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New approach to robust observer design

CHIA-CHI TSUI

Department of Electrical and Computer Engineering , Northeastern University , Boston,

Mass., 02115, U.S.A
Published online: 18 Jan 2007.

To cite this article: CHIA-CHI TSUI (1988) New approach to robust observer design, International Journal of Control, 47:3,
745-751, DOI: 10.1080/00207178808906052
To link to this article: http://dx.doi.org/10.1080/00207178808906052

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New approach to robust observer design

CHIA-CHI T S U I t

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This paper shows that based on the recent development of observer design solution,
an observer pole selection method can be formulated to minimize the observer gain
to the system input. It is proved that this method is a deterministic approach to the
recovery of the loop transfer function and robustness of direct state feedback
systems.

1. Preliminary observer design

An observer is the feedback compensator for a state feedback control system, and
is usually indispensable for implementing the state feedback control. Let us denote the
linear time-invariant state feedback system by

where ( A E Rnxn,B E R n X P C
, E R m X n K, E R P x " ) are given, and let us denote the
corresponding observer by

where the eigenvalues of F E R'"', i.(F), are given arbitrarily and are stable. A special
case of this function observer is called the state observer, in which [ N : MI = K [ m : R ]
and l l ( t ) = Nz!t) + My([). Another special case of this Luenberger-type observer is
called the Kalman-type observer, in which M = 0.
For all types of observers, the necessary and sufficient conditions, as proposed by
Luenberger ( 197 I), are

T A - F T = LC

(1)

and

K=NT+MC
The reduced-order observer design problem was first proposed by Luenberger
(1966), and various solutions are well summarized in a recent monograph by O'Reilly
(1983). More recently, a unified, systematic, and restriction-free design solution for all
types of observers was developed by Tsui (1986 c). In that result, the analytical and
restriction-free solution T (with complete and explicit freedom) to (I), with F being in
Jordan form, was derived (Tsui 1985, 1987 b).
Received 23 March 1987. Revised 24 April 1987.

t Department of Electrical and Computer Engineering, Northeastern University, Boston,

Mass. 021 15. U.S.A.

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C.-C. Tsui

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Based on this solution, (2) alone clearly determines the difference between all types
of observers. Using the complete freedom and the completely decoupled property of
the rows of T and the eigenvalues of F, of this solution, a systematic procedure which
solves (2) and which derives the lowest observer order r from its lowest possible
number (which is O), was developed by Tsui (1985). It was proved by Tsui (1986 a)
that the r derived by this procedure will never exceed Zf=, ( v i - 1) if p < m and n - m if
p 3 m, where vi ( i = 1, ..., p) are the descending ordered observability indices of (A, C).
This is not only the tightest upper bound of r derived so far, but also. the tightest
possible bound since this is a unified bound for all types of observers (including the
state observers).
The state/observer feedback system can be depicted as shown in the Figure.

The loop transfer function of this observer feedback system, measured at the break
point u(t), is
Lo(s) = ( I

- N(sI

- F)-'TB)-'[M

+ N(s1-

F)-'L]G(s)

(3)

where

The loop transfer function measured at the break point ~ x ( t is)

L(s) = MG(s)

+ N(sI - F ) - ' [TB + LG(s)]

(5)
For state observers, it is well known (Doyle and Stein 1979) that L(s) is identical with
the loop transfer function of the direct state feedback system
L,(s) = K(SI- A) - ' B

(6)

The separation principle holds for all types of observers (O'Reilly 1983).
Preliminary observer design for loop transfer recovery
Various techniques exist for the design of a robust direct state feedback system
against structured or unstructured perturbation of (A, B). For example, the optimal
linear quadratic technique (Kalman 1964), the minimization of the condition number
of closed-loop eigenvector matrices (Kaustky et al. 1985, Tsui 1986 b), and the
Riccati/Lyapunov equation method (Chang and Peng 1972, Barmish et al. 1983), are
such techniques. The references here are merely for illustration. Comparing the
feedback system designed using frequency domain techniques, the state feedback
system ( A , B, C, K) has the advantage of more explicit and natural system structure
2.

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Robust observer design

747

information, and the advantage of better measurement of system states. Therefore, the
state feedback system, if designed properly, should have very good robustness and
performance (if not the best).
Since a n observer is usually needed to implement the state feedback control, one
naturally wishes to design an observer so that the corresponding feedback system will
have the same robustness as that of the direct state feedback system. In other words,
one wishes to make Lo(s) = LJs) (or (3) = ( 6 ) ) , since the loop transfer function
determines the robustness of the corresponding system (Anderson and Moore 1970).
Unfortunately, it was pointed out in the late 1970s that Lo(s) is generally unequal to
L,(s) (Doyle 1978).
To recover this equality, a loop transfer recovery (LTR) method is proposed by
Doyle and Stein (1979, 1981). Although much work such as formulation, analysis, and
application has been reported by Athans (1986) and Stein and Athans (1987) for this
technique, the basic method which actually achieves the LTR remains the same: that
is, to add noise to the system input model prior to the design of Kalman filters (which
have the same structure as Kalman-type state observers). Because of this basic
procedure, as the added noise increases and the loop transfer function recovers, two
phenomena will occur.
(i) The ratio between the observer gain to the system input (N(s1- F)-I T B o r
TB) and the observer gain to the system output (N(s1- F)-'L o r L) will decrease. As
a result, L will be very large since the matrix T i n this method is fixed to be the identity.
(ii) The observer poles will automatically approach all system zeros. As a result,
this method is applicable to minimum-phase systems only, because of the stability
requirement of the observers. In addition, this method is applicable for state observers
only.
The mathematical proof of this method is that, as the added noise increases, the
Doyle-Stein identity

will hold (Doyle and Stein 1979) and Lo(s) = L,(s). A consequence of (7), as proved by
Doyle and Stein (1981) and by Madiwal and Williams (1985) for Luenberger-type
state observers, is
(8)
N(s1- F ) - ' T B = 0 or T B = 0
Therefore, (8) is a necessary condition for complete LTR.

3. New loop transfer recovery observer design approach

Instead of adding noise to the system input model, a new method of observer pole
selection to achieve LTR is presented in this paper. In the new method, instead of
achieving the Doyle-Stein identity (7), the aim is to achieve the identity (8). This
method is made possible by the recent development of observer design, described in
5 1. First of all, we shall prove that (8) is a sufficient condition for LTR.
Theorem
If T B = 0 o r N(s1- F)-' T B = 0, then Lo(s) = L,(s).
Proof
If T B = 0 or N(s1- F)-I TB = 0, then Lo(s) = L(s) (or (3) = (5)).

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C.-C. Tsui

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For state observers, 4 s ) is known to be equal to L,(s) (Doyle and Stein 1979). For
function observers, the fact that u s ) = L,(s) has not been mentioned before. We will
prove explicitly here that u s ) = L,(s) for all types of observers.
From ( 9 ,

+ N(s1-

from (4)

= [MC

from (2)

= K(s1-

F)-'(ST- TA + LC)](sl- A)-'B

A) - B

From this proof, and comparing (3) and (5), it is clear that the goal of LTR (or
making L,(s) => L(s) = L,(s)), is to make N(s1- F ) - ' TB negligible with respect to I
and with respect to N(s1- F)-'LG(s). It appears that the Doyle-Stein method is
aimed at achieving the second inequality, while our method is aimed at achieving the
first inequality directly, but implicitly the second inequality as well.
For simplicity, we will select the observer poles to minimize
min { 11 TB 11 = Tr ( B'T'TB)}
W)

(9)

although the spectrum norm or the function N(s1- F)-' TB (instead of the
Frobenius norm or TB) can also be used in the problem formulation.
Implementation and technical properties of this method
According to the observer design solution (Tsui 1985), the matrix T is derived to
satisfy (1). If we set F i n Jordan form, then (1) or T(A - LC)T-' = F implies that the
rows of T a r e the left eigenvectors of A -LC, corresponding to the eigenvalues of F.
Furthermore, if we use the canonical form of (A, C) (Luenberger 1967), then A - LC
will also be in canonical form. Therefore, T will be in Vandermonde form (or the
extended and modified Vandermonde form for the multiple-output case) (Tsui
1986 a, c). With this explicit solution 7; we can easily formulate our problem of
minimizing 11 TBII, (Tsui 1987 a).
The constraint of this minimization of (9) is that %(F)must be stable.
Having described the explicit implementation of the method, it is quite straightforward to derive the following properties of this method.
4.

(i) With the stability constraint on observer pole selection, this method is
applicable for non-minimum-phase systems as well.
(ii) By tightening the constraint on the observer poles, this method can also take
care of the performance of the observer, because the poles are probably the
clearest indication of the performance of their corresponding systems.
(iii) Since this method is aimed at minimizing IITBII, only, there is no apparent
reason for a large observer gain L (to the system output).
(iv) This method is applicable for all types of observers.
(v) Because of the direct relationship between the canonical form of ( A , C) and
the left MFD 2 - ' (s)B(s) of the system (Chen 1984), if the ith eigenvalue of F
is selected as a common root of a row of B(s), then tiB = 0,where ti is the ith
row of 7: If m < p , then this common root will be a transmission zero
(Rosenbrock 1971) or an invariant zero (Patel 1986) of the system.

Robust observer design

749

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This analytical solution conforms with the existing results (Friedland

1986). However, a clear difference is that this result requires all r observer
poles to be near those stable common roots (say q of them), while the existing
result requires the remaining r - q observer poles to approach - m. An
attempted observer pole selection method which tried just to approximate this
existing pole location requirement has been proved to be questionable
(Kazerooni and Houpt 1986, Sogaard-Andersen 1987).
(vi) Probably because this new method is aimed directly at achieving the goals
of LTR (that is to make N(sI - F)-I TB negligible with respect to I and
N(sI - F)-'LG(s)), it is very effective in achieving the LTR.
This last property can only be demonstrated by an example.
Example
The example is the same as the one studied by Doyle and Stein (1979), with an
additional transformation to the observable canonical form:

For a Kalman-type state observer (KSO), we select A,,, = -2.1 and - 1.9. For a
Luenberger-type observer (LO), we select 1= -2. Because the order of thisexample is
too low, there can be no difference (or order reduction) for function observers from
state observers. However, we use a different observer pole selection method for the
Kalman-type function observer (KFO) ( Fortman and Williamson 1972). This method
is for observer order reduction but not for LTR, and the result of this method is i,=
- 513.
With the chosen poles, the corresponding observers that satisfy (I) and (2) are as
follows.

KFO: (F, 7; L, N) = ( - 513, [I

LO:(F,TL,N,M)=(-2,[I

- 5/3],8/9,

- 30)

-2],l,-30,-10)

Some properties of these observers and the best result of Doyle and Stein (1979)
are listed in the Table.
For the standard of LTR, the loop transfer functions of all three of our results are
more similar to that of the direct state feedback system, with the LO feedback system
achieving the complete LTR. For the standard of stability margins, all three of our
results have better stability margins, with the Kalman-type observers (both KSO and
KFO) achieving even better phase margins than that of the direct state feedback
system. This result proves property (vi) quite convincingly.
In addition to property (vi), this example also demonstrates properties (iii)-(v).

C.-C. Tsui

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750

Doyle and Stein

state observer
( p = 100)
Kalman-type
state observer
WO)
Kalman-type
function observer
WFO)
Luenberger-type
observers (LO)
Direct state feedback

Gain
margin
(dB)

Phase
margin
(degree)

- 37

74

- w to + w

117

- w to + w

86

Gain
crossover
frequency

ILo(jO)l
(dB)

12

NA

1.8

10

5.575

24.437

Conclusion
A new deterministic observer pole selection method is presented in this paper to
achieve loop transfer function recovery (LTR). As demonstrated in the last section,
this new method has many advantages as compared with existing LTR procedures.
Now combining the unified observer design solution with arbitrary observer poles, a
complete and quantitative observer compensator design procedure is developed.
Many new problems are initiated by this new approach. Some of them are: the constrained non-linear programming problem for minimizing (9); the comparative study
of the difficulty and the robustness of corresponding systems and of using different
norms and different functions in formulation (9); the improvement of computation by
using the Hessenberg form of system matrices ( A , C), since the canonical form (or
MFD) is difficult to compute; the study of the tradeoffs between the two different
observer pole constraints, which are imposed by the two requirements of robustness
and performance; the study of the effect of order reduction o n the robustness and
performance; the comparative study of using different types of observers for a given
robustness/performance requirement; and the study of the relation between this
method and the classical pole-zero synthesis method (Truxal 1955).
Fortunately, the above problems can be investigated by means of quantitative
examples, because the complete and explicit observer design procedure is now
available.
5.

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Robust observer design

75 1

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