose lower bound is
1998, Lem. 3, p. 760). A related result was obtained by determined in the following deliberations. We have
(Edwards and Spurgeon 1998, Prop. 6.2, p. 138). An al-
gorithm for constructing matrices L, F and P that are A11 A12
 − L̂Ĉ =
essential ingredients of the sliding mode observer for un- A21 A22
certain systems is contained in the proof of the theorem.
κIr O Ir O
Theorem 3. There exists a triple of matrices (L, F , P ) ∈ −
Rn×p × Rm2 ×p × Rn×n such that O L22 O C22
(A − LC)T P + P (A − LC) < 0 (33) A11 − κIr A12
= .
A21 A22 − L22 C22
and
F C = B2T P (34) Let
if and only if Ir O Q11 Q12
P̂ = and Q̂ = .
O P22 QT12 Q22
(i) rank B2 = rank (CB2 ) = r;
Using the above, we obtain
(ii) the system zeros of the triple (A, B2 , C) are in the
open left-hand complex plane, that is, −Q̂ = (Â − L̂Ĉ)T P̂ + P̂ (Â − L̂Ĉ)
AT11 − κIr AT21 Ir O
sIn − A B2 =
rank =n+r AT12 (A22 − L22 C22 )T O P22
C O
for all s such that Re(s) ≥ 0. Ir O A11 − κIr A12
+
O P22 A21 A22 − L22 C22
Proof. (Sufficiency) We follow the arguments of Corless
and Tu (1998). By Lemma 2, the condition rank B2 = AT11 − κIr AT21 P22
rank (CB2 ) = r is equivalent to the existence of nonsin- =
AT12 (A22 − L22 C22 )T P22
gular matrices T and S such that
A11 − κIr A12
−1 A11 A12 +
 = T AT = , P22 A21 P22 (A22 − L22 C22 )
A21 A22
AT11 + A11 − 2κIr AT21 P22 + A12
B21 =
B̂2 = T G = , AT12 + P22 A21 −Q22
O
−Q11 −Q12
Ir O = , (36)
Ĉ = SCT −1 = , −QT12 −Q22
O C22
where
where B21 ∈ Rr×m2 and rank B21 = r. Let Q22 = − (A22 − L22 C22 )T P22
P̂ = T −T P T −1 , L̂ = T LS −1 , and F̂ = F S −1 .
(35) + P22 (A22 − L22 C22 )
Observer design for systems with unknown inputs 443
is positive definite by construction. Our goal is to obtain a 3. Check the detectability of (A22 , C22 ).
lower bound on the parameter κ that would yield a posi- If the pair (A22 , C22 ) is not detectable, the sliding-
tive definite Q̂. Using the Schur complement of the pos- mode observer cannot be constructed, STOP.
itive definite Q22 , we have that Q̂ is positive definite if
and only if 4. Construct a matrix L22 so that the eigenvalues of
Q11 > Q12 Q−1 T (A22 − L22 C22 ) are in the open left-half plane.
22 Q12 .
Employing the above in (36), we obtain 5. Choose a positive definite Q22 ∈ R(n−r)×(n−r) and
solve for positive definite P22 the Lyapunov matrix
2κIr − AT11 + A11 > AT21 P22 + A12 equation,
T
×Q−122 A12 + P22 A21 . (A22 − L22 C22 )T P22 + P22 (A22 − L22 C22 )
Hence, Q̂ is positive definite if = −Q22 .
1
κ > λmax AT11 + A11 + AT21 P22 + A12 6. Choose κ that satisfies the condition
2
T 1
× Q−122 A12 + P22 A21 . κ > λmax AT11 + A11 + AT21 P22 + A12
2
Let
T
× Q−1
22 A12 + P22 A21 .
F̂ = B2T1 O .
Then, it is easy to see that 7. Construct
T
(Â − L̂Ĉ) P̂ + P̂ (Â − L̂Ĉ) < 0 (37)
κIr O
L̂ = , F̂ = B2T1 O .
and O L22
F̂ Ĉ = B̂2T P̂ , (38)
which are the conditions (33) and (34) in the new basis. 8. Compute
Hence, the proof of the sufficiency conditions for the ex-
istence of the desired triple of matrices (L, F , P ) is com- L = T −1 L̂S, F = F̂ S.
plete.
(Necessity) See (Corless and Tu, 1998, p. 761). 9. Construct the observer
We now summarize the above analysis in the form of x̂˙ = Ax̂ + B1 u1 + L(y − ŷ) − B2 E(ŷ, y, η),
the following design algorithm:
where
Sliding-Mode Observer Design Algorithm
Given a quadruple of matrices (A, B1 , B2 , C) modeling E(ŷ, y, η)
the plant, do the following: ⎧
⎨ η F (ŷ−y)
⎪
for F (ŷ − y) = 0,
1. Check that the rank condition, rank (CB2 ) = = F (ŷ−y)2
rank B2 , is satisfied. ⎪
⎩ r ∈ Rq , r ≤ η
2 for F (ŷ − y) = 0.
If rank (CB2 ) = rank B2 , the sling-mode observer
cannot be constructed, STOP.
2. Transform the triple (A, C, B2 ). Example 3. We consider the same fifth-order lateral axis
Use the method of the proof of Lemma 2 to construct model of an L-1011 fixed-wing aircraft that we considered
nonsingular matrices T and S and compute in Example 2. We have rank (CB2 ) = rank B2 . We use
Lemma 2 to compute the transformation matrices T and
−1 A11 A12 B21 S,
T AT = , T B2 = ,
A21 A22 O ⎡ ⎤
−0.0000 −0.9106 0.4125 0.0245 0.9106
⎢ ⎥
I O ⎢ 0.0000 −0.4124 −0.9110 0.0103 0.4124 ⎥
SCT −1 =
r
, ⎢ ⎥
O C22 T =⎢⎢ −0.9998 −0.0005 0.0000 −0.0179 0⎥⎥
⎢ ⎥
⎣ −0.0179 0.0265 −0.0008 0.9995 0⎦
where B21 ∈ Rr×m2 and rank B21 = r. 0 0 0 0 1.0000
444 S. Hui and S.H. Żak
and and
⎡ ⎤
−0.9106 0.4125 0.0245 0.0000 −0.7440 0.3370 0.0200 0.0000
⎢ ⎥ F = F̂ S = .
⎢ −0.4124 −0.9110 0.0103 0.0000 ⎥ −0.0320 −1.1200 0.0000 0.0000
S=⎢ ⎥.
⎣ 0.0265 −0.0008 0.9996 0.0000 ⎦
0.0000 0.0000 0.0000 1.0000 We selected η = 7. We then constructed the observer
We next transform the given model into the new co- x̂˙ = Ax̂ + L(y − ŷ) − B2 E(ŷ, y, η),
ordinates and obtain the pair where
⎡ ⎤
0.0006 0.0025 0.0178 E(ŷ, y, η)
⎢ ⎥
A22 = ⎣ −0.0368 −0.0993 −0.9971 ⎦ ⎧
⎪
⎨ η F (ŷ − y)
−0.0002 0.0133 −0.0004 for F (ŷ − y) = 0
= F (ŷ − y)2 + μ
⎪
⎩ r ∈ Rq , r ≤ η for F (ŷ − y) = 0,
−0.0179 0.9998 −0.0265 2
and C22 = .
−0.9998 −0.0179 0.0000
where μ = 0.0005. The parameter μ was introduced to
The pair (A22 , C22 ) is detectable and we use MATLAB’s smooth out the discontinuity and facilitate the simulations.
place function to construct the gain matrix L22 , so that In Fig. 2, we show the plots of system state variables and
the eigenvalues of the matrix (A22 −L22 C22 ) are located their estimates versus time. The initial conditions are the
at −3, −4, −5, where same as in Example 2.
⎡ ⎤ For design methods of the Walcott-Żak sliding mode
−0.1441 −4.0022
⎢ ⎥ observer using linear matrix inequalities (LMIs), see
L22 = ⎣ 7.5018 0.0744 ⎦ . (Choi and Ro, 2005; Xiang et al., 2005).
−14.9883 −0.4586
serve as a motivation to generalize our techniques to non- Chen J. and Patton R. J. (1999): Robust Model-Based Fault Di-
linear plants. agnosis for Dynamic Systems. — Boston: Kluwer.
Choi H. H. and Ro K.-S. (2005): LMI-based sliding-mode ob-
server design method. — IEE Proc. Contr. Theory Appl.,
Acknowledgments Vol. 152, No. 1, pp. 113–115.
Corless M. and Tu J. (1998): State and input estimation for a
We thank the reviewers for their constructive comments
class of uncertain systems. — Automatica, Vol. 34, No. 6,
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