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 de Gruyter Expositions in Mathematics 51

Editors

V. P. Maslov, Academy of Sciences, Moscow

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W. D. Neumann, Columbia University, New York
R. O. Wells, Jr., International University, Bremen

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 State Observers
for Linear Systems
with Uncertainty
by

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Sergey K. Korovin and Vasily V. Fomichev

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≥
Walter de Gruyter · Berlin · New York
 Authors
Sergey K. Korovin Vasily V. Fomichev
Faculty of Computational Mathematics Faculty of Computational Mathematics
and Cybernetics and Cybernetics
Moscow State University Moscow State University
Vorob’evy Gory Leninskie Gory
119899 Moscow, Russia 119992 Moscow, Russia
E-mail: [email protected] E-mail: [email protected]

Mathematics Subject Classification 2000: 93-02, 93B07, 93B35, 93B50

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Key words: System theory, control theory, state control, dynamical systems,
systems of linear ordinary differential equations.

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앪
앝 Printed on acid-free paper which falls within the guidelines
of the ANSI to ensure permanence and durability.
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ISSN 0938-6572
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ISBN 978-3-11-021812-1
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Bibliographic information published by the Deutsche Nationalbibliothek

The Deutsche Nationalbibliothek lists this publication in the Deutsche Nationalbibliografie;
detailed bibliographic data are available in the Internet at http://dnb.d-nb.de.

쑔 Copyright 2009 by Walter de Gruyter GmbH & Co. KG, 10785 Berlin, Germany.
All rights reserved, including those of translation into foreign languages. No part of this book
may be reproduced or transmitted in any form or by any means, electronic or mechanical,
including photocopy, recording, or any information storage or retrieval system, without permis-
sion in writing from the publisher.
Printing and binding: Hubert & Co. GmbH & Co. KG, Göttingen.
Cover design: Thomas Bonnie, Hamburg.
 Preface

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In this book the authors show the latest (approximately twenty-year) achievements in
the field of synthesis of state observers of dynamical systems described by ordinary
differential equations or by recurrence relations with finite memory. The results of

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the preceding time period are reflected, sufficiently completely, in the monograph by
O’Reilly.

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The main achievements concern the development of the observability theory for
multidimensional (multiply connected) systems, functional observers, and observers
under the conditions of uncertainty. In addition, an essential progress was achieved
in the synthesis of the simplest observers, i. e., minimal-order observers. This prob-
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lem was investigated for standard as well as for functional observers. The main idea,
which combines all problems, is the idea of obtaining the necessary information about
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a system with the use of minimal means.
One more problem touched upon in the book concerns statical and nonstatical meth-
ods of estimation under uncertainty conditions, algorithms of estimation which give an
asymptotically exact reconstruction of a function or an estimation with an error which
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can be arbitrarily regulated.

The book is intended for specialists in the theory of automatic control as well as for
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lecturers, students, and post-graduates of the corresponding specialities.

When we wrote the book and prepared the manuscript, we received essential sup-
port from the senior lecturer of the Moscow State University A. V. Ilyin and the post-
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graduate of the State University I. S. Medvedev. We express our gratitude to them for
their help and for the possibility of using the results of the joint investigations in this
book.
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The authors are also grateful to Academician Stanislav Vasilyevich Emelyanov for
his help in the process of investigations and preparation of the manuscript.

S. K. Korovin, V. V. Fomichev Moscow 2009

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 Contents

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Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v

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1 Notion of state observers . . . . . . . . . . . . . . . . . . . . . . . . . . 1

2 Observability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

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2.1 Observability, identifiability, observability and identifiability criteria . 5
2.2 Transfer function and canonical forms . . . . . . . . . . . . . . . . . 16
2.2.1 Canonical forms for scalar systems . . . . . . . . . . . . . . . 17
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2.2.2 Canonical forms for vector systems . . . . . . . . . . . . . . . 21
2.3 Canonical representation with the isolation of zero dynamics . . . . . 26
2.3.1 Zero dynamics of scalar systems . . . . . . . . . . . . . . . . 26
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2.3.2 Zero dynamics of vector systems . . . . . . . . . . . . . . . . 30

2.4 Nonstationary linear systems . . . . . . . . . . . . . . . . . . . . . . 35
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
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3 Observers of full-phase vector for fully determined linear systems . . . 38

3.1 Full-dimensional observers . . . . . . . . . . . . . . . . . . . . . . . 38
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3.1.1 Algorithms of the synthesis of observers with the use of differ-

ent canonical forms . . . . . . . . . . . . . . . . . . . . . . . 43
3.1.2 Synthesis of observers with the use of the first canonical repre-
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sentation of vector systems . . . . . . . . . . . . . . . . . . . 44

3.1.3 Synthesis with the use of the Luenberger form . . . . . . . . . 45
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3.1.4 Synthesis of observers with the reconstructible pair ¹C; Aº . . 46

3.2 Lowered order Luenberger observers . . . . . . . . . . . . . . . . . . 50
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

4 Functional observers for fully determined linear systems . . . . . . . . 56

4.1 Problem statement. Luenberger type functional observers . . . . . . . 56
4.2 Reconstruction of scalar functionals . . . . . . . . . . . . . . . . . . 59
4.3 Reconstruction of vector functionals . . . . . . . . . . . . . . . . . . 69
4.4 Method of scalar observers . . . . . . . . . . . . . . . . . . . . . . . 70
4.4.1 The case of multiple roots . . . . . . . . . . . . . . . . . . . . 77
viii Contents

4.4.2 The case of complex roots . . . . . . . . . . . . . . . . . . . . 83

4.5 Systems with vector output . . . . . . . . . . . . . . . . . . . . . . . 84
4.6 Analysis of properties of solutions of linear systems of special type . . 90
4.7 Minimal functional observers with a defined spectrum . . . . . . . . . 103
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

5 Asymptotic observers for linear systems with uncertainty . . . . . . . . 131

5.1 Hyperoutput systems . . . . . . . . . . . . . . . . . . . . . . . . . . 132
5.2 Functional observers . . . . . . . . . . . . . . . . . . . . . . . . . . 138
5.3 Synthesis of observers by the method of pseudoinputs . . . . . . . . . 139

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5.4 Classical methods of synthesis of observers under the uncertainty con-
ditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
5.4.1 Removal of disturbance from the equation of estimation error . 144

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5.4.2 The method of removal of disturbance from the equation of the
system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146

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5.4.3 Methods based on the reduction of a system to a special canon-
ical form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.4.4 Method of pseudoinputs . . . . . . . . . . . . . . . . . . . . . 149
5.4.5 Methods of synthesis of observers with control . . . . . . . . . 149
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5.5 Static and unstatic methods of estimation under the conditions of
uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
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5.5.1 Observers for square systems with uncertainty . . . . . . . . . 150
5.5.2 Observers for systems with arbitrary relative order r > 1 . . . 163
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
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6 Observers for bilinear systems . . . . . . . . . . . . . . . . . . . . . . . 165

6.1 Asymptotic observers of bilinear systems in the plane . . . . . . . . . 165
6.2 Asymptotic observers for certain classes of n-dimensional bilinear sys-
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tems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
6.2.1 Problem statement . . . . . . . . . . . . . . . . . . . . . . . . 177
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6.2.2 Systems with a scalar output and a degenerate matrix of bilin-

earity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
6.2.3 Systems with a vector output and degenerate matrix of bilin-
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earity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
6.2.4 Systems with vector output and known input . . . . . . . . . . 186
6.2.5 Asymptotic observers on the basis of the decomposition method 188
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190

7 Observers for discrete systems . . . . . . . . . . . . . . . . . . . . . . . 191

7.1 Mathematical models of discrete objects . . . . . . . . . . . . . . . . 191
7.2 Discrete observability and observers. Canonical forms . . . . . . . . . 193
7.3 Method of pseudoinputs in the problem of synthesis of functional ob-
servers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
 Contents ix

7.3.1 Scalar system, scalar functional . . . . . . . . . . . . . . . . . 204

7.3.2 Scalar observations, vector functional . . . . . . . . . . . . . 208
7.4 Method of scalar observers in the problem of synthesis of a minimal
order functional observer . . . . . . . . . . . . . . . . . . . . . . . . 213
7.4.1 Scalar functional, scalar observation . . . . . . . . . . . . . . 214
7.4.2 Scalar observations, vector functional . . . . . . . . . . . . . 216
7.5 Synthesis of observers under the conditions of uncertainty . . . . . . . 217
7.5.1 Square systems . . . . . . . . . . . . . . . . . . . . . . . . . 218
7.5.2 Hyperoutput systems . . . . . . . . . . . . . . . . . . . . . . 219
7.5.3 Method of pseudoinputs in the synthesis of state observer . . . 223

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7.5.4 Some classical methods of synthesis of state observers under
the conditions of uncertainty . . . . . . . . . . . . . . . . . . 225

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7.5.5 Method of exclusion of perturbation from the equation for the
estimation error . . . . . . . . . . . . . . . . . . . . . . . . . 226
7.5.6 Method of exclusion of perturbation from the equation of the

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system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
7.5.7 Methods based on special canonical forms . . . . . . . . . . . 230
Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
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Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
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Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
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 Chapter 1

Notion of state observers

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The problem of synthesis of state observers for dynamical systems, including auto-
matic control systems, is a classical one and has rich history.
Everywhere in the sequel, for definiteness, by a dynamical system we mean a con-

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trol system. In the finite-dimensional case for continuous time an automatic control
system is described by a system of ordinary differential equations whose right-hand

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side depends on the input of the system u.t/ choosing which we can influence the
properties of a given system. In the general form such a system is defined by a vector
differential equation
xP D f .x; u; t/; t  0; (1.1)
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where x 2 Rn is a phase vector of the system. The necessity of a state observer is con-
ditioned by the fact that when solving control problems we often have the information
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not about the phase vector x but only about a certain function of x,

y D h.x/; (1.2)
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which is called the output of the system which, in general, makes it difficult to solve
a control problem with the necessary correctness.
By the problem of constructing a state observer we understand the synthesis of
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a dynamic object which forms the estimate of the vector of states of the dynamical
system with the use of the information that we have about the system, its measurable
output and input.
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A huge number of works are devoted to the solution of this problem for different
classes of systems under certain assumptions concerning the parameters of the system
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and the available information.

In 1963 David Luenberger laid the foundations of the theory of observers for linear
stationary control systems. Still now works appear which generalize or extend this
theory to new classes of systems.
We shall briefly consider questions which arise in the theory of asymptotic observers
which solve the observation problem in asymptotics when time tends to infinity, in
contrast, say, to finite observers which solve a problem in finite time. In what follows
we speak only about asymptotic observers.
The first problem consists in obtaining an answer to the question whether it is pos-
sible, in principle, to reconstruct (to construct an estimate) a full-phase vector for the
2 1 Notion of state observers

given system using the available information. This problem is known as a problem of
observability of a dynamical system.
The complete solution of this problem have been obtained for many kinds of dynam-
ical control systems, including linear stationary multiply connected control systems
which are described by equations of the form
´
xP D Ax C Bu
(1.3)
y D C x;

where x 2 Rn is an unknown phase vector of the system, u 2 Rm , y 2 Rl are the

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known input and output of the system respectively, A, B, and C are constant matrices
of the corresponding dimensions.

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The observability problem is also solved for linear nonstationary systems, i.e., for
vector systems of form ´
xP D A.t/x C B.t/u

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(1.4)
y D C.t/x
under certain conditions imposed on the matrix coefficients A.t/, B.t/, and C.t/.
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More complicated is the situation with nonlinear systems of the general form (1.1),
(1.2). However, for many special cases this problem has been solved. For the systems
which admit of the reconstruction of the phase vector from the available information
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(systems of this kind are said to be observable) a problem arises of obtaining an esti-
Q / of the phase vector x.t/.
mate x.t
For solving this problem we traditionally use auxiliary dynamical systems which
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form the indicated estimate. In the general esse systems of this kind can be written as
´
zP D g.z; u; y/
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(1.5)
xQ D p.z; u; y/:

Precisely these systems are called observers. Here the functions g.
/ and p.
/ are
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synthesized, and the dimension of the vector z.t/ is called the dimension of the ob-
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server. If the estimate x.t/ asymptotically converges to the phase vector of the sys-
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tem x.t /, then the observer is said to be asymptotic (if, in addition, the estimate
kx.t
Q / x.t /k  C0 kx.0/Q x.0/ke t holds1 , where the constants > 0, C0 > 0,
then an observer of this kind is said to be exponential). For linear stationary fully
determined systems (1.3) this problem has been completely solved.
However, for linear systems with uncertainty (systems with disturbances) of the
form ´
xP D Ax C Bu C D
(1.6)
y D C x;
1k k is a norm in Rn .
 1 Notion of state observers 3

where  2 Rk is an unknown disturbance, the problem concerning the synthesis of

asymptotic observers has not been completely solved. Papers still appear in which
approaches are proposed to the solution of the indicated problem under different as-
sumptions concerning the parameters of system (1.6) and the unknown perturbation .
Still more complicated is the situation with the synthesis of observers in a nonlinear
case, this problem has been solved only for certain classes of nonlinear dynamical
systems.
Rather frequently, in the theory of automatic control, in addition to the stability of
a closed-loop system, some additional requirements are presented to the properties of
the regulator. In particular, it is often required that the dimension of the observer2

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(i.e., the dimension of the phase vector z.t/ of the dynamical system (1.5)) should be
minimal. As a result, a problem appeared connected with the construction of a mini-

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mal observer, namely, an observer of the minimal dynamical order, i.e., of a minimal
dimension.
For linear, stationary fully determined systems (1.3) this problem of estimation of

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the full-phase vector was completely solved in papers by Luenberger. At the same
time, in order to solve control problems we often don’t need know the whole phase
vector of the system but may only use information about a certain functional of this
vector, say, of the form
in
 D h.x/ 2 Rp ; (1.7)
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where h.
/ is a known sufficiently smooth function. In this case, we have a problem
of constructing an estimate for this functional, or, in other words, a problem of con-
structing a functional observer. It states to reason that this problem has sense when
the dimension of this observer is lower than the dimension of the observer which re-
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constructs the full-phase vector.

In the case of a linear stationary system without uncertainty and a linear functional
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this problem was considered in the monograph by O’Reilly [87], who proposed meth-
ods for constructing functional observers and obtained an upper estimate for the di-
mensions of these observers. However, the problem about a functional observer of
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minimal dimension was solved only recently.

In addition, of an individual interest is a problem concerning the synthesis of func-
tional observers for linear and nonlinear stationary and nonstationary systems with
uncertainty.
Similar problems, i.e., problems concerning observability, on the synthesis of an
observer, on the construction of an observer under the conditions of uncertainty, on
the synthesis of functional observers, on a minimal observer are also encountered in
the case of discrete regulative systems, in particular for linear discrete control systems
2 An observer is, as a rule, a part of the regulator.
4 1 Notion of state observers

which are described by the equations

´
xkC1 D Axk C Buk
yk D C xk ; k D 0; 1; 2; : : : ;

where, as before, x 2 Rn is a phase vector, u 2 Rm and y 2 Rl are the input and the
output of the system, respectively.
For linear stationary systems the majority of the results can be generalized from
a continuous case to a discrete one although for the latter case there exist peculiarities
and essential differences.

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 Chapter 2

Observability

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2.1 Observability, identifiability, observability
and identifiability criteria

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Consider a problem of observability, i.e., a problem of possibility, in principle, of
reconstruction of the phase vector of the system using the measurements of its output.

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In the sequel, we consider a linear system of the form
´
xP D A.t/x C B.t/u
(2.1)
in
y D C.t/x;

where x 2 Rn is an unknown phase vector, u 2 Rm , y 2 Rl are known input and

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output of the system, respectively.

We shall call the pair .t  ; x  / the state of the system (at the time moment t  ) if
x D x.t  /. The solution of the system corresponding to the control u.t/ and the

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initial state .t0 ; x0 / will be denoted by x.t; t0 ; x0 ; u/ and the output by y.t; t0 ; x0 ; u/
respectively, where t  t0 .
Two problems of reconstruction of the unknown vector x.t/ are distinguished.
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An observation problem is the problem of estimation of the state of the system at

the time moment t0 from the known input and output of the system u.t/ and y.t/ for
t  t0 , i.e., the problem of reconstruction of the initial value of the phase vector from
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the future measurements of the input and output.

A problem of identifiability is the problem of estimation of the state of the system at
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the time moment t  from the data on the input and output for t  t  , i.e., the problem
of reconstruction of the phase vector at the time moment t  from the measurements of
the input and output at the past time.
These definitions were given in Kalman’s papers.

Remark 2.1. Many authors do not distinguish between observability and identifia-
bility combining these notions by the term observability. Sometimes an observable
system is defined as a system in which past values of the output and input can be used
in order to reconstruct the present state of the system. Somewhat above this problem
was defined as a problem of identification.
6 2 Observability

In what follows, for simplicity, we shall denote as x.t; t0 ; x0 ; u/ D x.t/ the solution
of system (2.1) corresponding to the initial state x.t0 / D x0 and the input u.t/. The
corresponding output of the system will be denoted as y.t; t0 ; x0 ; u/ D y.t/.
We introduce the notions of an observable and identifiable system (following [1]).

Definition 2.2. The linear system (2.1) is observable at the time moment t0 if
y.t I t0 ; x0 ; 0/  0 for t  t0 if and only if x0 D 0.

Definition 2.3. The linear system (2.1) is identifiable at the time moment t0 if
y.t I t0 ; x0 ; 0/  0 for t  t0 if and only if x0 D 0.

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Note that if a system is identifiable (observable), then, at the nonzero initial state

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.t0 ; x0 / (and the zero input u  0), the output of the system is not identically zero,
i.e., the nonzero initial state generates a certain nontrivial reaction of the output.
Let us now consider linear stationary regularized systems of the form

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´
xP D Ax C Bu
(2.2)
y D C x;
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where x 2 Rn is a phase vector, u 2 Rm and y 2 Rl are known input and output of
the system, A, B, C are constant matrices of the corresponding dimensions. Since the
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observability and identifiability of system (2.2) are defined entirely by the matrices A
and C , we speak about the observability (identifiability) of the pair ¹C; Aº.
The following statement holds for the stationary linear system (2.2).
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Theorem 2.4. The stationary pair ¹C; Aº is observable if and only if it is identifiable.
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In the sequel we shall speak only about the observability of the pair ¹C; Aº. The
simple criterion of observability of the pair ¹C; Aº holds for linear stationary sys-
tems (2.2).
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Theorem 2.5. The stationary pair ¹C; Aº is observable if and only if the following
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rank condition is fulfilled:

0 1
C
B CA C
rank B : C D n: (2.3)
B C
@ :: A
CAn 1

0 1
C
CA
The matrix N.C; A/ D @ :: A is called a matrix of observability (Kalman’s
:
CAn 1
observability matrix).
 2.1 Observability, identifiability, observability and identifiability criteria 7

Proof. Sufficiency. Since system (2.2) is stationary, we can set t0 D 0. If the system is
nonobservable, then there exists a vector x0 ¤ 0 such that
y.t; 0; x0 ; 0/ D C e At x0 D 0
for all t  0.
Successively differentiating .n 1/ times the output y.t/ by virtue of system (2.2)
for u.t /  0, we obtain a system of equations
y.0/ D C x0 D 0
y 0 .0/ D CAx0 D 0

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::
:
y .n 1/
.0/ D CAn 1 x0 D 0:

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Since x0 ¤ 0, this means that rank N.C; A/ < n. Consequently, if the matrix of
observability N.C; A/ is of full rank, then system (2.2) is observable.

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Necessity. Suppose that system (2.2) is observable. Let us show that N.C; A/ is
a matrix of full rank.
Let rank N.C; A/ < n. Then there exists a vector x0 ¤ 0 such that
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C x0 D 0; CAx0 D 0; :::; CAn 1 x0 D 0: (2.4)
By virtue of the Cayley–Hamilton theorem the matrices Aq for q  n are expressed
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in terms of the matrices I , A; : : : ; An 1 , and therefore it follows from (2.4) that
CAq x0 D 0 for all q  0.
Then the relation
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"1 # 1
" #
X Ai t i X CAi x0 i
At
y.t / D C e x0 D C x0 D t D0
iŠ iŠ
i D0 i D0
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is also valid for the matrix exponent for all t  0. Consequently, if rank N.C; A/ < n,
then there exists a nonobservable state .0; x0 /, and this contradicts the assumption that
the pair ¹C; Aº is observable. The theorem is proved. 
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The rank condition (2.3) means that among the .nl/ rows of the matrix N.C; A/ 2
R.nl/n there are n linearly independent rows. It may turn out that the condition
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0 1
C
B CA C
rank B : C D rank N .C; A/ D n (2.5)
B C
@ : A:
CA 1
holds for a certain   n. The minimal number  for which condition (2.5) is fulfilled
is called an observability index of the pair ¹C; Aº (of system (2.2)). Sometimes the
matrix N .C; A/ is called an observability matrix.
The following statement is valid for the stationary system (2.2).
8 2 Observability

Lemma 2.6. If rank Np .C; A/ D rank NpC1 .C; A/, then

rank Np .C; A/ D rank NpCq .C; A/

for all q  1.

Proof. If
0 1
0 1 C
C B CA
C

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B CA C B C
::
rank Np .C; A/ D rank B C D rank B C D rank NpC1 .C; A/;
B C B C
:: :
@ : A B p 1C
CA
CAp 1
@ A

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CA p

then this means that the rows of the matrix CAp can be linearly expressed in terms

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of the rows of the matrices C; CA; : : : ; CAp 1 . In that case, the rows of the ma-
trix CApC1 D CAp A can be linearly expressed in terms of the rows of the matrices
C; CA; : : : ; CAp 1 . Consequently,
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rank Np .C; A/ D rank NpC2 .C; A/:
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Continuing the discussion by induction, we get the statement of the lemma. The lemma
is proved. 

Consequently, upon an increase of p, the rank of the matrices Np .C; A/ either in-
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creases at every step or does not change beginning with a certain p  . If rank Np .C; A/
D n, then the pair ¹C; Aº is observable and p  D . Now if rank Np .C; A/ < n, then
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the pair ¹C; Aº is nonobservable.

From Lemma 2.6 we obtain a simple corollary.
nt

Corollary 2.7. If the rank of the matrix C is maximal, i.e., rank C D l, and the pair
¹C; Aº is observable, then
co

0 1
C
B CA C
rank Nn .C; A/ D rank :: C D n:
B C
lC1 B
@ : A
CAn l

Proof. By the definition rank.C / D rank N1 .C; A/ D l. When we add rows of

CAp the rank of the matrices Np .C; A/ increases at least by 1 until it reaches n.
Consequently, the addition of rows of the matrices CA; : : : ; CAn l increases
rank Nn lC1 .C; A/ to n. The corollary is proved. 
 2.1 Observability, identifiability, observability and identifiability criteria 9

Thus, if rank C D l, then the following estimate is valid for the observability in-
dex :
  n l C 1:
Let us consider the transformation of coordinates with the matrix P in the linear
stationary system (2.2)
xN D P x;
where xN are new coordinates.
Upon the indicated change the triple of matrices ¹C; A; Bº passes into a triple
¹CN ; A;
N Bº
N which are connected with the initial matrices by the relations

.ir
CN D CP 1
; AN D PAP 1
; BN D PB:

rs
Consequently, the observability matrix of the transformed system assumes the form

CP 1
0 1

ee
B CP 1 .PA/P 1 C
N.CN ; A/
N DB C D N.C; A/P 1 :
C
B ::
@ : A
CP 1 .PAP 1 /n 1
in
Since the transformation matrix P is nondegenerate, we have
ng
rank N.CN ; A/
N D rank N.C; A/;

i.e., the observability property is invariant to the change of coordinates. The same is,
of course, true for N .C; A/.
le

For linear nonstationary systems with matrices A.t/, C.t/ in the case where A.t/
and C.t / are functions differentiable a sufficient number of times, we can also define
ro

the observability matrix 0 1

Q1 .t/
B Q2 .t/ C
nt

N.t/ D B : C ; (2.6)
B C
@ :: A
Qn .t/
co

where the matrices Qi .t/ 2 Rln are defined by the relations

Q1 .t / D C.t/; Qi C1 .t/ D Qi .t/A.t/ C QP i .t/; i D 1; 2; : : : ; n 1:

The following definition is often used in literature.

Definition 2.8. System (2.1) (pair ¹C.t/; A.t/º) is uniformly (differentially) observ-
able if and only if the observability matrix N.t/ 2 R.nl/n from (2.6) satisfies the
rank condition
rank N.t/ D n; t  t0 :
10 2 Observability

The problem of observability for linear systems is closely connected with the control
problem. We shall briefly expose the main results following [1].
Consider a linear nonstationary system

xP D A.t/x C B.t/u: (2.7)

Definition 2.9. The event .t0 ; x0 / connected with the linear system (2.7) is said to be
controllable relative to the point x1 if there exists a time moment t1  t0 and a control
u.t / defined on the interval Œt0 ; t1  which transforms the event .t0 ; x0 / into an event
.t1 ; x1 /.

.ir
For linear systems it is ordinary to consider the control relative to the origin, i.e.,

rs
relative to x1 D 0.

Definition 2.10. A linear system is said to be controllable at the time moment t0 if ev-

ee
ery event .t0 ; x/, where t0 is fixed and x is an arbitrary vector from Rn , is controllable
(relative to x1 D 0).

A linear system is controllable (uniformly with respect to t0 ) if it is controllable at

in
any time moment t0 .
In the sequel we deal with controllability (controllability of the pair ¹A; Bº) for the
ng
linear stationary system (2.2), the controllability criterion holding true.

Theorem 2.11. The linear stationary system

le

xP D Ax C Bu
ro

is controllable (the pair ¹A; Bº is controllable) if and only if the rank condition

rank.B; AB; : : : ; An 1 B/ D n
nt

is fulfilled.
co

The matrix K.A; B/ D .B; AB; : : : ; An 1 B/ 2 Rn.mn/ is called a controllability

matrix (Kalman’s controllability matrix).
The following statement similar to the statement of Lemma 2.6 is valid both for
controllability matrices and for observability matrices.

Lemma 2.12. For matrices Kp .A; B/ D .B; AB; : : : ; Ap 1 B/, where p D 0; 1; : : : ;

the rank of the matrices Kp .A; B/ monotonically increases to a certain p  and for
p  p  we have
rank Kp .A; B/ D rank Kp .A; B/:
 2.1 Observability, identifiability, observability and identifiability criteria 11

If the pair ¹A; Bº is controllable (i.e., system (2.2) is controllable), then the minimal
number  such that
rank K .A; B/ D n
is called a controllability index. If rank B D m, then rank K.A; B/ D .B; AB; : : : ;
An m B/ D n, and the controllability index   n m C 1.
Controllability and observability problems are dual [64]. Thus, for instance, if the
stationary system ´
xP D Ax C Bu
y D Cx

.ir
is controllable (observable), then its dual, i.e., a system of the form
´ 0
xP D A> x 0 C C > u0

rs
y 0 D B >x0
is observable (controllable).

ee
Let us return now to an observability problem and consider a situation where the
observability criterion is not fulfilled.
If rank N.C; A/ < n, then system (2.2) is said to be nonobservable (not completely
observable). Suppose that the condition
in
rank N.C; A/ D 
ng
is fulfilled, where 0 <  < n. For a not completely observable system there exists
a nondegenerate transformation of coordinates [3, 63, 64] which reduces the system to
the form 8² 1 1
< xP D A11 x C B1 u
le

ˆ
xP 2 D A21 x 1 C A22 x 2 C B2 u (2.8)
ˆ
1
y D C1 x ;
:
ro

where x 1 2 R , x 2 2 Rn  , A11 , A21 , A22 , B1 , B2 , and C1 are matrices with con-

stant coefficients of the corresponding dimensions. In this case, the pair ¹C1 ; A11 º is
nt

observable, x 1 is an observable part of the system, and x 2 is a nonobservable part of

the system.
We have a similar result in the case where the criterion of controllability is not
co

fulfilled. If rank K.B; A/ < n, then system (2.2) is said to be noncontrollable (not
completely controllable). Suppose that the condition
rank K.B; A/ D ; 0 <  < n;
is fulfilled. Then, for a not completely controllable system there exists a nondegenerate
transformation of coordinates [3, 64] which reduces the system to the form
8² 1 1 2
< xP D A11 x C A12 x C B1 u
ˆ
xP 2 D A22 x 2 (2.9)
ˆ
1 2
y D C1 x C C2 x ;
:
12 2 Observability

where x 1 2 R , x 2 2 Rn  , A11 , A12 , A22 , B1 , C1 , and C2 are constant matrices

of the corresponding dimensions. In this case, the pair ¹A11 ; B1 º is controllable, i.e.,
x 1 is a controllable part of the system and x 2 is a noncontrollable one.
We say that system (2.2) is in the general position if it is controllable and observable
(the triple ¹C; A; Bº is in the general position if the pair ¹C; Aº is observable and the
pair ¹A; Bº is controllable).
If a system is not completely controllable and not completely observable, then a non-
degenerate transformation of coordinates can reduce it to the form [3, 63, 64] called
Kalman’s decomposition of the system

.ir
88 1
ˆ xP D A11 x 1 C A12 x 2 C A13 x 3 C B1 u
ˆˆ
ˆ ˆ
2
< xP D A22 x 2 C A24 x 4 C B2 u
ˆ
ˆ ˆ
<

rs
ˆ
ˆ
ˆ
ˆ xP 3 D A33 x 3 C A34 x 4 (2.10)
ˆ
xP 4 4
:
D A44 x
ˆ
ˆ
ˆ

ee
ˆ
ˆ
D C2 x 2 C C4 x 4 ;
:
y

where x i 2 Rni , Aij , Bi , Cj are constant matrices of the corresponding dimensions.

in
Here x 1 is a controllable but nonobservable part, x 2 is a controllable and observable
part, x 3 is a noncontrollable and nonobservable part, x 4 is an observable but noncon-
trollable part.
ng

In this case, n2  min.; /; n1 C n2 D ; n2 C n4 D ; n1 C n2 C n3 C n4 D n.

Let us consider a noncompletely observable system written in the canonical
form (2.8). The following definition is valid.
le

Definition 2.13. A noncompletely observable system (2.2) is reconstructible (detect-

ro

able) if the nonobservable coordinates of the system for u  0 and the identically zero
observable part tend to zero as t ! 1 (i.e., if A22 is a Hurwitz matrix1 in the canonical
representation (2.8)).
nt

Definition 2.14. The not completely controllable system (2.2) is stabilizable if the
co

noncontrollable coordinates tend to zero as t ! 1 (i.e., if A22 is a Hurwitz matrix in

the canonical representation (2.9)).

There exist a number of equivalent forms of criteria of controllability and observ-

ability. In some situations the algebraic criterion of observability of the linear station-
ary system (2.2) is convenient (in the Rosenbrock form formulated and proved in [85]).

1AHurwitz matrix is a constant matrix whose characteristic polynomial satisfies the criterion of Hur-
witz asymptotic stability.
 2.1 Observability, identifiability, observability and identifiability criteria 13

Theorem 2.15 (Rosenbrock observability criterion). The pair ¹C; Aº is observable if

and only if the rank condition
 
I A
rank D n;  2 C; (2.11)
C

is fulfilled.

Remark 2.16. Since the relation

rank.I A/ D n

.ir
holds for all  … spec¹Aº, condition (2.11) should be verified only for i 2 spec¹Aº,

rs
i D 1; : : : ; n.

Proof. Necessity. Suppose that the pair ¹C; Aº is observable but there exists a number
 2 spec¹Aº,  2 R such that

ee
  
 I A
rank < n:
C
in
Then there exists a vector x0 2 Rn such that
ng
  
 I A
x0 D 0; x0 ¤ 0:
C

In this case, x.t / D x0 e  t is a solution of system (2.2) for u.t/  0 and the output
le


of the system y.t / D C x0 e  t  0. If  2 C, then N  2 spec¹Aº, x0 2 C n as well,
and, in addition,
N I A
ro

  
xN 0 D 0;
C
N t
and, consequently, y.t/ D C xN 0 e 
nt

 0. Thus,
t N t
C. 1 x0 e  C N0e
2x

/0
co

for all 1 and 2 2 C, and, hence, there exist numbers 1 and 2 such that the real
 N
function 1 x0 e  t C 2 xN 0 e  t is nonzero and the output of the system
t N t
y.t/ D C. 1 x0 e  C N0e
2x

/  0:

Hence we have obtained a contradiction with the definition of observability of the

system.
14 2 Observability

Sufficiency. Consider equations (2.2) for u  0 in the case where the output of the
system y.t /  0 ´
xP D Ax
y D C x:
We perform a Laplace transformation of this system under zero initial conditions. De-
noting X.s/ D Lx.t/, Y.s/ D Ly.t/, we obtain an equation
´
.sI A/X D 0
CX D 0:

.ir
Since the matrix IC A is nondegenerate for all  2 C, it follows from the last sys-

tem that X.s/  0. Making an inverse Laplace transformation, we find that x.t/  0

rs
for t  0, and, consequently, the identically zero output is associated only with an
identically zero state vector. The theorem is proved. 

ee
The Rosenbrock controllability criterion has a similar formulation, namely, the fol-
lowing theorem is valid.
in
Theorem 2.17 (Rosenbrock controllability criterion). The pair ¹A; Bº is controllable
if and only if the rank condition
ng
rank.I A; B/ D n;  2 C; (2.12)

is fulfilled.
le

Remark 2.18. It is sufficient to verify condition (2.2) for i 2 spec¹Aº, i D 1; : : : ; n.

The following statement is valid for a not completely observable system.
ro

Theorem 2.19. The not completely observable pair ¹C; Aº can be reconstructed if
and only if the rank condition
nt

 
I A
rank D n;  … C ; (2.13)
C
co

is fulfilled, where C is the left-hand open half-plane of the complex plane C (i.e.,
 2 C if and only if Re  < 0).

Proof. Note that the rank of the Rosenbrock observability matrix

 
I A
R.C; A/ D
C

is invariant to the nondegenerate change of variables of the system. Indeed, upon the
transition from the variables x to the variables xN D P x the matrices of the system
 2.1 Observability, identifiability, observability and identifiability criteria 15

¹C; Aº pass to a pair ¹CN ; Aº

N D ¹CP 1 ; PAP 1 º. In this case, the Rosenbrock ob-
servability matrices for the old system and for the new one are related as
I PAP 1
      
N N P 0 I A 1 P 0
R.C ; A/ D D P D R.C; A/P 1;
CP 1 0 Il C 0 Il
where Il is an identity matrix of order l  l. By virtue of the nondegeneracy of the
matrices appearing in the last product on the left and on the right, it follows that
rank R.CN ; A/
N D rank R.C; A/

for all  2 C, i.e., the lowering of the rank of these matrices occurs on the same values

.ir
of  and by the same number.
Therefore, in order to prove the theorem, it suffices to consider the system written
in the canonical form (2.8). In this case, the matrices C and A have a block structure

rs
 
A11 0
AD ; C D .C1 ; 0/;
A21 A22

ee
and, since the pair ¹C1 ; A11 º is observable,
 
I A11
rank R.C1 ; A11 / D rank D ;  2 C;
C1
in
where  is the observability index of the pair ¹C1 ; A11 º. Let us write the Rosenbrock
observability matrix for the pair ¹C; Aº in block form
ng
0 1
I A11 0
R.C; A/ D @ A21 In  A22 A :
C1 0
le

Since R.C1 ; A11 / has a full rank, the decrease of the rank of the matrix R.C; A/ occurs
only when the rank of the matrix .In  A22 / decreases. This takes place on the
ro

eigenvalues of the matrix A22 which characterizes the dynamics of the nonobservable
part of the system.
The pair ¹C; Aº is detectable if and only if A22 is a Hurwitz matrix. Consequently,
nt

for all  … C the matrix .In  A22 /, and, consequently, R.C; A/ has a full rank
if and only if the pair ¹C; Aº is detectable. The theorem is proved. 
co

Remark 2.20. The output feedback of the system does not change the spectrum of
its nonobservable subsystem. Indeed, let L 2 Rnl be an arbitrary constant matrix
and AL D A LC . Then, if the pair ¹C; Aº is observable, then the pair ¹C; AL º
is also observable. If the pair ¹C; Aº is reconstructible, then the pair ¹C; AL º is also
reconstructible, and the spectrum of the nonobservable parts is the same for both pairs.
In order to prove this fact, it suffices to note that the relation
   
sI .A LC / sI A
rank D rank
C C
holds for all  2 C.
16 2 Observability

A similar statement is valid for a not completely observable system as well.

Theorem 2.21. The not completely controllable pair ¹A; Bº is stabilizable if and only
if the rank condition
rank.I A; B/ D n;  … C ; (2.14)
is fulfilled.

Remark 2.22. The state feedback does not change the spectrum of its noncontrollable
subsystem. Indeed, let K 2 Rnm be an arbitrary constant matrix and AK D A BK.

.ir
Then, if the pair ¹A; Bº is controllable, then the pair ¹AK ; Bº is controllable as well. If
the pair ¹A; Bº is stabilizable, then the pair ¹AK ; Bº is also stabilizable, the spectrum
of the noncontrollable parts of both pairs being the same.

rs
2.2 Transfer function and canonical forms

ee
In the control theory of a very wide use is the concept of a transfer function which
is defined as the operator W .s/ of the complex variable s which connects the Laplace
transformations Y.s/ and U.s/ of the output and input of the system under zero initial
in
conditions, i.e.,
Y.s/ D W .s/U.s/:
ng

For the linear stationary system

´
xP D Ax C Bu
le

y D Cx

the transfer function has the form

ro

W .s/ D C.sI A/ 1 B: (2.15)

nt

If y 2 Rl , u 2 Rm , then W .s/ 2 C lm , the elements of the matrix W .s/ being

fractional-rational functions of the complex variable s. The representation
co

C.adj.sI A//B .ˇij .s//

W .s/ D D ; (2.16)
det.sI A/ ˛.s/

holds for W .s/. Here adj.sI A/ is an algebraic complement of the corresponding

matrix, ˛.s/ is a characteristic polynomial of the matrix A, .ˇij .s// is an l  m matrix
of the polynomials of s, with deg.ˇij .s// < deg ˛.s/, i D 1; : : : ; l, j D 1; : : : ; m.
In the case of a scalar system, where m D l D 1, the transfer function W .s/ is
a fractional-rational function
ˇ.s/
W .s/ D :
˛.s/
 2.2 Transfer function and canonical forms 17

Let us introduce the following notation for the coefficients of the polynomials ˇ.s/
and ˛.s/:
˛.s/ D ˛1 C ˛2 s C


C ˛n s n 1 C s n
(2.17)
ˇ.s/ D ˇ1 C ˇ2 s C


C ˇn s n 1
(it is taken into account here that deg ˛.s/ D n, deg ˇ.s/ < n; in general, all leading
coefficients of the polynomial ˇ.s/, up to the coefficient with the number q, may
be zero, i.e., ˇn D ˇn 1 D


D ˇqC1 D 0, ˇq ¤ 0. In this case, the number
r D n C 1 q is called a relative order of the scalar system or, respectively, a relative
order of the transfer function W .s/).

.ir
2.2.1 Canonical forms for scalar systems

rs
We introduce the concept of the (first) observable canonical representation of the sys-
tem for a scalar system when

ee
0 1
0 1 0 ::: 0 0
CB
1
B 0
B 0 1 ::: 0 C C B CAB
C
A D B: : : : : : : : : : : : : : : : : : : : : : : : : : :C
C; BDB C;
in B C
B ::
@ 0 0 0 ::: 1 A
@ A : (2.18)
n
CA B1
˛1 ˛2 ˛3 : : : ˛n
ng

C D .1; 0; : : : ; 0/:

Theorem 2.23. The linear stationary system (2.2) for l D m D 1 can be reduced, by
le

the nondegenerate transformation of coordinates, to the canonical form (2.18) if and

only if the pair ¹C; Aº is observable.
ro

Proof. Necessity. If the system is reduced to form (2.18), then, in order to investigate
the observability of the pair ¹C; Aº, it suffices to find a Kalman observability matrix
nt

for the representation

0 1
1 0 ::: 0
co

B 0 1 : : : 0C
N.C; A/ D B
@: : : : : : : : : : : :A D I;
C rank N.C; A/ D n:
0 0 ::: 1

Sufficiency. If the pair ¹C; Aº is observable, then the vectors C; CA; : : : ; CAn 1

form a basis in Rn . In this basis

C D .1; 0; : : : ; 0/ D e1 :

Let us find the rows of the matrix A in this basis:

18 2 Observability

e1 A D CA D e2
e2 A D .CA/A D CA2 D e3
::
:
en 1 A D .CAn 2 /A D CAn 1
D en
n 1 n
en A D .CA /A D CA D C. ˛1 I ˛2 A ˛n An 1 /
D ˛1 e1 ˛2 e2


˛ n en :

.ir
The last relation follows from the Cayley–Hamilton theorem.
Let us find the column B in the indicated basis. Note that the values of the variables
CAi B are invariant under a change of variables. Indeed, upon the transition to the new

rs
basis with the matrix P , we have

CN ANi BN D .CP 1
/.PAP 1 i
/ .PB/ D CAi B:

ee
Let B D .b1 ; : : : ; bn /> . Then, taking into account the explicit representation for the
matrices C and A in the new basis, we obtain
in
CB D b1
ng
CAB D b2
::
:
CAn 1 B D bn :
le

The theorem is proved. 

ro

For the observable pair ¹C; Aº we have an alternative canonical representation (in
the sequel we call it the second observable representation)
nt

0 1
0 0 ::: 0 ˛1 0
ˇ1
1
B1 0 : : : 0 ˛2 C
B D @ ::: A ;
co

ADB
@: : : : : : : : : : : : : : : : : :A ; C D .0; : : : ; 0; 1/; (2.19)
C B C

0 0 ::: 1 ˛n ˇn

where ˛i (i D 1; : : : ; n) and ˇj (j D 1; : : : ; n) are coefficients of the polynomials

from (2.17).

Theorem 2.24. The linear stationary system (2.2) for l D m D 1 can be reduced, by
a nondegenerate transformation of coordinates, to the canonical form (2.19) if and
only if the pair ¹C; Aº is observable.
 2.2 Transfer function and canonical forms 19

Proof. Necessity. If the system is reduced to form (2.19), then, in order to investigate
the observability, it suffices to investigate the pair ¹C; Aº given in this form. By a direct
verification we find that
0 1
0 ::: 0 0 1
B0 : : : 0 1 C
B C
N.C; A/ D B B0 : : : 1  C ;
C
@: : : : : : : : : : : : : : : :A
1 :::   
where  are possibly nonzero elements dependent on the coefficients ˛i . Since

.ir
rank N.C; A/ D n, the pair ¹C; Aº is observable.
Sufficiency. Let the pair ¹C; Aº be observable. Then the rows C; CA; : : : ; CAn 1
form a basis in the space Rn . In that case, the vectors

rs
en D C

ee
en 1 D CA C ˛n C
::
:
e2 D CAn 2
C ˛n CAn 3
C ˛n 1 CAn 4
C


C ˛3 C
in
e1 D CAn 1
C ˛n CAn 2
C ˛n 1 CAn 3
C


C ˛2 C
ng
also form a basis. Indeed, the matrices of the direct and the inverse transfer from the
basis C; CA; : : : ; CAn 1 to the basis e1 ; : : : ; en are nondegenerate and have the form
0 1 0 1
0 0 ::: 0 1 ˛2 ˛3 : : : ˛n 1
B0 0 : : : 1 ˛n C B ˛3 ˛4 : : : 1 0C
le

1
B C B C
P D B : : : : : : : : : : : : : : : : : : : C ; P D B: : : : : : : : : : : : : : : : : : : : : : : :C
B C B
C:
@0 1 : : : ˛4 ˛3 A @ ˛n 1 ::: 0 0A
ro

1 ˛n : : : ˛3 ˛2 1 0 ::: 0 0
In the new basis ¹ei º (i D 1; : : : ; n) the vector C obviously has the required form
nt

C D .0; : : : ; 0; 1/:
Let us find the representation of the matrix A in this basis. The first row of A has
co

the form
e1 A D CAn C ˛n CAn 1
C


C ˛2 CA
D .CAn C ˛n CAn 1
C


C ˛2 CA C ˛1 C / ˛1 C:
According to the Cayley–Hamilton theorem
C.An C ˛n An 1
C


C ˛1 / D 0;
and therefore
e1 A D ˛1 C D ˛1 en :
20 2 Observability

Calculating the other rows Ai of the matrix A, we obtain

e2 A D CAn 1
C ˛n CAn 2
C


C ˛3 CA D e1 ˛2 en
::
:
en 1 A D CA2 C ˛n CA D en 2 ˛n 1 en
en A D CA D en 1 ˛n en :

Thus, the matrix A in the indicated basis also has the required form

.ir
0 1
0 0 ::: 0 ˛1
B1 0 : : : 0 ˛2 C
ADB @: : : : : : : : : : : : : : : : : :A :
C

rs
0 0 ::: 1 ˛n

Suppose that B D .b1 ; : : : ; bn /> in this basis. Let us find the transfer function of the

ee
system taking into account the explicit expression for A and C :

C adj.sI A/B
W .s/ D C.sI A/ 1 B D :
in
det.sI A/

The matrix A is a companion matrix for the polynomial ˛.s/ D ˛1 C ˛2 s C


C

ng
˛n s n 1 C s n , and therefore

det.sI A/ D ˛.s/:
le

Since C D .0; : : : ; 0; 1/, it follows that, in order to find the numerator of the transfer
function, it suffices to find the last row of the matrix adj.sI A/ (i.e., Œadj.sI A/n )
ro

2 0 13
s 0 ::: 0 ˛1
6 B 1 s ::: 0 ˛2 C 7 2 n 1
Œadj.sI A/n D 6 4adj @: : : : : : : : : : : : : : : : : : : : : : : : : :A5 D .1; s; s ; : : : ; s
B C7 /:
nt

0 0 ::: 1 .s C ˛n / n
co

Therefore the numerator of the transfer function

0 1
b1
n 1 B :: C
2
ˇ.s/ D .1; s; s ; : : : ; s / @ : A D b1 C b2 s C


C bn s n 1 :
bn

Taking into account the notation for the coefficients of the polynomial ˇ.s/ from
(2.17), we obtain
bi D ˇi ; B D .ˇ1 ; : : : ; ˇn /> :
The theorem is proved. 
 2.2 Transfer function and canonical forms 21

Similar canonical forms are valid for a controllable system as well. A controllable
canonical representation is the representation of system (2.2), where
0 1
0 1 0 ::: 0 0 1
0
B 0 0 1 ::: 0 C B :: C
B C B:C
ADB B: : : : : : : : : : : : : : : : : : : : : : : : : : :C ; B D B
C C ; C D .ˇ1 ; : : : ; ˇn /: (2.20)
@0A
@ 0 0 0 ::: 1 A
˛ ˛ ˛ ::: ˛ 1
1 2 3 n

The following statement holds true.

.ir
Theorem 2.25. The linear stationary system (2.2) for l D m D 1 can be reduced, by
a nondegenerate transformation of coordinates, to form (2.20) if and only if the pair

rs
¹A; Bº is controllable.
We omit the proof of the theorem since it is similar to the proof of Theorem 2.24.

ee
2.2.2 Canonical forms for vector systems
We shall describe now canonical forms for vector systems, i.e., for the case l > 1
in
(m >1). Suppose that, as before, the pair ¹C; Aº is observable. Then rank N.C; A/ D n
and, among the rows of the observability matrix N.C; A/, we can choose n basis rows.
We denote the rows of the matrix C as Ci , i D 1; : : : ; l, and then we shall choose
ng

the basis rows among the rows

¹C1 ; : : : ; Cl I C1 A; : : : ; Cl AI : : : I C1 An 1 ; : : : ; Cl An 1 º:
le

Here are two techniques of constructing a canonical basis.

Technique 1. We shall sort out the rows C1 ; C1 A; : : : ; C1 A1 1 until the row C1 A1
ro

will be expressed by the preceding rows. If 1 D n, then the system is observable in

terms of the output y1 D C1 x (i.e., the pair ¹C1 I Aº is observable) and the problem
reduces to the construction of a canonical form for a system with a scalar output.
nt

If 1 < n, then we successively add the rows C2 ; C2 A; : : : ; C2 A2 1 until the

row C2 A2 will be expressed in terms of the rows ¹C1 ; C1 A; : : : ; C1 A1 1 ; C2 ; : : : ;
C2 A2 1 º.
co

If 1 C 2 < n, then we successively add the rows C3 ; C3 A; : : : ; C3 A3 1 , and so

on.
As a result we obtain a system of n linearly independent vector-rows

¹C1 ; C1 A; : : : ; C1 A1 1
I C2 ; : : : ; C2 A2 1
I : : : I Ck ; : : : ; Ck Ak 1
º; (2.21)

with 1 C 2 C


C k D n, 1  k  l. If k < l, then this means that the system is

Q Q
observable interms
C:1
 of the output yQ D .y1 ; : : : ; yk / (i.e., the pair ¹C I Aº is observable,
where CQ D :: 2 Rkn ).
Ck
22 2 Observability

We take a set of vectors (2.21) as a new basis. Note that the relation ej A D ej C1
holds for the basis vectors ej in the case where j ¤ 1 , 1 C 2 , 1 C 2 C 3 ; : : : ;
1 C


C k D n.
Now if j D 1 , 1 C 2 ; : : : ; 1 C


C k D n, then ej A D Ci Ai , and, con-
sequently, ej A is expressed in terms of the preceding basis vectors. Thus, in the new
basis the matrices A and C have the structure
0 N
C1 :::
1
0 0 0
B 0
B CN 2 0 ::: 0 C C
C DB : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
C: (2.22)

.ir
N
B
@ 0 0 0 : : : Ck A
CN kC1
1
CN kC1
2
CN kC1
3
: : : CN kC1 k

rs
Here CN i D .1; 0; : : : ; 0/ 2 R1i , CN kC1
i
2 R.l k/i are some matrices;
0 1
A11 0 ::: 0

ee
B A21 A22 ::: 0 C
ADB : C; (2.23)
B C
:: :: ::
@ :: : : : A
Ak1 Ak2 : : : Akk
in
0 1
0 1 0 ::: 0 0 1
B0 0 1 : : : 0C 0 0 ::: 0
ng
B C i i
B: : : : : : : : : : : : :C j i
Ai i D B
B: : : : : : : : : : : : : : : :C 2 R
C ; Aij D B
@0 0 : : : 0A 2 R
C ; j > i;
@0 0 0 : : : 1A
  ::: 
   ::: 
le

where  are possibly nonzero elements of the matrices Ai i and Aij .

Since in the indicated basis the matrix A has a block-triangular form, its characteris-
ro

tic polynomial is equal to the product of the characteristic polynomials of the diagonal
matrices Ai i which, in turn, have the form of the companion matrices for some poly-
nomials.
nt

Also note that each one of the pairs ¹CN i ; Ai i º has the first canonical form of ob-
servability. In addition, the system is observable as concerns the first k outputs, and
therefore, without loss of observability, the last .l k/ rows of the matrix C can be
co

deleted.
The canonical form (2.22), (2.23) is called the first canonical form of observability
for vector systems. Note that this form is not uniquely defined since we can begin the
process of sorting out the vectors not from the vector C1 but from any Ci . In this case,
the number of cells and their size may depend on the order of this sorting out.
Here is the technique of constructing an alternative canonical basis for system (2.2).
Technique 2. We begin with choosing the rows ¹C1 ; : : : ; Ci º from the rows of
the observability matrix. If the matrix C is of full rank (and this is precisely sup-
posed), then these rows are linearly independent. We successively add the rows C1 A;
 2.2 Transfer function and canonical forms 23

C2 A; : : : ; Cl A to this set so that the set will consist of linearly independent vectors. If
Ci A is expressed in terms of the preceding vectors, then we do not include this vec-
tor into the set and pass to Ci C1 A. Then we sort out the vectors Ci A2 , then Ci A3 ,
and so on, up to Ci A 1 , where  is the observability index of the pair ¹C; Aº. Note
that if Ci Aj is expressed via the preceding vectors, then, for q > j , Ci Aq is also ex-
pressed via these vectors. Therefore, as a result of the indicated procedure (after the
renumbering) we obtain a set of basis vectors
¹C1 ; C1 A; : : : ; C1 A1 1
I C2 ; C2 A; : : : ; C2 A2 1
I : : : I Cl ; Cl A; : : : ; Cl Al 1
º;
where i  1, i D 1; : : : ; l; 1 C 2 C


C l D n, and also max i D .

.ir
Indeed, if max i < , then the basis set of vectors can be found among the rows of
the matrix 0 1
C

rs
B CA C
:: C D Nmax i .C; A/:
B C
B
@ : A

ee
CA .max  i / 1

However, this means that rank Nmax i .C; A/ D n and  is not a minimal value for
which the rank condition
in
rank N .C; A/ D n
is fulfilled, and this contradicts the definition of the observability index.
In the indicated basis the matrix C has a block-diagonal structure
ng

CN 1 0 : : : 0
0 1
B 0 CN 2 : : : 0 C i
C DB N
@: : : : : : : : : : : : : : : :A ; Ci D .1; 0; : : : ; 0/ 2 R : (2.24)
C
le

0 0 : : : CN l
Let us find the matrix A in this basis, for which purpose we note that
ro

ei A D ei C1
if i ¤ 1 ; 1 C2 ; : : : ; 1 C


Cl D n. Now if i D 1 ; 1 C2 ; : : : ; 1 C


Cl D n,
nt

then the vector ei A is expressed via all basis vectors. Thus, the matrix A has the form
0 1
A11 A12 : : : A1l
co

BA21 A22 : : : A2l C

ADB @: : : : : : : : : : : : : : : : : : :A ;
C (2.25)
Al1 Al2 : : : Al l
where the diagonal elements have the form of the companion matrix for a certain
polynomial 0 1
0 1 0 ::: 0
B0 0 1 : : : 0C
i i
B C
Ai i D B
B: : : : : : : : : : : : : : : :C ; Ai i 2 R
C : (2.26)
@0 0 0 : : : 1A
   ::: 
24 2 Observability

Here  are possibly nonzero elements. The off-diagonal matrices have the form
0 1
0 0 ::: 0
B0 0 : : : 0C
i j
B C
Aij D B
B: : : : : : : : : : : : :C ; Aij 2 R
C : (2.27)
@0 0 : : : 0A
  ::: 
Note that the size of the maximal diagonal block is equal to the observability index
of the pair ¹C; Aº. We call the canonical form (2.24)–(2.27) the second canonical form
of observability for vector systems.

.ir
Now we shall describe one more convenient canonical form of observability follow-
ing Luenberger’s work [78]. For this purpose, from the observability matrix we again
choose rows as was proposed in Technique 2 and compose a matrix

rs
0 1
C1
B C1 A C

ee
::
B C
B C
B : C
BC1 A1 1 C
B C
B C
B C
B
in C
V D B C2 C :
B C
B
B :
:: C
C
ng
B C
BC2 A2 1 C
B C
B C
B C
B :: C
@ : A

le

Cl A l 1

We find the matrix V 1 and denote by gi 2 Rn the column of the matrix V 1 with the
ro

number i D 1 C


C i .i D 1; : : : ; l/. The matrix of transition to the Luenberger

canonical basis has the form
M D g1 ; Ag1 ; : : : ; A1 1 g1 ; g2 ; : : : ; A2 1 g2 ; : : : ; Al 1 gl :


nt

In the new basis xN D M 1x the matrices AN D M 1 AM and CN D CM have the form

0 1
A11 A12 : : : A1l
co

BA21 A22 : : : A2l C

AN D B@: : : : : : : : : : : : : : : : : : :A ;
C (2.28)
Al1 Al2 : : : Al l
where the diagonal matrices have the form of a companion matrix
0 1
0 0 ::: 0 
B 1 0 : : : 0 C
i i
B C
B0 1 : : : 0 C ; Ai i 2 R
Ai i D B ; (2.29)
C
@: : : : : : : : : : : : : : : :A
0 0 ::: 1 
 2.2 Transfer function and canonical forms 25

and the off-diagonal blocks have the form

0 1
0 ::: 0 
B0 : : : 0 C
Aij D B@: : : : : : : : : : : :A ;
C Aij 2 Ri j : (2.30)
0 ::: 0 
In the new basis the matrix C has the form
0 N 1
C1 0 0 ::: 0
BCN 21 CN 2 0 ::: 0 C

.ir
N
C D BC31 C32 CN 3 : : : 0 C
N N
B C
C; (2.31)
B
@: : : : : : : : : : : : : : : : : : : : : : :A
CN l1 CN l2 CN l3 : : : CN l

rs
where

ee
CN i 2 R1i ; CN i D .0; : : : ; 0; 1/; CNj i 2 R1i ; CNj i D .0; : : : ; 0; /:

Since the rows CNj i (j D i C 1; : : : ; l) can be linearly expressed in terms of CN i , the

matrix CN can be reduced to the form
in
CN 1 0 : : : 0
0 1
B 0 CN 2 : : : 0 C
CN D B (2.32)
ng
C
@: : : : : : : : : : : : : : : :A
0 0 : : : CN l
by a nondegenerate change of the output.
le

In the indicated basis the system is decomposed into l subsystems of order i with
phase vectors xi 2 Ri . In this case, the components of the output yi (after the
transformation of the matrix CN to a block-diagonal form (2.32)) correspond to the
ro

last coordinates of the vectors xi . It follows from the explicit representation of the
off-diagonal matrices
nt

0 1
0 ::: 0 
B0 : : : 0 C i l
Aij D B
@: : : : : : : : : : : :A D .0; : : : ; 0; aN ij /; aN ij 2 R
C ;
co

0 ::: 0 
that
Aij xj D aN ij yj :
Thus, in the Luenberger canonical basis the system can be written as
8
ˆ Xl
<xP D A x C
ˆ
aN ij yj C Bi u; i D 1; : : : ; l
i ii i
j D1; j ¤i
(2.33)
ˆ
yi D CN i xi ;
ˆ
:
26 2 Observability

i.e., the system decomposes into l subsystems of order i each, the connection between
which is realized via the components yi of the output vector. The dimension of the
maximal subsystem is exactly equal to the observability index of the pair ¹C; Aº. Each
of the pairs ¹CN i ; Ai i º is observable, moreover, it is defined in the second canonical
form of observability for scalar systems.
Note that in contrast to the first two observable canonical forms the transition to
the Luenberger form is realized not only by the change of coordinates but also by the
transformation of the outputs. Similar canonical forms can be indicated for control-
lable systems. We omit the details.

.ir
2.3 Canonical representation with the isolation of zero
dynamics

rs
Let us consider one more canonical representation of the system of general posi-

ee
tion (2.2) in which the zero dynamics of the system is isolated.
We assume, as before, that the system is in the general position, i.e., the pair ¹A; Bº
is controllable and the pair ¹C; Aº is observable. In addition, we shall consider square
systems, i.e., systems in which the dimensions of the input m and output l coincide
in
(i.e., u; y 2 Rl ).
ng
2.3.1 Zero dynamics of scalar systems
We begin with considering the case of a scalar system, i.e., where l D 1. The scalar
system (2.2) of the general position can be reduced, by means of a nondegenerate
le

transformation of coordinates, to the canonical form of controllability:

xP 1 D x2
88
ro

ˆ
::
ˆ ˆ
ˆ
ˆ ˆ
:
ˆ
ˆ <
<
ˆ xP n 1 D xn (2.34)
nt

ˆ ˆ
ˆ
ˆ : xP D ˛1 x1


˛n xn C u
ˆ
ˆ
ˆ n
:
y D ˇ1 x1 C


C ˇn xn :
co

By tradition, we understand the zero dynamics of system (2.34) as a motion in the sys-
tem belonging entirely to the manifold y D C x D 0. For linear stationary systems the
zero dynamics is also described by a system of linear stationary equations. Therefore
we can define the characteristic polynomial of this system which we call in the sequel
as a characteristic polynomial of zero dynamics.
For square systems the characteristic polynomial of zero dynamics is the determi-
nant of the Rosenbrock matrix [86]
 
sI A B
ˇ.s/ D det R.s/ D det : (2.35)
C 0
 2.3 Canonical representation with the isolation of zero dynamics 27

The most simple is the definition of the characteristic polynomial of zero dynamics
for scalar systems. In this case, the transfer function

ˇ.s/
W .s/ D C.sI A/ 1 B D ; (2.36)
˛.s/

is defined, where ˛.s/ and ˇ.s/ are polynomials of s, deg ˛.s/ D n, deg ˇ.s/ < n.
The polynomial ˛.s/ is a characteristic polynomial of the matrix A and the polynomial
ˇ.s/ is a characteristic polynomial of zero dynamics. For scalar systems of the general
position the relative order of the system is a number r such that the conditions

.ir
CB D 0; CAB D 0; :::; CAr 2
B D 0; CAr 1
B¤0

rs
are fulfilled, with deg ˇ.s/ D n r. It follows from the definition of the relative order
that the first .r 1/ time derivatives of the output y.t/ do not depend explicitly on the

ee
input u.t / but y .r/ .t/ depends explicitly on u.t/, to be more precise,

y .r/ D CAr x C CAr 1

Bu:
in
It should also be noted that in the canonical form (2.34) ˛i and ˇj are coefficients of
ng
the polynomials ˛.s/ and ˇ.s/ respectively, i.e., the representations

˛.s/ D s n C ˛n s n 1
C


C ˛1
le

ˇ.s/ D ˇn s n 1
C ˇn 1 s n 2
C


C ˇ1
ro

are valid, where the leading coefficients ˇj may be zero.

Let the relative order of the system be equal to r. Without loss of generality we can
assume that CAr 1 B D 1 (this can always be achieved by the normalization of the
nt

output y.t /). Then

ˇ.s/ D s n r
C ˇn rs
n r 1
C


C ˇ1 ;
co

where ˇn rC1 D CAr 1 B D 1. In this case, in order to reduce system (2.34) to

a canonical representation with the isolation of zero dynamics, we must pass to coor-
dinates
8
8 ˆ y1 D y D C x
<x1
ˆ ˆ
ˆ
ˆ <y2 D yP D CAx
ˆ
::
x0 D : y0 D ::
ˆ
ˆ
:x ;
ˆ
ˆ
ˆ :
n r ˆ
yr D y .r 1/ D CAr 1 x:
:
28 2 Observability

 
x0
The matrix of transition from the coordinates x to coordinates y0 has the form
0 1
1 0 ::: 0 0 0 ::: 0
B :: :: :: :: C
B : : : : C
B C
B 0 0
B 1 0 0 ::: 0 C C
P DB
B ˇ1 ˇ2 : : : ˇn r 1 0 ::: 0 C C; det P D 1:
B 0 ˇ1 : : : ˇn r 1 ˇn r 1 ::: 0 C
B C
B :: C
@ : A
0 0 ::: ::: ::: ::: ::: 1

.ir
In the new coordinates the equations of the system assume the form

rs
xP 1 D x2
88
ˆ
::
ˆ ˆ
ˆˆˆ
:
ˆ
ˆ <
ˆ
ˆ
xP D xn r
ˆ
n r

ee
1
ˆ
ˆ ˆ
ˆ
ˆ ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
: xP n r D ˇ1 x1 ˇ2 x2


ˇn r xn r C y
ˆ8
yP1 D y2
ˆ
ˆ
<ˆ
ˆ
ˆ :: (2.37)
ˆ
:
in
ˆˆ
ˆ ˆ
<
yPr 1 D yr
ˆ
ˆ
ˆ
ˆ
n
Xr r
ˆ
ˆ ˆ
ng
ˆ
ˆ ˆ
ˆ X
yPr D i xi j yj C u
ˆ
ˆ ˆ
ˆ
ˆˆ
ˆ
ˆ :
ˆ
ˆ
ˆ i D1 j D1
ˆ
:
y D y1 :
le

We can also write system (2.37) in compact form

xP 0 D A11 x 0 C A12 y
8
ro

ˆ
ˆ
yP1 D y2
ˆ
ˆ
ˆ
ˆ
<
:: .2:370 /
:
nt

ˆ
ˆ
ˆ yPr 1 D yr
ˆ
ˆ
ˆ
yPr D x 0 y 0 C u;
:
co

where the matrix A11 has the form of a companion matrix of the polynomial ˇ.s/,
 D .1 ; : : : ; n r /, D . 1 ; : : : ; r /, A12 D .0; : : : ; 0; 1/> .
The convenience of representation of the system in form (2.370 ) is in the simplicity
of obtaining an equation of zero dynamics of the system in the form

xP 0 D A11 x 0 ;

which is defined by the first .n r/-dimensional part of the system whereas the other
coordinates are derivatives of the output.
The following theorem is valid for the coefficients i and j .
 2.3 Canonical representation with the isolation of zero dynamics 29

Theorem 2.26. Suppose that we are given a system of general position (2.2) with
scalar input and output, the transfer function of the system W .s/ D C.sI A/ 1 B D
ˇ.s/
˛.s/
, where ˛.s/ and ˇ.s/ are relatively prime polynomials deg ˛.s/ D n, deg ˇ.s/ D
m, the leading coefficients of the polynomials are equal to 1, the polynomials '.s/
and .s/ are defined, the quotient and the remainder of the division of ˛.s/ by ˇ.s/

˛.s/ .s/
D '.s/ C ; deg '.s/ D n m D r; deg .s/ < m D n r:
ˇ.s/ ˇ.s/

Then i and i from the canonical representation (2.37) are coefficients of the polyno-

.ir
mials .s/ and '.s/ respectively, i.e.,

'.s/ D s r C rs
r 1
C


C 1

rs
(2.38)
n r 1
.s/ D s n r C


C 1 :

ee
Proof. Let the polynomials '.s/ and .s/ have structure (2.38), where i and i are
coefficients from the canonical form (2.37). Let us show that they are the quotient and
the remainder of the division of the polynomial ˛.s/ by ˇ.s/, respectively. We carry
out the Laplace transformation under zero initial conditions for system (2.370 ). Then,
in
preserving the same notation for the Laplace transformations of coordinates as for the
preimages, we obtain relations
ng

.sI A11 /x 0 D A12 y ) x 0 D .sI A11 / 1 A12 y:

It follows from the last row of (2.370 ) that

le

r
X
sr y D x 0 js
j 1
y C u:
ro

j D1

Hence
nt

.s r C rs
r 1
C


C 1 /y C x 0 D '.s/y C .sI A11 / 1 A12 y D u:
co

Taking into account the explicit representation for A11 and A12 , we obtain

.s/
.sI A11 / 1 A12 D ;
ˇ.s/

and then we have

.s/
'.s/y C y D u:
ˇ.s/

Since y D ˇ.s/
˛.s/
˛.s/
u, it follows that u D ˇ.s/ y. Consequently, '.s/ is the quotient of the
division of ˛.s/ by ˇ.s/ and .s/ is the remainder. The theorem is proved. 
30 2 Observability

2.3.2 Zero dynamics of vector systems

We shall indicate now the algorithm of reduction of a vector system to a canonical
form similar to form (2.370 ). We shall assume that system (2.2) is in the general po-
sition, the dimensions of the input and output coincide (i.e., the system is square). In
addition, suppose that the definition of the relative order of the vector system given by
Isidori [60] is valid for system (2.2).

Definition 2.27 (by Isidori). The vector r D .r1 ; : : : ; rl / is a relative order vector of
system (2.2) if the conditions

.ir
(1) Ci Aj B D 0, j D 1; : : : ; ri 2; Ci Ari 1 B ¤ 0 for all i D 1; : : : ; l,
 
C1 A r 1 1 B
(2) det H.r1 ; : : : ; rl / D det ::: ¤ 0,

rs
r 1
Cl A l B
where Ci are rows of the matrix C , are fulfilled.

ee
Condition (1) of the definition means that the output derivatives yi D Ci x up to the
order .ri 1/ inclusive do not depend explicitly on the input u and the ri th derivative
depends explicitly on u.
Condition (2) means that the matrix H.r1 ; : : : ; rl / D H.r/ in the control u.t/ 2 Rl
in
in the equations for the ri th output derivatives is nondegenerate, i.e.,
ng
0 .r / 1 0
y1 1 C1 Ar1
1
B .r2 / C B
By2 C BC2 Ar2 C
B : CDB : C x C H.r/u:
B : C @ : C
@ : A : A
le

yl
.rl / Cl Arl

It is important to emphasize here that the conditions of the Isidori definition may
ro

be mutually incompatible for a square linear stationary system of the general posi-
tion [17]. The following example illustrates the last statement.
nt

Example 2.28. Consider a system of general position

8
co

<xP 1 D x2 C u1
ˆ
xP 2 D x3
ˆ
xP 3 D u2 ;
:

y1 D x1 ; y2 D x1 C x2 :

In this case l D 2. We find r1 and r2 from condition (1) of the definition:

C1 B D .1; 0/ ) r1 D 1
C2 B D .1; 0/ ) r2 D 1:
 2.3 Canonical representation with the isolation of zero dynamics 31

However, for the vector r D .1; 1/ the matrix H.r/ has the form
 
1 0
H.1; 1/ D ; det H.1; 1/ D 0;
1 0

i.e., conditions (1) and (2) from Definition 2.27 are incompatible. Consequently, for
the system in question the relative order in the sense of Isidori is not defined.

Let us show that in the case where the definition in the sense of Isidori is fulfilled,
system (2.2) can be reduced to a special canonical form with the isolation of zero

.ir
dynamics, namely, the system decomposes into two parts, the first of which describes
the zero dynamics of the system, its input being the output of the system y.t/, and the
second part consists of the derivatives of different orders of the outputs yi . We divide

rs
the transformation into several stages. We shall begin with the proof of an auxiliary
lemma.

ee
Lemma 2.29. Suppose that system (2.2) is observable, rank C D l, rank B D l, and
the Isidori conditions are fulfilled. Then the rows C1 , C1 A, : : : ; C1 Ar1 1 , C2 , C2 A,
: : : ; C2 Ar2 1 , C3 , : : : ; Cl Arl 1 are linearly independent.
in
Proof. Let us show that the set of vectors C1 , C1 A, : : : ; Cl Arl 1 is linearly indepen-
ng
dent. Suppose the contrary, i.e., that these vectors are linearly dependent. Then there
exist numbers 11 , 12 , : : : ; 1r1 , 21 , : : : ; lrl , which are not all zero, such that

ri
l X
le

j
X
j 1
i Ci A D 0: (2.39)
i D1 j D1
ro

We postmultiply this identity by the matrix B. Taking into account condition (1) of
the definition of the relative order, we obtain
nt

r1 r1 1 r2 r2 1 rl
1 C1 A B C 2 C2 A B C


C l
Cl Arl 1 B D 0:

It follows from condition (2) of the definition that the rows Ci Ari 1 B are linearly
co

independent, and therefore iri D 0 for all i D 1; : : : ; l. In this way (2.39) assumes
the form
l rXi 1
j
X
j 1
i Ci A D 0:
i D1 j D1

Now we postmultiply this identity by AB. Taking into account conditions (1) and (2),
we find that iri 1 D 0 for all i D 1; : : : ; l. (In this case, if rj D 1 for some j , then
it may turn out that not all terms enter into the linear combination from Ci Ari 1 B.)
j
Continuing a similar reasoning, we find that all i D 0. The lemma is proved. 
32 2 Observability

It follows from Lemma 2.29 that we can take the variables

y11 D C1 x; y12 D C2 x; :::; y1l D Cl x;

y21 D C1 Ax; y22 D C2 Ax; :::; y2l D Cl Ax;
:: :: :: :: (2.40)
: : : :
yr11 D C1 Ar1 1
x; yr22 D C2 Ar2 1
x; : : : ; yrll D Cl Arl 1
x

as a part of new coordinates. We denote by jrj D r1 C


C rl the length of the

.ir
vector r. Then (2.40) yields jrj coordinates. The other n jrj coordinates we choose
arbitrarily in the way that the transformation of coordinates becomes nondegenerate.
Let us introduce the following notation:

rs
0 11 0 l1
y1 y1
B :: C B :: C
@ : A D yN1 ; : : : ; @ : A D yNl

ee
yr11 yrll

and denote the auxiliary coordinates as xN 0 2 Rn jrj . In the new coordinates the system
in
assumes the form
l
ng
X
xPN 0 D AN11 xN 0 C ANi12 yNi C B1 u;
i D1

yP11 D y21
8
ˆ
le

ˆ
yP21 D y31
ˆ
<
::
ˆ
ˆ
ˆ :
ro

yPr11 D yr11 ;
:
1

yP12 D y22
8
ˆ
::
<
nt

: (2.41)
ˆ
yPr22 1 D yr22 ;
:
co

yP1l D y2l
8
ˆ
::
<
ˆ :
yPrll 1 D yrll ;
:
80 1 1
ˆ yPr1
l
ˆ
<ByP 2 C
ˆ
B r2 C X
B :: C D AN21 xN 0 C ANi22 yNi C H.r1 ; : : : ; rl /u;
ˆ @ : A
ˆ
ˆ
: l i D1
yPrl
 2.3 Canonical representation with the isolation of zero dynamics 33

where AN11 , AN21 , ANi12 , ANi22 are constant matrices of the corresponding dimensions which
are uniquely defined by the transformation of coordinates and by the parameters of the
system.
Note that the matrix H.r/ D H.r1 ; : : : ; rl / is nondegenerate, and therefore we can
use the nondegenerate transformation of the first .n jrj/ coordinates
0 11
y r1
0 0 1 B :: C
xQ D xN B1 H .r/ @ : A
yrll

.ir
to achieve, at the 2nd step, the situation where the first .n jrj/ coordinates will not
explicitly depend on u.t/. In the new coordinates the first .n jrj/ equations of the
system assume the form

rs
l
X i
xPQ 0 D e
A11 xQ 0 C A12 yNi ;
e (2.42)

ee
i D1
i
where the matrices e A11 and A12
are uniquely defined by the indicated change of coor-
e
dinates.
In representation (2.42) the coordinates xQ 0 explicitly depend not only on the out-
in
puts yi but also on their derivatives (i.e., on full vectors yNi ). Let us show that we can
get rid of these derivatives.
ng
For this purpose we shall show that in representation (2.42) we can remove yr11 D
.r 1/
y1 1 which is the leading .ri 1/th derivative of the first output. Let us write (2.42)
in greater detail:
le

l r1 
i

X X 1
xPQ 0 D e
A11 xQ 0 C A12 yNi C
e A12 yj1 ;
e (2.43)
j
ro

i D2 j D1

1
1
where e A12 j are columns of the matrix e A12 . Taking into account the fact that yPr11 1 D
nt

yr11 , we make a change

 
1
xO 0 D xQ 0 A12 yr1 1
e
1
(2.44)
r1
co

and then
0 0
 
1
xPO D xPQ A12 yPr11
e 1
r1
l r1 
i
  
1 X X 1
A11 xO 0 C e
De A12 yr11
A11
e 1 C A12 yNi C
e eA12 yj1 .AQ112 /r1
yr11
r1 j
i D2 j D1

l  rX
1 1
i
X  
A11 xO 0 C
De A12 yNi C
e AO112 yj1 : (2.45)
i D2 j D1
34 2 Observability

Equation (2.45) differs from (2.43) by the fact that yr11 does not appear in it, with the
columns changing for yj1 .j D 1; : : : ; r1 1/. Thus the change of coordinates allows
us to get rid of yr11 in the first .n jrj/-dimensional part of the system.
At the next step, we can get rid, by analogy, of yr11 1 (taking into account that
yPr11 2 D yr11 1 ), then of yr11 2 , and so on, until the vector yN1 will contain only the
coordinate y11 D y1 , i.e., the first output of the system.
Then, using the same scheme, we can remove successively the derivatives of the
other outputs of the system. At the indicated changes of coordinates in the remaining
part of the system the equations for yji (i D 1; : : : ; l, j D 1; : : : ; ri 1) will not

.ir
change, only the equations for the leading derivatives yi will change, i.e., for coordi-
nates yri i .
We have thus proved the following theorem.

rs
Theorem 2.30. Suppose that the linear stationary square system (2.2) is in the general

ee
position and the vector r D .r1 ; : : : ; rl / of the relative order in the sense of Isidori is
defined. Then, by means of nondegenerate transformation the system can be reduced
to the form
in
xP 0 D A11 x 0 C A12 y
yPi1 D yi1C1 ; i D 1; : : : ; r1 1
ng

yPi2 D yi2C1 ; i D 1; : : : ; r2 1
::
: (2.46)
le

yPil D yilC1 ; i D 1; : : : ; rl 1
1
0 1
yPr1 l
ro

B :: C 0
X
@ : A D A21 x C Ai22 yNi C H.r/u
yPrll i D1
nt

which is the canonical representation of the system with the isolation of zero dynamics.
co

Corollary 2.31. The zero dynamics of the system corresponds to the .n jrj/-dimen-
sional first part of the system and is described by the equation

xP 0 D A11 x 0 :

Corollary 2.32. It is easy to verify that the definition of the vector relative order in
the sense of Isidori for the vector r D .r1 ; : : : ; rl / holds for (2.46). Consequently,
the reduction of the system of general order (2.2) to form (2.46) is a necessary and
sufficient condition for the fulfillment of the conditions of the definition of relative
order.
 2.4 Nonstationary linear systems 35

2.4 Nonstationary linear systems

We shall describe now the canonical representation for a linear nonstationary sys-
tem [87].
In what follows we shall consider a homogeneous system of the form
´
P
x.t/ D A.t/x.t/
(2.47)
y D C.t/x.t/:

Let us consider a transformation of coordinates with a matrix L.t/

.ir
x.t/ D L.t/x.t/:
N (2.48)

rs
P
Let L.t / 2 Rnn be invertible for all t , j det L.t/j  const > 0, L.t/, L.t/, and
L 1 .t / are continuous and bounded matrices (which realize the Lyapunov transforma-
tion).

ee
The following statement holds true [87].

Lemma 2.33. Suppose that system (2.47) is uniformly differentially observable (in the
sense of Definition 2.10. Then there exists a nondegenerate (Lyapunov’s) transforma-
in
tion (2.48) which reduces system (2.47) to the form
ng
´
PN
x.t/ N x.t/
D A.t/ N
(2.49)
y.t/ D CN .t/x.t
N /;

where
le

AN00 .t/ AN01 : : : AN0l

0 1
BAN10 .t/ AN11 : : : AN1l C
ro

N / D L 1 .t /A.t/L.t/
A.t P
L 1 .t/L.t/ DB
@ : : : : : : : : : : : : : : : : : : : : : :A ; (2.50)
C

ANl0 .t/ ANl1 : : : Al l

nt

CN .t / D C.t /L.t / D .CN 1 .t/I 0/, CN 1 .t/ 2 Rll , CN 1 .t/ > 0 (is positive definite).
The matrices ANij for j  1 from the block representation of the matrix A.t/ N do not
co

depend on t and have the form

0 1
0 1 0 ::: 0
B 0 0 1 : : : 0C
.i 1/.i 1/
ANi i D B N
B C
B : : : : : : : : : : : : : : : C ; Ai i 2 R ; i D 1; : : : ; l;
C
@ 0 0 0 : : : 1A
0 0 0 ::: 0
AN0i D Œei I 0; ei 2 Rl1 is the i th basis vector; AN0i 2 Rl.i 1/
;
.i 1/.j 1/
ANij D 0; ANij 2 R ; i ¤ j; i; j D 1; : : : ; l:
36 2 Observability

Here, as before, i are observability indices, 1 C 2 C


C l D n. The matrices

ANi 0 .t / 2 R.i 1/l , i D 1; : : : ; l, and AN00 .t/ 2 Rll include all components of the
matrix A dependent on time.

Remark 2.34. If the indicated transformation is realized for system (2.1), then the
N
matrix B.t / passes into B.t/ D L 1 .t/B.t/.

Remark 2.35. In the new basis system (2.47) can be written as a collection .l C 1/ of
subsystems, i.e., in the form

.ir
l
8
X
N AN0i xi
ˆ 8
< < xP 0 D A00 .t/x0 C
ˆ

rs
ˆ
ˆ
i D1
xP i D ANi i xi C ANi 0 .t/x0 ; i D 1; : : : ; l
ˆ
ˆ :
ˆ

ee
ˆ
y D CN 1 .t/x0 :
:

The indicated canonical representation is similar to the observable Luenberger rep-

resentation and generalizes the observable Tuel representation for linear time-depen-
in
dent systems [106, 117].
The procedure of construction of the Lyapunov transformation of L.t/ for reducing
ng
the system to the described canonical form can be realized according to the algorithm
described in [87].
(a) For any time moment t  0 the observability matrix of full rank (2.6)
le

0 1
Q1 .t/
N.t / D @ ::: A ; Q1 .t/ D C.t/; Qi C1 .t/ D Qi .t/A.t/ C QP i .t/
B C
ro

Qn .t/
nt

can be uniquely defined. From the rows of this matrix we choose basis rows in ac-
cordance with the procedure described in detail for stationary systems (Technique 2).
Moreover, we assume that the set of rows satisfying this procedure for t D 0 satisfies
co

it for all t  0 as well (and is a basis one for t  0).

We denote by qij .t/ the j th row of the matrix Qi .t/. The observability indices
k , k D 1; : : : ; l, mean the maximal value for the first index of the row qij .t/, i.e.,
1  i  j . In this case, the index j corresponds to the j th output of the system. In
particular, q1j .t/ D Cj .t/ are rows of the initial matrix C.t/.
Let us compose a nondegenerate matrix MO .t/ 2 Rnn from the chosen basis rows
ordering them as follows:
!
M O 1 .t/
MO .t/ D ;
MO 2 .t/
 2.4 Nonstationary linear systems 37

where 0 1
q1 ;1
Bq ;2 C
B 2 C
MO 1 .t/ D B : C ;
@ :: A
ql ;l

and MO 2 .t / contains the remaining rows qij .t/, j D 1; : : : ; l; i D 1; : : : ; j 1.

(b) Let hi .t /, i D 1; : : : ; l be the i th columns of the matrix MO 1 .t/.
(c) Let us define the vectors lij 2 Rn1 , i D 1; : : : ; l, j D 1; : : : ; i :

.ir
li 1 .t / D hi .t/; i D 1; : : : ; l
lij .t / D A.t/li;j 1 .t/ lPi;j 1 .t/; i D 1; : : : ; lI j D 2; : : : ; i :

rs
(d) Let us construct now matrices

ee
L0 .t/ D .l1;1 I l2;2 ; : : : ; ll;l /
Li .t/ D .li;1 1 I li;i 2 ; : : : ; li;1 /; i D 1; : : : ; l:

(e) Finally, the matrix L.t/ 2 Rnn which realizes the required Lyapunov transfor-
in
mation assumes the form
ng
L.t/ D .L0 .t/; L1 .t/; : : : ; Ll .t//:

Conclusion
le

In Chapter 2 we consider the concepts of observability and identifiability for linear

dynamical systems (Definitions 2.2–2.3. The observability criteria of Kalman (Theo-
rem 2.5) and Rosenbrock (Theorem 2.11) are given for linear stationary systems.
ro

The following canonical forms are given for linear stationary systems: the Kalman
decomposition, observability canonical forms (for scalar and vector outputs), the
nt

Luenberger canonical form, the canonical form with isolation of zero dynamics. The
Luenberger canonical form is given for linear nonstationary systems.
co
 Chapter 3

Observers of full-phase vector for fully determined

linear systems

.ir
In this chapter we consider fully determined linear stationary systems

rs
´
xP D Ax C Bu
(3.1)
y D C x;

ee
where x 2 Rn is an unknown phase vector, u.t/ 2 Rm , y.t/ 2 Rl are known input and
output of the system, A, B, and C are known constant matrices of the corresponding
dimensions, C and B being matrices of full rank.
in
3.1 Full-dimensional observers
ng

Let us consider a problem on the construction of an asymptotic observer which forms

an estimate of the unknown phase vector x.t/. We shall begin with the description of
the most simple methods of constructing observers whose dimension coincides with
le

that of system (3.1) (the so-called full-dimensional observers).

Let us prove the following fundamental statement which is very important in the
ro

observation theory. The following theorem is valid.

Theorem 3.1. Let the pair ¹C; Aº be observable. Then, for any polynomial 'n .s/ D
n 1 C s n with real coefficients
1 C 2s C


C ns i , s 2 C, there exists a matrix
nt

L2R nl such that 'n .s/ is a characteristic polynomial of the matrix AL D A LC;
i.e,
det.sI AL / D 'n .s/:
co

Remark 3.2. Actually, Theorem 3.1 states that for the observable pair ¹C; Aº, by the
choice of the matrix L the spectrum of the matrix AL may be defined arbitrarily (with
the natural restriction that the spectrum must be symmetric relative to the real axis
in C).
Proof. We can prove the statement in any specially chosen, say, canonical basis. In-
deed, let the transformation of coordinates with the matrix P , i.e., xN D P x, transfer
the pair ¹C; Aº into a pair ¹CN ; Aº,
N where CN D CP 1 , AN D PAP 1 . Then the char-
acteristic polynomials of the matrices AL D A LC and ANL D AN L N CN , where
 3.1 Full-dimensional observers 39

LN D PL, coincide, and, consequently, by choosing the matrix LN we find the matrix
L D P 1 L. N
We begin with considering the case l 1. If the pair ¹C; Aº is observable, then, with
the use of a nondegenerate transformation, we can transfer it to the second observable
canonical representation (2.19)

0 0 ::: 0 ˛1
0 1

A D @1: : : :0: : :: :: :: : :0: : : : :˛:2:A I C D .0; : : : ; 0; 1/:

B C

0 0 ::: 1 ˛n

.ir
Let L D .l1 ; : : : ; ln /> . Then

rs
0 0 ::: 0 .˛1 C l1 /
0 1
B1 0 : : : 0 .˛2 C l2 / C

ee
AL D A LC D B0 1 : : : 0
B C
.˛ C l / C
@: : : : : : : : : : : : : : : : : : :3: : : :3: :A
0 0 ::: 1 .˛n C ln /
in
and det.sI AL / D s n C .˛n C ln /s n 1 C


C .˛1 C l1 /. Choosing li D i ˛i ,
we obtain
ng

det.sI AL / D 'n .s/:

In this way we have proved the statement for l D 1.

le

Let us now consider the general case l > 1. We begin with proving an auxiliary
statement.
ro

Lemma 3.3. Suppose that the pair ¹C; Aº is observable and Ci are rows of the ma-
trix C . Then, for any row Ci ¤ 0, i D 1; : : : ; l; there exists a matrix Li 2 Rnl such
nt

that the pair ¹Ci ; A Li C º is also observable.

co

Proof. Without loss of generality, we consider i D 1. Since the pair ¹C; Aº is observ-
able, rank N.C; A/ D n and therefore among the rows of the matrix N.C; A/ there
are n linearly independent rows. We choose them using Technique 1 (see Chapter 2).
They are the vectors

C1 ; : : : ; C1 A1 1
; C2 ; : : : ; C2 A2 1
; : : : ; Ck ; : : : ; Ck Ak 1
® ¯
;
(3.2)
1 C


C k D n; k  l:

Let us determine the matrix P 2 Rnn whose rows are these vectors in the indicated
40 3 Observers of full-phase vector for fully determined linear systems

order. Let us determine the matrix S 2 Rnl

0 1³
01 1
1
B
B e2 CC³
B 02 1 C
B C 2
e3 C
0p 2 Rpl ;
B
S D B :: C
B
C :: ;
B : C :³
B0
B k 1 1 C k 1
C
@ ek 1 A
0k º k

.ir
ei being the i th row of the identity l  l matrix. We shall show that the matrix L1 D
P 1 S satisfies the conditions of Lemma 3.3.

rs
We write the matrix S D PL1 in the form
0 1
0

ee
B ::: C
B C
B 0 C
B C
B e C
B 2 C
in
0 C
B C
C1
0 1
B :: C
B
B C1 A C B : C
S DB : C
L1 D B
B 0 C:
C
::
ng
@ A
B e3 C
B C
Ck A  k 1 B :: C
B : C
B ek 1 C
B C
B C
B 0 C
le

B :: C
@ : A
0
ro

This matrix relation corresponds to the following set of vector relations

C1 A1 1 L1 D e2
nt

8
ˆ C1 L1 D 0;
ˆ
ˆ
C1 AL1 D 0; : : : ;
C2 L1 D 0; C2 AL1 D 0; : : : ; C2 A2 1 L1 D e3
ˆ
ˆ
ˆ
ˆ
::
<
co

: (3.3)
ˆ
Ck 1 L1 D 0; Ck 1 AL1 D 0; : : : ; Ck 1 Ak 1 1 L1 D ek
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
Ck Ak 1 L1 D 0:
:
Ck L1 D 0; Ck AL1 D 0; : : : ;

In order to prove that the pair ¹C1 ; A L1 C º is observable, we have to prove that
the rows

C1 ; C1 .A L1 C /; C1 .A L1 C /2 ; : : : ; C1 .A L1 C /n 1

are linearly independent. Using relations (3.3), we find that

 3.1 Full-dimensional observers 41

C1 D C1
C1 .A L 1 C / D C1 A
C1 .A L1 C /2 D C1 A2
::
:
C1 .A L1 C /1 1
D C1 A1 1

C1 .A L1 C /1 D CA1 1
.A L1 C / D CA1 C e2 C D CA1 C C2 (3.4)
C1 .A L1 C /1 C1 D CA1 C C2 .A L1 C / D C2 A C Œ: : : 

.ir
1 C2 2
C1 .A L1 C / D C2 A C Œ: : : 
:::

rs
C1 .A L1 C /1 1
D Ck Ak 1
C Œ: : : :

ee
In this system the brackets Œ: : :  are used to denote the linear combinations of the
preceding vectors.
Since (3.2) is a set of linearly independent vectors, vectors (3.4) are also linearly
independent. The lemma is proved. 
in
Let us now pass to the proof of the theorem itself. Let the pair ¹C; Aº be observable.
ng
Then we consider a matrix L1 such that the pair ¹C1 ; A L1 C º is observable. Since
for the case l D 1 the statement of the theorem has been proved, there exists a matrix
LN 0 2 Rn1 such that the matrix
le

AL D .A L1 C / LN 0 C1
ro

has a defined spectrum. Let us consider a matrix

N 0 0 : : : 0/ 2 Rnl :
L0 D .L
nt

Then the matrix AL from condition (3.4) can be written as

co

AL D .A .L1 C L0 /C / D A LC;

where L D L1 C L0 . The theorem is proved. 

Remark 3.4. [to Lemma 3.3] The observability of the pair ¹C; Aº does not, generally
speaking, implies the observability of the pair ¹Ci ; Aº for any i D 1; : : : ; l. Moreover,
the matrix A may not be observable with respect to any vector C 0 2 R1n !

Let us consider an example.

42 3 Observers of full-phase vector for fully determined linear systems

Example 3.5. Suppose that we are given a system with matrices

0 1
0 1 0  
1 0 0
A D @0 0 0A ; C D :
0 0 1
0 0 0

Then the observability matrix for the pair ¹C; Aº has the form
0 1
1 0 0
B0 0 1C
N.C; A/ D B @0 1 0A ; rank N.C; A/ D 3;
C

.ir
0 0 0

i.e., the pair ¹C; Aº is observable.

rs
However, for any vector C 0 D .c1 ; c2 ; c3 / the observability matrix
0 1
c1 c2 c3

ee
N.C 0 ; A/ D @ 0 c2 0 A
0 0 0

has a rank not higher than the second. Thus, the pair ¹C 0 ; Aº is not observable with
in
respect to any vector C 0 including the vectors C1 and C2 which are the rows of the
matrix C .
ng

Let us consider now the problem of constructing an asymptotic full-dimensional

observer for the linear stationary system (3.1). We can easily do it proceeding from
Theorem 3.1.
le

Suppose that we are given a linear stationary system (3.1)

´
xP D Ax C Bu
ro

y D C x:
nt

We construct a full-dimensional observer for this system as

xPQ D AxQ C Bu L.C xQ y/; xQ 2 Rn ; (3.5)

co

where we choose the feedback matrix L from the condition that AL D A LC is

a Hurwitz matrix. This can always be done when the pair ¹C; Aº is observable. The
observation error e D x xQ in this case satisfies the differential equation

eP D xP xPQ D Ax C Bu AxQ Bu L.C xQ C x/ D AL e;

and e.t / ! 0 as t ! 0 since AL is a Hurwitz matrix. Moreover, since the estimation

error e satisfies the linear stationary equation indicated above, it follows that e.t/ ! 0
exponentially, the rate of convergence can be chosen arbitrarily with the use of the
matrix L.
 3.1 Full-dimensional observers 43

3.1.1 Algorithms of the synthesis of observers with the use of different

canonical forms
We shall now indicate some explicit algorithms for the synthesis of feedback matrix L.
In the case where l D 1, it is easy to find the coefficients of the matrix L if system
(3.1) is given in the second observable canonical form. The method of synthesis of L
for this case is given in the proof of Theorem 3.1.
Let us consider the case where l D 1 and the system is given in the first observable
canonical form (2.18)

.ir
0 1
0 1 0 ::: 0
B 0
B 0 1 ::: 0 C C
A D B: : : : : : : : : : : : : : : : : : : : : : : : : : :C
C; C D .1; 0; : : : ; 0/:

rs
B
@ 0 0 0 ::: 1 A
˛1 ˛2 ˛3 : : : ˛n

ee
Since the indicated pair is observable, the existence of the vector L follows from what
was proved above. However, we can also indicate an explicit method for finding L.
Let L D .lQn ; : : : ; lQ1 /> . Then
in
lQn
0 1
1 0 ::: 0 0
ng
B
B lQn 1 0 1 ::: 0 0 C C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
AL D B C:
B C
B lQ3 0 0 ::: 1 0 C
lQ2
B C
le

@ 0 0 ::: 0 1 A
.lQ1 C ˛1 / ˛2 ˛3 : : : ˛n 1 ˛n
ro

Let us find the characteristic polynomial of the matrix AL

.s C lQn /
0 1
1 0 ::: 0 0
nt

B lQ s 1 ::: 0 0 C
B n 1 C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
det.sI AL / D det B
B C
co

lQ3 0 s ::: 1 0
C
B C
lQ2
B C
@ 0 0 ::: s 1 A
.lQ1 C ˛1 / ˛2 ˛3 : : : ˛n 1 .s C ˛n /
 
Q Q Q s 1
D .l1 C ˛1 / C l2 .˛n C s/ C l3 det
˛n 1 .˛n C s/
0 1
0 1 s 1 ::: 0
s 1 0 B0 s ::: 0
ClQ4 det @ 0 1 A C


C lQn 1 det B
C
s C
@: : : : : : : : : : : : : : : : : : : : : :A
˛n 2 ˛n 1 .˛n C s/
˛3 ˛4 : : : .˛n C s/
44 3 Observers of full-phase vector for fully determined linear systems

0 1
s 1 ::: 0
B0 s ::: 0
C.lQn C s/ det B
C
C
@: : : : : : : : : : : : : : : : : : : : : :A
˛2 ˛3 : : : .˛n C s/
D .lQ1 C ˛1 / C lQ2 p2 .s/ C lQ3 p3 .s/ C


C lQn 1 pn 1 .s/ C .lQn C s/pn .s/:

Every polynomial pi .s/ D s i 1 C : : : , and therefore the representation

n
X
i D lQi C 'ij lQj

.ir
j Di C1

holds for the coefficients of the characteristic polynomial det.sI AL / D s n C

n 1 n 2

rs
ns C n 1s C


C 1.
Setting i equal to the given coefficients i , we obtain a linear system relative to
the unknown coefficients lQi . In this case, the matrix of this system will be triangular

ee
with identities on the leading diagonal
0 1
1 '1;2 : : : '1;n 2 '1;n 1 '1;n
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C lQ1
0 1 0 1
C B : C B :1 C
B
in
C @ :: A D @ :: A :
B0 0 : : : 1 'n 2;n 1 'n 2;n C
B
@0 0 : : : 0 1 'n 1;n A lQn n
0 0 :::
ng
0 0 1
In this way we can find the required feedback vector for the case where the pair
¹C; Aº is given in the first canonical representation.
le

3.1.2 Synthesis of observers with the use of the first canonical

representation of vector systems
ro

Proceeding from the scalar case, we can propose a method of synthesis of the ma-
trix L for the vector case l > 1. Suppose that the system is given in the first canonical
nt

representation for vector systems (2.22), (2.23), i.e.,

0 1
0
A11 0 ::: 0
1 0 1 0 ::: 0
co

B A21 A22 : : : B0 0 1 : : : 0C
0 C B C i i
ADB : :: C ; Ai i D B C2R
: : : : : : : : : : : : : : : :C ;
B C
: :: : :
@ : : : : A
B
@0 0 0 : : : 1A
Ak1 Ak2 : : : Akk    ::: 
0 N 1
C1 0 ::: 0
B 0 CN 2 ::: 0 C
B :: :: :: C
B C
C DB : : :: C;
: :
: : : CN k A
B C
@ 0 0
CN kC1
1
CN kC1
2
: : : CN kC1 k
 3.1 Full-dimensional observers 45

i
CN i D .1; 0; : : : ; 0/ 2 R1i ; CN kC1 2 R.l k/i
; 1 C


C k D n:

Since every pair ¹CN i ; Ai i º is given in the first canonical form for the scalar system, it
follows that, using the algorithm described above, we can find for each pair a matrix
LN i 2 Ri 1 such that the matrix AL D Ai i L N i CN i has a given spectrum. The general
ii
matrix L 2 R nl can be chosen in the form

N1 0 ::: 0 0
0 1
L
B0 L N 2 : : : 0 0C
LDB
@: : : : : : : : : : : : : : : : : : : :A :
C

.ir
0 0 : : : LN k 0

rs
In this case
AL
0 1
11 0 ::: 0
B A21 AL22 ::: 0 C
AL D A LC D B : C;

ee
B C
:: :: ::
@ :: : : : A
Ak1 Ak2 : : : AL
kk

and, consequently, the characteristic polynomial ˛.s/ of the matrix AL is the prod-
in
uct of the characteristic polynomials of the matrices ALi i and can be made a Hurwitz
polynomial (with any preassigned index of stability).
ng
Note that the indicated method of synthesis imposes constraints on the choice of the
spectrum of AL because the real characteristic polynomials of AL i i may not admit of
some combinations of complex-conjugate roots for the spectrum of AL . For instance,
if n D 2 and the matrix A consists of two blocks (i.e., k D 2), then the characteristic
le

polynomial
˛.s/ D det.sI AL / D ˛1 .s/˛2 .s/;
ro

where ˛i .s/ D det.sI AL i i / are first-order polynomials, and, consequently, for the
indicated technique of synthesis of the matrix L the spectrum of the matrix AL will
nt

necessarily be real.
In order to be able to obtain an arbitrary spectrum of the matrix AL , it is necessary
to construct the matrix L in a more general form.
co

3.1.3 Synthesis with the use of the Luenberger form

One more technique of synthesizing an observer is connected with the canonical Lu-
enberger form for systems with vector output (2.33) when the system decomposes into
l subsystems

l
X
xP i D Ai i xi C aN ij yj C Bi u; i D 1; : : : ; lI xi 2 Ri ;
j D1;j ¤i
46 3 Observers of full-phase vector for fully determined linear systems

0 1
0 0 ::: 0 
B 1 0 : : : 0 C
yi D CN i xi ; CN i D .0; : : : ; 0; 1/; Ai i D B
@: : : : : : : : : : : :
C:
A
0 0 ::: 1 

Since each pair ¹CN i ; Ai i º is in the second canonical representation, in accordance

with the algorithm given in the proof of Theorem 3.1 we find a vector L N i 2 Ri 1
L N N
such that Ai i D Ai i Li Ci is a Hurwitz matrix (and has a defined degree of stability).
We construct an observer in the form

.ir
l
X
xPQ i D Ai i xQ i C aN ij yj C Bi u LN i .CN i xQ i yi /; i D 1; : : : ; l: (3.6)
j D1;j ¤i

rs
The observation errors ei D xi xQ i for each subsystem satisfy the equations

ee
ePi D AL
i i ei ;

and, consequently, ei .t/ ! 0 exponentially as t ! 1.

in
Remark 3.6. As in the preceding case, we impose small constraints on the spectrum
of the matrix of the system in the deviations in the large, the constraints being con-
ng
nected with the impossibility of defining certain spectra containing complex-conjugate
values.
le

3.1.4 Synthesis of observers with the reconstructible pair ¹C; Aº

Let us now consider the case where the pair ¹C; Aº is not fully observable. The fol-
ro

lowing statement is valid for the pair ¹C; Aº being reconstructed.

nt

Theorem 3.7. Suppose that the pair ¹C; Aº is reconstructible. Then there exists a ma-
trix L 2 Rnl such that AL D A LC is a Hurwitz matrix.
co

Proof. Note, first of all, that it suffices to carry out the proof for a system written in an
arbitrary canonical basis. Indeed, if, by means of the transformation of coordinates the
pair ¹C; Aº is transferred into a pair ¹CN ; Aº,
N where CN D CP 1 , AN D PAP 1 , and for
the pair ¹CN ; Aº
N there exists a matrix LN such that ANL D AN L N CN is a Hurwitz matrix,
1 N
then the matrix AL D A LC where L D P L has the same spectrum. In order to
prove the statement, it suffices to note that

ANL D PAP 1
.PL/.CP 1
/ D PAL P 1
;

i.e., the matrices AL and ANL are similar.

 3.1 Full-dimensional observers 47

Therefore, without loss of generality of reasoning, we can assume that the pair
¹C; Aº is given in the form of Kalman decomposition for the not fully observable
system (2.8)  
A11 0
AD ; C D .C1 I 0/; (3.7)
A21 A22

where A11 2 R , A21 2 R.n / , A22 2 R.n /.n / , C1 2 Rl . A11 cor-
responds to the observable subsystem of dimension  D rank N.C; A/, i.e., the pair
¹C1 ; A11 º is observable.
By virtue of Theorem 2.17, for the reconstructible pair ¹C; Aº the spectrum of the

.ir
nonobservable part, i.e., the matrix A22 , lies in C (the left-hand open half-plane
of C).
Since the pair ¹C1 ; A11 º is observable, there exists for it a matrix L1 2 Rl such

rs
that AL11 D A11 L1 C1 possesses the defined spectrum, in particular, this matrix can
be made a Hurwitz matrix by a requisite choice of the matrix L1 . Consider a matrix

ee
 
L1
LD 2 Rnl :
0
in
For such a feedback matrix we have
   L 
A11 L1 C1 0 A11 0
AL D D :
ng
A21 A22 A21 A22

Since the diagonal matrices AL11 (for a corresponding choice of L1 ) and A22 are
Hurwitz matrices AL is also a Hurwitz matrix. The theorem is proved. 
le

Remark 3.8. Suppose that the pair ¹C; Aº is not fully observable, 1 ; : : : ; n  2 C
ro

are the values on which the rank of the Rosenbrock observability matrix is degenerate
 
I A
R.C; A/ D
nt

(and if the rank of the matrix R.C; A/ diminishes by k on a certain , then this number
co

enters the set k times, i.e., has multiplicity k). Then the characteristic polynomial of
the matrix AL has the form
0 1
n
Y
det.sI AL / D ˛.s/ D @ .s i /A ˛ .s/ D ˛n  .s/˛ .s/;
iD1

˛n  .s/ is an invariable polynomial whose roots are defined by the properties of C
and A, the roots of the polynomial ˛ .s/ of degree  may be defined arbitrarily by the
requisite choice of the matrix L.
48 3 Observers of full-phase vector for fully determined linear systems

Proof. As was pointed out in the proof of the theorem, the investigation of the spec-
trum of the matrix AL can be carried out in any basis. Let us return to the pair ¹C; Aº
defined in the form (3.7). Suppose that the matrix L is written in the block form
 
L1
LD ; L1 2 Rl ; L2 2 R.n /l :
L2
Then  
A11 L 1 C1 0
AL D A LC D :
A21 L2 C1 A22
Thus, the spectrum of the matrix AL consists of two parts: the spectrum of A22 and

.ir
that of .A11 L1 C1 /. Since the pair ¹C; Aº is not fully observable, we have a relation
spec¹A22 º D ¹1 ; : : : ; n  º.

rs
The pair ¹C1 ; A11 º is observable, and therefore the spectrum of .A11 L1 C1 / is
defined arbitrarily by the requisite choice of L1 (and, consequently, of the matrix L).
The statement is proved. 

ee
Thus, in the case where the pair ¹C; Aº is reconstructible, for system (3.1) we can
also use an asymptotic observer of type (3.5), where the feedback matrix L is chosen in
accordance with the condition that AL D A LC is a Hurwitz matrix. The difference
in
from the case of full observability is that now a part of the spectrum of AL does not
change (and is stable) and the other part is arbitrary. The rate of convergence of the
ng
error e.t / D x.t/ x.t/
Q cannot now be arbitrary, it is defined by the unchangeable
part of the spectrum of AL (i.e., by the spectrum of the nonobservable subsystem).
Similar results can be formulated and proved for a control problem. We shall only
formulate the main results [1].
le

Theorem 3.9. Let the pair ¹A; Bº be controllable. Then, for any polynomial 'n .s/ D
s n C n s n 1 C


C 1 with real coefficients i , s 2 C, there exists a matrix K 2 Rmn
ro

such that 'n .s/ is a characteristic polynomial of the matrix AK D A BK, i.e.,
det.sI AK / D 'n .s/.
nt

The proof of Theorem 3.9 is similar to that of Theorem 3.1. In this case, for stabi-
lization of system (3.1) with respect to the full-phase vector (i.e., if the whole vector
x.t / is known), we can use a linear feedback of the form
co

u.t/ D Kx.t/ (3.8)

with constant feedback matrix K. System (3.1) closed by a feedback of this kind
satisfies the equation
xP D Ax BKx D AK x;
and, if the matrix K is chosen from the condition that AK is a Hurwitz matrix, then
the transition process x.t/ ! 0 as t ! 1. Moreover, x ! 0 exponentially and the
rate of convergence on the whole is defined by the choice of the matrix K.
Now if the pair ¹A; Bº is only stabilizable, then we have the following statement.
 3.1 Full-dimensional observers 49

Theorem 3.10. Let the pair ¹A; Bº is stabilizable. Then there exists a matrix K 2
Rmn such that AK D A BK is a Hurwitz matrix.

Remark 3.11. The spectrum of the matrix AK consists of two parts. The part 1 ; : : : ;
n  2 C of the spectrum does not depend on the choice of the matrix K and corre-
sponds to the uncontrollable part of the system, i.e., forms the spectrum of the matrix
A22 from the Kalman decomposition (2.9) for noncompletely controllable systems.
This part of the spectrum is stable since the pair ¹A; Bº is stable. The remaining part
of the spectrum of AK is defined arbitrarily by the choice of the matrix K. In this case,
as before, the feedback (3.8) stabilizes system (3.1) asymptotically (exponentially),

.ir
but now the rate of convergence is defined by the unchangeable part of the spectrum
of the matrix AK and cannot be defined arbitrarily.

rs
Consider system (3.1). The use of the full-dimensional observer (3.5) and the linear
feedback (3.8) allows us to solve the problem of stabilization of system (3.1) with

ee
respect to the output (i.e., under the constraint u D u.y.t//).
The principle of separability of problems of observation and stabilization is valid
for the linear stationary system (3.1).
in
Theorem 3.12. Suppose that the pair ¹C; Aº is observable and observer (3.5) gives
Q
an asymptotic estimate x.t/ to the unknown phase vector x.t/. Let the pair ¹A; Bº
ng
be controllable and the feedback with respect to the full-phase vector (3.8) stabilizes
Q
system (3.1) at zero exponentially. Then the feedback with respect to the estimate x.t/

uD Q
le

K x.t/ (3.9)

stabilizes system (3.1) at zero exponentially.

ro

Proof. It suffices to consider jointly the equations of system (3.1) closed by feedback
(3.9) and equations (3.6) for the observation error e.t/ D x.t/ x.t/.Q Control (3.9)
nt

can be represented as u D K.x.t/ e.t//. Then we have a system of equations

´
co

xP D Ax BK.x e/ D AK x C BKe
(3.10)
eP D AL e:

The matrix of system (3.10) has a block-diagonal form

 
Q AK BK
AD
0 AL

with Hurwitz matrices AK and AL on the diagonal. Consequently, A is also a Hurwitz

matrix and x.t /, e.t/ ! 0 as t ! 1 exponentially. The theorem is proved. 
50 3 Observers of full-phase vector for fully determined linear systems

Remark 3.13. In the case of observability of the pair ¹C; Aº and controllability of
the pair ¹A; Bº the spectrum of the matrices AL and AK is defined arbitrarily and,
consequently, the degree of stability of the matrix AQ can also be defined arbitrarily.
Thus, if system (3.1) is in the general position, then the rate of convergence to zero
of the phase vector of system (3.1) which is closed by feedback (3.9) can be defined
arbitrarily.
Now if the pair ¹C; Aº is only reconstructible (or the pair ¹A; Bº is only stabiliz-
able), then the statement of the theorem remains valid but the rate of convergence
of the phase vector of the system for u.t/ from (3.9) is defined by the spectrum of
nonobservable (or uncontrollable) part.

.ir
3.2 Lowered order Luenberger observers

rs
In the automatic control theory a requirement is often advanced to the dimension of

ee
the observer which must be lowered to the minimal one. We have described above
the scheme of construction of full-dimensional observers for linear stationary systems
without uncertainty (i.e., observers whose dimension coincides with the dimension of
the system itself). However, observers of lowered order can be constructed for systems
in
of this kind. For the first time, methods of construction of observers of this kind were
proposed in works of Luenberger (see [87]).
ng
In what follows we again consider system (3.1) and assume that the pair ¹C; Aº is
observable.
The latter assumption does not lead to the loss of generality of the arguments. If the
pair ¹C; Aº is only reconstructible, then system (3.1) can be reduced to the Kalman
le

decomposition (2.8)
8² 1 1
< xP D A11 x C B1 u
ˆ
ro

xP 2 D A21 x 1 C A22 x 2 C B2 u
ˆ
y D C1 x 1 ;
:
nt

where the pair ¹C1 ; A11 º is observable. If an observer which gives estimate xQ 1 is
constructed for the first subsystem, then the observer for the second subsystem has the
form
co

xPQ 2 D A21 xQ 1 C A22 xQ 2 C B2 u: (3.11)

The observation error e2 D x 2 xQ 2 satisfies the equation

eP 2 D A22 e 2 C A21 e 1 ;

whence, since e 1 D x 1 xQ 1 ! 0 and A22 is a Hurwitz matrix, it follows that e 2 ! 0.

The observation order of (3.11) is equal to .n / and cannot be changed. Thus, the
order of the observer for the system as a whole depends on the order of the observer
for the first full-observable subsystem.
 3.2 Lowered order Luenberger observers 51

We begin with considering the case of a scalar full-observable system, i.e., l D 1. In

this case the system can be written in one of the canonical forms, the output y.t/ being
one of the coordinates of the phase vector, i.e., .n 1/ coordinates are unknown. We
shall show that under these conditions we can construct an observer of order .n 1/.
We shall describe one of the methods of constructing such an observer following [1].
Let the pair ¹C; Aº be given in the second canonical form
0 1
0 0 ::: 0 ˛1
B1 0 : : : 0 ˛2 C
B C
ADB0 1 : : : 0 ˛3 CC; C D .0; : : : ; 0; 1/:

.ir
B
@: : : : : : : : : : : : : : : : : :A
0 0 ::: 1 ˛n

rs
In this basis xn D y is a known coordinate. Let us consider the equations for the first
coordinates of system (3.1)

ee
xP 0 D A0 x 0 C a0 y C B 0 u; (3.12)

where x 0 D .x1 ; : : : ; xn 1 /, A0 2 R.n 1/.n 1/ is the principal minor of order .n 1/

in
of the matrix A, a0 2 R.n 1/1 is the last column of the matrix A without ann , B 0 2
R.n 1/m is a matrix consisting of the first .n 1/ rows of the matrix B. We shall
construct an observer for x 0 in the form
ng

xQP 0 D A0 xQ 0 C a0 y C B 0 u: (3.13)
le

Then the observation error e 0 D x 0 xQ 0 satisfies the equation

eP 0 D A0 e 0 ;
ro

and e 0 ! 0 exponentially if A0 is a Hurwitz matrix.

For the matrix A given in the canonical basis we have
nt

0 1
0 0 ::: 0
B1 0 : : :
co

B 0C C
A0 D B0 1 : : : 0C C;
B
B :: :: : : :: C
@: : : :A
0 0 ::: 1

˛.s/ D det.sI A/ D s n not being a Hurwitz polynomial.

However, we can indicate a transformation of the first .n 1/ coordinates after
which the matrix A0 will have any preassigned spectrum. In this case, the indicated
transformation does not change the vector C , and, consequently, in the new basis
observer (3.13) solves the problem exponentially.
52 3 Observers of full-phase vector for fully determined linear systems

We shall show this transformation in explicit form. Suppose that we are given
a polynomial of order .n 1/ with real coefficients

'n 1 .s/ D s n 1
C n 1s
n 2
C


C 1:

Consider a transformation matrix of the form

0 1 0 1
1 0 ::: 0 1 1 0 ::: 0 1
B0 1 : : : 0 2 C B0 1 : : : 0 2 C
1
B C B C
P D B : : : : : : : : : : : : : : : : : : : : C ; P D B: : : : : : : : : : : : : : : : : : :C
B C B
C:

.ir
@0 0 : : : 1 n 1
A @0 0 : : : 1 n 1 A
0 0 ::: 0 1 0 0 ::: 0 1

rs
Obviously, this transformation does not change xn D y and, consequently, the vector
C D .0; : : : ; 0; 1/.
Upon the indicated transformation the matrix A assumes the form

ee
0 1
0 0 ::: 0 1 j ¹.˛n n 1 / 1 ˛1 º
B 1
B 0 ::: 0 2 j ¹.˛n n 1 / 2 ˛2 C 1 º C
C
B::: ::: ::: ::: ::: j :::
1
in C
PAP DB C
B 0
B 0 ::: 1 n 1 j ¹.˛n n 1 / n 1 ˛n 1 C n 2 ºC
C
@ j A
ng
0 0 ::: 0 1 j ¹˛n C n º
A0 a0
0 1
j
D@ j A;
le

0 : : : 0 1 j .˛n C n/

and the characteristic polynomial of the matrix A0 assumes the form

ro

det.sI A0 / D 'n 1 .s/:

nt

If we choose 'n 1 .s/ to be a Hurwitz polynomial, then observer (3.13) of order .n 1/

reconstructs the unknown coordinates of the phase vector.
For the phase vector written in the original canonical basis the following relation
co

gives an estimate  0
1 x Q
xO D P :
y
Note that if the pair ¹C; Aº is reconstructible, then, for its observable part, we can
construct an observer of order . 1/. Together with observer (3.11) of order .n /
they form an observer of a full-phase vector of order .n /C. 1/ D n 1, i.e., of
the same order as the Luenberger observer for the observable pair ¹C; Aº. The differ-
ence consists in the fact that the rate of convergence in the case of the reconstructible
pair ¹C; Aº depends on the spectrum of the nonobservable part of the system.
 3.2 Lowered order Luenberger observers 53

The proposed method of constructing observers of a lowered order can be general-

ized to the case l > 1. Let us consider a system written in the canonical Luenberger
form 8
ˆ Xl
xP i D Ai i xi C aN ij yj C Bi u; i D 1; : : : ; l
ˆ
<
j D1;j ¤i
(3.15)
ˆ
ˆ
yi D Ci xi :
:

We denote by 0 1
u
y1

.ir
B C
B C
B ::
C
B
B :
C
C
uN i D B y
B i 1C
C

rs
Byi C1 C
B C
B :: C
@ : A

ee
yl
the new known input. Then we can write the subsystems from (3.15) in the form
´
xP i D Ai i xi C BN i uN i ; i D 1; : : : ; l
in
(3.16)
yi D Ci xi ;

where BN i is the known matrix defined by Bi and aN ij , j D 1; : : : ; l, j ¤ i .

ng

Each of the subsystems (3.16) can be regarded as an independent system of order i

with the known input uN i and the known scalar output yi . We can construct for it an
observer of order i 1. A set of observers of this kind forms an observer of a full-
le

phase vector. The order of such an observer is equal to

2 3
l l
ro

X X
.i 1/ D 4 i 5 l D n l:
i D1 i D1

Just as in the scalar case, we can also construct an observer of order .n l/ for
nt

l > 1 for the reconstructible pair.

Thus we have the following statement [1, 87].
co

Theorem 3.14. Let the pair ¹C; Aº be observable (reconstructible). Then we can con-
struct for system (3.1) an observer of order .n l/ with a defined rate of convergence
(the rate of convergence is defined by the nonobservable part of the system).
The following approach proposed by Luenberger is often used for constructing an
observer of a defined order p (in particular, of a minimal order p D n l).
As before, we consider a linear stationary system (3.1)
´
xP D Ax C Bu
y D C x:
54 3 Observers of full-phase vector for fully determined linear systems

We choose a matrix F 2 Rpn such that

 
F
rank D n: (3.17)
C

In this case, obviously, p  n l.

We denote z D F x, and then
   
z F
D x;
y C

.ir
and, consequently, since the rank of the matrix F


C is full, for reconstructing the
vector x it suffices to construct an estimate for z.t/. In what follows, we assume, for
simplicity, that p D n l. In this case we have

rs
  1 
F z
xD :

ee
C y

In order to estimate z.t/ we can use a Luenberger observer of the form

zPQ D D zQ C Ey C Gu;
in (3.18)

where zQ 2 Rn l , D, E, and G are constant matrices, parameters of the observer which

ng
must be defined.
Let us consider the observation error e D zQ z. This error satisfies the equation

eP D De C .DF C EC FA/x C .G FB/u: (3.19)

le

The parameters of the observer are chosen from the conditions

ro

8
<G D FB
ˆ
EC D FA DF (3.20)
ˆ
nt

D is a Hurwitz matrix.
:

If conditions (3.20) are fulfilled, the estimation error e.t/ satisfies the equation
co

eP D De;

and, since D is a Hurwitz matrix, e.t/ ! 0 as t ! 1. The relation

  1 
F zQ
Q
x.t/ D
C y

gives an estimate for the unknown phase vector x.t/.

If system (3.1) is fully observable, then the system of matrix equations (3.17), (3.20)
is solvable [76, 87] (i.e., the matrices D, E, G, and F can be determined from it),
 3.2 Lowered order Luenberger observers 55

and the matrix D can have any preassigned symmetric (i.e., complex-conjugate) spec-
trum. If the pair ¹C; Aº is only reconstructible, then the spectrum of D contains an
unchangeable part which corresponds to the nonobservable part of system (3.1).
The synthesis of an observer can be carried out, for instance, with the use of the
following arguments. Suppose that P is a matrix of the left eigenvectors of the matrix
AL D A LC , the spectrum of AL being a Hurwitz spectrum, real, and different.
Then the matrix P satisfies the equation

P .A LC / D ƒP;

.ir
where ƒ D diag.1 ; : : : ; n /. It is obvious that rank P D n, and among its rows we
can choose .n l/ as F so that

rs
F .A LC / D ƒF F;
F


and rank D n. Comparing this relation with (3.20), we find that D D ƒF ,

ee
C
E D FL.

Conclusion
in
In Chapter 3 we considered a problem of synthesizing the observers of a phase vector
for linear stationary fully determined systems. We have described the algorithms of
ng
synthesis of full-dimensional observers for scalar .l D 1/ and vector .l > 1/ systems.
We have also described Luenberger observers of a lowered order .n l/.
le
ro
nt
co
 Chapter 4

Functional observers
for fully determined linear systems

.ir
4.1 Problem statement. Luenberger type functional

rs
observers

ee
We shall again consider an n-dimensional linear stationary fully determined observable
systems with an l-dimensional output
´
xP D Ax C Bu
(4.1)
in
y D C x:
We assume everywhere in the sequel that the matrix C is of full rank, i.e., rank C D l.
ng
In this chapter we solve the problem of constructing functional observers, i.e., the
problem of reconstructing a linear functional from the unknown phase vector
 D F x; (4.2)
le

where F 2 Rpn is a known matrix. Such a problem arises, for instance, when we
solve the problem of stabilization of system (4.1) at zero. To solve such a problem we
ro

can use, for instance, a feedback of the form u D Kx. If we know the estimate of the
Q
full-phase vector x.t/, then the relation u D K xQ solves the stabilization problem.
However, in this case it is not obligatory to reconstruct the whole n-dimensional vector
nt

Q /, it is only sufficient to construct an estimate of the functional .t/ D Kx,

x.t
 .t / 2 Rm , the dimension of the functional observer (i.e., the observer that forms the
estimate Q .t /) must turn out to be smaller than that of the Luenberger observer.
co

The problem of constructing a functional observer for system (4.1), (4.2) was con-
sidered in detail in the works by O’Reilly [87], who described an observer similar in
structure to the Luenberger observer (3.18). The following procedure was proposed
for constructing an observer of order k.
Suppose that a decomposition
F D P T C V C;
holds for the matrix F , where P 2 Rpk , T 2 Rkn , V 2 Rpl . Then
 D F x D P T x C V C x D P z C Vy;
 4.1 Problem statement. Luenberger type functional observers 57

where z.t / 2 Rk is an unknown vector to be estimated. For its reconstruction we use

an observer of the Luenberger type

zPQ D D zQ C Ey C Gu: (4.3)

Then the estimate for the required functional .t/ is given by

Q
.t/ D P zQ C Vy: (4.4)

For the estimate Q .t/ to converge to .t/ it suffices that .zQ .t/ z.t// ! 0 as t ! 1.
Consider an equation for the error e D zQ z:

.ir
eP D zPQ zP D D zQ C Ey C Gu T .Ax C Bu/
D D.e C T x/ C EC x C Gu TAx TBu

rs
D De C .DT C EC TA/x C .G TB/u: (4.5)

It [87] the following theorem was proved.

ee
Theorem 4.1. Observer (4.3), (4.4) of order k reconstructs the functional  from (4.2)
for system (4.1) if and only if the conditions
in
F D P T C V C;
G D TB;
ng
(4.6)
TA DT D EC;
D is a Hurwitz matrix;
le

are fulfilled.
Under these conditions the estimation error e.t/ obviously satisfies the equation
ro

P D De.t/;
e.t/

and, since D is a Hurwitz matrix,

nt

exp
e.t/ ! 0 as t ! 1:
co

The general scheme of the synthesis of the observer can be represented, for instance,
as follows. Let ‚ be a matrix of the left eigenvectors of the matrix AL D A LC
corresponding to different real stable eigenvalues which form a diagonal matrix ƒ, i.e.,

‚AL D ƒ‚:
T


Suppose that T is a collection of k rows from ‚ such that rank C D k C l, and then
the matrices P and V can be found from the equation
 
T
F D .P V / :
C
58 4 Functional observers for fully determined linear systems

T >,


Postmultiplying this equation by the matrix C we obtain
 >
T
F D .P V /Nk ;
C

where Nk 2 R.kCl/.kCl/ . The minimal number k for which the matrix Nk is invert-
ible gives the solution of the problem since
 >
T
F Nk 1 D .P V /:
C

.ir
In this case, D D ƒT is a part of the diagonal matrix ƒ, i.e., TAL D ƒT T and
E D T L.

rs
Note that det Nk D det.C C > C T > .T T > / 1 T C > / and the determination of
the minimal k is connected with the sorting out of the collections of k rows of the

ee
matrix ‚ which are linearly independent of the rows of the matrix C . It is obvious that
the matrix Nn l is invertible for k D n l.
Since no clear algorithm was proposed in the general case, the following questions
arise.
in
(1) How, for a given k, can we find the matrices P , T , V , G, E, and D satisfying
conditions (4.6)?
ng
(2) What is the minimal value of k for which we can construct a functional observer?
In the general case, where y.t/ and .t/ are vectors (i.e., l > 1, p > 1), these ques-
tions are difficult for answering. The author of [87] gives results for the cases where
y.t / or  .t / are scalar variables. In particular, the following statement exists for the
le

order of the observer.

ro

Theorem 4.2 (Roman and Bullock [93]). An observer of order k with any preassig-
ned (symmetric) spectrum
(i) reconstructs the functional  D F x,  2 Rp , for a system with a scalar output
nt

(i.e., for l D 1) if and only if k  n 1, Pl

(ii) reconstructs the scalar functional  D F x D i
i D1 Fi xi (where xi 2 R
are parts of the phase vector x in the canonical Luenberger representation (2.11),
co

Fi 2 R1i / if and only if k  d 1, where d is the length of the maximal nonzero

part among the vectors Fi .d 1   1,  is the observability index of the pair
¹C; Aº,  D max i /.

For p D 1 the author of [87] showed the technique of constructing an observer of

order . 1/. It follows from Theorem 4.2 for l D 1, p > 1 that the minimal order
of an observer with a completely defined spectrum is equal to n 1 D  1 and
coincides with the dimension of the Luenberger observer for a full-phase vector.
However, in some cases, if we refuse the condition of a completely defined spec-
trum, we can lower the order of the observer. In recent years this problem was actively
 4.2 Reconstruction of scalar functionals 59

investigated. In particular, the author of [122] obtained conditions for the existence of
observers of order p which coincides with the dimension of the functional. The authors
of [25–29] obtained necessary and sufficient conditions for the synthesis of observers
of a defined order. Somewhat later similar conditions were given in paper [123].
The technique of determining the minimal dimension of a functional observer is
given in papers [27, 28]. We shall describe it following the indicated papers.

4.2 Reconstruction of scalar functionals

.ir
We shall begin with considering the case of a scalar output and a scalar functional,
i.e., p D l D 1. In this case, as Theorem 4.2 indicates, we can construct a functional
observer of order .n 1/. The dimension of this observer (and, consequently, the tech-

rs
nique of its construction) coincides with that of the Luenberger observer. Of interest is
the possibility of constructing an observer of order k < n 1. Let us investigate this
possibility.

ee
Without loss of generality, we assume that the pair ¹C; Aº is given in the canonical
form 0 1
0 0 ::: 0 ˛1
B1 0 : : : 0
in
˛2 C
ADB @: : : : : : : : : : : : : : : : : :A ; C D .0; 0; : : : ; 0; 1/;
C (4.7)
0 0 ::: 1 ˛n
ng

where ˛i are coefficients of the characteristic polynomial of the matrix A, i.e.,

˛.s/ D det.sI A/ D s n C ˛n s n 1
C


C ˛1 :
le

Suppose that the pair ¹F; Aº is observable and the vector F , in the indicated basis, has
the form
ro

F D .f1 ; : : : ; fn /:
In what follows, without loss of generality, we assume that the vectors C and F are
nt

not collinear. In order to solve the problem, we shall use the method of pseudoinputs,
namely, consider the system
co

´
xP D Ax C Bu C Lv
(4.8)
y D Cx

with an additional input v 2 R (“pseudoinput”). The form of the vector L 2 Rn1

will be defined below.
In the case where the pseudoinput v  0 this system coincides with system (4.1).
For system (4.8) the transfer functions from the new input v to the output y.t/ and to
the functional  .t / are defined:

W1 .s/ D C.sI A/ 1 L; y D W1 v;
60 4 Functional observers for fully determined linear systems

W2 .s/ D F .sI A/ 1 L;  D W2 v
(in the last expressions, for simplicity, we preserved the same notation for the Laplace
transformations for y.t/ and .t/ as for the preimages). The functions W1 .s/ and
W2 .s/ are fractional-rational, i.e., are the relation of polynomials
ˇ1 .s/ ˇ2 .s/
W1 .s/ D ; W2 .s/ D ;
˛.s/ ˛.s/
where ˇ1 .s/ and ˇ2 .s/ are polynomials of degree not higher than .n 1/. The poly-
nomials ˇ1 .s/ and ˇ2 .s/ are defined by the choice of the vector L D .l1 ; l2 ; : : : ; ln /> .
Moreover, since the matrices A and C are given in the canonical form, it follows that

.ir
ˇ1 .s/ D s n 1 ln C s n 2 ln 1 C


C l1 :

rs
Suppose that the vector L is chosen such that the polynomials ˇ1 .s/, ˇ2 .s/, and ˛.s/
do not have common roots, i.e., the triples ¹C; A; Lº and ¹F; A; Lº are in the general
position. Then the transfer function from the measurable output of the system y.t/ to

ee
the unknown functional .t/ is defined:
ˇ2 .s/
D y D WQ .s/y: (4.9)
ˇ1 .s/
in
For constructing an asymptotic observer, it is sufficient that the transfer function
WQ .s/ should be physically realizable, i.e., the condition
ng

deg ˇ2 .s/  deg ˇ1 .s/ (4.10)

should be fulfilled and the denominator WQ .s/, i.e., the polynomial ˇ1 .s/, should be
a Hurwitz polynomial. Moreover, if deg ˇ1 .s/ D k, then the functional observer which
le

reconstructs  .t/ will have an order k. Thus, the problem of constructing a functional
observer of order k reduces to the search for a vector L such that condition (4.10) is
ro

fulfilled and ˇ1 .s/ satisfies the conditions

deg ˇ1 .s/ D k;
(4.11)
nt

ˇ1 .s/ is a Hurwitz polynomial.

When conditions (4.10), (4.11) are fulfilled, we can easily indicate an algorithm for
co

constructing an observer of order k. If deg ˇ1 .s/ D k, then, without loss of generality,

we have
ˇ1 .s/ D s k C lk s k 1 C


C l1 ;
i.e., L D .l1 ; : : : ; lk ; 1; 0; : : : ; 0/. Since the polynomials ˇ1 .s/ and ˛.s/ are uncan-
cellable, we can use a nondegenerate transformation of coordinates in order to reduce
system (4.8) to the canonical form of controllability
8
Q Q Q
<xP D Ax C Bu C Lv
ˆ
y D CQ x (4.12)
Q
ˆ
 D F x;
:
 4.2 Reconstruction of scalar functionals 61

where
0 1
0
0 1 0 ::: 0 0
1 0
B :: C
B 0 0 1 ::: 0 0 C
AQ D B
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A ; B:C ;
Q DB
L
C C
@0A
˛1 ˛2 ˛3 : : : ˛n 1 ˛n 1
CQ D .l1 ; : : : ; lk ; 1; 0; : : : ; 0/

(we denote the phase vector x, the inputs u and v, and the outputs y and  as before).
Since the relative order of system (4.12) with respect to the output  is not lower than

.ir
with respect to the output y (by virtue of condition (4.10)), it follows that

FQ D .fQ1 ; : : : ; fQk ; fQkC1 ; 0; : : : ; 0/:

rs
In this case, some of the first .kC1/ components fQ1 of the vector FQ may be zero. Since

ee
y D l1 x1 C


Clk xk CxkC1 , in the indicated coordinates the unknown functional .t/
has the form
kC1
X k
X
fQi xi D fQi xi C fQkC1 .y
in
D l1 x1


lk x k /
i D1 i D1
k
ng
X
D .fQi fQkC1 li /xi C fQkC1 y:
i D1

Thus, in order to reconstruct .t/, it suffices to construct estimates of the first k coor-
le

dinates of the phase vector x. Let us consider the first k equations of system (4.12):
8
xP 1 D x2 C bQ1 u
ro

ˆ
ˆ
ˆ
ˆ
< xP 2 D x3 C bQ2 u
ˆ
ˆ
::
nt

ˆ
ˆ
ˆ
ˆ :
ˆ
Q
ˆ
: xP D x
k kC1 C bk u:
co

Pk
Taking into account that xkC1 D y i D1 li xi , we can write these equations as
8
ˆ
ˆ
ˆ xP 1 D x2 C bQ1 u
ˆ
xP 2 D x3 C bQ2 u
ˆ
ˆ
ˆ
ˆ
ˆ
<
:: (4.13)
ˆ :
ˆ
xP k 1 D xk C bQk 1 u
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ



l x C bQ u C y:
ˆ
: xP D l x
k 1 1 k k k
62 4 Functional observers for fully determined linear systems

Since the input u.t/ of the system and its output y.t/ are known, in order to reconstruct
x 0 D .x1 ; : : : ; xk /> we can use the observer
8
ˆ
ˆ
ˆ xPQ 1 D xQ 2 C bQ1 u
ˆ
ˆ
ˆ ::
:
<
(4.14)
ˆ
ˆ
ˆ PQ k 1 D xQ k C bQk 1 u
x
ˆ
ˆ
: xPQ D l xQ


l xQ C bQ u C y:
ˆ
k 1 1 k k k

The observation error e0

D xQ 0 x0
satisfies the system

.ir
8
ˆ
ˆ eP1 D e2
ˆ
ˆ
ˆ ::
:
<

rs
(4.15)
ˆ eP
ˆ
ˆ
ˆ k 1 D ek
ˆ
ePk D l1 e1


lk ek ;
:

ee
and, since ˇ1 .s/ is a Hurwitz polynomial (the characteristic polynomial of system
(4.15)), it follows that e 0 ! 0 as t ! 1. The relation
k
X
in
Q
.t/ D .fQi fQkC1 li /xQ i C fQkC1 y
i D1
ng
gives an estimate for .t/. Thus, for constructing a functional observer of order k, it
is sufficient that there should exist a vector
L D .l1 ; : : : ; lk ; 1; 0; : : : ; 0/ (4.16)
le

such that conditions (4.10), (4.11) should be fulfilled. Let us find out in what cases
such a vector exists.
ro

Suppose that the vector L has form (4.16), ˇ1 .s/ D s k C lk s k 1 C


C l1 is a Hur-

witz polynomial of order k. In what follows we shall call the vector L0 D .l1 ; : : : ; lk /,
or its extended version L> k
D .L0 ; 1/ which define the Hurwitz polynomial ˇ1 .s/, also
nt

Hurwitz vectors. By virtue of condition (4.10), deg ˇ2 .s/  k. This means that the
relative order of the transfer function W2 .s/ from the pseudoinput v to the unknown
output  .t / is not lower than .n k/, i.e., the conditions
co

FL D 0; FAL D 0; : : : ; FAn k 2
LD0 (4.17)
are fulfilled. Since F D .f1 ; : : : ; fn /, we can take into account the explicit form of
the matrix A from (4.7) and the vector L from (4.16) and write conditions (4.17) as
8
ˆ
ˆ f1 l1 C f2 l2 C


C fk lk C fkC1 D 0
ˆ
f2 l1 C f3 l2 C


C fkC1 lk C fkC2 D 0
ˆ
ˆ
<
ˆ
ˆ :::
ˆ
ˆ
ˆ
fn k 1 l1 C fn k l2 C


C fn 2 lk C fn 1 D 0:
:
 4.2 Reconstruction of scalar functionals 63

The latter system can be written as a linear system with respect to the unknown vector
L0 D .l1 ; : : : ; lk /> ,
0 10 1 0 1
f1 f2 : : : fk l1 fkC1
B f2 f3 : : : fkC1 C C B l2 C
B C BfkC2 C
@ : : : : : : : : : : : : : : : : : : : : : : : : : A @: : : A D @ : : : A : (4.18)
B B C

fn k 1 fn k : : : fn 2 lk fn 1

The matrix of this system has a size .n k 1/  k, the column of the constant
terms has a dimension 1  .n k 1/, the matrix and the column are fully defined by
the parameters of the vector F which defines the functional  D F x in the canonical

.ir
basis.
Thus, if system (4.1) is observable, has a scalar output (i.e., l D 1), and is given in

rs
the canonical form (4.7), then the scalar functional  D F x can be reconstructed by
an observer of order k if there exists a Hurwitz vector L0 D .l1 ; : : : ; lk /> satisfying
equations (4.18).

ee
Let us now show the necessity of the conditions indicated above. If there exists an
observer of order k, then it is described by a system of differential equations
´
zP D Dz C Ey C Gu
in
(4.19)
Q D P z C y;
ng
where z 2 Rk , D, E, G, P , and are constant matrices of the corresponding sizes.
In this case, for (4.19) the transfer function from y to  is defined,
ˇ2 .s/
WQ .s/ D C P .sI D/ 1 E D ;
le

ˇ1 .s/
where ˇ1 .s/ D det.sI D/ is a Hurwitz polynomial of order k and ˇ2 .s/ is a poly-
ro

nomial of a degree not higher than k. Then

ˇ2 .s/
 D WQ .s/y D y:
nt

ˇ1 .s/
Suppose that, as before, ˛.s/ is a characteristic polynomial of system (4.1). We
co

denote by v the signal satisfying the condition

˛.s/
vD y:
ˇ1 .s/
Then
ˇ2 .s/ ˇ1 .s/
D v; yD v:
˛.s/ ˛.s/
These relations imply that there exists a pseudoinput v and a vector L D .l1 ; : : : ; lk ;
1; 0; : : : ; 0/ such that the subvector L0 D .l1 ; : : : ; lk / is a Hurwitz subvector which
satisfies system (4.18). Thus we have the following theorem.
64 4 Functional observers for fully determined linear systems

Theorem 4.3. Suppose that
in system (4.1) l D 1, the pairs ¹C; Aº and ¹F; Aº are
observable, and rank F C D 2. The scalar functional  D F x can be reconstructed
by an observer of order k if and only if there exists a Hurwitz vector L0 D .l1 ; : : : ; lk /,
satisfying (4.18), where fi are coefficients of the vector F in a canonical basis.

Remark 4.4. System (4.18) has a solution if the rank condition

0 1 0 1
f1 f2 : : : fk f1 f2 : : : fkC1
B f2 f3 : : : fkC1 C B f2 f3 : : : fkC2 C
@: : : : : : : : : : : : : : : : : : : : : : : : :A D rank @: : : : : : : : : : : : : : : : : : : : : : : : :A (4.20)
rank B C B C

fn k 1 fn k : : : fn 2 fn k 1 fn k : : : fn 1

.ir
is fulfilled, and therefore condition (4.20), which can be easily verified, is necessary
for the existence of such an observer.

rs
Let us consider a scalar system with one output .l D 1/. The condition for existence
of an observer of order k for the functional  D F x in this case has form (4.18), where

ee
L is a Hurwitz column.
Let k D 1, n > 2. Then (4.18) turns into a system
0 1 0 1
f1 f2
B f2 C B f3 C
in
B :: C .l1 / D B :: C ;
B C B C
@ : A @ : A
ng
fn 2 fn 1

where l1 > 0.
This system of linear equations is equivalent to the equations
le

f2
l1 D ; fi D l1 fi 1; i D 3; : : : ; n 1:
f1
ro

Thus, taking into account that l1 > 0, we find that the solvability of the system is
equivalent to the conditions
f2
nt

< 0;
f1
.4:180 /
f2
fi D fi 1; i D 3; : : : ; n 1:
co

f1
Corollary 4.5. Conditions (4.180 ) are necessary and sufficient for the existence of
a first order observer.
Suppose now that k D 2, n > 5. Conditions (4.18) assume the form
0 1 0 1
f1 f2 f3
B f2 f3 C
  B f4 C
C l1
D B :: C ;
B B C
B :: :: l
C
@ : : A 2 @ : A
fn 3 fn 2 fn 1
 4.2 Reconstruction of scalar functionals 65

where l1 > 0 and l2 > 0. It is easy to see that if f1 f3 f22 ¤ 0, then

    1 
l1 f1 f2 f3
D
l2 f2 f3 f4
or
f2 f4 f32 f2 f3 f4 f1
l1 D ; l2 D :
f1 f3 f22 f1 f3 f22
Thus, the solvability of (4.18) is equivalent to

.ir
f2 f4 f32 f2 f3 f4 f1
> 0; > 0; f1 f3 f22 ¤ 0;
f1 f3 f22 f1 f3 f22
.4:1800 /

rs
f2 f4 f32 f2 f3 f4 f1
fi D fi 2 2
C fi 1 ; i D 5; : : : ; n 1:
f1 f3 f2 f1 f3 f22

ee
We have the following corollary.

Corollary 4.6. Conditions (4.1800 ) are necessary and sufficient for the existence of
a second-order observer.
in
Using Theorem 4.3, we can give an algorithm for constructing a functional observer
ng
of a minimal order.
1. Find a minimal value k D k  for which condition (4.20) is fulfilled. For any
k  k  system (4.18) is solvable.
2. By means of search by exhaustion of values of k (k   k  n 1) find the
le

minimal value k D k  for which there is a Hurwitz column L0 among the solutions
of system (4.18).
3. For the found k  and L0 construct an observer of the minimal order k  .
ro

Let us consider some examples of realization of this algorithm.

nt

Example 4.7. Consider a third-order system .n D 3/

´
xP D Ax
co

y D C x;

where 0 1
0 0 2
AD 1 0
@ 1 A; C D .0; 0; 1/:
0 1 5
It is easy to see that the pair ¹C; Aº is observable and is given in a canonical form.
Suppose that we have to reconstruct a functional

.t/ D x1 2x2 C 6x3 :

66 4 Functional observers for fully determined linear systems

In this case F D .1 2 6/. We begin with finding the minimal k  for which condi-
tion (4.20) is fulfilled.
For k D 1 this condition assumes the form

rank.1/ D rank.1 2/;

and, consequently, k  D 1. Let us verify whether there is a Hurwitz column among

the solutions of system (4.18) for k D 1. For k D 1, system (4.18) has the form

.1/l1 D .2/:

.ir
The solution of this equation L0 D .l1 / D .2/ corresponds to the Hurwitz polynomial
ˇ.s/ D s C 2, i.e., L0 is a Hurwitz column. Consequently, we can construct for .t/

rs
a first-order observer. The observer
´
zP D 2z C 24y

ee
Q D z C 2y

gives an estimate for .t/.

in
Example 4.8. Consider a system of order 4, where
0 1
0 0 0 1
ng
B1 0 0 1C
ADB @0 1 0 3 A ; C D .0; 0; 0; 1/:
C

0 0 1 2
le

The pair ¹C; Aº is again observable and given in a canonical form.

Let us consider a problem of reconstruction of the functional
ro

.t/ D x1 C 2x2 C 3x3 C 4x4 :

Let us find k  , which is the minimal k for which condition (4.20) is fulfilled.
nt

For k D 1 we have    
1 1 2
rank ¤ rank ;
2 2 3
co

i.e., condition (4.20) is not fulfilled.

For k D 2
rank.1 2/ D rank.1 2 3/;
i.e., condition (4.20) is fulfilled, k  D 2.
Let us verify whether there is a Hurwitz column for k D 2 among the solutions of
system (4.18). For k D 2, system (4.18) has the form
 
l
.1 2/ 1 D . 3/:
l2
 4.2 Reconstruction of scalar functionals 67

The general solution of this equation is

l1 D 2l2 3; l2 2 R:

This solution is associated with the polynomial s 2 C l1 s C . 2l1 3/ which is a Hur-

witz polynomial if and only if
´ 8
l1 > 0 <l1 > 0
) 3
2l1 3 > 0 :l1 < :
2

.ir
This system of inequalities has no solutions and, consequently, the minimal dimen-
sion of the observer which reconstructs the given functional .t/ is equal to k D 3 D

rs
.n 1/, i.e., coincides with the dimension of the Luenberger observer which recon-
structs the full-phase vector of the system.
Note that in the given example all coefficients of the vector fi > 0. For this case,

ee
proceeding from Theorem 4.3, we can obtain a simple corollary.

Corollary 4.9. Suppose that the conditions of Theorem 4.3 are fulfilled for system
in
(4.1) and functional  D F x. Suppose, moreover, that fi > 0 for all i D 1; : : : ; n 1.
Then the functional .t/ D F x cannot be reconstructed by an observer of an order
lower than .n 1/ (i.e., its reconstruction is possible only by an observer of the max-
ng
imal order).

Proof. Consider equation (4.8) under the indicated conditions imposed on the func-
tional. Since fi > 0, all coefficients of the matrix
le

0 1
f1 f2 : : : fk
ro

B f2 f3 : : : fkC1 C
Hk D B C
@: : : : : : : : : : : : : : : : : : : : : : : : :A
fn k 1 fn k : : : fn 2
nt

as well as coefficients of the column

0 1
fkC1
co

BfkC2 C
hk D B
@ ::: A
C

fn 1

are strictly positive for any k < n 1. Consequently, any solution L0k D .l1 ; : : : ; lk />
of the equation
Hk L0k D hk
must contain negative elements li . Therefore the column L0 cannot be a Hurwitz
column for any k < n 1. The statement is proved. 
68 4 Functional observers for fully determined linear systems

Let us consider one more example.

Example 4.10. Suppose that a system of order four is given in a canonical form, and
the matrices A and C have the form
0 1
0 0 0 2
B1 0 0 3C
ADB @0 1 0 2 A ; C D .0; 0; 0; 1/:
C

0 0 1 1

.ir
Suppose that we have to reconstruct the functional .t/ D F x, where

F D .1; 1; 5; 3/:

rs
Let us find the minimal value of k using the algorithm proposed above.
If k D 1, then condition (4.20) is not fulfilled since

ee
   
1 1 1
rank ¤ rank :
1 1 5
in
For k D 2 we have
rank.1 1/ D rank.1 1 5/;
ng

and therefore k  D 2. Let us consider equations (4.18) for k D 2:

 
l
.1 1/ 1 D .5/:
le

l2

The general solution of this system is l2 D 5 l1 . Among these solutions there are
ro

Hurwitz columns .l1 ; l2
/> when l1 > 0, l2 > 0. In particular, this condition is satisfied
by the column L0 D 23 corresponding to the Hurwitz polynomial ˇ.s/ D s 2 C3s C 2
with roots 1 D 1, 2 D 2.
nt

The observer for .t/ can be constructed as

zP 1 D z1 C 3y
co

8
ˆ
<
zP 2 D 2z2 C 4y
ˆ
:
Q
.t/ D 3z1 2z2 13y:

In this case k  D k  D 2.

We can see from these examples that for the scalar case (l D p D 1) different situ-
ations can be realized, in particular, certain functionals can be reconstructed by scalar
observers and some of them only by Luenberger observers for a full-phase vector, and
some other by observers of order k, where l < k < n 1.
 4.3 Reconstruction of vector functionals 69

4.3 Reconstruction of vector functionals

The proposed approach to the construction of functional observers can be generalized
to the case of the vector functional .t/ D F x, where F 2 Rpn , p > 1. Suppose
that the rows of the matrix F have the form
F i D .f1i ; f2i ; : : : ; fni /; i D 1; : : : ; p: (4.21)
Each row is associated with the scalar functional i D F i x, i D 1; : : : ; p. In order to
solve the problem we again use the method of pseudoinputs. Consider system (4.8).
For the given vector L 2 Rn1 the transfer functions from the pseudoinput v to the

.ir
output y will be defined as well as to every scalar functional i .t/:
ˇ  .s/
y D W  .s/v; W  .s/ D C.sI A/ 1 L D I

rs
˛.s/
ˇi .s/
i D Wi .s/v; Wi .s/ D F i .sI A/ 1 L D :
˛.s/

ee
Consequently, the transfer functions from the output y to the functionals i are defined:
ˇi .s/
i D WQ i .s/y; WQ i .s/ D  :
in
ˇ .s/
In order to construct an observer of order k for all i (i.e., for .t/ 2 Rp ) it is sufficient
that the polynomial ˇ  .s/ should have an order k, should be a Hurwitz polynomial, and
ng

the degrees of the polynomials ˇi .s/ should not exceed k. In this case, the algorithm
of constructing an observer is similar to the algorithm for the scalar case.
By analogy with the scalar case we have the following theorem.
le

Theorem 4.11. Suppose that system (4.1) is observable, l D 1, the pairs ¹C;
Aº and
¹F; Aº are observable, the functional  D F x, where F 2 R pn F
, rank C D p C 1,
ro

has form (4.21) in the canonical basis. This functional can be reconstructed by an
observer of order k if and only if there exists a Hurwitz column L0 D .l1 ; : : : ; lk />
among the solutions of the linear system
nt

0 1 1
f11 f21 : : : fk1 fkC1
0 1
B f1 1 1 C 1 C
f3 : : : fkC1 C BfkC2 C
co

B
B 2
B: : : : : : : : : : : : : : : : : : : : : : : : :C B :: C
B C B : C
Bf 1 f 1
: : : f 1 C0 1 B 1 C
B n k 1 n k n 2 C l1 Bf C
B f2 f22 : : : fk2 C B l C C B n 1C
2 C
B 1 f
2 C B 2C
B
B kC1 C
B f22 f32 : : : fkC1 C B :: C D B : C : (4.22)
B
C@ : A B :: C
B: : : : : : : : : : : : : : : : : : : : : : : : :C
B
B C
Bf 2 C
Bfn k 1 fn2 k : : : fn2 2 C lk
B 2 C
B n 1C
Bf 3 C
B f13 3 3 C
B C
f2 : : : fk C B kC1 C
B : C
@ :: A
B
@: : : : : : : : : : : : : : : : : : : : : : : : :A
p p p p
fn k 1 fn k : : : fn 2 fn 1
70 4 Functional observers for fully determined linear systems

Remark 4.12. We denote by Hk and hk the matrix and the column of constant terms
of system (4.22) for a given k, i.e.,

Hk L 0 D hk :

Then the rank condition

rank.Hk / D rank.Hk ; hk / (4.23)
will be a necessary condition for the existence of an observer of order k. The minimal
value k  for which it is fulfilled gives a lower bound for the minimal dimension of the
functional observer.

.ir
In order to define the minimal dimension of the observer in the case of a vector
functional, we can use the procedure, described above, for defining the minimal di-

rs
mension of the functional observer for a scalar case with a natural replacement of
conditions (4.18), (4.20) by conditions (4.22) and (4.23), respectively. In addition,
the analog of Corollary 4.9 is also valid in this case, where the positiveness of all fji

ee
(j D 1; : : : ; n 1, i D 1; : : : ; p) must be required.

4.4 Method of scalar observers

in
In order to solve the problem of constructing a minimal functional observer, we can
ng
also use another approach based on scalar observers. This method gives the same result
as the method of pseudoinputs but it can be more easily generalized to the case where
l > 1.
Let us begin with the simplest case where the output of system (4.1) y.t/ and the
le

unknown functional .t/ from (4.2) are scalar variables (i.e., l D 1, p D 1). For this
case, we shall find out when the functional .t/ can be reconstructed by a scalar ob-
ro

server.
We shall construct this observer in the form

PQ D Q C hu C gy;

nt

where the constants , h, and g must be further defined. The observation error " D
co

O  satisfies the equation

"P D PQ P D Q C hu C gy FAx FBu:

Taking into account that Q D  C " D F x C " and y D C x, we obtain

"P D . FA C gC C F /x C " C .h FB/u;

and if the conditions

h D FB;
(4.24)
F .I A/ D gC;  < 0;
 4.4 Method of scalar observers 71

are fulfilled, then

"P D ";
and, consequently, ".t/ ! 0 as t ! 1 exponentially.
The first condition from (4.24) can be fulfilled by means of a choice of h for any
defined F and B (therefore, in what follows, we assume for simplicity that u  0
since the influence of the known control can always be compensated). However, not
for every F there exists  < 0 satisfying (4.24). Let us find out what, for the defined
 and g, is the structure of the vector F satisfying the second equation from (4.24).
We assume, furthermore, that the pair ¹C; Aº is given in the canonical form (4.7).

.ir
Suppose that F D .f1 ; : : : ; fn / in the indicated basis. Then the second equation
from (4.24) will assume the form

rs
8
ˆ
ˆ f2 D f1
ˆ
ˆ
ˆ
ˆ
ˆ f3 D f2

ee
ˆ
<
:: (4.25)
ˆ :
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ fn D fn 1
ˆ
in
.˛1 f1 C


C ˛n fn / C fn D g:
:

Let f1 D q, and then it follows from the first .n 1/ equations of system (4.25) that
ng
f2 D q, f3 D 2 q, : : : ; fn D n 1 q and from the last equation we obtain a relation

q.˛1 C ˛2 C


C n 1 ˛n C n / D g:
le

Taking into account that ˛1 are coefficients of the characteristic polynomial ˛.s/ of
the matrix A, we can write the last relation as
ro

q˛./ D g: (4.26)
nt

If  2 spec¹Aº, then g D 0 and q can be arbitrary. Now if  … spec¹Aº, then, for

any g, there exists a unique q D g=˛./ ¤ 0 corresponding to equation (4.26).
In this case, the vector F has the form
co

F D q.1; ; : : : ; n 1 /:

Thus, if the pair ¹C; Aº is given in the canonical form, then we can use scalar ob-
servers in order to reconstruct the functionals  D F x generated by the vectors F
which are collinear with the vectors F ./ D .1; ; 2 ; : : : ; n 1 /, where  < 0. Note
that if  2 spec¹Aº, then F ./ is an eigenvector of the matrix A corresponding to .
Let 1 ; 2 ; : : : ; n 1 2 R, i ¤ j for i ¤ j , i < 0 .i D 1; : : : ; n 1/. Then,
every  can be associated with the vector F .i / and every functional i D F .i /x
can be reconstructed by a scalar observer. In addition, the vectors F .1 /, F .2 /, : : : ;
72 4 Functional observers for fully determined linear systems

F .n 1 / and the vector C D .0; : : : ; 0; 1/ form a basis in the space Rn . This follows
from the nondegeneracy of the matrix

21 : : : n1 2 n1 1

0 1 0 1
1 1 F .1 /
B1 2
B 22 : : : n2 2 n2 1 C C B F .2 / C
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C D B : : : : : : : : C
B C B C
@1 n 1 2 n 2 n 1A
n 1 : : :  n 1  n 1
@F .n 1 /A
0 0 0 ::: 0 1 C

for which the principal minor of order .n 1/ is a Vandermonde determinant and is

.ir
nondegenerate if i ¤ j .i ¤ j /.
If we are given an arbitrary vector F 2 R1n , then this vector can be expanded,

rs
uniquely, according to the indicated basis

n 1
X

ee
F D i F .i / C n C: (4.27)
i D1

In this case, the functional  D F x has the form

in
n 1
X
.t/ D i i .t/ C n y.t/:
ng
i D1

Since every functional i .t/ .i D 1; : : : ; n 1/ can be reconstructed by a scalar ob-

server and y.t / is a known output, it follows that the following statement holds true.
le

Theorem 4.13. Suppose that system (4.1) is observable and the pair ¹C; Aº is given
ro

in a canonical form. Suppose, furthermore, that we are given a set of real numbers i ,
i D 1; : : : ; n 1, such that i < 0; i ¤ j for i ¤ j . Then, for every i the vector
F .i / D .1; i ; : : : ; ni 1 / is defined and the vectors ¹F .1 /; : : : ; F .n 1 /; C º form
nt

a basis in Rn .
The functional  D F x, where F 2 R1n , can be reconstructed by an observer of
order k, where k is the number of nonzero coefficients i .i D 1; : : : ; n 1/ in expan-
co

sion (4.27) of the vector F according to the indicated basis. In this case k  n 1.

Remark 4.14. If, in the conditions of the theorem, we take a set of complex numbers,
i.e., i 2 C, Re.i / < 0 .i D 1; : : : ; n 1/, then, as before, every i will be associated
with the vector F .i / 2 C 1n . The vectors ¹F .1 /; : : : ; F .n 1 /; C º form a basis in
C n if i are different. Moreover, it is easy to see that the complex-conjugate values 
and N are associated with the complex-conjugate vectors, i.e.,

N
F ./ D F ./:
 4.4 Method of scalar observers 73

Let us consider now, in greater detail, the possibility of lowering the order of the
observer for the given vector F . For this purpose we must find a set  for which the
number of nonzero coefficients i .i D 1; : : : ; n 1/ in expansion (4.27) is minimal.
Suppose that we are given a vector F D .f1 ; : : : ; fn /. It follows from Theorem 4.13
that the functional  D F x can be reconstructed by an observer of order k < n 1 if
there exists a set ¹1 ; : : : ; k º, i < 0, i ¤ j such that the vector F is decomposed
according to the vectors F .1 /; : : : ; F .k / and C (i.e., in expansion (4.27) only the
first k from .n 1/ coefficients i are nonzero). This condition is fulfilled if
0 1
F

.ir
B F .1 / C
rank B ::: C D k C 1:
B C
(4.28)
B C
B C

rs
@F .k /A
C

ee
Taking into account the explicit expressions for the vectors F , F .i /, and C , we write
condition (4.28) as
0 1
f1 f2 : : : fn 1 fn
B 1 1 : : : n 2 n 1 C
in
B 1 1 C
B: : : : : : : : : : : : : : : : : : : : : : : : :C D k C 1:
rank B C
@ 1 k : : :  n 2 n 1
k A
ng
k
0 0 ::: 0 1

This condition is equivalent to the condition

le

0 1
f1 f2 : : : fn 1
B 1 1 : : : n 2 C
1 C
@: : : : : : : : : : : : : : : : : :A D rank H.F; 1 ; : : : ; k / D k
rank B
ro

1 k : : : nk 2

obtained from the preceding condition by removing the last row and last column from
nt

the matrix being investigated.

Now we carry out the transformations of the matrix H.F; 1 ; : : : ; k / which do
co

not change its rank: from every column, beginning with the second, we subtract the
preceding column multiplied by i . As a result we obtain a matrix
0 1
f1 f2 1 f1 f3 1 f2 : : : fn 1 1 fn 2
B1 0 0 ::: 0 C
n 3C
B C
B1
B  2  1 . 2  1 / 2 : : : . 2  1 / 2 C:
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A
1 .k 1 / .k 1 /k : : : .k 1 /nk 3

We subtract the second row from the following one, and then, taking into account
that i ¤ j , divide the corresponding rows by .i 1 / ¤ 0. As a result, we obtain
74 4 Functional observers for fully determined linear systems

a matrix 0 1
f1 f2 1 f1 f3 1 f2 : : : fn 1 1 fn 2
B1 0 0 ::: 0 C
n 3
B C
B0
B 1 2 ::: 2 C:
C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A
0 1 k ::: nk 3
From the first row we subtract the second row multiplied by f1 and then interchange
the places of the first two rows. As a result of all these transformations which do not
change the rank of the matrix being investigated, we obtain a matrix

.ir
0 1
1 0 0 ::: 0
B P











C
B

rs
B j
C
C
B P
B 0 j f2 1 f1 f3 1 f2 : : : fn 1 1 fn 2 C
C
B P C
B j C

ee
B 0 Pj C: (4.29)
B C
n 3
B 1  2 : : :  2 C
B Pj C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B j
B C
C
B P
in
@0j nk 3
C
1 k ::: A
Pj
ng
The isolated submatrix which is in the rows .2; 3; : : : ; k/ and columns .2; 3; : : : ; n 1/
has the same structure as the original matrix H.F; 1 ; : : : ; k /, and, consequently, we
can carry out for it the same transformations.
le

For our convenience, we introduce the following notation. We define the functions
Pi .x1 ; : : : ; xi C1 / recurrently:
ro

P0 .x1 / D x1
(4.30)
Pi C1 .x1 ; : : : ; xi C2 / D Pi .x2 ; : : : ; xi C2 / i Pi .x1 ; : : : ; xi C1 /:
nt

Then matrix (4.29), in the new notation, assumes the form

co

0 1
1 0 0 ::: 0
B P












B C
B j
C
C
B P
B 0 j P1 .f1 ; f2 / P1 .f2 ; f3 / : : : P1 .fn 2 ; fn 1 /C
C
B P C
B j C
B 0 Pj C:
B C
n 3
B 1 2 ::: 2 C
B Pj C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B j
B C
C
B P
@0j nk 3
C
1 k ::: A
Pj
 4.4 Method of scalar observers 75

Carrying out the transformations described above for the isolated submatrix, we obtain
a matrix
0 1
1 0 0 0 ::: 0
B0 1
B 0 0 ::: 0 C
C
B0 0 P2 .f1 ; f2 ; f3 / P2 .f2 ; f3 ; f4 / : : : P2 .fn 3 ; fn 2 ; fn 1 /C
C:
n3 4
B
B0 0
B 1 3 ::: C
C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A
0 0 1 k ::: nk 4

Performing the indicated procedure k times, we pass to the matrix

.ir
0 1
1 0 ::: 0 0 ::: 0
B0 1 : : : 0 :::

rs
B 0 0 C
C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C :
B C
@0 0 : : : 1 0 ::: 0 A

ee
0 0 : : : 0 Pk .f1 ; : : : ; fkC1 / : : : Pk .fn k 1 ; : : : ; fn 1 /

It is obvious that the indicated matrix of order .k C 1/  .n 1/ has rank k if and only
if the following relations hold:
in
8
ˆ
ˆ Pk .f1 ; : : : ; fkC1 / D 0
ˆ
ng
Pk .f2 ; : : : ; fkC2 / D 0
ˆ
ˆ
<
:: (4.31)
ˆ
ˆ
ˆ
ˆ :
ˆ
Pk .fn k 1 ; : : : ; fn 1 / D 0:
:
le

Let us investigate in greater detail the multivariable function Pk .x1 ; : : : ; xkC1 / and
consider a polynomial of degree k
ro

k
Y
'k .s/ D .s i / D s k C lk s k 1
C


C l1 : (4.32)
nt

i D1

We have the following lemma.

co

Lemma 4.15. The function of .k C 1/ variables Pk .x1 ; : : : ; xkC1 / defined recurrently

by eqs. (4.30) has the form

Pk .x1 ; : : : ; xkC1 / D l1 x1 C l2 x2 C


C lk xk C xkC1 ; (4.33)

where li are coefficients of the polynomial 'k .s/ from (4.32).

Proof. Let us prove the statement of the lemma by induction. For k D 1 we are given
one value 1 , with
'1 .s/ D s 1 D l1 C s;
76 4 Functional observers for fully determined linear systems

i.e., l1 D 1 . It follows from (4.30) that

P0 .x1 / D x1
P1 .x1 ; x2 / D P0 .x2 / 1 P0 .x1 / D x2 1 x1 D l1 x1 C x2 ;
i.e., the statement is valid for k D 1.
Suppose that it is valid for .k 1/. We shall show that it is also valid for k. Consider
the polynomial 'k .s/
'k .s/ D 'k 1 .s/.s k / D .s k 1
C lQk 1s
k 2
C


C lQ1 /.s k /
D sk C sk .lQk k / C s k .lQk k lQk

.ir
1 2
1 2 1/ C






C s.lQ1 k lQ2 / C . lQ1 k /; (4.34)

rs
where lQi denote the corresponding coefficients of the polynomial 'k 1 .s/ D
Qk 1
i D1 .s i /. It follows from (4.34) that

ee
li D lQi k lQi C1 ; i D 1; : : : ; k .lQk D 1; lQ0 D 0/: (4.35)
Since relation (4.33) is valid for .k 1/, it follows from the recurrent relations (4.30)
and (4.35) that
in
Pk .x1 ; : : : ; xkC1 / D Pk 1 .x2 ; : : : ; xkC1 / k Pk 1 .x1 ; : : : ; xk /

D .lQ1 x2 C lQ2 x3 C


C lQk k .lQ1 x1 C lQ2 x2 C


C lQk

ng
1 xk C xkC1 / 1 xk 1 C xk /

D . k lQ1 /x1 C .lQ1 k lQ2 /x2 C


C .lQk 2 k lQk 1 /xk 2 C .lk 1

Q k /xk 1 C xkC1

D l1 x1 C l2 x2 C


C lk 2 xk 2 C lk 1 xk C xkC1 ;
le

i.e., the relation is satisfied for k. The lemma is proved. 

ro

Taking into account now the explicit expression for the function Pk .x1 ; : : : ; xkC1 /,
we can write equations (4.31) in the form
0 10 1
l1 l2 : : : lk 1 0 ::: 0 f1
nt

B 0 l1 : : : lk 1 lk 1 : : : 0C B f2 C
B :: C D 0;
B CB C
B :: :: : : : : : : :: C
@: : : : : : A @ : A
co

0 0 : : : l1 : : : lk 1 fn 1
where li are coefficients of the polynomial of order k with roots 1 ; : : : ; k . We can
regard the latter equations as equations for li , namely,
0 1 0l 1 0
fkC1
1
f1 f2 : : : fk 1
B f2 B l2 C BfkC2 C
f3 : : : fkC1 C CB D B :: C : (4.36)
C B C
B :C
@ :: A
@: : : : : : : : : : : : : : : : : : : : : : : : :A B @ : A
fn k 1 fn k : : : fn 2 lk fn 1
From our reasoning and Theorem 4.13 we have the following theorem.
 4.4 Method of scalar observers 77

Theorem 4.16. Let system (4.1) be given in a canonical form, l D 1. The functional
 D F x, where F D .f1 ; : : : ; fn / 2 R1n , can be reconstructed by an observer of or-
der k if, among the solutions of system (4.36), there exists a column L D .l1 ; : : : ; lk />
corresponding to the Hurwitz polynomial 'k .s/ D l1 C l2 s C


C lk s k 1 C s k which
has different real roots.

In order to construct an observer on the basis of Theorem 4.16, we have to find the
indicated solution of system (4.36), column L, and also the values i , i D 1; : : : ; k,
corresponding to it. We put the vector F .i / and functional i D F .i /x into cor-
respondence with every i . All functionals i can be reconstructed by scalar ob-

.ir
servers and the functional  D F x can be decomposed with respect to the functionals
1 ; : : : ; k and y.
Note that equations (4.36) coincide completely with equations (4.18).

rs
Thus, Theorem 4.16 is a special case of Theorem 4.2. The conditions imposed on
the Hurwitz column L in Theorem 4.16 (namely, the requirement that the polynomial

ee
corresponding to the vector L should have different real roots) is connected with the
method of proving Theorem 4.16 and may be removed (in this case Theorems 4.2 and
4.16 will give the same sufficient condition for the existence of an observer which is
also a necessary condition).
in
In order to remove the requirement of different real roots of the polynomial 'k .s/ D
l1 C l2 s C


C lk s k 1 C s k , we shall consider the case where this polynomial has
ng
multiple roots or complex-conjugate roots. Let us show that, in this case as well, with
the aid of small changes of the algorithm of synthesizing the observer, on the basis of
scalar observers, we can solve the given problem.
le

4.4.1 The case of multiple roots

ro

We begin with the case where the polynomial 'k .s/ has a root  of multiplicity m. We
shall prove an auxiliary statement.
nt

Lemma 4.17. Suppose that the pair ¹C; Aº is observable, the vector F ./ satisfies
the equation
co

F ./.A I / D gC

for a given  and a certain g. Also suppose that the feedback vector D 2 Rn1
is such that  2 spec¹A DC º. Then F ./ is the left eigenvector of the matrix
.A DC / D AD corresponding to the eigenvalue .

Proof. Let  be defined. We assume for simplifying the proof that the pair ¹C; Aº is
in an observable canonical form. Then, as was shown above, the vector F ./ has the
form
F ./ D q.1; ; : : : ; n 1 /> :
78 4 Functional observers for fully determined linear systems

Suppose that the vector D D .d1 ; : : : ; dn /> is such that  2 spec¹A DC º. Then
it follows from the explicit representation (4.7) for A and G that

det.sI AD / D s n C .˛n C dn /s n 1
C


C .˛1 C d1 /:

Since  2 spec¹AD º, it follows that

n C .˛n C dn /n 1
C


C .˛1 C d1 / D 0

and then

.ir
0 1> 0
1 0 0 ::: 0 .˛1 C d1 /
1
B
B  C B1 0 : : : 0
C B
.˛2 C d2 / C
2

rs
C
F ./.A DC / D q B C B0 1 : : : 0 .˛3 C d3 / C
B C B
B :: C @ C
: : : : : : : : : : : : : : : : : : : : : : : : :A
@ : A
n 1 0 0 ::: 1 .˛n C dn /

ee
0 1>

B
B 2 C
::
C
in
DqB
B C
: C
n 1
B C
@ A
.˛1 C d1 / .˛2 C d2 /


.˛n C dn /n 1
ng

0 1>

B 2 C
D q B : C D F ./:
B C
le

@ :: A
n
ro

The lemma is proved. 

Since the pair ¹C; Aº is observable, the spectrum of the matrix AD D A DC is

nt

fully defined by the choice of the vector D. We choose the vector D such that

det.sI AD / D 'k .s/'Qn k .s/;

co

where 'k .s/ is a Hurwitz polynomial defined above and 'Qn k .s/ is a polynomial of
order .n k/ which has no roots in common with 'k .s/.
Let  be a root of multiplicity m of the polynomial 'k .s/ (and of the polynomial
det.sI AD /, respectively). In this case, the matrix AD can be reduced to the Jordan
form by a nondegenerate transformation of coordinates, and, since the pair ¹C; Aº is
observable, the real eigenvalue  will be associated with exactly one Jordan cell of
size m.
We denote by F1 ./ the eigenvector of the matrix AD corresponding to . In
the original basis (corresponding to the canonical form of observability) we have
 4.4 Method of scalar observers 79

F1 ./ D .1; ; : : : ; n 1 /. We denote by F2 ./; : : : ; Fm ./ the root vectors of the

matrix AD which correspond to . These vectors are defined by the relations

Fi C1 ./AD D Fi C1 ./ C Fi ./; i D 1; 2; : : : ; m 1:

Note that if 1 ; : : : ; p are real roots of the polynomial 'k .s/ of multiplicity
m1 ; : : : ; mp , respectively, m1 C


C mp D k, then the vectors F1 .1 /; : : : ; Fm1 .1 /,
F1 .2 /; : : : ; Fmp .p / are linearly independent since they form a part of the Jordan
basis for the matrix AD .
In addition to the vectors Fi ./, where  < 0, we shall consider the functionals

.ir
i ./ D Fi ./x. Since F1 ./ is an eigenvector of the matrix AD D A DC , the
functional 1 ./ satisfies the equation

rs
P 1 D F1 ./xP D F1 ./Ax D F1 ./.A DC /x C F1 ./DC x
D 1 C .F1 ./D/y;

ee
and, consequently, if  < 0, then the functional 1 ./ can be reconstructed by the
scalar observer
PQ 1 D Q 1 C .F1 ./D/y: (4.37)
in
The functional 2 ./ D F2 ./x satisfies the equation

P 2 D F2 ./Ax D F2 ./.A DC /x C F2 ./DC x D 2 C 1 C .F2 ./D/y:

ng

Since (4.37) gives an exponentially converging estimate Q 1 of the functional 1 , it

follows that we can use the observer
le

PQ 2 D Q 2 C Q 1 C .F2 ./D/y (4.38)

ro

for reconstructing 2 ./. Thus, two scalar observers (4.37) and (4.38) together give an
estimate for two functionals 1 and 2 .
Continuing the indicated procedure, we can construct estimates for the other func-
nt

tionals i ./. Let the estimate Q i ./ be known. Since

P i C1 D i C1 C i C .Fi C1 ./D/y;

co

we can use the observer

PQ i C1 D Q i C1 C Q i C .Fi C1 ./D/y (4.39)

for reconstructing the functional i C1 ./.

It follows from the arguments given above that if 'k .s/ has real roots 1 ; : : : ; p of
multiplicities m1 ; : : : ; mp respectively, then the system of observers of form (4.37)–
(4.39) reconstructs exponentially the functionals

1 .1 /; : : : ; m1 .1 /; 1 .2 /; : : : ; mp .p /; (4.40)

80 4 Functional observers for fully determined linear systems

and the number of the employed scalar observers coincides with the number of func-
tionals and is equal to k.
Let us return to the problem of reconstructing the arbitrary defined functional  D
F x. Since the system of functionals (4.40) is reconstructed by an observer of order k
(i.e., k scalar observers), and the output y D C x is known, it follows that for recon-
structing the functional  D F x by an observer of order k it is sufficient that this
functional should be decomposable according to system (4.40) and y, or, otherwise,

mp
p X

.ir
X
F D ij Fj .i / C kC1 y:
i D1 j D1

rs
The last condition holds if

ee
0 1
F
B
B F1 .1 /
C
::
C
rank B C D k C 1: (4.41)
B C
:
in
B C
@Fmp .p /A
C
ng

Let us consider the last condition in greater detail. We introduce the following notation.
Let
le

Fi ./ D .fi1 ./; fi2 ./; : : : ; fin .//;

ro

j
i.e., fi ./ is the j th coordinate of the vector Fi ./. Then, by virtue of the definition
of the vectors Fi ./, as well as the explicit representation of the matrices A and C , we
nt

have relations
co

j C1 j
f1 ./ f1 ./ D 0
j C1 j j
fi C1 ./ fi C1 ./ D fi ./
j C1 j j
f1 ./ 0 f1 ./ D . 0 /f1 ./
j C1 j j j
fi C1 ./ 0 fi C1 ./ D . 0 /fi C1 ./ C fi ./; 1; i D 1; : : : ; m./
(4.42)
where m./ is the multiplicity of the root . For the matrix from condition (4.41)
we carry out transformations similar to those carried out for the case of simple roots.
Now we take into account that C D .0; : : : ; 0; 1/, and therefore we can write condition
 4.4 Method of scalar observers 81

(4.41) in the form

f1 f2 f3 ::: fn 1
0 1
B f11 .1 / f12 .1 / f13 .1 / : : : f1n 1 .1 / C
f23 .1 / : : : f2n 1 .1 / C
B 1 2
C
B f2 .1 / f2 .1 /
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : C
rank B 1 3 . / : : : f n 1 . / C D k: (4.43)
B 2 . /
C
f
B 1 m . 1 / f m 1 1 f m 1 1 m 1 1
f13 .2 / : : : f1n 1 .2 / C
C
B f 1 .2 / f12 .2 /
B 1 C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : A
fm1p .p / fm2p .p / fm3p .p / : : : fmnp 1 .p /

.ir
We take into account the explicit expression for the vectors

F1 .i / D .1; i ; 2i ; : : : ; ni 1 /:

rs
Then condition (4.43) assumes the form

ee
f1 f2 f3 ::: fn 1
0 1
B 1 1 21 ::: n1 2 C
3 n
B 1 2
f2 .1 / : : : f2 1 .1 / C
C
B f2 .1 / f2 .1 /
B C
in
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : C
rank B 1
B 2 3 n 1
C D k:
B fm1 .1 / fm1 .1 / fm1 .1 / : : : fm1 .1 / C
C
2 n 2 C
B 1 2 2 ::: 2
ng
B C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : A
fm1p .p / fm2p .p / fm3p .p / : : : fmnp 1 .p /

Let us carry out transformations which do not change the rank of this matrix by
le

analogy with the case of simple roots. From every column, beginning with the second,
we subtract the preceding column multiplied by 1 . Taking into account relations
ro

(4.42), we obtain a matrix

f1 f2 1 f1 ::: fn 1 1 fn 1
0 1
1 0 ::: 0
nt

B C
B 1
B f2 .1 / n 3 C
1 ::: 1 C
n
B 1 1 2
C
B f3 .1 / f2 .1 / ::: f2 .1 / C
co

B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
fmn1 21 .1 /
B 1 C
B f .1 /
B m1 fm1 1 1 .1 / ::: C:
C
n 3
B
B 1 . 2  1 / : : : . 2  1 / 2
C
C
B f 1 . / .  /f 1 . / C 1 : : : .  /f n 2 . / C n 3 C
B 2 2 2 1 2 2 2 1 2 2 2 C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B ! ! C
.p 1 /fm1p .p / .p 1 /fmnp 2 .p /
B C
@ 1 A
fmp .p / :::
C fm1p 1 .p / C fmnp 2 1 .p /

Then we subtract the second row, multiplied by the corresponding coefficient, from all
the other rows. We divide the rows corresponding to the vectors F1 .i / by .i 1 / ¤
82 4 Functional observers for fully determined linear systems

0, i > 1 (the roots i are different). After this procedure we shall successively divide
the row corresponding to Fj .i /, j  2, by .i 1 / and subtract it from the following
row. If, as before, we denote P0 .x1 / D x1 , P1 .x1 ; x2 / D P0 .x1 / 1 P0 .x1 / D
x2 1 x1 and interchange the first two rows of the transformed matrix, we obtain
a matrix of the form
0 1
1 0 0 ::: 0
B0 P1 .f1 ; f2 / P1 .f2 ; f3 / : : : P1 .fn 2 ; fn 1 /C
B C
B0
B 1 1 ::: n1 3 C
C
1 2 n 2
B0 f2 .1 / f2 .1 / ::: f2 .1 / C

.ir
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B C:
B0 fm1 1 1 .1 / fm2 1 1 .1 / : : : fmn1 21 .1 / C
B C
n 3
B0 1 2 ::: 2
B C

rs
C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A
B C
0 fm1p .p / fm2p .p / : : : fmnp 2 .p /

ee
The minor of this matrix located in the rows .2; 3; : : : ; k/ and columns .2; 3; : : : ; n 1/
has the same structure as the original matrix, and, consequently, we can perform for it
the transformations described above. This case differs from the case of simple roots by
in
the fact that the first m1 steps are performed with the same coefficient 1 , the following
m2 steps with coefficient 2 , and so on. After performing m1 C m2 C


C mp D k
steps, the matrix assumes the form
ng

0 1
1 0 ::: 0 0 ::: 0
B0 1 : : : 0 0 ::: 0 C
B C
le

B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C ;
B C
@0 0 : : : 1 0 ::: 0 A
0 0 : : : 0 Pk .f1 ; : : : ; fkC1 / : : : Pk .fn k 1 ; : : : ; fn 1 /
ro

where, as before, the function

nt

Pk .x1 ; : : : ; xkC1 / D xkC1 C lk xk C


C l1 ;

where li are coefficients of the polynomial

co

p
Y
'k .s/ D .s j /mj D s k C lk s k 1
C


C l1 :
j D1

Thus, the rank condition takes the standard form

8
ˆ Pk .f1 ; : : : ; fkC1 / D 0
ˆ
<
::
ˆ :
ˆ
:
Pk .fn k 1 ; : : : ; fn 1 / D 0;
 4.4 Method of scalar observers 83

or, with due account of the explicit representation for Pk .x1 ; : : : ; xk /, the form of
system (4.36) with the only difference that now l1 are coefficients of a polynomial
with multiple roots. Thus, we have the following corollary for Theorem 4.16.

Corollary 4.18. Theorem 4.16 remains valid if the vector L0 D .l1 ; : : : ; lk /> , which is
a solution of system (4.36), corresponds to the Hurwitz polynomial with real (possibly
multiple) roots.

4.4.2 The case of complex roots

.ir
Theorem 4.16 remains valid in the case where the components of the vector L0 corre-
spond to the Hurwitz polynomial with complex-conjugate roots. In this case, we can
construct the observer using the method of scalar observers.

rs
For definiteness, we shall consider the case of a simple pair of complex-conjugate
roots  and .N The case where we have multiple complex-conjugate roots can be

ee
considered according to the scheme similar to the case of multiple real roots, but this
leads to cumbersome computations and therefore we omit the details.
Let us consider the second-order Hurwitz polynomial ˛.s/ D s 2 C ˛2 s C ˛1 whose
N It is associated with the companion matrix
roots are  and .
in
 
0 1
ƒD :
˛1 ˛2
ng

Let the matrix F 2 R2n satisfy the equation

F A ƒF D KC; (4.44)

le

where K 2 R21 . Then the two-dimensional linear functional  D F x 2 R21

ro

satisfies the equation

P  D ƒ C Ky;
and, consequently, since ƒ is a Hurwitz matrix, its asymptotic estimate is given by the
nt

two-dimensional observer
PQ  D ƒQ  C Ky: (4.45)
co

By a nondegenerate transformation with a complex matrix P 2 C 22 the matrix ƒ

can be reduced to the diagonal form
 
 0
1
P ƒP D D ƒ0 :
0 N

We denote F 0 D P 1 F 2 C 2n , K 0 D P 1 K 2 C 21 . Then, after the transfor-

mation with the matrix P 1 , equation (4.44) assumes the form

F 0A ƒ0 F 0 D K 0 C:
84 4 Functional observers for fully determined linear systems

Since the matrix ƒ0 is diagonal, we can regard the last equation as a system of two
equations relative to the rows F10 and F20 of the matrix F 0 , namely,

F10 .A I / D K10 C
(4.46)
F20 .A N / D K 0 C;
I 2

where Ki0 , i D 1; 2, are coefficients of the matrix K 0 . It follows from (4.46) that with
the accuracy to the coefficients

F10 D K10 F ./; N

F20 D K20 F ./;

.ir
where, as before, F ./ D .1; ; : : : ; n 1 /. Since F 0 D P 1 F , the complex-

rs
conjugate rows F ./ and F ./ N are expressed in terms of the rows of the matrix
F 2 R . 2n

Thus, if, for the given functional  D F x, system (4.36) has a solution L0 D

ee
.l1 ; : : : ; lk /> , where li are coefficients of the Hurwitz polynomial with a pair of
complex-conjugate roots  and , N then the vector F can be decomposed with respect
to the k vectors which include the complex-conjugate vectors F ./ and F ./ N (this
in
follows from the proof of Theorem 4.2 and Corollary 4.9). However, in this case, there
exists a real matrix F 2 R2n such that the functional  D F x can be recon-
structed by a two-dimensional observer and F ./ and F ./ N are expressed in terms of
ng

the rows of the matrix F . Consequently, in the decomposition of F the complex rows
F ./ and F ./ N can be replaced by the real rows of the matrix F .
A similar procedure can be carried out for all pairs of complex-conjugate roots of the
le

polynomial 'k .s/. Now if the polynomial 'k .s/ has multiple conjugate roots  and N
of multiplicity m, then the pairs of complex-conjugate root vectors ¹Fi ./ Fi ./º N are
also replaced by the corresponding two-dimensional real matrices. We omit the details.
ro

Thus, we have the following corollary.

nt

Corollary 4.19. Theorem 4.16 is valid if the solution of system (4.36), which is the
vector L0 , is a Hurwitz vector.
co

Thus, in the case of a scalar functional and scalar output the methods of pseudoin-
puts and scalar observers give the same results.

4.5 Systems with vector output

Let us generalize the method of scalar observers to the case of systems with vector
output, i.e., consider system (4.1) in the case where y D C x 2 Rl , l > 1.
Consider the problem of reconstruction of the scalar
functional  D F x, F 2 R1n .
We assume that the pair ¹C; Aº is observable, rank F C D l C 1, and the observability
 4.5 Systems with vector output 85

index is equal to . Then system (4.1) can be reduced, by means of a nondegenerate

transformation of coordinates and outputs, to the canonical Luenberger form
8
ˆ Xl
<xP D A x C aN ij yj C Bi u; i D 1; : : : ; lI xi 2 Ri
ˆ
i ii i
j D1;j ¤i
(4.47)
ˆ
yi D CN i xi ;
ˆ
:

where  D max i , 1 C


C l D n; the pairs ¹Ci ; Ai i º are observable and given in

the canonical form

.ir
0 1
0 0 ::: 0 
B 1 0 : : : 0 C
Ai i D B N
@: : : : : : : : : : : : : : : :A ; Ci D .0; : : : ; 0; 1/;
C

rs
0 0 ::: 1 

where  are, possibly, nonzero elements of the matrix Ai i . We denote by

ee
l
X
vN i D aN ij yj C Bi u; i D 1; : : : ; l;
j D1;j ¤i
in
the known input signals of the subsystems from (4.47). Then (4.47) can be regarded
as l independent systems with scalar outputs yi
ng

xP i D Ai i xi C vN i ; yi D CN i xi ; i D 1; : : : ; l: (4.48)

In the new basis the functional  has the form

le

l
X
 D Fx D Fi xi ; Fi D .f1i ; : : : ; fii /: (4.49)
ro

i D1

Since the inputs vN i are known and their influence in the observer can always be com-
nt

pensated, we can assume, in what follows, without loss of generality, that vN i  0,

i D 1; : : : ; l.
By analogy with the scalar case, we shall consider linear functionals which can be
co

reconstructed by scalar observers. They are functionals  D FQ ./x, where the vector
FQ ./ 2 R1n satisfies the equation

FQ ./A D FQ ./ C DC

where D 2 R1l is a constant matrix,  < 0. As in the scalar case, by a direct

verification we can find an explicit expression for FQ ./:

FQ ./ D .F1 ./; F2 ./; : : : ; Fl .//

Fi ./ D i ./.1; ; 
2
; : : : ;  i 1
/; Fi ./ 2 R1i :
86 4 Functional observers for fully determined linear systems

Here i ./ are constants dependent on the parameters of the system, the chosen , and
the row D; by the choice of D the value of i ./ can be defined arbitrarily; Fi ./ is
a vector-row of length i corresponding to the i th scalar subsystem from (4.48).
As in the scalar case, we choose k different real values of the parameter  (i.e.,
1 ; 2 ; : : : ; k , j < 0, i ¤ j ) and try to decompose the vector F from (4.49) by
the system of vectors FQ .j / and Ci D .0; : : : ; 0; CN i ; 0; : : : ; 0/ 2 R1n .i D 1; : : : ; l/.
For F to be decomposable according to the indicated system of vectors, it is necessary
and sufficient that the following rank condition be fulfilled:
0 1
F

.ir
B FQ .1 / C
B FQ .2 / C
B C
B C
B :: C

rs
B : C
rank BBFQ . /C D k C l:
C
B k C
B C C
B 1 C

ee
B : C
@ :: A
Cl
in
With due account of the explicit representation of the vectors, the last condition has
the form
ng
F1 F2 ::: Fl
0 1
B 11 F1 .1 / 12 F2 .1 / : : : 1l Fl .1 / C
B C
B 21 F1 .2 / 22 F2 .2 / : : : 2l Fl .2 / C
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
le

B C
B k1 F1 .k / k2 F2 .k / : : : kl Fl .k /C D rank M D k C l:
rank B (4.50)
C
B CN1 0 : : : 0 C
B C
CN 2 :::
ro

B
B 0 0 C
C
@: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :A
0 0 ::: CN l
nt

Here ij D j .i / are constants defined arbitrarily.

Note that the vectors Fi .j /, j D 1; : : : ; k, form the Vandermonde matrix
co

1 1 : : : 1 i 1
0 1 0 1
Fi .1 /
B Fi .2 / C B  1C
C B1 2 : : : 2 i C
B :: C D B C;
B
@ : A @: : : : : : : : : : : : : : : : : :A
Fi .k / 1 k : : : ki 1

and therefore, if the set 1 ; : : : ; k , i ¤ j , k   1 is defined, the vectors

FQ .j / D .F1 .j /; F2 .j /; : : : ; Fl .j //; j D 1; : : : ; k;

are linearly independent.

 4.5 Systems with vector output 87

For the rank condition (4.50) to be fulfilled, it is necessary and sufficient that the
rank condition
0 1
Fi
B Fi .1 / C
rank B ::: C D rank Mi D k C 1; i D 1; : : : ; l;
B C
(4.51)
B C
B C
@Fi .k /A
CN i

should be fulfilled for each subsystem. Indeed, if conditions (4.51) are fulfilled, then

.ir
Fi is expressed in terms of Fi .i /; : : : ; Fi .k / and CN i , and, consequently, by the
choice of ij we can achieve a situation when condition (4.50) is fulfilled.
Note that conditions (4.51) will be fulfilled for all subsystems if k D  1, where

rs
the observability index  D max i is the dimension of the maximal subsystem. Thus,
for a system with vector output we can construct an observer of order . 1/ with any

ee
predefined real spectrum.
Taking into account the explicit representations in the canonical basis for Fi .j /
and CN i , we can write conditions (4.51) in the form
0
in 1
f1i f2i : : : fii
 1C
B 1 1 : : : 1 i C
B
rank Mi D rank B: : : : : : : : : : : : : : : : : : :C D k C 1; i D 1; : : : ; l;
B C
ng

@ 1 k : : : ki 1 A
B C
0 0 ::: 1
le

or, what is the same,

0 1
f1i f2i : : : fii 1
ro

 2C
B 1 1 : : : 1 i C
B
rank Mi0 D B C D k; i D 1; : : : ; l:
@: : : : : : : : : : : : : : : : : : :A
1 k : : : ki 2
nt

Carrying out for the matrices Mi0 the transformations described in detail for the
scalar case, we obtain equations for the components of the vector F
co

1 0l 1 0 i 1
0
f1i f2i : : : fki 1 fkC1
i
B f2i f3 i i
: : : fkC1 C B 2 C C B l C
B fkC2 C
B C
B :
@: : : : : : : : : : : : : : : : : : : : : : : : : : :A @ :: A D : C ; i D 1; : : : ; l: (4.52)
@ :: A
B C B
i i i
f k 1 f k : : : fi 2 lk fii 1
i i

Note that the vector L0 D .l1 ; : : : ; lk /> is the general solution of all l systems
from (4.52) since this vector defines the polynomial 'k .s/ D jkD1 .s j / D s k C
Q

lk s k 1 C


C l1 . Thus, we have the following theorem.

88 4 Functional observers for fully determined linear systems

Theorem 4.20. Suppose that system (4.1) is observable, l > 1, the pair ¹C; Aº is
given in
the canonical form (2.11). The functional  D F x, where F 2 R1n ,
rank FC D l C 1,

F D .F1 ; : : : ; Fl /; Fi D .f1i ; : : : ; fii /;

can be reconstructed by an observer of order k if, among the solutions of the system
of linear equations
0 1 1
1 1 1 1 fkC1
f1 f2 : : : fk
0
Bf 1 C

.ir
B f21 f31 : : : fkC1 1 C B kC2 C
B : C
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : :C 0 1 B :: C
B 1 1 1
C l1 B
Bf 1 C
C
Bf f : : : f

rs
B 1 k 1 1 k
C
1 2 C B l C B 1 1 C
k C B 2C
B 2 C
B f2 f 2
: : : f D B fkC1 C ; (4.53)
B 1 2 2 C B :: C B : C
C@ : A
: : : : : : : : : : : : : : : : : : : : : : : : : : : :
B
B : C
B C B C

ee
Bf k 1 f2 k : : : fk2 2 C lk
B 2 C B 2 C
B 2 2 C Bf2 1 C
@: : : : : : : : : : : : : : : : : : : : : : : : : : :A B :: C
B C
:
fl k 1 fl k : : : fll 2
@ A
l
l l fl 1
in
there exists a Hurwitz column L0 D .l1 ; : : : ; lk /> corresponding to a polynomial with
real and distinctive roots.
ng

Remark 4.21. As in the case of a scalar output, the requirement of reality of the roots
of the polynomial 'k .s/ D s k C lk s k 1 C


C l1 as well as the requirement of the
le

absence of multiple roots of this polynomial can be removed. To do this, as in the

scalar case, we have to consider in greater detail the case of multiple roots and the
case of complex-conjugate roots according to the scheme described above. We omit
ro

the details.
We shall show now that the conditions of Theorem 4.20 are not only sufficient but
nt

also necessary for constructing a k-order functional observer.

Suppose that an observer of this kind exists. Then it is described by a system of
linear differential equations
co

´
zP D P z C Qu C Ry
(4.54)
Q D T z C Gy;

where z 2 Rk , P 2 Rkk , Q 2 Rkm , R 2 Rkl , T 2 R1k , and G 2 Rll are

constant matrices. For simplicity, we shall consider the case where the eigenvalues of
the matrix P are real and different. Moreover, for observer (4.54) to give an estimate
of the functional .t/, the matrix P must be a Hurwitz matrix. Thus we have

spec¹P º D ¹1 ; : : : ; k ºI i < 0; i D 1; : : : ; kI i ¤ j :

 4.5 Systems with vector output 89

In this case, by a nondegenerate transformation, observer (4.54) can be reduced to

the form where the matrix P is diagonal. Therefore, without loss of generality, we
assume, in what follows, that P D diag.1 ; : : : ; k /.
The author of [87] gives conditions which should be imposed on the matrices P ,
Q, R, T , and G for which observer (4.54) gives an exponential estimate of the func-
tional  .t /
F D TH C GC;
Q D HB;
(4.55)
HA PH D RC;

.ir
P is a Hurwitz matrix;
where H 2 Rkn is a constant matrix such that z is an asymptotic estimate of the

rs
functional H x.
In the case of a diagonal matrix P for i < 0 the last condition from (4.55) is

ee
fulfilled. The second condition from (4.55) is fulfilled by the requisite choice of the
matrix Q. Suppose that H1 ; : : : ; Hk are rows of the matrix H and t1 ; : : : ; tk are com-
ponents of the row T . Then the first condition from (4.55) means that
k
in
X
F D ti Hi C GC;
i D1
ng

i.e., the row F is linearly expressed in terms of the rows H1 ; : : : ; Hk and the rows of
the matrix C , and, consequently, the condition
0 1
F
le

B H1 C
rank B ::: C D k C l
B C
(4.56)
B C
ro

B C
@ Hk A
C
nt

is fulfilled. In addition, since the structure of the matrix P is diagonal, the third con-
dition from (4.55) can be written as a system of equations for H1 ; : : : ; Hk , namely,
co

8
ˆ
ˆ H1 .A 1 I / D R1 C
ˆ
< H2 .A 2 I / D R2 C
ˆ
ˆ
::
ˆ
ˆ
ˆ
ˆ :
ˆ
Hk .A k I / D Rk C;
:

where R1 ; : : : ; Rk are rows of the matrix R. It follows from (4.56) that, with an
accuracy to within the transformations, we have

Hi D FQ .i /;
90 4 Functional observers for fully determined linear systems

and, consequently, conditions (4.56) have the form

0 1
F
B FQ .1 / C
rank B ::: C D k C l:
B C
B C
@FQ .k /A
B C

In this way, the condition is fulfilled, which, after the transformations which do not
change the rank of the matrix, gives condition (4.53) of Theorem 4.20.

.ir
We can present the same arguments for the case where the spectrum of the matrix P
has a more complicated structure. We omit the details.

rs
Thus, we have the following theorem.

Theorem 4.22. Suppose that system (4.1) is observable for l > 1, the pair ¹C; Aº

ee
is in the
canonical Luenberger form. The functional  D F x, where F 2 R1n ,
rank F C D l C 1,
in
F D .F1 ; : : : ; Fl /; Fi D .f1i ; : : : ; fii /;

can be reconstructed by an observer of order k if and only if among the solutions of

ng
system (4.53) there exists a Hurwitz column L0 D .l1 ; : : : ; lk /> .

4.6 Analysis of properties of solutions of linear systems

le

of special type
ro

We can see from the theorems given in this chapter that in order to solve the problem
of the existence of observers of order k, we have to study the properties of solutions of
a certain system of linear equations ((4.18), (4.22) or (4.53) depending on the dimen-
nt

sions of the functional and the output of the original system). To be more precise, we
have to find out whether the given system of linear equations is solvable and whether
co

there are Hurwitz solutions of this system. In this case, properly, we consider not one
equation but a family of equations for different k. In this subsection we shall analyze
the properties of families of this kind for a scalar functional and a scalar output.
Let us consider in greater detail a family of systems of algebraic equations of form
(4.18) for different k and prove a number of auxiliary statements which connect the
existence or absence of solutions (Hurwitz solutions) of the system of equations (4.18)
for different k.
The first question that arises in the analysis of system (4.18) is as follows: if there
exists a solution of a system of form (4.18) for some k  , then whether there exists
a solution for k > k  . The following lemma answers this question.
 4.6 Analysis of properties of solutions of linear systems of special type 91

Lemma 4.23. If the system of algebraic equations (4.18) is solvable for a certain k,
then the system is also solvable for .k C 1/.

Proof. Suppose that for k system (4.18) has the vector l D .l1 ; : : : ; lk /> as its solu-
tion, i.e., 0 10 1 0 1
f1 f2


fk l1 fkC1
B f2 f3


fkC1 C
C B l2 C
B C BfkC2 C
:: C B :: C D B :: C : (4.57)
B B C
B :: :: ::
@ : : : : A@:A @ : A
fn k 1 fn k


fn 2 lk fn 1

.ir
„ ƒ‚ … „ƒ‚… „ ƒ‚ …
Hk l hk

Consider a column

rs
 
0
l0 D 2 RkC1 :
l
We shall show that it is a solution of system (4.18) for .k C 1/, i.e., show that the

ee
relation
HkC1 l 0 D hkC1
in
is satisfied. Let us write this system in a more extended form:
0 10 1 0 1
f1 f2 : : : fkC1 0 fkC2
ng
B f2 f3 : : : fkC2 C B l1 C BfkC3 C
:: C B :: C D B :: C :
B CB C B C
B :: :: ::
@ : : : : A@ : A @ : A
fn k 2 fn k 1 : : : fn 2 lk fn 1
le

Taking into account the explicit representation of the vector l 0 , we can rewrite the last
system in the form
ro

0 10 1 0 1
f2 : : : fkC1 l1 fkC2
f3 : : : fkC2 C B l2 C BfkC3 C
nt

B
:: C B :: C D B :: C : (4.58)
B CB C B C
B :: ::
@ : : : A@ : A @ : A
fn k 1 : : : fn 2 lk fn 1
co

However, system (4.58) is a shortened system (4.57) (without the first equation) and,
consequently, (4.58) is obviously compatible if l is a solution of (4.57). The lemma is
proved. 

Lemma 4.23 implies a simple corollary.

Corollary 4.24. If for the family of systems of algebraic equations (4.18) there exists
a number k  such that for all k < k  the system does not have any solutions and
for k  system (4.18) has a solution, then for all k  k  system (4.18) has a solution.
92 4 Functional observers for fully determined linear systems

Note that k  is the minimal number for which the rank condition (4.20) is fulfilled.
The procedure of finding k  can be easily algorithmized.
The next question that arises when we study the family of systems of algebraic
equations (4.18) is the question of existence of the number k  , i.e., whether at least
one of systems of form (4.18) is solvable. Naturally we consider systems for k D
1; 2; : : : ; n 2. The answer to this question is negative.

Example 4.25. Consider the vector F D .0; 0; : : : ; 0; 1; /. As can be seen from sys-
tem (4.18), Hk and hk do not depend on the last coordinate of the vector F , i.e., on fn ,
and therefore of interest is the shortened vector F 0 D .f1 ; : : : ; fn 1 / 2 R1.n 1/ . In

.ir
this example F 0 D .0; : : : ; 0; 1/, fn is an arbitrary number.
In this case, for all k D 1; : : : ; n 2, the matrix Hk and column hk have the form

rs
0 1 0 1
0 ::: 0 0
B0 : : : 0C B :: C
Hk D B : : : C 2 R.n k 1/k
hk D B : C 2 Rk1 :

ee
;
B C B C
@ :: :: :: A @0A
0 ::: 0 1
in
Obviously, the system Hk l D hk is not compatible for any k, i.e., there does not
exist k  for the indicated vector F .
The next question that we should consider is the following: if there exists k  for
ng
family (4.18) is this solution of the system unique for k  and is the solution of the
system unique for k > k  ?
The following lemma gives the answer to the first part of the question.
le

Lemma 4.26. Suppose that k  > 0 is a number such that a system of form (4.18) does
not have a solution for any k < k  and has a solution for k D k  . Then, if k   n 2 1 ,
ro

then this solution is unique. Now if k  > n 2 1 , then there are infinitely many solutions
for k  .
nt

Proof. Let k   n 2 1 . This means that for k  the number of equations .n k  1/

for system (4.18) is not less than the number of unknown k  . Let us assume that for k 
co

there exist infinitely many solutions of equation (4.18). We denote rank Hk  D rk 

and then
rank Hk  D rank.Hk  j hk  / D rk  < k  :
This follows from the explicit form of system (4.18) for k  :
0 10 1 0 1
f1 : : : fk  l1 fk  C1
B f2 : : : fk  C1 C B l2 C Bfk  C2 C
:: C B :: C D B :: C :
B CB C B C
B :: ::
@ : : : A@ : A @ : A
fn k 1 : : : fn 1 lk  fn 1
 4.6 Analysis of properties of solutions of linear systems of special type 93

Since the systems of equations (4.18) are incompatible for all k < k  , the inequality

rank Hk D rk < rank.Hk j hk /

is satisfied for k < k  . Let us consider the structure of the matrices Hk , HkC1 and
Hk0 D .Hk j hk / in greater detail:
0 1
f1 : : : fk
Hk D @
B :: :: :: C 2 R.n k 1/k ;
: : : A
fn : : : fn 2

.ir
k 1
0 1
f1 : : : fk fkC1
B :: :: :: :: C
Hk0 D B : : : : C

rs
C 2 R.n k 1/.kC1/
;
B
@fn k 2 : : : fn 3 fn 2 A
fn k 1 : : : fn 2 fn 1

ee
0 1
f1 : : : fk fkC1
B :: :: :: :: C 2 R.n k 2/.kC1/
HkC1 D @ : : : : A :
fn k 2 : : : fn 3 fn 2
in
Thus we have
ng


HkC1
Hk0 D .Hk j hk / D ;
h0kC1 (4.59)
h0kC1 D .fn k 1 ; : : : ; fn 2 ; fn 1 / 2R 1.kC1/
:
le

Consequently, the matrix HkC1 results from the matrix Hk upon the addition of col-
umn hk and removal of the last row of the obtained matrix. Since system (4.18) is
ro

compatible for k  , the column hk  can be linearly expressed via columns of the ma-
trix Hk  , i.e., there exists a vector l such that
nt

Hk  l D hk  :

Let us take an arbitrary number k such that 0 < k < k  and consider the matrix
co

consisting of the last .k C 1/ rows of the matrix Hk  :

0 1
fn k  k 1 : : : fn k 3 fn k 2
.kC1/
Hk  D@
B :: :: :: :: C 2 R.kC1/.k  / :
: : : : A
fn k 1 ::: fn 3 fn 2

Note that k C 1  k   n k  1, i.e., the number of rows in the matrix Hk 

is not less than k C 1 for any k D 1; : : : ; k  1, i.e., we can really isolate the matrix
.kC1/
Hk  from it.
94 4 Functional observers for fully determined linear systems

.kC1/
We can see from the explicit representation of Hk  that the matrix HkC1 can be
written in block form
00
/>
!
.HkC1
HkC1 D .kC1/
;
.Hk  />
00
where HkC1 is a matrix of the corresponding dimension. Moreover,

h0kC1 D .fn k 1 : : : fn 2 fn 1 / D h>

n k 2I
0 1
fk  C1 ³

.ir
B ::: C k  1/ .kC1/
B C R.n
Bfn k 2 C
B C
hk  DB C

rs
B C ³
Bfn k 1 C
RkC1 ;
B C
@ ::: A
fn 1

ee
i.e., .h0kC1 /> is the last .k C 1/-dimensional part of the vector hk  . Then, taking into
account (4.18) for k  , we have
in
00 >
!
.H kC1
/ .kC1/ >
.0 j l > /HkC1 D .0 j l > / .kC1/ D . Hk  l/ D h0kC1 :
.Hk  /T
ng

Consequently, the row h0kC1 can be linearly expressed in terms of the rows HkC1 and
it follows from (4.50) that
le

rank Hk0 D rank HkC1 ; k D 1; : : : ; k  1:

Then
ro

rank Hk D rk < rank Hk0 D rank HkC1 D rkC1 : (4.60)

Thus, if rank Hk  D rk  < k,then it follows from (4.60) that rk < k for all
nt


k < k . However, in that case rank H1 < 1 as well, i.e., rank H1 D 0, and this means
that f1 D f2 D


D fn 2 D 0, i.e., the vector F has the structure from Exam-
ple 4.25, but in that case there does not exist a number k  for which system (4.18) is
co

compatible. We have obtained a contradiction, and, consequently, rk  D k  and the

system of equations (4.18) for k   n 2 1 has a unique solution.
Now if k  > n k  1, i.e., k  > n 2 1 (the number of unknowns exceeds the
number of equations), then

rank Hk   min.k  ; n k 1/ D n k 1 < k

and system (4.18) has infinitely many solutions. The lemma is proved. 

Remark 4.27. The number k  may be arbitrary, from 1 to n 2.

 4.6 Analysis of properties of solutions of linear systems of special type 95

Here are the corresponding examples.

Example 4.28. Consider a vector F D .1; ; 2 ; : : : ; n 2 ; / (the last term is of no

importance). In this case
0 1 0 1
1 
B  C B 2 C
H1 D B : C; h1 D B C;
B C B C
::
@ :: A @ : A
n 3 n 2

.ir
and the equation
H1 .l1 / D h1
has a unique solution l1 D . Thus, we have k  D 1 in this case. Note that k  D 1

rs
if and only if the vector F has the indicated structure for some .

ee
Example 4.29. Consider a vector F D .0; : : : ; 0; 1; 2; /. Then we have
0 1
0 1 0
0 ::: 0 0 B :: C
B :: :: :: :: C B:C
in
Hk D B : : : : C ; hk D B0C
B C B C
@0 : : : 0 0A B C
@1A
0 ::: 0 1
ng
2

for all k  n 3 and the system is incompatible. For k D n 2 these matrices assume
the form
le

Hn 2 D .0; : : : ; 0; 1/ 2 R1.n 2/ ; hk D .2/:

Then system (4.18) has the form
ro

0 1
l1
.0 : : : 0 1/ @ ::: A D 2;
B C
nt

ln 2

it is compatible, and has an infinite number of solutions: ln D 2, l1 , : : : , ln can

co

2 3
be arbitrary. In this case k  D n 2.
For k  system (4.18) can have a unique solution as well as infinitely many solu-
tions. Let us show that for all k > k  the solution not only exists (as follows from
Lemma 4.23) but there are infinitely many solutions.
We have the following lemma.

Lemma 4.30. Suppose that k  is a number beginning with which systems of fami-
lies (4.18) have solutions. Then, for all k > k  , systems (4.18) have infinitely many
solutions.
96 4 Functional observers for fully determined linear systems

Proof. Let k > k  , and then .k 1/  k  , i.e., system (4.18) has a solution l 2 Rk 1

for .k 1/. In that case, by virtue of Lemma 4.23, the vector

 
0
l0 D 2 Rk
l
is a special solution of the nonhomogeneous system (4.18) for the indicated k. Let us
consider a homogeneous system relative to the unknown vector l 0 for the indicated k:
Hk l 0 D 0; l 0 2 Rk :
It follows from the explicit representation of the system of equations (4.18) for

.ir
.k 1/ that
0 1
  Hk  

rs
l A l D 0;
Hk 1 l D hk 1 ) .Hk 1 jhk 1 / D @
1 1
h0k

ee
whence we have  
l
Hk D 0;
1
i.e., the column l 0 D l 2 Rk is a special solution of the homogeneous equation.


in
1
Then all vectors
lQ D l 0 C tl 0 ; t 2 R;
ng

are solutions of the nonhomogeneous equation for k > k  , and since l 0 ¤ 0, their
number is infinite.
The lemma is proved. 
le

The lemmas that we have proved allow us to formulate the following theorem.
ro

Theorem 4.31. Suppose that we are given a vector F D .f1 ; : : : ; fn / which defines
a family of linear systems of algebraic equations of form (4.18) for k D 1; : : : ; n 2.
In that case, either all systems are incompatible or there exists a number k  such
nt

that the systems are incompatible for all k < k  and compatible for all k  k  . If
k   n 2 1 , then for k  the solution of the system of algebraic equations is unique and
if k  > ni1  
2 , then for k there exist infinitely many solutions. For all k > k , each of
co

the systems of family (4.18) has infinitely many solutions.

When we solve a problem of synthesis of an observer, it is not only important that
system (4.18) should have a solution but it is also significant that it should be a Hurwitz
solution, i.e., the column l D .l1 ; : : : ; lk /> should define the Hurwitz polynomial
'k .s/ D s k C lk s k 1 C


C l1 .
Let k   k  be a number such that for k  < k  system (4.18) does not have any
Hurwitz solutions and for k D k  there exists a Hurwitz solutions. Note that k  may
exist for family (4.18) and may not exist.
Here are the corresponding examples.
 4.6 Analysis of properties of solutions of linear systems of special type 97

Example 4.32. Consider the vector F D .1; ; 2 ; : : : ; n 2 ; / from Example 4.28.

In this case, as was shown above, k  D 1. For  < 0 and k D 1 system (4.18) of the
form 0 1 0 1
1 
B  C B 2 C
B :: C .l1 / D B :: C
B C B C
@ : A @ : A
n 3 n 2

has a Hurwitz solution l1 D  (corresponding to the Hurwitz polynomial '1 .s/ D

s C l1 ), the functional can be reconstructed by the first-order observer (p.s/ is a char-

.ir
acteristic polynomial of this observer). Thus, in the indicated case we have k  D 1.
Now if   0, then, for all k  1, the matrices Hk and hk have nonnegative
coefficients, and, consequently, not for any k  1 there is a solution of the system

rs
Hk l D hk

ee
with a column l with positive elements l1 , i.e., the necessary condition of being a Hur-
witz column is not fulfilled for any k. Consequently, k  does not exist for   0 for
a family of systems of form (4.18) (although there exists k  D 1).
in
This example allows us to formulate a simple statement.
ng
Statement 4.33. If k  D 1 for the family of equations (4.18) but for k D 1 the solu-
tion is not a Hurwitz solution, then, for all k such that 1  k  n 2 the solution is
not a Hurwitz solution either.
le

The next question that we will consider is similar to the question concerning the
properties of k  . Suppose that for k  systems (4.18) have a Hurwitz solution for the
ro

first time. Will the system have Hutwitz solutions for any k > k  ?
The following lemma gives an answer to this question.
nt

Lemma 4.34. If a system of equations of form (4.18) has a Hurwitz solution for k,
then it also has a Hurwitz solution for .k C 1/.
co

Proof. As was shown in the proof of Lemma 4.23, if the vector column l is a solution
of system (4.18) for a given k, then the vector
 
0 0
l D 2 RkC1
l

is a solution of the system for .k C 1/.

Let l be a Hurwitz solution for a given k and let it be associated with the Hurwitz
polynomial
'k .s/ D s k C lk s k 1 C


C l1 :
98 4 Functional observers for fully determined linear systems

Then the column l 0 is associated with the polynomial

' 0 .s/ D s kC1 C lk s k C


C l1 s

which is not a Hurwitz polynomial (k of its roots coincide with the roots of 'k .s/ and
lie in C and one root is zero).
However, as follows from Theorem 4.31, for .k C 1/ the solution of the system is
not unique (this follows from the fact that k  k   k  ). The set of solutions of
system (4.18) for .k C 1/ are the vectors

lQ D l 0 C l 0 ;

.ir
where l 0 is a solution of the homogeneous equation

rs
HkC1 l 0 D 0:

Let us consider some vector l 0 with the first nonzero coordinate, i.e.,

ee
l 0 D .l00 ; l10 ; : : : ; lk0 /; l00 > 0:

This condition is fulfilled, in particular, by the vector

in
 
l
l0 D 2 RnC1 :
1
ng

Indeed, as was indicated above, l 0 is a solution of the homogeneous equation, and

since l is a Hurwitz polynomial, it follows that l1 D l00 > 0.
le

Let us consider vectors

Q D l 0 C "l 0
l."/
ro

for small values of the parameter " > 0, where l 0 is the indicated fixed solution of the
homogeneous system. We shall show that for small " > 0 the column l."/ Q is a Hurwitz
column. For our purpose, we shall write for the vector
nt

"l00
0 1
B l1 C "l 0 C
Ql."/ D B 1C
co

B :: C
@ : A
lk C "lk0

the Hurwitz matrix

lk C "lk0
0 1
1 0 0 ::: 0
Blk 2 C "l 0 lk 0
1 C "lk lk C "lk0 1 : : : 0 C
k 2 1 .kC1/.kC1/
G."/ D B :: C 2 R
B C
:: :: :: :: ::
@ : : : : : : A
0 0 0 0 : : : "l00
(4.61)
 4.6 Analysis of properties of solutions of linear systems of special type 99

in explicit form. Note that for " D 0 the principal minor of order k of the matrix G.0/ is
a Hurwitz matrix for the column l (i.e., for the polynomial 'k .s/). Since l is a Hurwitz
column, the determinants of the first k principal minors of the matrix G.0/ are positive
and since they depend continuously on ", they preserve their positiveness for all " 2
.0; " / for a certain " > 0.
Let us consider the last principal minor of order .k C 1/ which is a determinant of
the matrix G."/. It is easy to see that

det G."/ D "l00 det.Gk ."//;

.ir
where Gk ."/ is a principal minor of order k of the matrix G."/. However, since

det Gk ."/ > 0 for " 2 .0; " /

rs
and l00 > 0, we have
det G."/ > 0

ee
for all " 2 .0; " /. Consequently, the Hurwitz conditions are fulfilled for all sufficiently
Q
small " > 0 for the columns l."/, and, hence, system (4.18) has a Hurwitz solution for
.k C 1/. The lemma is proved.
in 

Lemma 4.34 allows us to justify the following statement.

ng

Theorem 4.35. Suppose that we are given a fully of equations (4.18) and that k  is
a number such that for all k < k  system (4.18) does not have any Hurwitz solutions
and has a Hurwitz solution for k  . Then, for all k  k  , a system of form (4.18)
le

also has Hurwitz solutions.

ro

Corollary 4.36. If, for some number k D k 0 , the system of equations (4.18) does not
have Hurwitz solutions, then it does not have Hurwitz solutions for all k < k 0 either.
nt

Thus, two numbers k  and k  are defined for the family of systems (4.18). Be-
ginning with k  solutions appear for the system and beginning with k  they become
Hurwitz solutions.
co

As was shown in Example 4.32, if k  D 1, then either k  D 1 or k  does not

exist. For k  > 1 the connection between these two indices is more complicated.
Consider the corresponding examples.

Example 4.37. Let us consider a vector F D . 2; 1; 3; 2; 5/. In this case, n D 5

(f5 D 5 is not included into system (4.18)). Let us find k  . It is easy to see that there
are no solutions for k D 1. For k D 2 the system of equations (4.18) has the form
    
2 1 l1 3
H2 l D D D h2 :
1 3 l2 2
100 4 Functional observers for fully determined linear systems

This system has a unique solution l D 11 in which case the column l is not
a Hurwitz column. For k D 3 the system under consideration assumes the form
0 1
l1
H3 l D . 2 1 3/ @l2 A D 2 D h3 :
l3

This system has infinitely many solutions, in particular, l D .7; 6; 2/> , which is a Hur-
witz solution (it corresponds to the Hurwitz polynomial '3 .s/ D s 3 C 2s 2 C 6s C 7).
So, we have
k  D 2 < k  D 3

.ir
in this example.

rs
Consequently, in the general case, k  and k  may not coincide and the connection
between them is complicated. However, in some cases we can establish certain con-
nections between k  and k  . One of them is given by Statement 4.33. Here is one

ee
more relationship.

Statement 4.38. Suppose that the number k   n 2 2 and that system (4.18) does not
have Hurwitz solutions for k  . Then there are no Hurwitz solutions for k  C 1 either.
in
Proof. Since k   n 2 2 , it is obvious that k   n 2 1 , and, consequently, by virtue of
ng
Lemma 4.26, the solution of the system for k  is unique. Suppose that this solution is
the column l D .l1 ; : : : ; lk  /> . Consider the system for k  C 1. It follows from the
proof of Lemma 4.26 that
rank Hk  D k  ;
le

n 2
and since k   2 , we have n .k  C 1/ 1  k  whence it follows that
ro

.k  C1/ 1/.k  C1/

rank Hk  C1 D k  ; Hk  C1 2 R.n

as well.
nt

Consequently, the homogeneous equation


Hk  C1 lN D 0; lN 2 Rk C1 (4.62)
co

has a one-dimensional space of solutions, and since the vector l 0 D 1l is one of the

solutions of the homogeneous equation (4.62), the general solution of the nonhomo-
geneous equation for .k  C 1/ has the form
   
Ql D 0 C l
; 2 R: (4.63)
l 1

The vector column l is associated with the unstable polynomial 'k .s/ D s k Clk s k 1 C
Q corresponding to the vector lQ from (4.63):



C l1 . Let us consider the polynomial '.s/
 4.6 Analysis of properties of solutions of linear systems of special type 101

D s kC1 C lk s k C lk 1 s k 1
 
Q
'.s/ C


C l1 s C 0
„ ƒ‚ …
s'k .s/
 kC1
C lk s k 1 C


C l1 D '.s/.s C /:

C s
„ ƒ‚ …
'k .s/

It follows that if the polynomial 'k .s/ is not a Hurwitz polynomial, then the polyno-
Q
mial '.s/ is not a Hurwitz polynomial for any 2 R.
Statement 4.38 is proved. 

.ir
Remark 4.39. In Example 4.37 k  D 2 but k  D 3 D k  C 1 since the condition
k   n 2 2 is not fulfilled in the example (k  D 2 > n 2 2 D 1:5 in Example 4.37).
Therefore, when we pass from k  to k  C 1 the rank of the matrix Hk  C1 diminishes

rs
as compared to the rank of Hk  , the space of solutions of the homogeneous system
for k  C 1 is two-dimensional and the arguments from the proof of Statement 4.38 are

ee
not suitable here.

It follows from Statement 4.38 that if k   n 2 2 , i.e., the system of equations (4.18)
becomes compatible for this k  when the number of equations (4.18) n k  1 be-
in
comes not smaller than the number of unknowns, then the solution for k  is unique
and if .k  C 1/ does not lead us out of the situation of the overdetermined system
(when the number of unknowns does not yet exceed the number of equations), then
ng

the presence of a Hurwitz solution is wholly determined by the Hurwitz nature of the
initial solution for k  . The following theorem generalizes this statement.
le

Theorem 4.40. Suppose that the number k   n 2 1 . Then for k  the system of equa-

tions (4.18) has a unique solution l 2 Rk 1 . If l is not a Hurwitz vector, then sys-
tem (4.18) does not have Hurwitz solutions for any k 2 Œk  ; n k  1.
ro

Proof. As in Statement 4.38, we can see that the matrix Hk  2 R.n k  1/k  is of
full rank, i.e.,
nt

rank Hk  D k  :
It is taken into account here that the condition k   n 2 1 is equivalent to the con-
co

dition .n k  1/  k  . It follows from Theorem 4.31 that the solution for k  is

unique.
Consider the set of matrices Hk  , Hk  C1 , : : : , Hk  Cq until the condition

n .k  C i/ 1  k; i D 0; 1; : : : ; q; (4.64)

is fulfilled. Under this condition, in all matrices from the indicated set the number
of rows is not smaller than k  , and since the matrix HkC1 results from Hk upon the
“addition” of the column hk on the right-hand side (which can be expressed linearly
via the rows of Hk , i.e., this operation does not change the rank of the matrix) and the
102 4 Functional observers for fully determined linear systems

“removal” of the row below (this does not change the rank of the matrix either since it
does not attract the first k  basic rows), the conditions

rank Hk  D rank Hk  C1 D


D rank Hk  Cq D k  (4.65)

will be fulfilled, where q, in accordance with (4.64), is defined by the relation

qDn 2k  1: (4.66)

The last matrix from the set is of the maximal index

.ir
k C q D n k 1 D kmax :

rs
Let us consider the variety of solutions of each system of equations (4.18) for k D
k  C i , i D 1; : : : ; q. For each k the solution of this system can be represented as the
sum of a particular solution of the nonhomogeneous equation (4.18) and the general

ee
solution of the homogeneous system. However, since condition (4.65) is fulfilled for
every k D k  C i , the homogeneous system for k D k  C i has exactly i linearly in-
dependent solutions. Let us generalize the arguments from the proof of Statement 4.38
in
and indicate the set of i linearly independent solutions of this kind:
0 1 0 1 0 1
l 0 0 0 1
ng
B1C Bl C B0C 0
B C B C B C B :: C
B0C B1C Bl C B:C
l 1 D B0C ; l 2 D B0C ; l 3 D B1C ; :::; l i D B0C ;
B C B C B C B C
B C
B :: C
B C
B :: C
B C
B :: C
B C
@l A (4.67)
le

@:A @:A @:A

1
0 0 0
ro

 Ci
l 1 ; : : : ; l i 2 Rk ;

where the vector l D .l1 ; : : : ; lk  /> is the unique solution of the original equa-
nt

tion (4.18) for k  .

As the particular solution of the nonhomogeneous equation for k D .k  C i/ we
co

shall take the vector 0 1

0
B :: C
l0 D B:C : (4.68)
B C
@0A
l
Then the general solution of the nonhomogeneous equation (4.18) for .k  C i/ will
have the form
i
X
lQ D l 0 C j
jl ; j 2 R:
j D1
 4.7 Minimal functional observers with a defined spectrum 103

 
Let the column l be associated with the polynomial 'k .s/ D s k C lk  s k 1 C



C l1 . Then, reasoning as we did when proving Statement 4.38, we can show that

the column lQ 2 Rk Ci is associated with the polynomial

Q
'.s/ D 'k .s/.s i C is
i 1
C


C 1 /:

It follows that if 'k .s/ is not a Hurwitz polynomial, then the polynomial '.s/ Q is not
a Hurwitz polynomial for any 1 ; : : : ; i either. This statement is valid for all k D k  ,
k  C 1, : : : , n k  1. The theorem is proved. 

.ir
Remark 4.41. When the condition .n k  C i/  k  is violated, the rank of the
matrix Hk  Ci becomes lower than k  and additional solutions of the homogeneous

rs
equation appear in addition to the set (4.67), and, in this case, the theorem is no longer
valid (precisely this fact is illustrated by Example 4.37).

ee
Remark 4.42. Statement 4.33 is a special case of Theorem 4.40 for k  D 1. Theo-
rem 4.40 allows us to simplify the analysis of problem concerning the synthesis of the
functional observer in the case where k   n 2 1 (i.e., where system (4.18) becomes
in
compatible for the first time under the condition that the number of unknowns is not
larger than that of the equations). In this case we have to investigate the Hurwitz nature
of the unique solution for k  . If it is not a Hurwitz solution, then we should continue
ng

the investigations beginning with the systems of equations of order .n k  /.

le

4.7 Minimal functional observers with a defined spectrum

As we did earlier, we shall consider, for simplicity, the fully determined dynamical
ro

system
´
xP D Ax
(4.69)
nt

y D Cx

without the known input signal (which can always be compensated in the observer).
co

We shall assume that the pair ¹C; Aº is observable and given in the Luenberger canon-
ical form (2.33). Then the system is decomposed into l subsystems of order i . We
assume, in addition, that i , which are Kronecker indices, are arranged with respect to
their increase. We have to construct an asymptotic estimate for the functional of the
phase vector
 D F x;

with y 2 Rl ,  2 Rp and x 2 Rn . The Luenberger observer which reconstructs

the phase vector of system (4.69) is of order .n l/, and therefore of interest is the
construction of an observer of an order lower than .n l/.
104 4 Functional observers for fully determined linear systems

When synthesizing functional observers, we can distinguish the following two prob-
lems:
 the synthesis of an asymptotic observer with some spectrum but of the minimal
possible order,
 the synthesis of an observer of a minimal order with any preassigned spectrum
(with any preassigned rate of convergence).
In the preceding sections we considered the first one of these problems. Let us now
consider the second one. This statement has already been considered in a number of
papers. In particular, it was shown in [105] that the guaranteed order of the observer

.ir
min.p;l/
X
k.p/ D .i 1/; (4.70)

rs
i D1

where i .i D 1; : : : ; l/ are Kronecker indices of system (4.69) arranged according to

ee
their nonincrease. Since i  i C1 , where 1 D  is the observability index of the pair
¹C; Aº, it follows that for p D 1 estimate (4.70) gives k D  1 (for the special case
p D 1 this result was obtained in [87]) and for p  l this estimate gives k D n l,
i.e., the order of the Luenberger observer for a full-phase vector.
in
However, for almost all dynamical systems under consideration this estimate can be
perfected.
ng
In order to solve our problem, we shall again use the method of scalar observers
described above. Suppose that the system is reduced to the Luenberger canonical
form (2.33). Since the connection between the subsystems in this form is realized in
le

terms of the measured outputs of the system, which can always be compensated in the
observers, instead of (2.33) we can consider a system without connections, i.e.,
ro

xP i D Ai i x i ; i D 1; : : : ; l; x i 2 Ri
´
(4.71)
yi D CN i x i ; yi 2 R
nt

where each pair ¹CN i ; Ai i º is in the canonical form.

In the case of system (4.71) the scalar observer can reconstruct the functional  D
co

F ./x, where the vector F ./ has the form

F ./ D . 1 F1 ./; 2 F2 ./; : : : ; l Fl .//

(4.72)
Fi ./ D .1; ; : : : ; i 1
/; Fi ./ 2 R1i :

Here Fi ./ are vectors corresponding to the i th subsystem from (4.71) and i are
arbitrary constants. As for a scalar system, the vectors F ./ are left-hand eigenvectors
of the matrix AL D A LC which has an eigenvalue . Moreover,  can be an
eigenvalue of multiplicity l since it is an eigenvalue of each of the diagonal blocks of
 4.7 Minimal functional observers with a defined spectrum 105

the matrix AL . The matrix L 2 Rln has the corresponding block structure
0 1
L1 0


0
B 0 L2


0 C
LDB C;
B C
::
@ : A
0 0


Ll

where the off-diagonal blocks are zero. The distinctive feature of vector systems is
that each  is associated now with l linearly independent eigenvectors which form the
space ./ ( i are, in fact, the coordinates in this space).

.ir
Let us consider a set of real numbers i (i D 1; : : : ;  1) satisfying the condition

i < 0; i ¤ j for i ¤ j: (4.73)

rs
We choose L 2 Rln such that the spectrum of AL D A LC contains 1 , 2 ,
: : : ;  1 and the spectrum of AL i
D Ai i Li CN i contains 1 , 2 , : : : ; i 1 (i.e.,

ee
for the first subsystem of the maximal dimension 1 D  we use the whole set 1 ,
2 , : : : ;  1 whether for the other subsystems only its part which corresponds to the
dimension of the subsystem). In this case, 1 is a root of multiplicity l of the matrix AL
in
and the other j are roots of multiplicity not higher than l. Each j is associated with
exactly the number of eigenvectors of the matrix AL corresponding to its multiplicity,
and therefore these vectors correspond to the i th subsystems and have the general form
ng
.0; : : : ; 0; Fi .j /; 0; : : : ; 0/. Together with the vectors Ci D .0; : : : ; 0; CN i ; 0; : : : ; 0/
they form a basis in the space Rn :

.F1 .1 /; 0; : : : ; 0/ .0; F2 .1 /; : : : ; 0/

: : : .0; 0; : : : ; Fl .1 //
le

:: ::
.F1 .2 /; 0; : : : ; 0/ : ::: :
:: :: (4.74)
.0; 0; : : : ; CN l /
ro

: .0; F2 .1 1 /; : : : ; 0/ :
.F1 .1 1 /; 0; : : : ; 0/ .0; CN 2 ; : : : ; 0/
N
.C1 ; 0; : : : ; 0/
nt

Note that in the “first column” in (4.74) are exactly 1 vectors (including .CN 1 ; 0; : : : ;
0/) and the other columns contain not more than 1 vectors (to be more precise, the
co

“ith column” includes i vectors).

Among the indicated set of vectors there are exactly l vectors corresponding to the
eigenvalue 1 (the “first row” from (4.74)) they form a subspace .1 / 2 Rn of di-
mension l. The eigenvectors corresponding to 2 ; : : : ;  1 form subspaces .2 /;
: : : ; . 1 / and the vectors .0; : : : ; 0; CN i ; 0; : : : ; 0/ form the subspace y corre-
sponding to the measured output y 2 Rl . The whole space Rn is decomposed into
a direct sum of subspaces .1 /; .2 /; : : : ; . 1 /; y , i.e., any vector F 2 R1n
is decomposed into a sum

F D F .1 / C


C F . 1/ C CQ ;
106 4 Functional observers for fully determined linear systems

where F .i / 2 .i /, CQ 2 y (i.e., CQ D QC , CQ 2 R1n , Q 2 R1l ).

Each functional i D F .i /x is reconstructed by a scalar observer with a scalar
spectrum i , with
 1
X
 D Fx D i C Qy:
i D1
Thus, we have the following theorem.

Theorem 4.43. Suppose that the dynamical system (4.69) is observable, l > 1. Then
the scalar functional  D F x is reconstructed by an observer with the defined spec-

.ir
trum (satisfying condition (4.73)), the order of the observer does not exceed  1,
where  is the observability index of the system.
Let us now consider the vector functional  D F x 2 Rp1 , where F 2 Rpn and

rs
p > 1. In fact, in this case we have to reconstruct p scalar functionals simultaneously
by one observer of order k.

ee
We shall consider the matrix F in the canonical basis in block form
0 1
F1 F21 : : : Fl1
1 0 11
F
BF 2 F 2 : : : F 2 C BF 2 C
B 1 2 l C
F DB : :: C D B :: C ; (4.75)
B C
:: ::
in
@ :: : : : A @ : A
p p p
F1 F2 : : : Fl Fp
ng
where the rows F i 2 R1n are decomposed into subrows Fji 2 R1j corresponding
to the j th subsystems from the canonical representation (4.71).
In the case of vector functional, we have to construct an observer which simultane-
ously reconstructs the components  i D F i x of this functional. In order to solve the
le

problem, we again use the method of scalar observers.

We shall solve this problem successively for the scalar functionals  i D F i x
ro

and begin the consideration with  1 D F 1 x. We assume that in the row F 1 D

.F11 ; F21 ; : : : ; Fl1 / the first subrow F11 , which corresponds to the first block of the max-
imal dimension 1 from the canonical representation (2.33), is not identically zero. If
nt

this is not the fact, then we choose among the rows F i a row which satisfies this
condition and renumber the rows F i .
Now if all F1i  0, then this means that the functional  D F x does not depend
co

on the first block from (4.71). In this case, the problem reduces to the problem of
reconstruction of the functional N D FN x, where
0 1
F2


Fl1
1

FN D @








A 2 Rp.n 1 / ; F D .0 I FN /
p p
F2


Fl
for the reduced system
xP i D Ai i x i
´

yi D CN i x i ; i D 2; : : : ; l;
 4.7 Minimal functional observers with a defined spectrum 107

of order .n 1 / with the .l 1/ outputs. The consideration of this reduced problem

can be carried out according to the same scheme
Thus, we assume that F11 ¤ 0, and moreover suppose that F11 and CN 1 are not
collinear (i.e., F11 ¤ CN 1 ) since otherwise, making a linear transformation N 1 D
1 y1 with the known output y1 , we make the corresponding subvector zero for
the functional N 1 , and this leads to the case described above. In order to reconstruct
the functional  1 D F 1 x, we use the scheme of reconstruction of the scalar functional
described above.
For our purpose, we choose a spectrum 1 ; : : : ; 1 1 satisfying conditions (4.73).
Then the row F 1 can be represented as the sum

.ir
F 1 D F .1 / C F .2 / C


C F .1 1/ C CQ ; (4.76)

rs
where F .i / are left-hand eigenvectors of the corresponding matrix AL , CQ D QC .
Each of the vectors F .i / has the following structure:

ee
F .i / D . 1i F1 .i /; 2i F2 .i /; : : : ; li Fl .i // ;
 1
Fj .i / D .1; i ; 2i ; : : : ; i j / 2 R1j :
in
Since we have decomposition (4.76) for the full vector F 1 2 Rn , there exists a de-
composition
ng
F11 D 11 F1 .1 / C 12 F1 .2 / C


C 1.1 1/ F1 .1 1 / C N
11 C1

for its subvector F11 , or, in more detail,

le

F11 D f11 ; : : : ; f11 /

1; 1 ; 1 ; 21 ; : : : ; 1 1 1

1; 2 ; 2 ; 22 ; : : : ; 2 1 1 C : : :


D 11 C 12
ro

2 1 1

C 1.1 1/ 1; .1 1/ ; .1 1/ ; .1 1/ ; : : : ; .1 1/ C 11 .0; 0; : : : ; 0; 1/:
(4.77)
nt

Without loss of generality, we can assume that in decomposition (4.77) all coefficients
ij ¤ 0. For our purpose we shall prove the following auxiliary statement.
co

Statement 4.44. Suppose that the vectors F D .f1 ; : : : ; fk / 2 Rk and C D .0; : : : ; 0;

1/ 2 Rk are collinear and F ./ D .1; ; : : : ; k 1 / 2 Rk . Then, for almost all sets
ƒ D .1 ; : : : ; k 1 /: i ¤ j for i ¤ j (i.e., except for a manifold of measure zero
in the space Rk 1 of sets ƒ) in decomposition
k
X1
F D i F .i / C kC (4.78)
i D1

all coefficients i are nonzero.

108 4 Functional observers for fully determined linear systems

Proof. First we should note that for the indicated choice of i the vectors F .1 /; : : : ;
F .k 1 / and C form a basis in the space Rk , and therefore the coefficients i in
decomposition (4.78) are uniquely defined by the choice of ƒ. Let us consider a set ƒ
such that in decomposition (4.78) there exists at least one zero coefficient. We assume
for simplicity that k 1 . Then
k
X2
i F .i / C kC F D 0;
i D1

i.e., the vectors F .1 /; : : : ; F .k 2 /, C and F are linearly dependent. In this case the

.ir
determinant of the matrix composed of these rows is zero. Let us consider it in more
detail:

rs
0 1 0 1
F f1 f2 : : : fk 1 fk
B C
B
C
C
B0
B 0 ::: 0 1 CC
k 2 k 1C
det B
B F .1 / C
C D det B
B1 1 : : : 1 1 C D p.1 ; : : : ; k 2 / D 0;

ee
B :: C B :: :: C
@ : A @: : A
F .k 2/ 1 k 2 : : : kk 2
2
kk 1
2
in
where p.1 ; : : : ; k 2 / is a polynomial of .k 2/ variables 1 , : : : ; k 2 , and if the
vectors F and C are collinear, then p.1 ; : : : ; k 2 /  0, otherwise this polynomial is
not identically zero, its coefficients are defined by the coordinates fi of the vector F .
ng
Thus, if in decomposition (4.78) of the vector F with respect to the basis F .1 /; : : : ;
F .k 2 /; C there exists at least one zero coefficient, then some .k 2/-dimensional
part of the vector ƒ is a root of a certain polynomial p.
/ (we mean a polynomial of
le

many variables and a “vector” root), the set of these polynomials is finite. It remains
to note that the set of these roots forms a set of measure zero.
The statement is proved. 
ro

Remark 4.45. Actually the collection of sets ƒ D .1 ; : : : ; 1 1 / such that in the
corresponding decomposition (4.77) there exists at least one zero coefficient 1i .i D
nt

1; : : : ; 1 / is, in R1 1 , the union of surfaces defined by the equations

p.1 ; : : : ; 1 2 / D 0
8
co

ˆ
<
p.1 ; : : : ; 1 3 ; 1 1 / D 0
ˆ
:
p.2 ; : : : ; 1 2 ; 1 1 / D 0:
It is taken into account here that the polynomial p.
/ is “symmetrical” relative to its
arguments, i.e., if the set ƒ is its root, then any rearrangement in this set is also a root
of this polynomial.
It follows from the statement that we have proved that for any set ƒ there exists
Q such that all coefficients for it 1i ¤ 0. In this case we can
arbitrarily close to it set ƒ
Q
choose ƒ such that it should possess the required decree of stability.
 4.7 Minimal functional observers with a defined spectrum 109

Let us return to the decomposition of the full-phase vector F 1 of form (4.76). The
first part of the vector F 1 , namely, F11 , has a decomposition of form (4.77). In this
case, by virtue of the inequality to zero of the coefficients 1i , the first components of
the vectors F .i /, i.e., the subvectors
1 1
11 .1; 1 ; : : : ; 1 / D FQ1 .1 /
1 1
12 .1; 2 ; : : : ; 2 / D FQ1 .2 /
::
: (4.79)

.ir
1 1
1.1 1/ .1; 1 1 ; : : : ; 1 1 / D FQ1 .1 1/

11 .0; 0; : : : ; 0; 1/ D CQN 1

rs
form a basis in the space R1 (i.e., in the subspace of the first subsystem from (4.71)).
Each vector F 2 , F 3 , : : : , F p of the required functional  D F x has the form

ee
F i D .F1i ; : : : ; Fli /;

where Fji 2 Rj is a part of the vector F i corresponding to the j th subsystem. Then
in
every one of the first subvectors F1i is decomposed uniquely with respect to basis
(4.79), i.e.,
X
1 1
ng

F1i D ij FQ1 .j / C i1 CQN 1 :

j D1

Then, taking into account that FQ1 .i / are the first parts of the vectors F .i / in decom-
le

position (4.76), we have

X
1 1
ro

FQ i D F i ij FQ .j / i1 CQ 1 D .0; FQ2i ; : : : ; FQli /; (4.80)

j D1
nt

where FQji 2 Rj .j D 2; : : : ; l/ are some vectors, i.e., by a linear transformation with
the aid of the vectors FQ .i / (which have been already used for constructing observers
co

for the first component  1 D F 1 x) we can make all first subvectors vanish for all F i ,
i D 2; : : : ; p.
Transformation (4.80) is associated with the transformation of the scalar functionals
 i D F i x, namely,
X
1 1

Q i D FQ i x D  i ij .j / i1 11 y1 : (4.81)

j D1

In this case, each functional .j / is reconstructed by the scalar observer (actually, the
scalar observers are constructed at the first stage precisely for these functionals), and
110 4 Functional observers for fully determined linear systems

y1 is a measured output of the system. Thus, constructing .1 1/ scalar observers

for  .j / at the first stage, we can reconstruct the required functional  1 D F 1 x (from
decomposition (4.76)) asymptotically accurately and reduce the other functionals to
the form Q i D FQ i x, where FQ i has the form from (4.80), i.e., does not depend on the
first subsystem, by the linear transformation (4.81).
As a result, the problem reduces to the construction of a functional observer for the
functional
FQ
0 21
B FQ 3 C
Q D FQ x D B : C x; Q 2 Rp 1 ;
B C
@ :: A

.ir
FQ p
whose dimension is lowered by one.

rs
In this case, the functional is defined not by the whole system (4.71) but only by
its reduced part, without the first subsystem. For this part the observability index is
equal to the dimension of the maximal one of the remaining subsystems, i.e., 2 ; the

ee
dimension of the output is also lowered by one:
0 1
y2
B :: C
in
yQ D @ : A :
yl
ng
For solving the reduced problem we can use the scheme of construction of the func-
tional observer proposed above with the employment of scalar observers. At the sec-
ond stage we shall construct .2 1/ scalar observers for the functionals
le

 .j /; j D 1 ; : : : ;  1 C 2 2; where i ¤ j for i ¤ j:

Then the dimension of the problem can be lowered again. Continuing constructions
ro

by induction, we obtain a system from

k.p/ D .1 1/ C .2 1/ C


C .p 1/
nt

scalar observers (if p  l) according to which (together with the outputs yi ) we

decompose the required p scalar functionals. If 1 < p < l, then
co

l
X
.1 1/ < k.p/ < .i 1/ D n l;
i D1

i.e., the dimension of the constructed functional observer exceeds . 1/ D .1 1/

which is the dimension of the functional observer for the scalar functional obtained
in [87] but lower than .n l/ which is the dimension of the Luenberger observer for
the full-phase vector.
If p  l, then, in order to reconstruct the functional, we can use the Luenberger
observer for the full-phase vector.
Thus, we have proved the following theorem.
 4.7 Minimal functional observers with a defined spectrum 111

Theorem 4.46. Suppose that the dynamical system (4.69) be observable and is re-
duced to the Luenberger canonical form and let 1 ; : : : ; l be the Kronecker indices
of this system arranged according to the nonincrease. Then the functional  D F x,
 2 Rp , can be reconstructed by an observer of order k.p/:

min.p;l/
X
k.p/ D .i 1/: (4.82)
i D1

In this case, for any set ƒ D .1 ; : : : ; k.p/ / such that i ¤ j for i ¤ j , i < 0,

.ir
Q such that ƒ
there exists an arbitrarily close to it set ƒ Q is the spectrum of this observer.

In a certain sense, estimate (4.82) is the best possible, namely, for any p  1 there

rs
exist functionals  2 Rp (i.e., there exist matrices F 2 Rpn ) such that they cannot
be reconstructed by an observer of an order lower than k.p/.

ee
Example 4.47. As an example of such an observer we can consider  D F x, where
the matrix F has the form
0 1
in
e1 0 : : : 0
B 0 e : : : 0 C
2 pn
F DB : :: C 2 R ; ei D .1; 0; : : : ; 0/ 2 Ri : (4.83)
B C
: :: ::
@ : : : : A
ng

0 0 : : : el

The functional  consists of p scalar functionals  i D ei x i each of which corre-

le

sponds to the i th subsystem from (4.71). Therefore, in this case the problem decom-
poses into p independent subproblems for separate scalar subsystems and also scalar
ro

functionals.
Each problem of this kind is solved independently of other problems by an observer
of order .i 1/, the total dimension of the observer is equal to k.p/.
nt

Note that the dimension of the observer cannot be lowered even by the choice of
a special set ƒ.
Indeed, as was shown above, the scalar functional  D F x defined in the canonical
co

basis by the row F D .f1 ; : : : ; fn / can be reconstructed by an observer of order

k < n 1 if and only if among the solutions of the linear system
0 10 1 0 1
f1 f2


fk l1 fkC1
B :: :: :: C B :: C D B :: C
@ : : : A@ : A @ : A
fn k 1 fn k


fn 2 lk fn 1

l1
!
there is a Hurwitz column l D :: .
:
lk
112 4 Functional observers for fully determined linear systems

Let us consider a row F D .1; 0; : : : ; 0/. For this row, the indicated system assumes
the form 0 10 1 0 1
1 0


0 l1 0
B :: :: :: C B :: C D B :: C :
@: : :A @ : A @:A
0 0


0 lk 0
The solution of this equation for all k has the form

l1 D 0; l2 ; l3 ; : : : ; lk are arbitrary.

.ir
The column l corresponds to the polynomial p.s/ D s k C lk s k 1 C


C l2 s one
root of which is necessarily zero, i.e., the polynomial p.s/ is not a Hurwitz polynomial.
Thus, for any k < n 1 there does not exist an observer which would reconstruct the

rs
given functional.
Let us now return to the vector functional (4.83) for the vector system. As was

ee
indicated above, in this case the problem decomposes into p independent problems
for the scalar functionals  i D ei x i for scalar subsystems. For each subsystem there
does not exist an observer of the lowered order k < i 1. Consequently, functional
(4.83) cannot be reconstructed by an observer of an order lower than k.p/.
in
However, functional (4.83) is rather an exception. In the majority of cases (i.e., for
all functionals  D F x, F 2 Rpn , p < n, except for a set of measure zero, i.e., ex-
ng
cept for functionals whose matrices F belong to certain manifolds in the space Rpn )
the estimate k.p/ can be perfected. Moreover, in this case the rate of convergence of
the estimate is assigned arbitrarily as before.
le

Let us consider the following example in order to illustrate this possibility.

Example 4.48. Suppose that we are given a system with two outputs and the Kro-
ro

necker indices 1 D 3, 2 D 2. The dimension of the system is n D 5 in this case. We

have to reconstruct the two-dimensional functional  D F x 2 R2 , where
nt

0 1
f1 f21 f31 j f41 f51
1 0 1
j F21
1 0 11
F1 F
F D@ C AD@ C A D @ A:
f12 f22 f32 j f42 f52 F12 j F22 F2
co

Then we have
k.p/ D .1 1/ C .2 1/ D 3:
We define the spectrum of the observer by the set

ƒ D ¹1 ; 2 ; 3 º:

In accordance with the method of scalar observers, we have to find the coefficients
i and Nj in the decomposition
 4.7 Minimal functional observers with a defined spectrum 113

: :
F 1 D . 1 .1; 1 ; 21 /:: 2 .1; 1 // C . 3 .1; 2 ; 22 /:: 4 .1; 2 //
:
C. N1 .0; 0; 1/:: N2 .0; 1//; (4.84)

where the first and second terms correspond to the scalar observers (i.e., observers for
the scalar functionals .1 / and .2 / corresponding to the eigenvalues 1 and 2 )
and the last term corresponds to the outputs of the system y1 and y2 .
In accordance with the scheme of lowering the problem described above, we shall
consider for F 2 a decomposition of the form

.ir
F 2 D ˛1 . 1 .1; 1 ; 21 / I 2 .1; 1 // C ˛2 . 3 .1; 2 ; 22 / I 4 .1; 2 //

C..0; 0; 0/ I 5 .1; 3 // C . N3 .0; 0; 1/ I N4 .0; 1//: (4.85)

rs
In this decomposition the first two terms correspond to the functionals .1 / and .2 /
reconstructed at the first stage, the third term corresponds to the additional scalar ob-
server (for a certain functional .3 /) added at the second stage of the procedure. The

ee
last term corresponds to the measured outputs y1 and y2
Thus, in order to obtain the whole solution of the problem, in accordance with the
algorithm described above, we have to construct three scalar observers and also find
in
the coefficients ˛i , i and Ni in decompositions (4.84), (4.85).
Note that for the fixed set 1 , 2 , 3 these decompositions define a nonlinear system
j
consisting of ten equations (for the coordinates fi , i D 1; : : : ; 5, j D 1; 2) relative to
ng

eleven variables 1 ; : : : ; 5 ; N1 ; : : : ; N4 , ˛1 , ˛2 . Thus, the number of unknowns exceeds

the number of equations, and this makes it possible to cancel to number of scalar
observers by unity (for almost all functionals). In order to indicate this possibility, we
le

shall carry out a more detailed analysis of decompositions (4.84), (4.85).

We shall begin with considering decomposition (4.84). If a part of the vector F 1 cor-
responding to the first subsystem of dimension 1 D 3, i.e., the vector .f11 ; f21 ; f31 /,
ro

is not identically zero and noncollinear with the vector CN 1 D .0; 0; 1/, then, as fol-
lows from Statement 4.44, the coefficients 1 , 3 and N1 are nonzero and are uniquely
defined. For this purpose, it is required that the following condition should be fulfilled:
nt

.f11 /2 C .f21 /2 ¤ 0: (4.86)

co

Let the vector .f12 ; f22 ; f32 /, i.e., the part of the vector F 2 corresponding to the first
subsystems, is not identically zero either and noncollinear with CN 1 , for which purpose
it is required that
.f12 /2 C .f22 /2 ¤ 0: (4.87)
Then this subvector is uniquely decomposed in accordance with the basis

. 1 .1; 1 ; 21 //; . 3 .1; 2 ; 22 //; ..0; 0; 1//;

i.e., the coefficients ˛1 , ˛2 and N3 are uniquely defined (moreover, in accordance with
Statement 4.44, these coefficients are nonzero for almost all 1 , 2 ).
114 4 Functional observers for fully determined linear systems

Thus, from the six equations (for f11 , f21 , f31 , f12 , f22 and f32 ) six coefficients 1 ,
3 , N1 , N3 , ˛1 , ˛2 are uniquely defined. Let us consider the remaining equations
8
1
ˆ
ˆ 2 C 4 D f4
ˆ
ˆ
1 2 C 2 4 C N2 D f51
ˆ
<
2
(4.88)
ˆ
ˆ
ˆ 2 ˛1 C 4 ˛2 C 5 D f 4
ˆ
2
ˆ
: ˛  C ˛  C
2 1 1 4 2 2 3 5 C N4 D f5

as a system consisting of four linear equations relative to the five remaining coefficients

.ir
2 , 3 , N2 , N4 , 5 . It is obvious that by choosing N2 , N4 and 5 we can satisfy the last
three relations for any values of the parameters. The first equation is easily satisfied
by the choice of 2 , 4 . Thus, for all fji system (4.88) is solvable.

rs
However, the number of variables is redundant. Let us use this fact in order to lower
the order of the observer. For our purpose we refuse the employment of the additional

ee
observer  .3 /. In terms of decompositions (4.84), (4.85) this means that 5 D 0.
Then system (4.88) turns into a system of four equations relative to four unknowns.
This system has the form
0
in 1 0 1 0 11
1 1 0 0 2 f4
B 1 2 1 0C B 4 C Bf51 C
C B C B
B D C:
@ ˛1 ˛2 0 0A @ N2 A @f42 A
ng

1 ˛1 2 ˛2 0 1 N4 f52

This system can be uniquely solved if and only if the matrix of this system is nonde-
le

generate. This condition is fulfilled if and only if

 
1 1
det D ˛1 ˛2 ¤ 0: (4.89)
ro

˛1 ˛2

The condition ˛1 D ˛2 means that in decomposition (4.84), (4.85) for the vectors F 1
nt

and F 2 the first components .f11 f21 / and .f12 f22 / are decomposed with respect to one
and the same basis with proportional coefficients, i.e., these subvectors are collinear.
This means that condition (4.89) is fulfilled if and only if
co

 1
f21

f
det 12 D f11 f22 f21 f12 ¤ 0: (4.90)
f1 f22

Note that if condition (4.90) is fulfilled, then conditions (4.86), (4.87) are also fulfilled.
Thus, if the functional    1 
 F x
D 1 D
2 F 2x
satisfies condition (4.90), then we can construct for it a functional observer of order
2 < k.p/ D 3 (i.e., an observer based on two scalar observers).
 4.7 Minimal functional observers with a defined spectrum 115

Note that the matrix F from Example 4.47 does not satisfy condition (4.90). How-
ever, it is easy to see that among the matrices F 2 R25 the set of all matrices which do
not satisfy condition (4.90) forms a manifold of measure zero in the space R25 , i.e.,
the construction of a two-dimensional observer in the case considered in this example
is possible for almost all matrices F (for almost all functionals  D F x).
Let us generalize this approach to the case of functionals and systems of arbitrary
dimension. As before, we shall consider a system given in the Luenberger canonical
form the Kronecker indices for which are arranged in accordance with the nonincrease
1  2 


 l . The functional  D F x 2 Rp is defined in this basis by the

.ir
matrix F :
1 0 1
F1 : : : Fl1
0 11 0 1
f1 f21 : : : fn1
1
F
BF 2 C Bf 2 f 2 : : : f 2 C BF 2 : : : F 2 C

rs
B C B 1 2 nC B 1 l C
F DB : CDB : :: :: :: C D B :: :: :: C ; (4.91)
:
@ : A @ : : : : : A @ : : : A
p p p p p
Fp f1 f2 : : : fn F1 : : : Fl

ee
where F i are rows of F , Fji is the part of the i th row corresponding to the j th sub-
system, Fji 2 R1j .
Note that the last coordinates in the subvectors Fji correspond to the measured out-
in
puts of the j th subsystems yj for which observers may not be constructed. Therefore,
to simplify the computations, we shall consider vectors FNji shortened by one row:
ng

FNji 2 R1.j 1/
; Fji D .FNji fi1 C


Cj /:
Alongside with them we shall consider shortened basis vectors
le

FNj ./ D .1; ; 2 ; : : : ; j 2

/ 2 R1.j 1/
; Fj ./ D .Fj ./ j 1
/:
We shall construct a functional observer of order k for which purpose, in accordance
ro

with the method of scalar observers, we shall choose a set

ƒ D ¹1 ; : : : ; k º; i ¤ j for i ¤ j; i   < 0; (4.92)
nt

where  is the defined rate of convergence of the observer. Then, in order to solve the
problem, we have to find the coefficients ij and ˛ji in the decompositions
co

8
ˆ k

X
ˆ
ˆ FN11 ; FN21 ; : : : ; FN 1 D ˛j1 . 1j FN1 .j /; 2j FN2 .j /; : : : ; lj FNl .j //;
l
ˆ
ˆ
ˆ
j D1
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ X k
< FN 2 ; FN 2 ; : : : ; FN 2
D
ˆ
˛j2 . 1j FN1 .j /; 2j FN2 .j /; : : : ; lj FNl .j //;
1 2 l
j D1
(4.93)
ˆ
::
ˆ
ˆ
:
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ k
p Np p
p
ˆ X
ˆ
ˆ FN ; F ; : : : ; F N D ˛j . 1j FN1 .j /; 2j FN2 .j /; : : : ; lj FNl .j //:
ˆ 1 2 l
ˆ
:
j D1
116 4 Functional observers for fully determined linear systems

Here the vectors . 1j FN1 .j /, 2j FN2 .j /, : : : ; lj FNl .j // correspond to the scalar
functionals  .j / each of which can be reconstructed by the scalar observer.
Conditions (4.93) represent a nonlinear system consisting of p.n l/ equations
(p rows in each of which we consider the decomposition of the vector .FNji ; : : : ; FNli / 2
R1.n l/ of shortened vectors FNji ). We have to determine coefficients ˛ji (they are
.p  k/ in number) and coefficients ij (they are .l  k/ in number). The total number
of unknowns is .p C l/k.
We shall describe the algorithm of constructing a set of scalar observers for the
vector functional .p  2/ which will make it possible to lower, as compared to k.p/,

.ir
the upper estimate by the dimension of the functional observer with the defined rate
of convergence for almost all functionals. Let us carry out a step-by-step construction
of the set of functionals .j /. We shall successively extend the set of eigenvalues j

rs
which satisfy conditions (4.92). We shall make l steps corresponding to l subsystems
in decomposition (4.71). At each step we shall add ki vectors (and ki eigenvalues j ).
As an illustration we shall consider in parallel an example of application of the

ee
algorithm.

Example 4.49. Consider a system of order n D 8 with the number of outputs l D 3

in
and with the set of Kronecker indices

1 D 3; 2 D 3; 3 D 2:
ng

In this case, the functional of dimension p D 2 is reconstructed, i.e.,  D F x,

F 2 R28 :
le

0 1
2 3 4 j 1 2 12 j 1 5
F D@ A:
ro

1 3 5 j 9 17 10 j 11 2

Let us return to the general scheme of constructing observers.

nt

Step 1. We choose the first k1 D 1 1 eigenvalues 1 ; : : : ; k1 from condi-

tion (4.92). By virtue of Statement 4.44, in the decomposition of the vector FN11 (if it
is nonzero, which fact is assumed in the sequel) all coefficients in the decomposition
co

with respect to the basis FN1 .1 /, : : : , FNk .1 / are uniquely determined and are nonzero
(for almost any set j ). Thus the condition

kFN11 k2 D .f11 /2 C .f21 /2 C


C .f11 1/

2
¤0

should be fulfilled. Therefore we set

1j D 1; j D 1; : : : ; k1 ; (4.94)

since these coefficients in the decomposition can be normalized by the choice of ˛j1 .
 4.7 Minimal functional observers with a defined spectrum 117

For the future eigenvalues (which will be added at the next stages) we set

1j D 0; j > k1 : (4.95)

With the indicated choice of 1j we shall consider the parts of equations (4.93) corre-
sponding to the first subsystem:

: : : .1 /k1 1
0 1
k1
X   1 1
FN1i D ˛ji FN1 .j / D ˛1i ; : : : ; ˛ki 1 @











A;
j D1 1 k1 : : : .k1 /k1 1 (4.96)

.ir
i D 1; : : : ; p:

rs
Then the unknown coefficients ˛ji for i D 1; : : : ; p, j D 1; : : : ; k1 , will be determined
from (4.96) uniquely since the matrix of the linear system (4.96) relative to these un-
knowns is a Vandermonde matrix.

ee
Thus, at the first stage we determine 1j for all j (the “future” ones inclusive) as
well as ˛ji for j D 1; : : : ; 1 1, i D 1; : : : ; p.
in
Example 4.49 (continued). Step 1 for the example. For the system considered in the
example we have k1 D 1 1 D 2. Consequently, at the first step we construct two
scalar observers. We choose 1 D 1, 2 D 2 and obtain 11 D 1, 12 D 1, 1j D 0
ng

for j > 2:

FN1 .1 / D .1; 1/

le

FN2 .2 / D .1; 2/:

ro

In order to determine ˛ji , j D 1; 2, i D 1; 2, we obtain a linear system of equations

´
.2; 3/ D ˛11 .1; 1/ C ˛21 .1; 2/
nt

.1; 3/ D ˛12 .1; 1/ C ˛22 .1; 2/;

co

whence we find that

˛11 D 1; ˛21 D 1; ˛12 D 1; ˛22 D 2:

Let us return to the general scheme.

Step 2. At the second stage we add k2 eigenvalues k1 C1 ; : : : ; k1 Ck2 which satisfy
condition (4.92). They will be associated with k2 scalar observers which reconstruct
the functionals  .k1 C1 /; : : : ; .k1 Ck2 /. By analogy with the first step we set

2j D 1; j D k1 C 1; : : : ; k1 C k2 ; 2j D 0; j > k 1 C k2 :
118 4 Functional observers for fully determined linear systems

The number of added functionals k2 should be determined, for which purpose, by

analogy with the first step, we consider the part of decomposition (4.93) corresponding
to the second subsystem
k1
X kX
1 Ck2

FN2i D ˛ji N
2j F2 .j / C ˛ji FN2 .j /; (4.97)
j D1 j Dk1 C1

where FN2i , FN2 .j / 2 R1.2 1/ , the coefficients ˛ji for j D 1; : : : ; k1 (i.e., in the first
sum), were determined at the preceding stage. Thus (4.97) is a system of linear equa-
tions relative to the parameters ˛ji for j D k1 C 1, : : : ; k1 C k2 , i D 1; : : : ; p, and 2j

.ir
for j D 1; : : : ; k1 . Note that although (4.97) is, as the preceding decomposition (4.93),
a nonlinear system relative to the total set of variables ˛ji and 2j , in the first group of

rs
terms ˛ji were determined at the first step and in (4.97) are known coefficients of the
linear system.
System (4.97) consists of p.2 1/ equations, and we have to find k1 C pk2 un-

ee
knowns.
In the general case (i.e., for almost all matrices F and almost all j ) for the system
to be solvable the number of variables should be not smaller than the number of equa-
in
tions. Hence we get an estimate of k2 which is the number of scalar observers added
at the second stage:
k1 C pk2  p.2 1/:
ng

Solving this inequality, we obtain

k1
k2  .2 1/ :
le

p
We choose the minimal nonnegative integer k2 satisfying this condition:
ro

²   ³
k1
k2 D max .2 1/ ;0 ; (4.98)
p
nt

where Œ
 is the integer part of the number.

System (4.97) has a solution if the rank of the matrix of the system coincides with
co

the rank of the extended matrix. Under condition (4.98) (if k2 > 0) for the system to
be solvable it is sufficient that the matrix of the system should have a full rank.
If the system is solvable, then we find from it the remaining coefficients 2j (for
j D 1; : : : ; k1 ) and ˛ji (j D k1 C 1; : : : ; k1 C k2 , i D 1; : : : ; p). The latter will be
used at the next stages.

Example 4.49 (continued). Step 2 for the example. We substitute into (4.98) the val-
ues p D 2, 2 D 3 and k1 D 1 1 D 2 considered in the example and obtain
²   ³
2
k2 D max .3 1/ ; 0 D 1:
2
 4.7 Minimal functional observers with a defined spectrum 119

Consequently, at the second step we add one eigenvalue, and then

k2 D 1 < 2 1 D 2:

We choose 3 D 3 (earlier we have chosen 1 D 1 and 2 D 2), and then

FN2 .1 / D .1; 1/

FN2 .2 / D .1; 2/
FN2 .3 / D .1; 3/:

.ir
Let us write out the linear system of type (4.97) taking into account the values ˛11 , ˛21 ,
˛12 and ˛22 found at the first step:

rs
´
.1; 2/ D 21 .1; 1/ C 22 .1; 2/ C ˛31 .1; 3/
. 9; 17/ D 21 . 1; 1/ C 22 .2; 4/ C ˛32 .1; 3/;

ee
whence we find the unique solution

˛31 D 2; ˛32 D 1; D 2; D 3:
in
21 22

Let us return to the general scheme.

ng
Step q. Suppose that q 1 steps of the algorithm are performed. We have chosen
(k1 C k2 C


C kq 1 ) eigenvalues j , at the preceding stages the values ˛ji , j D
1; : : : ; q 1, i D 1; : : : ; p, were determined, as well as ij , i D 1; : : : ; q 1, for
all j . At the next step we add kq eigenvalues k1 C


Ckq 1 C1 , : : : ; k1 C


Ckq satisfying
le

condition (4.92). As before, we set

D 1; j D k1 C


C kq C 1; : : : ; k1 C


C kq
ro

qj 1
(4.99)
qj D 0; j > k1 C


C kq :
nt

We write out the part of system (4.93) corresponding to the qth subsystem
k1 C


Ckq 1 k1 C


Ckq
co

X X
FNqi D ˛ji N
qj Fq .j / C ˛ji FNq .j /; i D 1; : : : ; p:
j D1 j Dk1 C


Ckq 1 C1
(4.100)
Here, as before, the first group of terms corresponds to the eigenvalues j chosen at
the preceding steps, in this group ˛ji were determined earlier and qj , j D 1; : : : ; k1 C



C kq 1 , should be determined (the remaining qj can be found from (4.99)). In
the second group of terms ˛ji should be determined for j D k1 C


C kq 1 C 1; : : : ;
k1 C


C kq (i.e., for kq new eigenvalues) and i D 1; : : : ; p. Thus (4.100) is a system
of p.q 1/ equations (since FNqi , FNq .j / 2 R1.q 1/ ), from which we have to find
.kq p C .k1 C k2 C


C kq 1 // unknowns (˛ji and qj , respectively).
120 4 Functional observers for fully determined linear systems

For this system to be solvable (for almost all functionals and sets of j ) the number
of variables must be not smaller than the number of equations, i.e.,

kq p C .k1 C k2 C


C kq 1/  p.q 1/:

Hence we obtain an estimate for kp which is the number of scalar observers added at
the next step
.k1 C k2 C


C kq 1 /
kq  .q 1/ :
p

.ir
The minimal nonnegative integer satisfying this condition is
²   ³
.k1 C k2 C


C kq 1/
kq D max .q 1/ ;0 ;

rs
p

where, as before, Œ
 denotes the integer part of the number.

ee
Example 4.49 (continued). Step 3 for the example. We substitute the determined val-
ues p D 2, 3 D 2, k2 D 1, and k1 D 2 and obtain
in
²   ³
1C2
k3 D max .2 1/ ; 0 D max¹0; 0º D 0:
2
ng

Thus, at the third step no new eigenvalues are added (and, consequently, no scalar
observers). In this case, the second group of terms will be absent in system (4.100)
and, with due account of ˛ji found earlier, the equations will assume the form
le

´
1D 31 C 32 C2 33
ro

11 D 31 C2 32 33 :

This system has infinitely many solutions, in particular, one of them is

nt

31 D 2; 32 D 5; 33 D 3:
co

Let us return to the general scheme.

The completion of the algorithm. Acting in the manner described above, we con-
struct a set of k  D li D1 ki eigenvalues 1 ; : : : ; k  and the functionals .i / cor-
P
responding to them, where

.j / D FO .j /x
FO .j / D . 1j F1 .j /; 2j F2 .j /; : : : ; lj Fl .j // (4.101)
1; j ; j2 ; : : : ; ji 1 2 R1j


Fi .j / D
 4.7 Minimal functional observers with a defined spectrum 121

are functionals which are reconstructed by scalar observers. Moreover, all coefficients
˛ji are determined in the decomposition of the required functionals  i D F i x, i D
1; : : : ; p, from the functionals .j /:
k  l
X X
i
 D ˛ji .j / C ˛N qi yq ; (4.102)
j D1 qD1

where the coefficients ˛N qi are uniquely determined from the linear system (4.102).

Example 4.49 (completion). In the example under consideration we have found k1 D

.ir
2, k2 D 1, and k3 D 0 and have
k  D k1 C k2 C k3 D 3 < k.p/ D .1 1/ C .2 1/ D 4:

rs
We have chosen three eigenvalues 1 D 1, 2 D 2, 3 D 3 and the functionals
.i / D FO .i /x, i D 1; 2; 3, corresponding to them, where

ee
FO .1 / D .1.1; 1; 1/; 2.1; 1; 1/; 2.1; 1// D .1; 1; 1; 2; 2; 2; 2; 2/
FO .2 / D .1.1; 2; 4/; 3.1; 2; 4/; 5.1; 2// D .1; 2; 4; 3; 6; 12; 5; 10/
FO .3 / D .0.1; 3; 9/; 1.1; 3; 9/; 3.1; 3// D .0; 0; 0; 1; 3; 9; 3; 9/:
in
Each functional  .i / can be reconstructed by a scalar observer. Together with the
outputs yj D Cj x (j D 1; 2; 3) they give, in linear combinations, both scalar compo-
ng

nents  i D F i x of the required functional:

F 1 D ..2; 3; 4/; .1 2; 12/; .1; 5//
3
le

X
D ˛j1 FO .j / C ˛N 11 ..0; 0; 1/; .0; 0; 0/; .0; 0//
j D1
ro

C ˛N 21 ..0; 0; 0/; .0; 0; 1/; .0; 0// C ˛N 31 ..0; 0; 0/; .0; 0; 0/; .0; 1//

F 2 D ..1; 3; 5/; . 9; 17; 10/; .11; 2//

nt

3
X
D ˛j2 FO .j / C ˛N 12 ..0; 0; 1/; .0; 0; 0/; .0; 0//
co

j D1
C ˛N 22 ..0; 0; 0/; .0; 0; 1/; .0; 0// C ˛N 32 ..0; 0; 0/; .0; 0; 0/; .0; 1//:
Knowing ˛ji , we find ˛Nji from these equations:

˛N 11 D 19; ˛N 21 D 11; ˛N 31 D 14;

˛N 12 D 7; ˛N 22 D 8; ˛N 32 D 2:
Thus, the required two-dimensional functional can be reconstructed by a functional
observer of order k  D 3. This observer gives an exponential estimate of the required
functional, and the rate of convergence of the observation error is chosen arbitrarily.
122 4 Functional observers for fully determined linear systems

In the example that we have considered, at the third step k3 D 0, i.e., at the third
step we do not add new scalar observers. In the general case we have the following
lemma.

Lemma 4.50. Suppose that we are given a dynamical system of the general position of
order n with l outputs reduced to the Luenberger canonical form, 1  2 


 l
are Kronecker indices arranged nonincreasingly. Suppose that p  n. Let us define
the coefficients ki for i D 1; : : : ; l by the relations

k1 D 1 1

.ir
i 1
´ " # µ
1X (4.103)
ki D max .i 1/ kj ; 0 ; i D 2; : : : ; l;

rs
p
j D1

where Œ
 is the integer part of the number. Let ki  D 0 for a certain i  . Then ki D 0

ee
for all i > i  .

Proof. The statement follows from definition (4.103). Indeed, if ki  D 0, then we

in
have
" i 1 #
1 X
.i  1/ kj  0:
ng
p
j D1

Moreover, it is obvious that

 1
iX i 
le

X
kj D kj :
j D1 j D1
ro

However, in that case, taking into account that i  C1  i  , we obtain

i
" # " i 1 # " i 1 #
nt

1X 1 X 1 X
.i  C1 1/ kj D .i  C1 1/ kj  .i  1/ kj  0:
p p p
j D1 j D1 j D1
co

It follows that

i
´ " # µ
1X
ki  C1 D max .i  C1 1/ kj ; 0 D 0:
p
j D1

Thus, if ki  D 0, then ki  C1 D 0. The lemma is proved. 

In the example we have ki D 0 for i > p. In the general case this condition may
not be fulfilled. Suppose that we are given a system for n D 15, 1 D 2 D 3 D 5.
 4.7 Minimal functional observers with a defined spectrum 123

For p D 2 we have
k1 D .1 1/ D 4
   
k1 4
k2 D .2 1/ D4 D2
2 2
   
k1 C k2 6
k3 D .3 1/ D4 D 1 > 0:
2 2
Thus, although ki  .i 1/, the sum for k  .p/ may include a larger number of terms
(for p < 1) than the sum for k.p/. Nevertheless, in all cases k  .p/  k.p/. To be

.ir
more precise, we have the following lemma.

Lemma 4.51. Suppose that we are given a dynamical system of the general position of

rs
order n with l outputs reduced to the canonical Luenberger form, 1  2 


 l
are Kronecker indices arranged nonincreasingly. Let

ee
l
X

k .p/ D ki ;
i D1

where ki were determined in (4.103).

in
Then, for any p, we have an estimate
min¹p;lº
ng
X

k .p/  k.p/ D .i 1/:
i D1

Proof. By construction we have ki  .i 1/. In this case, the statement of the lemma
le

obviously follows for p  l (since k  .p/ D li D1 ki and k.p/ D li D1 .i 1/ in

P P
this case).
ro

Let p < l. Let us prove the statement by induction. To be more precise, we shall
prove that for all 1  q  l we have an inequality
q p
nt

X X
ki  .i 1/ D k.p/:
i D1 i D1

For 1  q  p this inequality is obvious. Suppose that it is satisfied at a certain step

co

q  p. In this case we denote by t the difference

p
X q
X
tD .i 1/ ki  0:
i D1 i D1

Then for .q C 1/, when kqC1 > 0 (for kqC1 D 0 the statement is trivial), we have an
estimate
p
X qC1
X p
X q
X
.i 1/ ki D .i 1/ ki kqC1
i D1 i D1 i D1 i D1
124 4 Functional observers for fully determined linear systems

q
" #
1X
Dt qC1 C 1 C ki
p
i D1
q
" !#
1 X
D tp p.qC1 1/ C ki
p
i D1
q
" ! !#
1 X
D tp tC tC ki p.qC1 1/
p
i D1
p
" !#
1 X

.ir
D t.p 1/ C .i 1/ p.qC1 1/
p
iD1
p
" !#
1

rs
X
D t.p 1/ C .i qC1 /  0:
p
iD1

ee
Thus, if the inequality is valid for q, then it is also valid for .q C 1/. Consequently, by
induction, it is also valid for q D l, and this is what we had to prove. 
in
The statement of Lemma 4.51 implies the main theorem.
ng

Theorem 4.52. Suppose that we are given a dynamical system of the general position
of order n with l outputs reduced to the Luenberger canonical form, 1  2 
le

 l are Kronecker indices arranged according to the nonincrease.

Then, for almost all matrices F 2 Rpn for the functional  D F x 2 Rp , for any
ro

stable real and distinctive spectrum ƒ D ¹1 ; : : : ; k  º, there exists an arbitrarily

close to it stable real and distinctive spectrum ƒ0 such that for the functional  we can
construct an observer of order k  .p/ with spectrum ƒ0 .
nt
co

Proof. By construction, the algorithm of synthesis of an observer described above

is applicable to the given functional if and only if the systems of linear equations
appearing at every step of the algorithm have solutions. Let us write, in matrix form,
the system of equations appearing at the i th step of the algorithm:

x i Mi D z i
1 1 2 p

xi D i 1 ; : : : ; iki0 ; ˛k 0 C1 ; : : : ; ˛k 0 Cki ; ˛k 0 C1 ; : : : ; ˛k 0 Ck
i i i i i
p
zi D FNi1 ; FNi2 ; : : : ; FNi


 4.7 Minimal functional observers with a defined spectrum 125

p
˛11 FNi .1 / ˛12 FNi .1 / ˛1 FNi .1 /
0 1
:::
B ˛ 1 FN . / p
B 2 i 2 ˛22 FNi .2 / ::: ˛2 FNi .2 / C C
B
B











C
C
B˛ 1 FN . 0 / ˛ 2 FN . 0 / p N
B k 0 i ki ki0 i ki ::: ˛k 0 Fi .ki0 / CC
B i i
B FNi .k 0 C1 /
C
B i
0 ::: 0 C
C
B
B











C
C
BFN . 0
B i ki Cki / 0 ::: 0 C
Mi D B C;
C
B 0 N
Fi .ki0 C1 / ::: 0 C
B C
B











C

.ir
Ni .k 0 Ck /
B C
B
B 0 F i i
::: 0 C
C
B
B











C
C
B 0 0 ::: FNi .ki0 C1 / C

rs
B C













B C
@ A
0 0 ::: FNi .ki0 Cki /;

ee
where ki0 D ji D1
P 1
kj is the number of eigenvalues added at the preceding steps, ki is
0
the number of eigenvalues added at the i th step, xi 2 R1.ki Cpki / is the vector of the
0
unknown parameters of the method for the i th step, Mi 2 R.ki Cpki /p.i 1/ is the
in
matrix of the system in block form, zi 2 R1p.i 1/ is the right-hand side also written
in block form, ƒ D ¹i º is the defined spectrum of the observer. The system has
ng
a solution if  
Mi
rank Mi D rank :
zi
Since ki0 C pki  p.i 1/ by construction, if rank Mi D p.i 1/, then, irrespective
le

of zi  
Mi
rank D p.i 1/
ro

zi
and the system has a solution. Consequently, the condition of the fullness of the rank
nt

rank Mi D p.i 1/; i D 1; : : : ; l;

at every step is the sufficient condition of applicability of the algorithm.
co

Let us investigate the structure of the matrix Mi in greater detail. At the first step of
the algorithm we have k1 D 1 1 and k10 D 0. The matrix M1 is quasidiagonal with
p blocks of the form
FN1 .1 /
0 1
B :: C
@ : A
FN1 .k /
1

on the principal diagonal. Each of these blocks of dimension .1 1/  .1 1/ has
full rank equal to .1 1/, and, consequently,
rank M1 D p.1 1/;
126 4 Functional observers for fully determined linear systems

at the first step of the algorithm the system has a solution for any functional and any
set of different stable real eigenvalues. 

Let us now consider the matrix Mi for i > 1. We shall prove the following auxiliary
statement.

Lemma 4.53. By elementary transformations the matrix Mi , i D 2; : : : ; l, can be

reduced to the form
p
0 ˛11 Fi0 .1 / 0 ˛12 Fi0 .1 /


0 ˛1 Fi0 .1 /
0 1

.ir
p 0
B 0 ˛21 Fi0 .2 / 0 ˛22 Fi0 .2 /


0 ˛2 Fi .2 / C
:: :: :: :: :: :: ::
B C
: : : : : : :
B C
B C
p
˛k1 0 Fi0 .ki0 / ˛k2 0 Fi0 .ki0 /


˛k 0 Fi0 .ki0 /C

rs
B C
B0 0 0
Mi0 D B i i i C;
BI
B ki 0


0


0 0 C
C
B0 0 Iki 0


0 0 C

ee
B C
B : :: :: :: :: :: ::
@ ::
C
: : : : : : A
0 0 0 0


I ki 0
in
where Iki is an identity matrix of dimension ki  ki , Fi0 .j / 2 R1.i 1 ki / have the
form
Fj0 .i / D 1; j ; : : : ; ji 1 ki 1 ;
ng

and the zero blocks have corresponding dimensions. By the transposition of columns
the matrix Mi0 can be reduced to the matrix
le

j MN i
0 1
0
Mi00 D @ C A;
ro

I j 0

where I is an identity matrix of dimension .pki /  .pki / and

nt

p
˛11 Fi0 .1 / ˛12 Fi0 .1 /


˛1 Fi0 .1 /
0 1
p 0
˛21 Fi0 .2 / ˛22 Fi0 .2 /


˛2 Fi .2 / C
co

B 0
MN i D B :: :: :: :: C 2 Rki p.i 1 ki /
:
B C
@ : : : : A
p
˛k1 0 Fi0 .ki0 / ˛k2 0 Fi0 .ki0 /


˛k 0 Fi0 .ki0 /
i i i

Proof. Here is the step-by-step list of transformations of the matrix Mi which leads to
the indicated result.
(1) First we transform the part corresponding to the first scalar functional from
 D F x.
From each column, from the second to the .i 1/th, we subtract the first column
j
multiplied by k 0 C1 , where j is the number of the column being transformed.
i
 4.7 Minimal functional observers with a defined spectrum 127

Then in the .ki0 C 1/th row of the first column there will be a unity and the other
elements will remain zero. We shall carry out a similar operation for the parts corre-
sponding to the other rows of F , from the second to the pth, for which purpose we
subtract from every column from the .i C 1/th to the .2i 2/th the column i mul-
j 
tiplied by k 0 C1i , where j is the number of the transformed column, and so on. Then,
j
in all rows corresponding to kj0 C1 , the respective places will be occupied by unities
(in the first column in the first row, in the i th column in the second row, and so on),
and the other elements will be zero. Consequently, subtracting these rows multiplied
by the corresponding coefficients from the remaining rows, we can achieve a situation

.ir
where unities will be placed at the intersection of these rows with columns with the
numbers 1, .i 1/ C 1 D i , 2.i 1/ C 1 D 2i 1, : : : ; .p 1/.i 1/ C 1 and
the other elements of the indicated columns will be zero.

rs
(2) We divide all rows of the matrix, except those which correspond to kj0 C1 , by
.j kj0 C1 /, where the transformed row corresponds to j .
(3) For the part which corresponds to the first row of F we successively subtract

ee
from the .i 1/th column the .i 2/th column multiplied by ki0 C1 , then subtract
from the .i 2/th column the .i 3/th column, and so on, and finally subtract the
second column from the third one. We shall carry out similar operations for the parts
in
corresponding to the rows of F from the second row to the pth one. Note that now
no one of the elements of the transformed matrix depends on ki0 C1 , and only zeros or
unities are in the rows corresponding to this eigenvalue.
ng

(4) We remove from the matrix columns with numbers 1, i , 2.i 1/, : : : ,
.p 1/.i 1/ C 1 and rows corresponding to ki0 C2 . It is easy to see that the re-
maining matrix has the form similar to the original form of Mi , only now the “new
le

first eigenvalue” is ki0 C2 .

Consequently, for the remaining matrix we can carry out the above-indicated oper-
ations (1)–(3) with the replacement of ki0 C1 by ki0 C2 with a correction concerning
ro

the numbers of columns. As a result we shall get rid of the dependence on ki0 C2 .
Acting by analogy, we shall remove from the matrix all eigenvalues from ki0 C1
nt

to ki0 Cki and, as a result, obtain the required representation of the matrix from the
condition of the lemma.
The lemma is proved. 
co

Thus, for the condition

rank Mi D rank Mi0 D rank Mi00 D p.i 1/

to be fulfilled, it is necessary and sufficient that

rank MN i D p.i 1 ki /: (4.104)

Note that MN i depends only on the eigenvalues j and coefficients ˛jm found at the
preceding stages .j  ki0 / and does not depend on the eigenvalues ki0 C1 , : : : , ki0 Cki
128 4 Functional observers for fully determined linear systems

added at the i th step. Let us now prove that all unknown coefficients ˛jm and ij , de-
fined at the i th step, can be represented as fractional-rational functions of the elements
of the matrix F and eigenvalues j , j D 1; : : : ; iqD1 kq , under the condition that the
P
algorithm is applicable up to the i th step inclusive.
For i D 1 this statement is valid since the matrix Mi is always nondegenerate and
the coefficients ˛1m are uniquely defined by the equation

x1 D z1 .M1 / 1 ;

where x1 consists only of the coefficients ˛1m and the right-hand side depends only on

.ir
p
1 , : : : ; k1 and f11 , : : : ; f1 1 .
Suppose that the statement is valid at the ith step. Then the condition of applicability
of the algorithm at the .i C 1/th step can be written in form (4.105)

rs
rank MN i C1 D p.i C1 1 ki C1 /;

ee
where the matrix MN iC1 depends on the elements of the matrix F , the eigenvalues
added at the steps up to the i th inclusive, and the coefficients defined at these steps.
Moreover, by assumption, all these coefficients can be represented as fractional-
in
rational functions of the indicated kind. And then the condition of the fullness of the
rank of the matrix MN i C1 can be written as an inequality to zero of the sum of squares
of its minors of order p.i C1 1 ki C1 /, i.e., as fractional-rational functions
ng

p
Ri .1 ; : : : ; ki0 C1 ; f11 ; : : : ; fn 1 /
p ¤ 0; (4.105)
Ti .1 ; : : : ; ki0 C1 ; f11 ; : : : ; fn 1 /
le

where Ri and Ti are polynomials of the indicated variables. Let this condition be
fulfilled and suppose that the algorithm is applicable at the i th step. Then the equation
ro

xi C1 Mi C1 D zi C1
nt

is solvable and the elements of the solution xi C1 can be represented as fractional-

rational functions of the elements Mi C1 (depend on j added at the steps up to the
co

.i C 1/th inclusive and on the coefficients found at the steps up to the i th inclusive).
This representation can be not unique if the matrix Mi C1 is not square.
Thus, all coefficients defined at the .i C 1/th step are represented as fractional-
rational functions of the variables which are themselves fractional-rational functions
of j and elements of F . Hence we have the proof of the statement.
Thus, if condition (4.106) is fulfilled after the i th step, the algorithm is appli-
cable at the .i C 1/th step. Consequently, if condition (4.106) is fulfilled for all
i D 1; : : : ; .l 1/, then the algorithm is applicable at all steps, and there exists, for
the functional  D F x, an exponential observer of order k  .p/ with the spectrum
ƒ D ¹1 ; : : : ; k  º (under the condition of stability of this spectrum).
 4.7 Minimal functional observers with a defined spectrum 129

Let us consider the numerator Ri from condition (4.106) as a polynomial of 1 ; : : : ;

ki0 C1 with coefficients dependent on the elements of F . It can be zero on the set
of nonzero measure in the space of eigenvalues ƒ if and only if all elements for the
monomials of i are identically zero.
Equivalently, Ri is identically zero if and only if there exists a set ƒ0 D ¹01 ; : : : ;
0
k 0 C1 º such that Ri D 0 in a neighborhood of ƒ0 .
i
Each coefficient for the monomials of 1 ; : : : ; ki0 C1 is a polynomial of fqm , of the
elements of the matrix F , and, simultaneously, the equality of all these polynomials to
zero defines a certain set of measure zero in the space of the matrices F . If F does not
belong to this set, then, in any neighborhood of any set ƒ0 there exists a set of nonzero

.ir
measure of sets ƒ such that Ri ¤ 0 for them.
Thus, for all i D 1; : : : ; .l 1/ the condition of applicability of the algorithm at the

rs
.i C 1/th step (4.106) is not fulfilled only on the set of matrices F of measure zero.
The union of these sets is the set of measure zero too. Now if F does not belong to
this union, then in any neighborhood of the stable real distinctive spectrum ƒ there

ee
exists a real stable spectrum ƒ0 such that (4.106) is fulfilled for all i D 1; : : : ; .l 1/.
Hence we have the statement of the theorem.
Thus, when we solve the problem of synthesis of a functional observer, we can
in
almost always use an observer of order k  .p/  k.p/. The set of matrices F 2 Rpn
for which it is impossible to construct such an observer is a set of measure zero in the
space Rpn .
ng

Conclusion
le

In Chap. 4 we gave conditions of existence and the algorithms for synthesizing func-
tional observers for linear stationary fully determined systems for different cases,
namely, scalar and vector output, scalar and vector functional.
ro

The authors of [87, 93] show that the functional  D F x 2 Rp can be reconstructed
by an observer of order  1 (where  is the observability index of the pair ¹C; Aº)
with any preassigned rate of convergence.
nt

In this chapter we describe new approaches to the synthesis of functional observers

of the given order k (k <  1) which were proposed for the first time in [26–28].
co

Two methods are proposed for solving the problem: the method of pseudoinputs and
the method of scalar observers. Both methods allow us to obtain necessary and suffi-
cient conditions for the existence of functional observers of order k. For the scalar case
l D 1, p D 1 these conditions are given by Theorem 4.3, for the case l D 1, p > 1 by
Theorem 4.11, for the case l > 1, p D 1 by Theorem 4.22.
Proceeding from these theorems, we propose an algorithm for synthesizing ob-
servers of minimal order and also obtain lower bounds for the order of the observer.
In Sec. 4.6 we carried out an analysis of the necessary and sufficient conditions for
the existence of observers of the given order obtained in the preceding sections. A
number of auxiliary statements are proved.
130 4 Functional observers for fully determined linear systems

In Sec. 4.7 we considered the problem of synthesis of observers with the defined
dynamical properties (a given spectrum or a given rate of convergence). Theorem 4.52
gives the upper estimate for the dimension of these observers.

.ir
rs
ee
in
ng
le
ro
nt
co
 Chapter 5

Asymptotic observers for linear systems

with uncertainty

.ir
In this chapter we consider a problem of constructing an observer for a linear stationary

rs
system subjected to the action of unknown disturbance.
We shall consider the statement of this problem more strictly. Suppose that we are
given a dynamical system

ee
´
xP D Ax C Bu C Df
(5.1)
y D C x;
in
where A 2 Rnn , B 2 Rnk , D 2 Rnm , C 2 Rln are known constant ma-
trices, u.t / 2 Rk and y.t/ 2 Rl are known input and output of the system respec-
ng

tively, f .t; x/ 2 Rm is an unknown disturbance. Using the information concerning the

known input u.t / and output y.t/, we have to construct an asymptotic estimate x.t/Q
of the unknown state vector x.t/ 2 Rn .
le

Then we assume, relative to system (5.1), that the pair ¹C; Aº is observable. In the
Q
case of the absence of disturbance f .t/ the problem of constructing the estimate x.t/
was studied above, in particular, it is solved by the full-dimensional observer
ro

xPQ D AxQ C Bu L.C xQ y/; (5.2)

nt

where the matrix L is chosen from the condition of stability of the system in the devi-
ations e D xQ x described by the equation
co

eP D .A LC /e D AL e:

Since the pair ¹C; Aº is observable, the spectrum of the matrix AL is wholly defined by
the choice of the matrix L and, consequently, the proposed full-dimensional observer
solves the problem of reconstruction of the vector x.t/ exponentially exactly with any
predefined rate of convergence.
The situation changes essentially if the system possesses an uncertainty f .t; x/. In
this case, the system in deviations has the form

eP D AL e Df;
132 5 Asymptotic observers for linear systems with uncertainty

and if f .t; x/ does not tend to zero, then observer (5.2) does no longer give an asymp-
totic estimate for x.t/. Therefore other approaches are required for solving this prob-
lem.
The problem of synthesizing observers under the conditions of uncertainty has rich
history. At present there are many methods and approaches for solving this prob-
lem. Practically all of them allow us to solve the problem under the same conditions
imposed on system (5.1). We shall describe in detail two of these approaches, follow-
ing [13], and then give a short review of the other methods.

.ir
5.1 Hyperoutput systems
One of the main cases considered in literature is the case of systems with the number of

rs
outputs exceeding the dimension of disturbance vector f .t/, the case where l > m. We
shall call systems of this kind hyperoutput systems. Since we can always compensate
the influence of the known input u.t/ in the observer, we shall assume, in what follows,

ee
for simplicity, that u.t/  0, i.e., consider a system
´
xP D Ax C Df
(5.3)
in
y D C x:

Suppose that the following assumptions are fulfilled for system (5.3).
ng

Assumption A.1. The pair ¹C; Aº is observable, the pair ¹A; Dº is controllable, i.e.,
system (5.3) is in the general position.
le

Assumption A.2. Matrices C and D are of full rank, i.e., rank C D l, rank D D m.

Assumption A.3. The number of outputs exceeds the number of unknown inputs, i.e.,
ro

l > m.

Assumption A.4. The rank condition

nt

rank CD D m
co

holds, i.e., the matrix CD 2 Rlm is of full rank.

By virtue of Assumption A.4 there exists in the matrix CD a nondegenerate minor
of order m. Without loss of generality, we can assume that it is in the first m rows of
the matrix CD (we can always achieve this by renumbering the outputs).
Let Ci .i D 1; : : : ; l/ be rows of the matrix C . Then
0 1 0 1
 0 C1 CmC1
C
C D ; C 0 D @ ::: A 2 Rmn ; C 00 D @ ::: A 2 R.l m/n :
B C B C
C 00
Cm Cl
 5.1 Hyperoutput systems 133

From the assumptions made above it follows that the principal minor of the matrix
 0 
C D
CD D
C 00 D
is nondegenerate, i.e., det.C 0 D/ ¤ 0. The matrix C 0 corresponds to the first m com-
ponents of the output and C 00 to the other .l m/, i.e.,
 0  0 
y C x
yD 00 D :
y C 00 x
It follows from the nondegeneracy of the matrix C 0 D that the zero dynamics of sys-

.ir
tem (5.3) with respect to the output y 0 is of the maximal order .n m/. In this case
there exists a nondegenerate change of coordinates which reduces system (5.3) to the

rs
form ´
xP 0 D A11 x 0 C A12 y 0
(5.4)
yP 0 D A21 x 0 C A22 y 0 C .C 0 D/f;

ee
where x 0 2 Rn m , Aij are matrices with constant coefficients of the corresponding
dimensions. Note that in the indicated representation of the system the first .n m/
unknown components of the phase vector x 0 do not depend explicitly on the unknown
in
disturbance f .
In order to pass to form (5.4) it suffices to take, as the first .n m/ basis vectors,
ng
any basis of the subspace which is a component of the subspace spanned over the
columns of the matrix D. We shall describe briefly one of the techniques of such
a decomposition following [7].
Since det.C 0 D/ ¤ 0, it follows that condition rank C 0 D m is fulfilled for C 0 2
le

R mn and, consequently, there exists in the matrix C 0 a nondegenerate minor of or-
der m. Without loss of generality we assume that it is in the last columns of the matrix
ro

C 0 D .Cn0 m I Cm0 /, i.e., det C 0 ¤ 0 (here C 0

m n m 2R
m.n m/ , C 0 2 Rmm ). We can
m
always achieve this by renumbering the components of the vector x. The transforma-
tion
nt

 0  0
x x
xDP ; D P 1 x;
y0 y0
where
co

Qn m Cn0 0
   
In m Qn m 1 In m m Qn m Cm
P D 0 / 1C 0 ; P D
.Cm n m Qm Cn0 m Cm0

gives the required decomposition, the matrices Qn m 2 R.n m/m and Qm 2 Rmm
are defined by the relations
 
Qn m
D D.C 0 D/ 1 ;
Qm

In m 2 R.n m/.n m/ being an identity matrix.

134 5 Asymptotic observers for linear systems with uncertainty

After reducing the system to form (5.4), for the reconstruction of the phase vector
0
 0  it suffices to construct an estimate for the unknown part x of the phase
of the system
vector yx 0 .
If the zero dynamics of system (5.4) with respect to the output y 0 is stable, i.e., A11
is a Hurwitz matrix, then such an estimate is given, in particular, by the observer of
order .n m/
xPQ 0 D A11 xQ 0 C A12 y 0 : (5.5)
In this case, the estimation error e 0 D xQ 0 x 0 satisfies the equation

.ir
eP 0 D A11 e 0 ;

and, consequently, the error e 0 ! 0 exponentially as t ! 1. In this case the rate of

rs
convergence of the estimate is defined by the spectrum of the matrix A11 and cannot
be changed. If the matrix A11 is unstable, observer (5.5) cannot be used.

ee
However, if l > m, then another approach can be used for constructing an asymp-
totic (exponential, to be more precise) observer for x 0 . Note that in observer (5.5) we
do not use the second part of the output y 00 D C 00 x 2 Rl m being measured. We shall
show that the use of additional information radically changes the situation.
in
Let us write the vector y 00 D C 00 x in the new coordinates
 0
x
ng
y 00 D C 00 P 1 D C100 x 0 C C200 y 0 ; (5.6)
y0

where C100 2 R.l m/.n m/ , C200 2 R.l m/m are matrices with constant coefficients
le

defined by the parameters of the system. 

0
Then, in the new coordinates y D CQ x 0 , where the matrix CQ has block structure
y
ro

 
0 Im
CQ D CP 1
D ;
C100 C200
nt

and, since the matrix C has full rank, we infer that the matrix C100 is also of full rank,
i.e., rank C100 D l m.
co

Since y 0 and y 00 are known vectors, we determine a new output

yQ D y 00 C200 y 0 :

It follows from representation (5.6) that yQ D C100 x 0 . Then the first equation of sys-
tem (5.4) and yQ can be regarded as a linear system of order .n m/ with the known
output y 0 of order .l m/ and the known input yQ of order m, i.e.,
´ 0
xP D A11 x 0 C A12 y 0
(5.7)
yQ D C100 x 0 :
 5.1 Hyperoutput systems 135

Note that in contrast to the original system, system (5.7) does not depend explicitly
on the unknown input f .t; x/. Therefore, if the pair ¹C100 ; A11 º is observable, then
the problem of reconstruction of the vector x 0 is solved, in particular, by the full-
dimensional observer of order .n m/:
xPQ 0 D A11 xQ 0 C A12 y 0 L.C 00 xQ 0 y/;
Q
1 (5.8)
where the matrix L 2 R.n m/.l m/
is chosen from the condition that the matrix
AL D A11 LC100 is a Hurwitz matrix. In this case, the estimation error e 0 D xQ 0 x 0
satisfies the equation
eP 0 D AL e 0

.ir
and, consequently, converges to zero exponentially. Moreover, in contrast to ob-
server (5.5), in the case of the observability of the pair ¹C100 ; A11 º, the rate of conver-

rs
gence is wholly determined by the choice of the matrix L and can be defined arbitrarily.
In this case, the stability of the matrix A11 is not assumed.
Observer (5.8) also serves the problem in the case where the pair ¹C100 ; A11 º is not

ee
observable but only reconstructible. In this case, by the choice of the matrix L we
can determine a part of the spectrum of the matrix AL , the remaining part being un-
changeable and stable. The rate of convergence of the observer can be defined by the
unchangeable part of the spectrum of the matrix AL .
in
In addition, for system (5.7) we can construct a Luenberger observer of the lowered
order .n m/ .l m/ D .n l/.
ng
It follows from what was stated above, that the fundamental part in the construction
of the observer for x 0 is played by the observability (reconstructibility) of the pair
¹C100 ; A11 º. To analyze it, we shall investigate the properties of the invariant zeros of
system (5.1) [32, 86].
le

By invariant zeros of the system

´
xP D Ax C Df
ro

(5.9)
y D Cx
we call the values s 2 C which lower the rank of the Rosenbrock system matrix R.s/,
nt

i.e., such values that

 
sI A D
rank R.s/ D rank < n C m;
co

C 0
where R.s/ 2 C .nCl/.nCm/ .
Invariant zeros define zero dynamics of system (5.9), i.e., its dynamics under the
condition y.t /  0.
In the case where l > m, we use the following algorithm for determining the
characteristic polynomial of zero dynamics. Let us consider various square “subsys-
tems” (5.9), i.e., systems of the form
´
xP D Ax C Df
yi1 :::im D Ci1 :::im x; i1 ; : : : ; im 2 ¹1; : : : ; lº; ip ¤ iq for p ¤ q;
136 5 Asymptotic observers for linear systems with uncertainty

Ci1
!
where Ci1 :::im D :: 2 Rmn is a matrix formed by the rows Ci1 ; : : : ; Cim of
:
Cim
yi1 !
the matrix C , yi1 :::im D :: 2 Rm being an m-dimensional output, a part of the
:
yim
full vector y.t / 2 Rl . Each of systems indicated above, corresponding to i1 ; : : : ; im , is
square, i.e., the dimension of the output yi1 :::im for it coincides with that of the input f .
Therefore, for each one of the indicated systems the characteristic polynomial of zero
dynamics ˇi1 ;:::;im .s/ is a determinant of the corresponding Rosenbrock matrix

.ir
 
sI A D
ˇi1 :::im .s/ D det :
Ci1 :::im 0

rs
The characteristic polynomial ˇ.s/ of zero dynamics of system (5.9) with respect
to the full l-dimensional output y.t/ is the largest common divider of all polynomials

ee
ˇi1 :::im .s/ (they are Clm in number). In the general case, for l > m, the polynomial
ˇ.s/ D 1, i.e., the system does not have invariant zeros (to be more precise, among
all systems (5.9) systems with invariant zeros form a set of measure zero). If invariant
in
zeros of a system are absent or stable (i.e., the zero dynamics of the system is absent
or stable, respectively), then system (5.9) is said to be a minimal-phase system.
In the sequel we shall assume that the following assumption is fulfilled.
ng

Assumption A.5. System (5.9) is minimal-phase, i.e., its invariant zeros are absent or
lie in C .
le

The following statement holds for system (5.9).

ro

Theorem 5.1. Suppose that Assumptions A.1–A.4 are fulfilled for system (5.9). Then,
if the system does not have invariant zeros, the pair ¹C100 ; A11 º is observable. If the
nt

system has invariant zeros, then they form an unchangeable part of the spectrum of the
matrix AL D A11 LC100 ; if the invariant zeros are stable, then the pair ¹C100 ; A11 º is
reconstructible.
co

Proof. Let us consider in greater detail the Rosenbrock matrix of system (5.9). Note
that the set of invariant zeros of the system is invariant relative to the nondegenerate
change of coordinates and nonsingular transformations of the input and output. There-
fore, in order to determine the set of invariant zeros it suffices to write the Rosenbrock
matrix for the system reduced to form (5.4). In this case

y0
   
0 Im
yD D x
y 00 C100 C200
 5.1 Hyperoutput systems 137

and we can write the Rosenbrock matrix in the block form

0 1
sIn m A11 A12 0
B A21 sIm A22 .C 0 D/C
R.s/ D B C:
@ 0 Im 0 A
C100 C200 0

According to Assumption A.4 det.C 0 D/ ¤ 0, and therefore rank R.s/ D n C m if

and only if
0 1
sIn m A11 A12

.ir
rank @ 0 Im A D rank R0 .s/ D n:
C100 C200

rs
Let us perform transformations of the matrix R0 .s/ which do not change its rank,
namely, let us subtract the second block row multiplied by . A12 / and . C200 / from
the first and third block rows, respectively. Then we obtain

ee
0 1
sIn m A11 0
rank R0 .s/ D rank @ 0 Im A D rank R00 .s/:
in
C100 0

It is obvious that rank R00 .s/ D n if and only if

ng

 
sIn m A11
rank D rank R000 .s/ D n m;
C100
le

i.e., the matrix R000 .s/ is of full rank. The fullness of the rank of the matrix R000 .s/
for all s 2 C under the condition of the fullness of the rank of C100 (and this condi-
ro

tion is fulfilled) is a necessary and sufficient condition of the observability of the pair
¹C100 ; A11 º. The points of lowering the rank of the matrix R000 .s/ define the spectrum
of the nonobservable dynamics of the pair ¹C100 ; A11 º.
nt

It follows from the nonsingular transformations performed above that the rank of
the Rosenbrock matrix R.s/ is lost if and only if the rank of the matrix R000 .s/ is lost,
co

the sets of points of lowering the rank of these matrices being coincident. Thus, the
zero dynamics of the original system defines the nonobservable dynamics of the pair
¹C100 ; A11 º. The proof of the theorem is complete. 

Remark 5.2. We can obtain the same result using representation (5.4). This approach
allows us to write explicitly the structure of the observer.

Let us consider in greater detail the fully determined system (5.7). Note that since
the pair ¹A; Dº is controllable, the pair ¹A11 ; A12 º in system (5.7) must also be con-
trollable (i.e., the first subsystem in system (5.4) is controllable by means of y 0 .t/).
138 5 Asymptotic observers for linear systems with uncertainty

Then there exists a Kalman decomposition for system (5.7) which divides this sys-
tem into an observable and nonobservable parts
´
xP 10 D A011 x10 C A012 y 0
.5:7 /
xP 20 D A0011 x10 C A000
11 2x 0
C A 00 0
12 y ;

where x10 is the observable part of system (5.7) and x20 is the nonobservable part of the
system (if it exists, i.e., if the pair ¹C100 ; A11 º is nonobservable). In this case (with an
accuracy to within a nondegenerate change of coordinates)
 0  0   0 
x1 A11 0 A12

.ir
0
x D ; A11 D ; A12 D ; C100 D .CQ 100 I 0/:
x20 A0011 A000
11 A0012
Since the remaining part of the phase vector of the full system (5.4) is a part of the

rs
output x 0 , it is obvious that the zero dynamics of the full system (5.4) coincides with
the zero dynamics of system (5.7 ) (for the input y 0  0). Let us investigate it.
For such a motion y 0  0, yQ 00  0 and, in addition, since the part x10 from yQ 00  0

ee
is observable, it follows that x10  0 for t  0. Therefore the zero dynamics of system
(5.7 ) for y 0  0 (and, consequently, the zero dynamics of the original system (5.4))
is defined by the nonobservable part of system (5.7 ) and is described by the equation
in
xP 20 D A000 0
11 x2 :
ng
Thus, if the zero dynamics of the system is absent, then system (5.7 ) does not have
a nonobservable part and the pair ¹C100 ; A11 º is observable. Now if the original sys-
tem has stable invariant zeros (or, what is the same, stable zero dynamics), then the
nonobservable part of system (5.7 ) is stable and the pair ¹C100 ; A11 º is reconstructible.
le

5.2 Functional observers

ro

The approach proposed above allows us to solve the problem of synthesis of a func-
tional observer for system (5.9) as well in the case where the number of outputs ex-
nt

ceeds the number of unknown inputs, i.e., l > m.

Consider a problem of reconstructing the functional  D F x,  2 Rp , where
F 2 Rpn is a known matrix. Let, as before, Assumptions A.1–A.4 be fulfilled for
co

system (5.9). Then, as was shown above, by a nonsingular transformation the system
is reduced to form (5.4). After the indicated change of coordinates with matrix P the
functional  D F x assumes the form
 0
x
 D F x D FP D F 0 x 0 C F 00 y 0 D  0 C  00 ;
y0

where F 0 2 Rp.n m/ , F 00 2 Rpm are known matrices. Note that the functional
 00 D F 00 y 0 is known, and, consequently, in order to construct an estimate for the
functional  it suffices to construct an estimate for its unknown part  0 D F 0 x 0 .
 5.3 Synthesis of observers by the method of pseudoinputs 139

For this purpose it is sufficient to consider again the reduced system without uncer-
tainty (5.7) of order .n m/:
´ 0
xP D A11 x 0 C A12 y 0
yQ D C100 x 0
for which we have to construct a functional observer for the functional  0 D F 0 x 0 . The
methods for solving this problem, including the conditions for constructing a minimal
order functional observer were given in detail in Chap. 4. The conditions of observ-
ability for this system are given by Theorem 5.1.

.ir
5.3 Synthesis of observers by the method of pseudoinputs

rs
Under the conditions imposed on system (5.9) indicated above for synthesizing an
observer of the full-phase vector of system x.t/ we can use the approach based on the

ee
decomposition of the system with the employment of the so-called pseudoinputs. We
shall describe this method in detail following [13].
Suppose that, as before, Assumptions A.1–A.4 are fulfilled for the system and the
invariant zeros of the system are absent or stable (i.e., condition A.5 is fulfilled). Since
in
the number l of outputs of the system exceeds the number of the unknown inputs m,
we complement the system .l m/ by “pseudoinputs” (virtual inputs) f 0 2 Rl m . As
ng
a result we obtain a square system with l inputs and l outputs
´
xP D Ax C Df C D 0 f 0 D Ax C DN fN
(5.10)
y D C x;
le

 
where fN D ff 0 , DN D .D D 0 /, the technique of choosing the matrix D 0 2 Rn.l m/
ro

will be described in the sequel.

Note that for f 0  0 system (5.10) coincides with system (5.9), and therefore the
observer constructed for system (5.10) under the condition f 0  0 will reconstruct the
nt

phase vector of the original system.

Since system (5.10) is square, the characteristic polynomial of its zero dynamics is
a determinant of the Rosenbrock matrix
co

.D D 0 /
 
0 sIn A
ˇ.s/ D det R .s/ D det :
C 0
If the polynomial ˇ.s/ which depends on the choice of the matrix D 0 is of order .n l/
N ¤ 0), then for system (5.10) we can carry out the decomposition with
(i.e., det.C D/
matrix P described above with the isolation of zero dynamics, and then the system
will assume the form
´ 0
xP D A11 x 0 C A12 y
yP D A21 x 0 C A22 y C C DN fN;
140 5 Asymptotic observers for linear systems with uncertainty

where x 0 2 Rn l and det.sI A11 / D ˇ.s/. If the matrix D 0 is chosen such that the
polynomial ˇ.s/ is a Hurwitz polynomial, then the problem of reconstruction of the
unknown part of the phase vector x 0 is solved by an observer of order .n l/:
xPQ 0 D A11 xQ 0 C A12 y: (5.11)
In this case, the observation error e 0 D xQ 0 x 0 satisfies the equation
eP 0 D A11 e 0 ;
and, consequently, the rate of convergence of the observer is wholly defined by the
degree of stability of the polynomial ˇ.s/. The dimension of observer (5.11) coincides

.ir
with that of the minimal-order observer described above (where a Luenberger observer
is constructed for the fully determined reduced system (5.7)).

rs
Thus, the problem reduces to the search for a matrix D 0 such that the polynomial
ˇ.s/ will be of degree .n l/ and be a Hurwitz polynomial. Then the following state-
ment holds.

ee
Theorem 5.3. Suppose that Assumptions A.1–A.5 are fulfilled for system (5.9). Then,
if the system does not have invariant zeros, the roots of the polynomial ˇ.s/ of order
.n l/ are fully determined by the choice of the matrix D 0 . If the system has invariant
in
zeros, then they are roots of the polynomial ˇ.s/, the other roots being defined by the
choice of the matrix D 0 .
ng

Remark 5.4. Thus, the necessary condition for ˇ.s/ to be a Hurwitz polynomial is
the fact that system (5.9) is of minimal phase.
le

Proof. Consider a Rosenbrock matrix of the extended system (5.10):

D0 ˇ D0
   ˇ 
0 sI A D N 0
R .s/ D D R .s/ˇ ;
ro

ˇ
C 0 0 0

where RN 0 .s/ is a Rosenbrock matrix of system (5.9). Note that if the point s  is an
invariant zero of system (5.9) (i.e., rank RN 0 .s  / < n C m), then rank R0 .s  / < n C l
nt

as well, i.e., s  is a root of the polynomial ˇ.s/ D det R.s/. Consequently, all invariant
zeros of system (5.9) are contained in the set of roots of the polynomial ˇ.s/ for any
co

choice of D 0 .
In what follows, without loss of generality, we shall assume that the full-rank ma-
trix D has the form  
0
DD ; Im 2 Rmm :
Im
This can always be achieved by means of a nondegenerate change of coordinates and
inputs of the system. Let us represent the matrices of system (5.9) in block form
   0
A1 A2 ºn m 0 D1 ºn m

AD ; D D ; C D C1 j C2
A3 A4 ºm D20 ºm „ƒ‚… „ƒ‚…
n m m
 5.3 Synthesis of observers by the method of pseudoinputs 141

and write the Rosenbrock matrix R0 .s/ also in block form

sIn m A1 A2 0 D10 !ºn m

0
R .s/ D A3 sIm A4 Im D20 ºm :
C1 C2 0 0 ºl
„ ƒ‚ … „ ƒ‚ … „ƒ‚… „ƒ‚…
n m m m l m

Then it is obvious that rank R0 D m C rank R00 .s/, where

D10 ˇ D0
   ˇ 
00 sIn m A1 A2 00
R .s/ D D RN .s/ˇ
ˇ 1 :

.ir
C1 C2 0 0

Note that rank RN 0 .s/ D m C rank RN 00 .s/ for the original system, and, consequently,

rs
the set of points of lowering the rank RN 00 .s/ defines the set of invariant zeros of the
original system.
According to Assumption A.4,

ee
  
0
rank CD D rank .C1 C2 / D rank C2 D m:
Im
in
Since C2 2 Rlm and l > m, we can use the nondegenerate transformation of
outputs (i.e., rows of the matrix C ) to reduce the matrices C1 and C2 to the form
ng
 0  
C1 Im
C1 D ; C 2 D ; C10 2 Rm.n m/ ; C100 2 R.l m/.n m/ :
C200 0

Then
le

sIn m A1 A2 D10 !ºn m

00
R .s/ D C10 Im 0 ºm
C100
ro

0 0 ºl m
„ ƒ‚ … „ƒ‚… „ƒ‚…
n m m l m
and
nt

rank R00 .s/ D m C rank R000 .s/;

where
co

AQ D10 ˇ D0
   ˇ 
000 sIn m 000
R .s/ D N
D R .s/ˇ ˇ 1 ; AQ D A1 A2 C10 :
C100 0 0

In this case, the set of points of lowering the rank of the matrix RN 0 .s/ (and RN 00 .s/)
coincides with the corresponding set of points of the matrix RN 000 .s/.
Consider an .n m/-dimensional linear stationary system with .l m/ inputs and
.l m/ outputs: ´
Q C D0 !
zP D Az 1
(5.12)
e D C100 z;
142 5 Asymptotic observers for linear systems with uncertainty

for which the matrix R000 .s/ is a Rosenbrock matrix. On the other hand, the matrix
RN 000 .s/ defines the observability (reconstructibility) of the pair ¹C100 ; Aº.
Q Consequently,
00 Q
the pair ¹C1 ; Aº is observable if and only if the original system does not have invari-
ant zeros (when the matrices RN 0 .s/ and RN 000 .s/ are of full rank for all s 2 C). The
pair ¹C100 ; AºQ is reconstructible if and only if the invariant zeros of the matrix RN 0 .s/
are stable, the set of invariant zeros of the original system being coincident with the
spectrum of the nonobservable part of system (5.12).
In addition, since the transformations carried out are nondegenerate, the sets of
points of degeneracy of the Rosenbrock matrix R00 .s/ of the system with pseudoinputs
(5.10) and the matrix R000 .s/ coincide, moreover, the relation

.ir
ˇ.s/ D det R0 .s/ D ˙ det R000 .s/

rs
holds with an accuracy to within the sign, i.e., the characteristic polynomials of the
zero dynamics of systems (5.10) and (5.12) coincide.
Let us consider the zero dynamics of system (5.12) in greater detail. Since the matrix

ee
C is of full rank, the matrix C100 2 R.l m/.n m/ is also of full rank, i.e., rank C100 D
l m. Let us carry out in system (5.12) a nondegenerate change of coordinates with
matrix Q:  0  0
in
z z
D Qz; z D Q 1 ; z 0 2 Rn l :
e e
In the new coordinates system (5.12) assumes the form
ng

´ 0
zP D AQ11 z 0 C AQ12 e C D11
0
!
(5.13)
eP D AQ21 z 0 C AQ22 e C D12
0
!;
le

0 0 0
where the matrices D11 and D12 are defined by the choice of D11 :
ro

 0   0 
D11 0 0 D11
0 D D 1 Q; D 1 D 0 Q 1:
D12 D12
nt

Since the matrix Q is nondegenerate, the inverse statement, namely, that the matrix
D10 is wholly defined by the choice of D11
0 0
and D12 , also holds true.
0 .n m/.n m/ 0
Let us choose the matrix D12 2 R nondegenerate, say, D12 D In m .
co

We find the equation of zero dynamics of system (5.13) under this condition. Since
eP D e  0 in this case, the second equation (5.13) gives a relation ! D AQ21 z 0 , and,
consequently, the zero dynamics is defined by the equation

zP 0 D .AQ11 0 Q
D11 A21 /z 0 :

On the other hand, the Rosenbrock matrix of system (5.13) has block structure:

sIn l AQ11 AQ12 0

0 1
D11
R0000 D @ AQ21 sIl m AQ22 D120 A:

0 Il m 0
 5.3 Synthesis of observers by the method of pseudoinputs 143

Taking into account that system (5.13) is the transformed system (5.12), we obtain an
identity det R000 .s/ D det R0000 .s/. In the matrix R0000 .s/ we shall consider a submatrix

sIn l AQ11 AQ12

0 1

RN 0000 .s/ D @ AQ21 sIl m AQ22 A :

0 Il m

The set of degeneration points of the rank of the matrix RN 0000 .s/ coincides with the cor-
responding set of the matrix RN 000 .s/ on one hand (and, consequently, the matrix RN 0 .s/),
and, on the other hand, is defined by the degeneration of the matrix

.ir
AQ11
 
N V sIn l
R .s/ D :
AQ21

rs
The indicated matrix is connected with the observability of the pair ¹AQ21 ; AQ11 º, namely,
if the original system does not have invariant zero, then the pair ¹AQ21 ; AQ11 º is observ-

ee
able and if the original system has stable invariant zeros, then the pair ¹AQ21 ; AQ11 º is
reconstructible.
To complete the proof of the theorem, it remains to note that the matrix of zero
in
dynamics of system (5.13) has the form
0 Q
Azd D AQ11 D11 A21 ;
ng

and, consequently, in the case where the original system does not have invariant zeros,
0
the spectrum of the matrix Azd can be defined arbitrarily by the choice of D11 (since
le

Q Q
¹A21 ; A11 º is observable). Now if the original system has stable invariant zeros, then,
by virtue of reconstructibility of the pair ¹AQ21 ; AQ11 º, the spectrum of Azd can be made
0
stable by the choice of D11 (in this case, a part of the spectrum coincides with the
ro

invariant zeros of the original system and the remaining part can be defined arbitrarily).
The theorem is proved. 
nt

Remark 5.5. Under the pseudodisturbance of f 0  0 the statement of Theorem 5.3

can be formulated in an equivalent form.
co

Theorem 5.30 . If Assumptions A.1–A.4 are fulfilled for system (5.9) and the system is
minimal-phase, then, by means of a nonsingular transformation, it can be reduced to
the form ´ 0
xP D A11 x 0 C A12 y
(5.14)
yP D A21 x 0 C A22 y C CDf;
where the spectrum of the matrix A11 contains all invariant zeros of system (5.9) and
its remaining part can be chosen arbitrarily (and is defined by the choice of the trans-
formation matrix).
144 5 Asymptotic observers for linear systems with uncertainty

We should also note that the number of pseudoinputs can be any number  from 1 to
l m. In this case, we define, according to the output, the .mC/-dimensional output
such that according to it properties A.1–A.4 are fulfilled for this output. For this output
we can use the algorithm of decomposition of the system proposed above.
The following statement is valid.

Theorem 5.300 . Suppose that Assumptions A.1–A.4 are fulfilled for system (5.9),
1    l m, and system (5.9) is minimal-phase relative to the output y D C x 2
RmC , where C is a matrix formed by the rows of the matrix C . Then, by means of
nonsingular transformation the system can be reduced to the form

.ir
´
xP  D A11 x C A12 y

rs
yP D A21 x C A22 y C C Df;

where A11 is a Hurwitz matrix, x 2 Rn m .

5.4
ee
Classical methods of synthesis of observers
under the uncertainty conditions
in
Many different methods have been proposed for solving the problem of synthesis of an
ng
observer for an uncertain system (5.1) under the condition l > m. However, practically
all of them give a solution under the same conditions imposed on system (5.1). These
conditions are indicated in Theorems 5.1 and 5.3. We shall give a brief review of these
methods without detailed proofs. The results will be given only for the case u  0,
le

i.e., for system (5.9).

The analysis of published works shows that with a certain conventionality all known
ro

methods of synthesis of observers for systems of this kind use one of the following
ideas:
(1) removal of disturbance from the equation of error estimation,
nt

(2) an isolation of a subsystem from the system which does not explicitly depend on
the disturbance,
co

(3) the use of special canonical forms of multiconnected systems,

(4) the solution of the observation problem as a problem of stabilization,
(5) the use of fictitious (or pseudo-) inputs (outputs).
We shall consider each of these methods and give the main results.

5.4.1 Removal of disturbance from the equation of estimation error

Observers of this kind are proposed in [115, 41] and by their structure are similar
to the structure of classical Luenberger observers for systems without uncertainty. For
 5.4 Methods of synthesis of observers under uncertainty conditions 145

solving the observation problem for system (5.9) the authors propose to use an observer
of the form ´
zP D Ez C F y
(5.15)
xQ D H z C Ly;
where z 2 Rp , xQ 2 Rn , H , E, F , and L are constant matrices of the requisite
dimensions which must be determined. For a full-dimensional observer the dimension
of the vector z is equal to that of x, i.e., p D n, and we can set H D I . In this case,
Q
as an estimate of the unknown vector x.t/ we can use the output of the observer x.t/.
Then the observation error E.t/ D x.t/ x.t/ Q satisfies the equation

.ir
EP D EE C .PA FC EP /x C PDf;

rs
where P D I LC . The matrices of the observer are chosen such that we can
exclude from the last equation the unknown disturbance (signal f ) and the unknown
phase vector x.t /. This condition will be fulfilled if the relations

PA FC EP D 0;

ee
PD D 0 (5.16)
in
hold. In this case, the error satisfies the equation

EP D EE;
ng

and, consequently, E.t/ tends to zero exponentially under the condition that E is a Hur-
witz matrix. The following statement is proved in [41].
le

Statement 5.6. If Assumptions A.1–A.4 are fulfilled for system (5.9), then there exist
matrices E, F , and L which satisfy conditions (5.16). Moreover, if Assumption A.5 is
ro

fulfilled, then the matrix E can be chosen as a Hurwitz matrix. A part of its spectrum
coincides with the invariant zeros of the Rosenbrock matrix of the original system and
the remaining part is chosen arbitrarily.
nt

The drawback of the proposed approach is that we have to solve a cumbersome

system of matrix equations (5.16) whose solution is, generally speaking, not unique.
co

In addition, the dimension of the observer constructed in [41] is equal to the dimension
of the system n, it exceed the dimension of the observer of the lowered order .n l/
which can be achieved by other methods. Obviously, this approach can be generalized
to the case p < n, in particular, p D n l. Moreover, it can also be generalized to the
problem of construction of functional observers. This problem was considered in [104]
where the functional  D F x, F 2 Rqn was reconstructed. Here is the main idea of
this work.
Suppose that we know the decomposition of the matrix F of the form

F D K T C W C;
146 5 Asymptotic observers for linear systems with uncertainty

where K 2 Rqp , T 2 Rpn , W 2 Rql , and q  p  n. We denote x 0 D T x 2

Rp , and then
.t/ D F x.t/ D Kx 0 C Wy:
In order to reconstruct the functional .t/ it suffices to construct an estimate x 0 which
is given by the observer of order p similar in structure to observer (5.15):
´
zP D Ez C Gy
(5.17)
Q D Kz C Wy;

.ir
where the matrices E 2 Rpp and G 2 Rpl must be defined and z.t/ is the estimate
of the vector x 0 .t/. The estimation error e.t/ D z.t/ x 0 .t/ satisfies the equation

rs
eP D Ee C .GC TA C ET /x TDf

ee
and the parameters can be found from the relations
8
<GC TA C ET D 0
ˆ
TD D 0 (5.18)
in
ˆ
E is a Hurwitz matrix:
:
ng
The following statement is proved in [104].

Statement 5.7. Suppose that Assumptions A.1–A.5 are fulfilled for system (5.9).
Then there exists a solution of system (5.18) and observer (5.17) gives an exponen-
le

tial estimate of the unknown functional .t/.

The authors of [104] proposed a procedure for solving system (5.18) for the stable
ro

matrix E and proved the existence of a solution of this system, but only under the
condition that
q.n l/
nt

p :
l m
Note that for q > l m the inequality p > n l is satisfied, i.e., the dimensional
co

of the functional observer exceeds that of the observer for a full-phase vector. This
is obviously connected with the method of proving the statement and not with the
properties of the method.

5.4.2 The method of removal of disturbance from the

equation of the system
Another approach to the construction of asymptotic observers is connected with the
transformation of the system which removes the explicit presence of disturbance in
the equations of the system. This method is realized in [51, 54, 55].
 5.4 Methods of synthesis of observers under uncertainty conditions 147

The main idea of the method is the transformations of equations of the system so that
the explicit presence of f .t/ (or a function of it) which obviously given information
about the signal f .t/ is replaced by the known signal y.t/.
Let us consider again the original system (5.9). If Assumptions A.1–A.4 are fulfilled
in this system, we introduce a new variable

Dx Hy:

Then the equation for  can be written as

P D .A H CA/ C .A H CA/Hy C .D H CD/f

.ir
with an equation for the output

rs
y D C  C CHy or .I CH /y D C :

If the matrix H is such that .D H CD/ D 0 and CH I ¤ 0, then the equations

ee
for the new variables  do not explicitly depend on f :
´
P D A
N C AHy;
N AN D A H CA
(5.19)
in
yN D C ; yN D .I CH /y;

and the original problem reduces to the observation problem for a system with the
ng
N is ob-
known input y.t / which can be solved by standard methods if the pair ¹C; Aº
servable (reconstructible).
The following statement is proved in [54].
le

Statement 5.8. Suppose that Assumptions A.1–A.5 are fulfilled for system (5.9).
Then, if system (5.9) does not have invariant zeros, then the pair ¹C; Aº N is observable
ro

N is reconstructible, and
and if this system has invariant zeros in C , then the pair ¹C; Aº
the unchangeable eigenvalues of the matrix AL D AN LC coincide with the invariant
zeros of the original system.
nt

For system (5.19) we can synthesize standard observers of full order n as well as of
a lowered order .n l/. We take xQ D Q C Hy, where Q is an estimate for , as an
co

estimate of x.

5.4.3 Methods based on the reduction of a system

to a special canonical form
We shall give algorithms for synthesizing observers based on the reduction of a sys-
tem to a special form where a part of variables do not depend explicitly on the distur-
bance f .t / and can be reconstructed.
We know several approaches to this transformation. One of them was proposed
in [48]. Here is this method.
148 5 Asymptotic observers for linear systems with uncertainty

We begin with transforming system (5.9) using the matrix T 2 Rnn such that
   
T1 0
TD D DD N ;
T2 D

where T1 2 R.n m/n , T2 2 Rmn , DN 2 Rmm , det DN ¤ 0. Since
the matrix D is

0
of full rank, such a matrix T always exists. The transformation xx00 D T x reduces
system (5.9) to the form
8² 0 0 00
< x D A1 x C A2 x
ˆ
x 00 D A3 x 0 C A4 x 00 C Df
N (5.20)

.ir
ˆ
0 00
y D C1 x C C2 x :
:

Note that if Assumption A.4 is fulfilled, then rank C2 D m. In addition, C2 2 Rlm ,

rs
C1 2 Rl.n m/ , and the equation for x 0 does not explicitly depend on the distur-
bance f .t /.

ee
By virtue of the remarks that we have made, there exist matrices Q 2 Rll and
P 2 Rmm such that
CN 2
   
Q1
QC2 P D C2 P D ; det CN 2 ¤ 0; det P ¤ 0:
in
Q2 0
The matrix Q performs the transformation of outputs y and the matrix P of parts of
the phase variables x 00 . The authors of [48] proposed a procedure of construction of
ng

matrices P and Q. Under the assumptions that we have made, the output y is reduced
to the form
Q1 C1 x 0 C CN 2 P 1 x 00
     
y1 Q1 y
le

D Qy D D ;
y2 Q2 y Q 2 C1 x 0
and, consequently, a part of the phase vector x 00 can be expressed via the vector x 0 and
ro

the component of the output y1 D Q1 y, i.e.,

x 00 D P CN 2 1 .y1 Q1 C1 x 0 /:
nt

Substituting the expression for x 00 into the first equation (5.20), we obtain a system
for x 0 of order .n m/
co

xP 0 D A1 x 0 C A2 P CN 2 1 .y1 Q 1 C1 x 0 /
A2 P CN 2 1 Q1 C1 x 0 C A2 P CN 2 1 y1


D A1 (5.21)
„ ƒ‚ …
AQ
with the known input y1 .t/ which does not depend explicitly on the disturbance f .t/
and output y2 .t/ of order .l m/, i.e.,
y2 D Q2 C1 x 0 D CQ x 0 : (5.22)
The following statement holds true.
 5.4 Methods of synthesis of observers under uncertainty conditions 149

Statement 5.9. Suppose that Assumptions A.1–A.5 are fulfilled for system (5.9).
Then the pair ¹CQ ; Aº
Q is observable if the original system does not have invariant zeros
Q Q
and the pair ¹C ; Aº is reconstructible if the original system has invariant zeros in C
and these zeros belong to the spectrum of the matrix AL D AQ LCQ .

For system (5.21), (5.22) we can construct both an observer of full order .n m/
and that of a lowered order .n m/ .l m/ D n l. These observers give an
estimate xQ 0 of a part of the phase vector x 0 and the relation

xQ 00 D P CN 2 1 .y1 Q1 C1 xQ 0 /:

.ir
gives an estimate for x 00 .
The method of quasisplittings described above in detail is also based on the idea of

rs
reduction of a system to a special canonical form. Note that it is simpler in realiza-
tion and, in addition, can be used for solving a problem of construction of functional
observers, those of minimal order inclusive.

5.4.4 Method of pseudoinputs

ee
in
This method was described above in detail, it also makes it possible to reduce a system
to a special representation. This approach is due to S. K. Korovin and is described
in [13].
ng

5.4.5 Methods of synthesis of observers with control

One more approach to the construction of observers for uncertain systems is based
le

on the use in the observer of control which carries out stabilization at the zero of the
system in deviations which certainly depends on the disturbance f . Different methods
ro

of stabilization are used for uncertain systems.

For the first time this approach was obviously used in [109, 100]. We shall describe
it in greater detail.
nt

For reconstruction of the phase vector of system (5.9) we shall use an observer

xPQ D AxQ C L.y Q

C x/ v; (5.23)
co

where v is a control carrying out the stabilization of the system in deviations e D xQ x

defined by the equation

eP D .A LC /e v Df D AL e .v C Df /:

The matrix L is chosen from the condition that AL is a Hurwitz matrix (this choice
is always possible since the pair ¹C; Aº is observable).
The authors of [109] introduce an additional assumption concerning the unknown
disturbance.
150 5 Asymptotic observers for linear systems with uncertainty

Assumption A.6. The signal f .t/ is uniformly bounded and its majorant, the constant
 > 0, is known (i.e., jf .t/j   for t  0).
In this case, a discontinuous feedback

v D D Sgn.W .y Q
y//

is proposed for employment as stabilizing control. Here W 2 Rml , yQ D C x,

Q and
Sgn.z/ 2 Rm is a discontinuous vector-function with components sgn.zi /. In this
case, a system in deviations has the form

.ir
eP D AL e D. Sgn.W C e/ C f /: (5.24)

The Lyapunov function

V .e/ D e > P e;

rs
P > 0;
is used for investigation of its stability. By virtue of system (5.24) its derivative has
the form

ee
VP D e > .PAL C AL >
P /e 2. Sgn.W C e/ C f /D > P e:
The following statement is proved in [109].
in
Statement 5.10. If Assumptions A.1–A.6 are fulfilled for the system (5.9) (and the
system does not have invariant zeros), then there exist matrices P; Q > 0 as well as
parameters of the observer W and L satisfying the system of equations
ng

>
PAL C AL P D Q;
D > P D W C:
le

In this case, VP < V;  D const> 0.

ro

The authors of [45] proposed a procedure of constructing the matrices W and L for
the observer of form (5.23) which have a more general form of stabilizing control
nt

v D G Sgn.Wy Q
W C x/

with a varying matrix G instead of the fixed one D in [109].

The drawbacks of this method are additional constraints imposed on the signal f .t/.
co

5.5 Static and unstatic methods of estimation

under the conditions of uncertainty
5.5.1 Observers for square systems with uncertainty
The methods of construction of asymptotic observers for systems with uncertainty
(5.1) described above essentially used Assumption A.3 stating that the number of out-
puts l exceeds m which is the dimension of the unknown input f .t/. Let us consider
 5.5 Methods of estimation under uncertainty conditions 151

now a situation where these dimensions coincide, i.e., l D m. Systems of this kind
are traditionally called square systems since, in this case, the transfer matrix of sys-
tem (5.1)
W .s/ D ŒC.sI A/ 1 D 2 C ll
from uncertainty f .t/ to output y.t/ is square.
Scalar systems with the first relative order. We begin with considering a more
simple case of a scalar system, i.e., a system with scalar input f .t/ and output y.t/
(i.e., l D m D 1). As before, without loss of generality, we assume that u.t/  0 since
the effect produced by the known input can always be compensated in the observer.

.ir
Thus, we consider a system ´
xP D Ax C Df
(5.25)

rs
y D C x;
where A 2 Rnn , D 2 Rn1 , C 2 R1n . The transfer function from the input f to

ee
the output y
ˇm .s/
W .s/ D C.sI A/ 1 D D (5.26)
˛n .s/
in
is defined for this system. Here ˇm .s/ and ˛n .s/ are polynomials of s of the corre-
sponding degrees m and n. In this case
ng
˛n .s/ D det.sI A/ D s n C ˛n s n 1
C


C ˛1 (5.27)

is a characteristic polynomial of the matrix A, and the polynomial

le

ˇm .s/ D ˇmC1 s m C ˇm s m 1
C


C ˇ1 (5.28)

is a characteristic polynomial of the zero dynamics of the system which is a determi-

ro

nant of the Rosenbrock matrix

 
sI A D
nt

ˇm .s/ D det :
C 0

The relative order of system (5.25) is the number r D n m which is defined by the
co

relations

CD D 0; CAD D 0; : : : ; CAr 2
D D 0; CAr 1
D D ˇmC1 ¤ 0: (5.29)

For system (5.25) we assume that its zero dynamics is asymptotically stable, i.e., ˇm .s/
is a Hurwitz polynomial. In this case, the system is of minimal phase. In addition, we
shall assume that the pair ¹C; Aº is observable and the pair ¹A; Dº is controllable, i.e.,
system (5.25) is in the general position.
In the general case the condition CD ¤ 0 is fulfilled for system (5.25) (without loss
of generality we assume that CD D 1 which can always be achieved by normalizing
152 5 Asymptotic observers for linear systems with uncertainty

the output), i.e., the relative order of the system r D 1, and then deg.ˇm .s// D m D
n 1. Since the pair ¹A; Dº is controllable, system (5.25) can be reduced, by means
of nonsingular change of coordinates, to the controllable canonical representation
0 1
0 1 0 ::: 0 0 1
0
B 0 0 1 ::: 0 C B :: C
B C B:C
ADB B: : : : : : : : : : : : : : : : : : : : : : : : : : :C ; D D B
C C ; C D .ˇ1 ; : : : ; ˇn /;
@0A
@ 0 0 0 ::: 1 A
˛ ˛ ˛ ::: ˛ 1
1 2 3 n

here CD D ˇn D 1. We carry out a standard change of coordinates with the iso-

.ir
lation of zero dynamics of the system for which purpose we pass from the coordi-
nates .x1 ; : : : ; xn /> to coordinates .x1 ; : : : ; xn 1 ; y/> . Since ˇn D 1, it follows that

rs
y D ˇ1 x1 C


C ˇn 1 xn 1 C xn , and therefore, in the new coordinates, the system
assumes the form
8

ee
ˆ
ˆ xP 1 D x2
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ xP 2 D x3
ˆ
ˆ
ˆ ::
:
<
in
(5.30)
ˆ
ˆ
ˆ
ˆ xP n 2 D x n 1
ˆ
xP n 1 D ˇ1 x1 ˇ2 x2


ˇn 1 xn 1 C y
ˆ
ng
ˆ
ˆ
ˆ
ˆ
ˆ
yP D 1 x1 2 x2


n 1 xn 1 n y C f;
:

where n D .ˇn 1 ˛n /, i D n ˇi C ˇi 1 ˛i , i D 1; : : : ; n 1. Note that the

le

first .n 1/ equations of system (5.30) describe the zero dynamics of the system which
does not depend explicitly on the unknown disturbance f .t/. In order to reconstruct
the first .n 1/ coordinates of system (5.30) we use the observer
ro

8 P
ˆ
ˆ xQ 1 D xQ 2
ˆ
::
nt

ˆ
ˆ
:
<
(5.31)
ˆ
ˆ
ˆ x PQ n 2 D xQ n 1
co

ˆ
ˆ
xPQ n 1 D ˇ1 xQ 1 ˇ2 xQ 2


ˇn 1 xQ n 1 C y:
:

In this case, the observation error e 0 D x 0 xQ 0 (where x 0 D .x1 ; : : : ; xn 1 /> , xQ 0 D

.xQ 1 ; : : : ; xQ n 1 /> ) satisfies the equation
8
ˆ
ˆ eP1 D e2
ˆ
ˆ
ˆ ::
:
<
ˆ
ˆ
ˆ
ˆ ePn 2 D en 1
ˆ
ePn D ˇ1 e1 ˇ2 e2


ˇn 1 en 1 :
:
1
 5.5 Methods of estimation under uncertainty conditions 153

It is obvious that the characteristic polynomial of this linear system coincides with
0
Pn 1 e ! 0 exponentially
ˇm .s/, and, since the latter polynomial is a Hurwitz polynomial,
as t ! 1. The estimate for xn is given by xQ n D y Q i . Thus we have the
i D1 ˇi x
following statement.

Theorem 5.11. Suppose that system (5.25) is in the general position, has the first
relative order, and is of minimal phase. Then observer (5.31) reconstructs the unknown
part of the phase vector exponentially precisely.

Remark 5.12. The rate of convergence of the observer is defined by the polynomial

.ir
ˇm .s/ and cannot be changed.

Remark 5.13. The dimension of observer (5.31) is equal to .n 1/ and coincides

rs
with the dimension of the Luenberger observer for fully determined systems.

Remark 5.14. In the case where no constraints are imposed on the disturbance f .t/,

ee
the requirement of stability of zero dynamics of system (5.25) is necessary for solving
an observation problem.
in
Indeed, let the polynomial ˇm .s/ be unstable. Let us consider a system in form
(5.30) for the special case of disturbance
ng
f .t/ D 1 x1 C 2 x2 C


C n 1 xn 1 C n y:

Then yP  0, i.e., y.t/  const. In this case, any two initial states .x10 .0/; : : : ; xn0 1 .0/;
y.0//> and .x200 .0/; : : : ; xn00 1 .0/; y.0// generate the same output
le

y.t/ D y.0/ D const; t 0

ro

and are indistinguishable, and the difference e.t/ D x 0 .t/ x 00 .t/ between the solu-
tions of the system corresponding to these initial states satisfies the equations
nt

8
ˆ
ˆ eP1 D e2
ˆ
ˆ
ˆ ::
:
ˆ
co

ˆ
ˆ
<
ˆ ePn 2 D en 1
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ ePn 1 D ˇ1 e1


ˇn 1 en 1
ˆ
ePn D 0;
:

and, since ˇm .s/ is unstable,

e.t/ ! 1 as t ! 1:

Thus, two exponentially different solutions are indistinguishable.

154 5 Asymptotic observers for linear systems with uncertainty

The transformations of the system carried out in the proof of Theorem 5.11 can be
conveniently written in block form, We denote by x 0 D .x1 ; : : : ; xn 1 /> the .n
1/-
0
dimensional part of the phase vector. When we pass from the coordinates xxn to
0
coordinates xy the system assumes form (5.30) which can be written in block form

xP 0 D A11 x 0 C A12 y
´
.5:300 /
yP D A21 x 0 C A22 y C CDf;

where

.ir
0 1
0 1 0 ::: 0
B 0 0 1 ::: 0 C

rs
.n 1/.n 1/
B C
A11 D B: : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B
C2R ;
@ 0 0 0 ::: 1 A
ˇ1 ˇ2 ˇ3 : : : ˇn 1

ee
0 1
0
B :: C
A12 D B : C 2 R.n 1/1 ; A21 D . 1 ; : : : ; n 1 / 2 R1.n 1/ ; (5.32)
B C
@0A
in
1
A22 D 2 R11 ; CD D 1:
ng
n

The matrix A11 defines the zero dynamics of the system and in representation (5.300 )
has the form of a companion matrix of the polynomial ˇn 1 .s/.
le

In the case of square systems with vector input f and output y (i.e., l D m > 1), if
the system is in the general position and CD is a full-rank matrix (i.e., det CD ¤ 0),
then, by a standard nonsingular transformation the system can also be reduced to form
ro

(5.300 ) with the only difference that the matrices Aij have other dimensions, namely,

A11 2 R.n l/.n l/

A12 2 R.n l/l
A21 2 Rl.n l/
A22 2 Rll : (5.33)
nt

; ; ;

In this case, the matrix A11 defines, as before, the zero dynamics of the system and, in
co

the case of minimal phase, i.e., if A11 is a Hurwitz matrix, the problem is solved by
the observer
xPQ 0 D A11 xQ 0 C A12 y (5.34)

similar to observer (5.31) (and coinciding with it for l D m D 1). The dimension of
this observer is equal to .n l/, i.e., coincides with the dimension of the Luenberger
observer. The observer reconstructs .n l/ components of the phase vector, the other
components in representation (5.300 ), which depend explicitly on the disturbance f .t/,
being a measurable output y.t/ 2 Rl . Thus, Theorem 5.11 can be generalized to vec-
tor square systems.
 5.5 Methods of estimation under uncertainty conditions 155

Theorem 5.110 . Suppose that system (5.25) is in the general position, is square (i.e.,
l D m), and is of minimal phase, det CD ¤ 0. Then observer (5.34) reconstructs the
unknown part of the phase vector exponentially precisely.
Scalar systems with an arbitrary relative order. In the synthesis of the observers
described above an essential part is played by the nondegeneracy of the matrix CD. In
the case where this matrix is degenerate, the solution of the problem becomes consid-
erably more difficult. Let us consider in detail this case for scalar systems, i.e., where
l D m D 1. In this case CD 2 R. The degeneracy of CD means that CD D 0, i.e.,
the relative order of the system r > 1. The polynomial ˇ.s/ is of degree .n r/ and

.ir
the vector C has, correspondingly, the form
C D .ˇ1 ; : : : ; ˇn r ; ˇn rC1 ; 0; : : : ; 0/:

rs
In the case where the relative order is equal to r, the first nonzero coefficient in the
chain (5.29) is CAr 1 D D ˇn rC1 . Without loss of generality, we assume that
CAr 1 D D ˇn rC1 D 1 (this can always be achieved by normalizing the out-

ee
put y.t /). Then
y D ˇ1 x1 C ˇ2 x2 C


C ˇn r xn r C xn rC1 :
in
Suppose that system (5.25) is in the general position and is reduced to the canonical
form of controllability. We carry out for it a standard transformation with the isolation
of zero dynamics, for which purpose we pass from the coordinates .x1 ; : : : ; xn /> to
ng

coordinates .x1 ; : : : ; xn r ; y1 ; : : : ; yr /> , where

y1 D C x D y
le

y2 D CAx D yP
::
:
ro

yr D CAr 1
x D y .r 1/
:
nt

In the new coordinates the system assumes the form

8
ˆ xP 1 D x2
ˆ
co

ˆ
ˆ
ˆ ::
:
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ xP n r 1 D xn 2
ˆ
< xP n r D ˇ1 x1


ˇn r xn r C y
ˆ
(5.35)
ˆ
ˆ
ˆ yP1 D y2
ˆ
ˆ
ˆ ::
:
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
yPr D yr
ˆ
ˆ
ˆ
ˆ 1
ˆ
: 0 0 00 00
yPr D 1 x1 C


C n r xn r C 1 y1 C


C r yr C f;
156 5 Asymptotic observers for linear systems with uncertainty

where i0 and i00 are constants defined uniquely by the parameters of the original sys-
tem.
Representation (5.35) is an analog of representation (5.30) for systems with a rela-
tive order r. For this representation we can also use the block form of notation. We
denote x 0 D .x1 ; : : : ; xn r /> , y 0 D .y1 ; : : : ; yr /> , and then
0 0
8²
< xP D A11 x C A12 y
ˆ
.5:350 /
yP 0 D A21 y 0 C B 0 .f C N 0 x 0 /
: y D y D C 0y 0;
ˆ
1

.ir
where
0 1
0 1 0 ::: 0

rs
B 0 0 1 ::: 0 C
.n r/.n r/
B C
A11 D B B : : : : : : : : : : : : : : : : : : : : : : : : : C2R
: : : :C ;
@ 0 0 0 ::: 1

ee
A
ˇ1 ˇ2 ˇ3 : : : ˇn r
0 1
0 1
0 0 1 0 ::: 0
B :: C B 0 0 1 ::: 0 C
in
B:C .n r/1
B C rr
A12 DB C2R ; A21 D B: : : : : : : : : : : : : : : : : : : : : : : : : : :C
B
C2R ;
@0A @ 0 0 0 ::: 1 A
ng
1 00 00 00
: : : 00
1 2 3 r
0 1
0
B :: C
B 0 D B : C 2 Rr1 ; N 0 D . 10 ; : : : ; n0 r / 2 R1.n r/ ;
le

B C
@0A
1
ro

C 0 D .1; 0; : : : ; 0/ 2 R1r :

The matrix A11 defines the zero dynamics of the system and
nt

det.sI A11 / D ˇn r .s/ D sn r

C ˇn rs
n r 1
C


C ˇ1 :
co

If ˇn r .s/ is a Hurwitz polynomial (i.e., the system is of minimal phase), then the first
.n r/ unknown coordinates x 0 are reconstructed by the observer

xPQ 0 D A11 xQ 0 C A12 y (5.36)

which differs from observer (5.34) only by the dimension. One more coordinate
y1 D y is known since it coincides with the output of the system being measured.
However, for r > 1 a problem arises of reconstruction of the remaining .r 1/ coor-
dinates y2 ; : : : ; yr which, in fact, are the derivatives of the output of the corresponding
orders. There are several approaches to the solution of this problem.
 5.5 Methods of estimation under uncertainty conditions 157

We shall describe two of them following [10] and [14].

The first approach proposed in [10] is based on the use of linear feedback with the
hierarchy of amplification factors. Let us consider it in greater detail.
We shall begin with the case of a system with the maximal relative order r D n. In
this case system (5.350 ) has the form
´ 0
yP D A21 y 0 C B 0 f
(5.37)
y D y1 ;
the dimension of zero dynamics of the system is zero (i.e., ˇ.s/ D 1). For solving the

.ir
problem we shall use a standard full-dimensional observer
yQP 0 D A21 yQ 0 L.C 0 yQ 0 y/; (5.38)

rs
the observation error e D yQ 0 y 0 satisfies the equation
eP D .A21 LC 0 /e B 0 f D AL e B 0 f: (5.39)

ee
Note that the pair ¹C 0 ; A21 º is observable, and therefore, by choosing the vector L 2
Rn1 , we can define the spectrum of the matrix AL arbitrarily.
Let us prove an auxiliary statement.
in
Lemma 5.15. Suppose that the matrix AL 2 Rnn is such that its spectrum can be de-
ng
fined arbitrarily. We denote the coefficients of decomposition of the matrix exponential
by ˛i .t /; i D 0; : : : ; n 1:
n 1
X
e AL t D i
˛i .t/AL :
le

i D0

Then, for any  > 0, the spectrum Spec¹AL º can be chosen such that the estimate
ro

Ni e t
j˛i .t/j  ; i D 0; : : : ; n 1; (5.40)
i
nt

where Ni D const > 0 and does not depend on , is valid for all ˛i .t/.

Proof. Let Spec¹AL º D ¹1 ; : : : ; n º. We choose i such that i ¤ j for i ¤ j .

co

Then ˛i .t / will satisfy the system of equations [31]

n 1
X
ji ˛i .t/ D e j t ; j D 1; : : : ; n: (5.41)
i D0

We introduce notation
e 1 t
0 1 0 1
1 1 : : : n1 1 ˛0 .t/
0 1

M D @: : : : : : : : : : : : : : : : :A I ˛.t/ D @ ::: A I R D @ ::: A :

B C B C
1 n : : : nn 1 ˛n 1 .t/ e n t
158 5 Asymptotic observers for linear systems with uncertainty

Then we can write system (5.41) in the form

M˛.t/ D R: (5.42)

We choose the spectrum of AL such that i D N i , where N i < 0, jN 1 j D 1; jN i C1 j >
jN i j, i D 1; : : : ; n 1, i.e., the spectrum of AL is “proportional” with an amplification
factor  > 0 to a certain fixed, real, distinct, and stable spectrum ¹N 1 ; N 2 ; : : : ; N n º.
Then we can represent the matrix M in the form
0 1
1 1 0 ::: 0
1 N 1 : : : N n1 1 B
0

.ir
0  ::: 0 C N
M D @: : : : : : : : : : : : : : : : :A B
@: : : : : : : : : : : : : : : :A D M D :
C
N
1 n : : : n N n 1
0 0 : : : n 1

rs
Solving equation (5.42), we obtain

ee
˛.t/ D M 1 R D .MN D / 1 R D D 1 MN 1
R
0 1
1 0 ::: 0
B0 1 : : :
B C
0 C
in
DB
B  C N 1
C
B: : : : : : : : : : : : : : : : :C M R: (5.43)
B C
1 A
ng
@
0 0 :::
n 1

N
N
t ji j ,
Since e i t D e i t D e and jN i j  1 for i D 1; : : : ; n, the estimate
le

t
jR.t/j  r0 e ; t > 0;
ro

is obvious for the vector R. Taking into account this inequality and also the fact that
the matrix MN 1 does not depend on , we find from (5.43) that
nt

1 ˇˇ N 1 ˇˇ e t ˇˇ N 1 ˇˇ Ni e t
j˛i .t/j D M R  r0 M D ;
i i i i
i
co

where MN i 1
is the i th row of the matrix MN 1. The lemma is proved. 

For solving an observation problem, we shall use, as was indicated above, a stan-
dard full-dimensional observer (5.38) and choose the spectrum of the matrix AL in
accordance with Lemma 5.15, i.e.,

Spec¹AL º D ¹N 1 ; : : : ; N n º; N i < 0; i D 1; : : : ; n;  > 0;

(5.44)
jN 1 j D 1; jN i C1 j > jN i j; i D 1; : : : ; n 1:

Then the following statement holds true.

 5.5 Methods of estimation under uncertainty conditions 159

Theorem 5.16. Suppose that system (5.25) is in the general position, its relative order
r D n, the system is reduced to the canonical form (5.37). Suppose, in addition, that
the unknown input f .t/ is uniformly bounded by the known constant F0 , i.e., jf .t/j 
F0 for t  0.
We choose the feedback vector L in observer (5.38) such that the spectrum of the
matrix AL should satisfy conditions (5.44). Then the observation error e D yQ 0 y 0
satisfies the estimate
K2
je.t/j  K1 e t C ; (5.45)

where the constant K2 does not depend on the amplification factor .

.ir
Proof. As was shown above, when we use observer (5.38), the observation error satis-
fies equation (5.39), i.e.,

rs
eP D AL e B 0 f;
and we can find e.t/ using the Cauchy formula for solving the linear equation

ee
Z t Z t
AL t AL .t / 0 AL t
e.t / D e.0/e e B f ./ d  D e.0/e e AL  B 0 f .t / d :
0 0
in
Let us estimate the norm of the vector e.t/
ˇ ˇˇ t A  0
Z ˇ
ng
AL t ˇ
ˇ
je.t/j  e.0/e Cˇ e L B f .t /ˇ d :
ˇ ˇ
0

We choose L such that the spectrum of AL should satisfy conditions (5.44). In this
case AL is a Hurwitz matrix and the estimate
le

je AL t j  K0 e t
;
ro

where K0 D const > 0 (generally speaking, depends on ), holds for e AL t . Moreover,
the expansion
n 1
nt

X
e AL  D i
˛i ./AL ;
i D0
co

where the functions ˛i ./ satisfy estimates (5.40), holds for the matrix exponential (by
virtue of the choice of the spectrum of AL ). Then we have an estimate
n 1
ˇZ t X ˇ
t i
je.t /j  je.0/jK0 e Cˇ ˛i ./AL B 0 f .t /ˇ d 
ˇ ˇ
0 i D0

n 1Z
X t 
t i
 je.0/jK0 e C j˛i ./j
jAL B 0 j
jf .t /j d 
i D0 0

for je.t /j.

160 5 Asymptotic observers for linear systems with uncertainty

i
Let us consider in greater detail the structure of the matrices AL B 0 . In accordance
0
with (5.35 ), the explicit representations of the matrices are given:
0 1
0 1
0 0 1 0 ::: 0 0 1
l1 ./ 0 : : : 0
B :: C B 0 0 1 ::: 0 C B l2 ./ 0 : : : 0C
B0 D B : C ;
B C
AL D B: : : : : : : : : : : : : : : : : : : : : : : : : : :C @: : : : : : : : : : : : : : : :A :
B C B B C
@0A C
@ 0 0 0 ::: 1 A
1 00 00 00 00 ln ./ 0 : : : 0
1 2 3 ::: n

Here li ./ are components of the feedback vector L; note that only they depend on

.ir
the choice of . It follows from the form of the matrix AL that .AL /0 D In does not
depend on  and in matrix .AL /1 only the first column depends on . Let us consider
in greater detail the square .AL /2 . We have

rs
0 1
l1 ./ 1 0 ::: 0
l2 ./ 0 1 ::: 0 C

ee
B
2
B C
.AL / D B B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
C
@ ln 1 ./ 0 0 ::: 1 A
00 00 00 00
. ln ./ 1/ 2 3 ::: n
in
0 1
l1 ./ 1 0 ::: 0
B l2 ./ 0 1 ::: 0 C
ng
B C
 B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
B
C
@ ln 1 ./ 0 0 ::: 1 A
00 00 00 00
. ln ./ 1/ 2 3 ::: n
le

0 1
 l1 ./ 1 0 ::: 0
B l2 ./ 0 1 ::: 0 C
B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
ro

DBB C
B  l n 2 ./ 0 0 : : : 1 C
C
@ . ln 1 ./ 00 00 00 00
2/ ::: A
3 4 n 1
00 00 00 00 00 00 00 00 00 00 00 00
 . ln ./ 1 C 2 n / . 2 C 3 n / . 3 C 4 n / : : : . n 1 C n n /
nt

0 1
  1 0 ::: 0
B  0 1 ::: 0 C
co

B C
B: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :C
DBB C;
B  0 0 ::: 1 C
C
@  00 00 00
3 4 ::: n 1
A
00 00 00 00 00 00 00 00 00
  . 2 C 3 n/ . 3 C 4 n/ ::: . n 1 C n n /;

where the sign  denotes elements dependent on . It follows that in the matrices
.AL /2 only the first two columns depend on . Continuing explicit computations, we
i
find that in the matrices AL only the first i columns depend on  (i D 1; : : :; n 1).
The multiplication of the matrix by the column B 0 gives the last column of the matrix.
i
Since for all i D 1; : : : ; n 1 the last columns of the matrix AL do not depend on ,
 5.5 Methods of estimation under uncertainty conditions 161

it follows that
i
jAL B 0 j D Qi ;
where Qi are constants which are independent of  and are defined only by the param-
eters of the system. Taking this fact into account, as well as the uniform boundedness
of f .t / and estimates (5.40) for the functions ˛i .t/, we have the following estimate
for the measurement error e.t/:
n 1 t
Ni
X Z
t 
je.t /j  je.0/jK0 e C Qi F0 i e d
 0
i D0

.ir
n 1 n 1
t
X F0 Ni Qi .1 e t / t 1 X F0 Ni Qi
D je.0/jK0 e C  je.0/jK0 e C :
i   i

rs
i D0 i D0

Without loss of generality, we assume that    > 0. Then

n 1 n 1

ee
X F0 Ni Qi X F0 Ni Qi
 D K2 ;
i . /i
i D0 i D0
where the constant K2 does not depend on the choice of the amplification factor . We
in
denote je.0/jK0 D K1 and find the final estimate
t K2
je.t/j  K1 e C :
ng

The theorem is proved. 

Corollary 5.17. It follows from estimate (5.45) that when defining the spectrum of the
le

matrix AL from condition (5.44), by the choice of a sufficiently large factor  > 0 we
can make the estimation error in the asymptotics smaller than any preassigned value.
ro

Corollary 5.18. The constant K1 in estimate (5.45) depends on the unknown initial
deviation e.0/ and on . Moreover, K1 ! 1 as  ! 1.
nt

Therefore observers (5.39) for large values of the factor  are characterized by
an “initial burst” when the error “quickly” increases at the initial moment and then
“quickly” decreases, and then keeps in the given range.
co

Corollary 5.19. Conditions (5.44) establish the hierarchy of the coefficients of the
feedback matrix L according to the degrees of the amplification factor . The coeffi-
cients li ./ have the simplest form in the case where all i00 D 0, i.e., A21 from (5.37)
has the form 0 1
0 1 0 ::: 0
B0 0 1 : : : 0C
B C
A21 D B B: : : : : : : : : : : : : : :C :
C (5.46)
@0 0 0 : : : 1A
0 0 0 ::: 0
162 5 Asymptotic observers for linear systems with uncertainty

Then
0 1
l1 ./ 1 0 : : : 0
B l2 ./ 0 1 : : : 0C
0
B C
AL D A21 LC D B
B: : : : : : : : : : : : : : : : : : : : : : :C ;
C
@ ln 1 ./ 0 0 : : : 1A
ln ./ 0 0 : : : 0
det.sI AL / D s n C l1 ./s n 1
C


C ln ./:

.ir
We choose a set N i from condition (5.44) This set is associated with the Hurwitz
polynomial
n

rs
Y
N
'.s/ D .s N i / D s n C lN1 s n 1 C


C lNn : (5.47)
i D1

ee
Then the set N 1 ; : : : ; N n is associated with the polynomial

n
Y
'.s/ D .s i / D s n C lN1 s n 1
C 2 lN2 s n 2
C


C n lNn :
in
i D1
ng
Thus, for spec¹AL º D ¹N 1 ; : : : ; N n º for the matrix A21 from (5.46), the feedback
vector L in observer (5.38) should be chosen in the form

L D .lN1 ; 2 lN2 ; : : : ; n lNn /> ; (5.48)

le

whence we see the hierarchy of the coefficients li ./ according to the degrees of the
ro

parameter  mentioned above.

If the matrix A21 has a more complicated structure, i.e., i00 ¤ 0, then the feedback
vector L will also have a form more complicated than (5.48) We can easily verify that
nt

in this case
li ./ D i lNi C lQi ./ D i lNi C o.i /;
co

where lQi ./ is a polynomial of  of a degree lower than i, i.e., li ./ is a polyno-
mial of  of a degree equal to i with the leading coefficient lNi . The other terms, the
polynomials lQi ./, can be found in explicit form from the coefficients j00 .
In practical applications, for simplicity, in observer (5.38) and for i00 ¤ 0 we can
use the vector L from (5.48). In this case det.sI AL / does not coincide with the
required polynomial .s/. However, as  ! 1, the spectrum of AL (with L from
(5.48)) tends to the given spectrum from (5.44), i.e., for    D const the spectrum
of AL becomes real and distinctive and, consequently, the asymptotic estimate (5.45)
is valid for the observation error.
 5.5 Methods of estimation under uncertainty conditions 163

5.5.2 Observers for systems with arbitrary relative order r > 1

The proposed approach to the construction of observers can be generalized to systems
with an arbitrary relative order.
Suppose that the relative order of the system is equal to r, where 1 < r < n. Then,
by a nonsingular transformation, the system can be reduced to form (5.350 )
0 0 0
8²
< xP D A11 x C A12 y
ˆ
yP D A21 y C B .f C N 0 x 0 /
0 0 0
: y D y D C 0y 0;
ˆ
1

.ir
where a part of the phase vector x 0 2 Rn r corresponds to the zero dynamics of the
system. If A11 is a Hurwitz matrix (i.e., the characteristic polynomial of zero dynamics

rs
ˇn r .s/ D det.sI A11 / is a Hurwitz polynomial, the system is of minimal phase),
then observer (5.36) reconstructs a part of the phase vector x 0 exponentially.
To reconstruct y 0 we use the method which was proposed when we contracted an

ee
observer for systems with maximal relative order, namely, we use an observer of the
form
yPQ 0 D A21 yQ 0 L.C 0 yQ 0 y/ C B 0 N 0 xQ 0 ; .5:49/
in
where xQ 0 is the estimate of x 0 from observer (5.36). The estimation error e.t/ D
.yQ 0 y 0 / 2 Rr satisfies the equation
ng
eP D AL e B 0 .f N 0e0/

which differs from equation (5.39) by its dimension and the presence of an exponen-
tially decreasing term e 0 .t/ D xQ 0 x 0 , i.e., the error of observer (5.36). By analogy
le

with Theorem 5.16, we choose a vector L 2 Rr1 such that

Spec¹AL º D ¹N 1 ; : : : ; N r º; N i < 0; i D 1; : : : ; r;

ro

 > 0;
jN 1 j D 1; jN i C1 j > jN i j; i D 1; : : : ; r 1:
nt

Then, carrying out estimates as we did in the proof of Theorem 5.16, we obtain an
estimate for the observation error e.t/
co

t K2 ıt
je.t/j  K1 e C C K3 e ;

where, as before, K2 D const does not depend on  and the constant ı > 0 character-
izes the degree of stability of the polynomial ˇn r .s/ (i.e., the degree of stability of
the zero dynamics of the system)

Spec¹A11 º D ¹ı1 ; : : : ; ır º; Re.ıi / < ı; i D 1; : : : ; r:

Consequently, choosing the parameter  > 0 sufficiently large, we can make in

asymptotics an estimation error e.t/ smaller than any preassigned value.
164 5 Asymptotic observers for linear systems with uncertainty

Observers (5.36) and (5.49) together form an observer of full order n for a minimal-
phase system with an arbitrary relative order. In this case, a part of the phase vector
is reconstructed exponentially precisely and another part with the preassigned accu-
racy. All corollaries of Theorem 5.16 which were made for systems with the maximal
relative order are valid for observer (5.49).

Conclusion
In Chap. 5 we considered the problem of synthesis of asymptotic observers for linear
stationary systems under the conditions of uncertainty. When solving this problem we

.ir
can distinguish two cases, namely, hyperoutput systems (when the dimension of the
output exceeds that of the unknown input) and square systems (when these dimensions
coincide).

rs
For hyperoutput systems two approaches to solving the problem are proposed,
namely, the method of quasisplitting and the method of pseudoinputs. These two

ee
methods allow us to obtain a solution of the problem under the same requirements
set for the system. The main results are formulated in Theorem 5.1 and Theorem 5.3,
respectively. The proposed methods make it possible to solve a number of auxiliary
problems, in particular, the method of quasisplitting allow us to solve the problem of
in
synthesis of functional observers (Sec. 5.2) and the method of pseudoinputs allow us
to obtain a number of representations which are convenient for solving problems of
stabilization and observation under the conditions of uncertainty (Theorem 5.30 and
ng

Theorem 5.300 ).
In Sec. 5.5 we consider the problem of synthesis of observers for square systems.
We propose an approach to the solution of this problem based on the hierarchy of
le

feedback amplification factors which makes it possible to obtain an estimate of the un-
known phase vector with any preassigned accuracy, but this approach is not asymptotic
ro

(Theorem 5.16).
nt
co
 Chapter 6

Observers for bilinear systems

.ir
In this chapter we consider a problem of constructing observers for one of the classes
of nonlinear dynamical systems, namely, for bilinear systems of the form

rs
´
xP D Ax C uBx C vD
(6.1)
y D C x;

ee
where, as before, x 2 Rn is an unknown phase vector of the system, u 2 Rm and v 2
Rk are known inputs of the system, and y 2 Rl is the measurable output; A; B; C; D
are known constant matrices of the corresponding dimensions.
in
The necessity of considering observation problems for this class of systems is ex-
plained by the fact that upon the degeneration of the bilinearity matrices, i.e., the
ng
matrix B in (6.1), and the linear output, the synthesis of state observers and, corre-
spondingly, functional observers can be carried out by the methods proposed in the
preceding chapters. In the absence of this degeneration the observation problem for
systems of form (6.1) is rather difficult. This is demonstrated by an example of planar
le

(i.e., for n D 2) bilinear systems.

Since the effect produced by the known input v.t/ can always be compensated in
ro

the observer, in what follows we shall consider bilinear systems of the form
´
xP D Ax C uBx
(6.2)
nt

y D C x:

The singularity of this system consists in the fact that for any matrices A; B, and C
co

this system loses controllability at the point x D 0.

6.1 Asymptotic observers of bilinear systems in the plane

Problem statement. We consider a standard observation problem for the bilinear
dynamical system (6.2), where x 2 R2 , A and B 2 R22 are known matrices with
constant coefficients; u 2 R is a scalar and, when necessary, known input function
O
of the system. We have to formulate an exponential estimate x.t/ of the phase vector
x.t / of system (6.2) using the continuous measurements of the scalar output y D C x,
166 6 Observers for bilinear systems

where C 2 R12 . This problem is a classical observation problem for controllable

dynamical systems. The complexity of its solution for a bilinear system in due to the
presence, on the right-hand side, generally speaking, of an alternating function u.t/.
We shall explain this fact. When we use the standard Luenberger observer

xPO D AxO C uB xO l.C xO y/ ug.C xO y/; (6.3)

where l and g are feedback parameters, the estimation problem reduces to the stability
of the system in deviations e D xO x

eP D Al e C uBg e; (6.4)

.ir
where Al D A lC , Bg D B gC , and the fact that Al and Bg are Hurwitz matrices
in the variable u.t/, does not imply, in general, the stability of the linear system (6.4)

rs
with matrix Al C u.t/Bg . It is shown in [8] that it suffices for Al D A lC to be
a Hurwitz matrix for the stability of system (6.4) for sufficiently small controls u.t/,

ee
but for “large”, even for uniformly bounded with respect to t, functions u.t/, the Lu-
enberger observer (6.3) does not already solve the problem. Therefore we should find
the means of eliminating the effect produced by the function u.t/ on the robustness of
the estimation processes.
in
Let us consider the algorithms of synthesizing the state observers of system (6.2)
which solve the problem exponentially precisely (as close to the preassigned degree
ng
of stability as possible) for any uniformly, with respect to t, bounded input functions,
i.e., under the condition
ju.t/j  u0 ; t  0: (6.5)
For our purpose we shall prove some auxiliary statements. For the two-dimensional
le

bilinear system (6.2), without loss of generality, we shall consider, as can be assumed,
that rank B D 1, i.e., B D bh, where b and h are known vector column and vector
ro

row, respectively.
Indeed, we take a row h such that det Ch ¤ 0. Let b 1 and b 2 be columns of the



1
1 1 00
1 2
matrix BO D Ch B Ch . Denoting b 0 D Ch
b , b D Ch



b , we rewrite
nt

system (6.2) in the form

xP D Ax C ub 0 hx C ub 00 y:
co

In this case, using the auxiliary system

xPQ D AxQ C ub 0 hxQ C ub 00 y (6.6)

we reduce the problem of estimating the phase vector x D xQ C e to the observation

problem for the system in deviations
Q
eP D Ae C uBe; BQ D b 0 h; (6.7)

where rank BQ D 1.
To make the further references more convenient, we give the following statement.
 6.1 Asymptotic observers of bilinear systems in the plane 167

Lemma 6.1. The relation

     
C C C
det D det C u det (6.8)
CAu CA CB

holds for the arbitrary .2  2/ matrices Au D A C uB and the row C 2 R12 .

If, in addition, the factorization B D bh is valid, then
     
C C C
det D det C u.C b/ det : (6.9)
CAu CA h

.ir
The proof can be carried out by a direct verification.
The following lemma is useful for synthesizing observers.

rs
Lemma 6.2. Suppose that the triple ¹C; A; bº is in the general position1 and the con-
dition det A D det. I A/ ¤ 0 is fulfilled for

ee
CA 1 b
 D  D det A: (6.10)
Cb
Then the row
in
d D CA1 (6.11)
 
C
is orthogonal to the vector b, i.e., d b D 0, and, in addition, det ¤ 0.
ng
d

Proof. By virtue of the Hamilton–Cayley theorem we have

A2
le

A tr A C I det A D 0:

Then
ro

1
A I tr A C A det A D 0
for any nondegenerate matrix A including A for all  … spec¹Aº. Let us premultiply
this identity by C and postmultiply it by b for A ,
nt

CA b C b tr A CA 1 det A b D 0:

co

Note that by virtue of the choice of  from (6.10) we have

CA b C b tr A D C. I A/b C b tr. I A/

 
D C b CAb C b2 C C b tr A D CAb C C b tr A C b
1
D C. A C I tr A A det A/b D 0

and, hence, d b D 0, where d is defined in (6.11).

1 Note that we speak about two-dimensional vectors and .2  2/ matrices, and, in addition, det A ¤ 0,
C


C b ¤ 0, det CA ¤ 0, and det.b; Ab/ ¤ 0.
168 6 Observers for bilinear systems

For proving the second statement we should note that d D CA1 D det1A .CA
C tr A/, and therefore    
C 1 C
det D det
d det A CA
 
and, by virtue of the conditions of the lemma, det dC ¤ 0. Lemma 6.2 is proved.

Remark 6.3. If the triple ¹C; A; bº is in the general position, then we can introduce
for it a transfer function
ˇ.s/

.ir
W .s/ D C.sE A/ 1 b D
˛.s/
with deg.ˇ.s// D 1 in the conditions of the lemma. In this case  is the zero of the

rs
transfer function, i.e., ˇ. / D W . / D 0.
Indeed, under the conditions of Lemma 6.2

ee
ˇ.s/ D ˇ2 s C ˇ1 ; ˛.s/ D s 2 C ˛2 s C ˛1 ;

and ˛1 D det A, ˛2 D tr A but ˇ2 D C b. In addition, W .0/ D ˇ1 =˛1 D CA 1 b.

in
It follows immediately that ˇ1 D CA 1 b
det A and the root of the numerator ˇ.s/
is defined by the relation
ng

ˇ1 CA 1 b
sD D det A D  :
ˇ2 Cb
Conditions of observability uniform with respect to t. The system under consid-
le

eration is observable uniformly with respect to t  0 if

ro

ˇ  ˇ
ˇ C ˇ
ˇ > 0:
min ˇdet
ˇ (6.12)
t 0 C.A C u.t/B/ ˇ
nt

Since      
C C C
det D det C uC b det
CAu CA h
co

according to Lemma 6.1, where u.t/, in general, is an arbitrary uniformly bounded

function (satisfying condition (6.5)), we can easily make sure that the following state-
ment is valid.

Theorem 6.4. The bilinear system xP D Ax C ubhx in the plane with a scalar output
e D C x and an arbitrary bounded function ju.t/j  u0 is uniformly, with respect to t ,
observable if and only if
   
C C
det C u.t/C b det ¤ 0; t  0:
CA h
 6.1 Asymptotic observers of bilinear systems in the plane 169

From this statement we can obtain sufficient and necessary conditions of uniform
observability.

Lemma 6.5.
1ı . The pair ¹C; A C ubhº, where ju.t/j  u0 , is observable uniformly with respect
to t if one of the following

conditions is
ˇfulfilled: ˇ
(a) C b ¤ 0, det h ¤ 0, det CA ˇ > u0 jC bj ˇdet Ch ˇ,
C
ˇ
C

ˇ
ˇ
(b) the pair ¹C; Aº is observable and the vectors C and h are collinear,
(c) the pair ¹C; Aº is observable and C b D 0;
2ı . If the pair ¹C; A C ubhº, where ju.t/j  u0 , is observable uniformly with

.ir
respect to t, then the pair ¹C; Aº is observable.
Thus, in the case of the general position, the uniform observability is guaranteed if

rs
the constraint ˇ   ˇˇ
ˇ det C
ˇ
ˇ
ˇ CA ˇˇ

ee
u0 < ˇ (6.13)
ˇ
 ˇ
ˇ C b det C ˇ
ˇ ˇ
ˇ h ˇ
is fulfilled. In what follows, we shall call this condition by a condition of strict uniform
in
observability. If the problem is degenerate (conditions (b) and (c) of Lemma 6.5), then
the constraint imposed on the control u.t/ is absent.
ng
State observers for degenerate bilinear systems in the plane. We
shall begin the
consideration with the simplest case (b) of Lemma 6.5 where det Ch D 0. Without
loss of generality, we assume that y D z D hx (this can be achieved by normalization
le

of the input). In this case the problem is solved by an observer of the form

xPO D AxO C uby l.C xO y/; (6.14)

ro

where xO is the estimate of the phase vector, l is a feedback vector defined arbitrarily.
With due account of the relation y D z the estimation error " D xO x satisfies the
nt

equation
"P D Al "; Al D A lC: (6.15)
co

If the pair ¹C; Aº is observable, then, by choosing the vector l, we can define the
spectrum of the matrix Al arbitrarily, and, consequently, the following theorem is
valid.

Theorem 6.6. Suppose that the following conditions are fulfilled in the bilinear system
xP D Ax C ubhx
in the plane with a scalar output y D C xW
(1) det Ch D 0,
(2) the pair ¹C; Aº is observable.
Then observer (6.14) solves exponentially precisely the observation problem with
any preassigned exponent for any function u.t/.
170 6 Observers for bilinear systems

Remark 6.7. Generally speaking, there is no necessity in a full-dimensional observer

of form (6.14), the consideration can be restricted to an observer of the first order.
Somewhat later, when analyzing another degenerate case, we shall describe the tech-
nique of constructing such an observer of lowered order.
Let us consider case (c) from Lemma 6.5. In this situation C b D 0 and it is con-
P
venient to pass from the original variables x to a space of output derivatives .y; y/.
Setting y1 D y, y2 D y,
P we find an algebraic connection between the new and the old
variables in the form    
y1 C
D x:

.ir
y2 CA
If the pair ¹C; Aº is observable, as is assumed in what follows, we can take

rs
  1 
C y1
xO D ; (6.16)
CA yO2

ee
where yO2 is the estimate of the variable y2 , as the estimate of x.
O
In order to solve the problem, we find the equation of the bilinear system under
consideration in coordinates .y1 ; y2 /. We have
in
yP2 D yR D CAxP D CA2 x C uCAbhx
ng
(it is obvious that CAb ¤ 0 under the assumptions that we have made, since, other-
wise, b D 0). Since A2 D A tr A I det A, it follows that
  1 
C y1
yP2 D y1 det A C y2 tr A C uCAbh :
le

CA y2

To make the further computations simpler, we introduce notation

ro

  1
C
CAbh D .a1 ; a2 /: (6.17)
CA
nt

With this notation, the required system assumes the form

´
co

yP1 D y2
(6.18)
yP2 D .ua1 det A/y1 C .tr A C a2 u/y2 ;

with the observation equation

y D y1 : (6.19)
According to the traditions of a linear control theory, we take for system (6.18), (6.19)
an observer in the form
´
yPO1 D yO2 k2 .yO1 y/
(6.20)
yPO2 D .ua1 det A/y C .tr A C a2 u/yO2 k1 .yO1 y/;
 6.1 Asymptotic observers of bilinear systems in the plane 171

where k1 and k2 are the adjustable feedback parameters of the observer. However,
such an approach leads to a rather difficult problem of analysis of the stability of the
nonstationary system in deviations2 "1 D yO1 y1 , "2 D yO2 y2
´
"P1 D "2 k2 "1
(6.21)
"P2 D .tr A C a2 u/"2 k1 "1 :
Instead, we shall try to synthesize an observer of a lowered order, one-dimensional
in this case, and this will make essentially simpler the synthesis of the observer and
the analysis of its properties. For convenience, we shall rewrite (6.18) as

.ir
´
yP1 D y2
(6.22)
yP2 D .˛1 C a1 u/y1 C .˛2 C a2 u/y2 :

rs
Here we assume that ˛1 D det A, ˛2 D tr A. We introduce a new variable
 D y2 C dy1 ; (6.23)

ee
where d is a constant, different from zero, whose choice will be indicated below. Let
us pass to the new variables .y1 ; /. Then we have
P D Œ.˛1 C a1 u/ .˛2 C a2 u C d /d y1 C .˛2 C a2 u C d /:
in
Let us denote ˇ1 D .˛1 C a1 u/ .˛2 C a2 u C d /d , ˇ2 D ˛2 C a2 u C d . In this
notation the equations of the system being estimated in the variables .y1 ; / assume
ng

the form ´
yP1 D dy1 C 
(6.24)
P D ˇ1 y1 C ˇ2 ; y D y1 :
le

Since the variable y1 D y is known, it suffices to estimate only the variable . This
problem for ˇ2 < 0 is solved by the scalar observer
ro

PO D ˇ1 y C ˇ2 :
O (6.25)
Indeed, in this case the estimation error " D O  satisfies the scalar equation
nt

"P D ˇ2 "
which is exponentially stable with the defined exponent  > 0 if (by virtue of uniform
co

boundedness of u.t/)
d  ja2 ju0 tr A : (6.26)
To estimate the original phase vector x we use formula (6.16) which, with due account
of the introduced notation, assumes the form
  1 
C y
xO D : (6.27)
CA O dy
Thus, the following theorem is proved.
2 Later we shall give special attention to this problem.
172 6 Observers for bilinear systems

Theorem 6.8. Suppose that the following conditions are fulfilled in the bilinear system
xP D Ax C ubhx in the plane with a scalar observer y D C xW
(1) the pair ¹C; Aº is observable,
(2) C b D 0, CAb ¤ 0.
Then the problem of exponential estimation of the phase vector with a preassigned
exponent and with any bounded function u.t/ is solved by the observer
  1 
C y
xO D ; PO D ˇ1 y C ˇ2 ;
O
CA O dy

.ir
where the parameter d satisfies condition (6.26) (the values of the coefficients ˇ1
and ˇ2 were given above).

rs
Let us return to the above indicated problem of stability of the system of form (6.21),
i.e., ´
"P1 D "2 k2 "1

ee
(6.28)
"P2 D a.u/"2 k1 "1 ;
where, for brevity, we set a.u/ D tr A C a2 u.
We make a nondegenerate change of variables  D "2 k2 "1 , " D "1 (and will as-
in
sume that k2 D const, whereas the parameter k1 may be a function dependent on u.t/).
Then, instead of (6.28) we obtain
ng
´
"P D 
(6.29)
P D .k2 a.u// .k1 a.u/k2 /":
le

2
"2
Let us consider the Lyapunov function v D 2 C q 2 , q D const > 0. By virtue of
the system, its derivative
ro

vP D " C qŒ .k2 a.u// .k1 a.u/k2 /":

We set k1 .u/ D a.u/k2 C k10 , where k10 D const > 0. In this notation
nt

vP D .1 qk10 /" q2 .k2 a.u//;

co

and, upon the fulfillment of the conditions

k10 D 1=q; k2 > tr A C ja2 ju0  max a.u/; (6.30)

juju0

it follows that vP  0 and, according to the Barbashin–Krasovskii theorem (since the

manifold  D 0 does not contain integral trajectories), system (6.29) is asymptotically
stable, and this solves the observation problem.
It is clear that upon the requisite increase of the feedback parameters k10 and k2 we
can obtain any preassigned degree of stability of the observer (we omit the proof). The
following theorem is valid.
 6.1 Asymptotic observers of bilinear systems in the plane 173

Theorem 6.9. Suppose that the following conditions are fulfilled in the bilinear system
xP D Ax C ubhx in the plane with a scalar output y D C xW
(1) the pair ¹C; Aº is observable,
(2) C b D 0, CAb ¤ 0.
Then an observer of the form
´
yPO1 D yO2 k2 .yO1 y/
yPO2 D .ua1 det A/y C .tr A C a2 u/yO2 k1 .yO1 y/

with a variable coefficient k1 D .tr A C a2 u/k2 C k10 under the requisite choice of

.ir
constants k10 and k2 solves, exponentially precisely, the observation problem with any
preassigned exponent and for any bounded function u.t/.

rs
Let us finally consider the case (a) from Lemma 6.5. In this most general case, the
conditions

ee
  ˇ  ˇ  
C ˇ C ˇˇ C
C b ¤ 0; det ¤ 0; ˇdet
ˇ > u0 jC bj det
h CA ˇ h

are fulfilled.
in
In contrast to the preceding items, now the restriction imposed on the “amplitude”
of the control u.t / is essential. Let us consider some possibilities of synthesizing
ng
observers, they differ by the properties of the numerator of the transfer function

ˇ.s/
W .s/ D C.sE A/ 1 b D :
˛.s/
le

Note that C b ¤ 0, deg ˇ.s/ D 1, and therefore it is relevant to consider two ver-
sions:
ro

A. ˇ.s/ is a Hurwitz polynomial,

B. ˇ.s/ is a non-Hurwitz polynomial.
nt

Version A. In this situation, for estimating the phase vector of the bilinear system

xP D Ax C b u;
Q uQ D uhx
co

with observation y D C x, using a nondegenerate transformation, we reduce the sys-

tem to the canonical form
´
yP1 D y1 C y2
(6.31)
yP2 D ˛1 y1 C ˛2 y2 C C b u;
Q

where y D y2 is the output of the system and  < 0 is a root of the numerator of
the transfer function defined in Lemma 6.2 (˛1 and ˛2 are constants defined by the
parameters of the system).
174 6 Observers for bilinear systems

In order to reconstruct the phase vector .y1 ; y2 / and, consequently, the original vec-
tor x, it suffices to construct an observer for the first coordinate y1 since y2 is the
known output of the system.
Under these conditions we can use an observer of a lowered order
yPO1 D yO1 C y: (6.32)
In this case, the observation error " D yO1 y1 satisfies the equation
"P D "
which, obviously, is asymptotically stable. Thus we have the following theorem.

.ir
Theorem 6.10. Suppose that the following conditions are fulfilled for the bilinear sys-
tem xP D Ax C ubhx in the plane with a scalar output y D C x and an arbitrary

rs
bounded function ju.t/j  u0 W
(1) the pair ¹C; Aº is observable,

ee
(2) the pair ¹A; bº is controllable,
(3) C b ¤ 0,
(4) det Ch ¤ 0,

(5) the transfer function W .s/ D C.sE A/ 1 b is of minimal phase.

in
Then observer (6.32) solves the estimation problem exponentially precisely.

Remark 6.11. It should be noted that the degree of stability of the indicated observer
ng

cannot be chosen arbitrarily, as in the observers described above, but is defined by the
parameters of the system.
Version B. Suppose now that the numerator of the transfer function W .s/ D ˇ.s/ is
le

˛.s/
unstable. Then the observer of a lowered order indicated above cannot be used.
The possibility of estimation of the phase vector of the system is extended consider-
ro

ably if we use in the observer nonstationary feedback dependent on the function u.t/.
We shall show this. From the initial variables x D xx12 we pass to variables x D y ,

where y is the output being measured and  D dx, where the vector d is given in
nt

d ¤ 0 and the indicated change of coordinates is non-

Lemma 6.2. In this case, det C
degenerate.
For convenience, we introduce notation
co

  1   1
d d
C bh D .aQ 1 ; aQ 2 /; CA D .aO 1 ; aO 2 /:
C C
In this notation and with due account of the properties of the vector d indicated
in Lemma 6.2, the equations of the system being considered, in the new coordinates,
assume the form ´
P D  y
(6.33)
yP D .aO 1 C uaQ 1 / C .aO 2 C uaQ 2 /y;
where  is a number from Lemma 6.2.
 6.1 Asymptotic observers of bilinear systems in the plane 175

To estimate the phase vector, we use a full-dimensional observer

´
PO D O y k2 .yO y/
(6.34)
yPO D .aO 1 C uaQ 1 /O C .aO 2 C uaQ 2 /y k1 .yO y/;

where the choice of feedback parameters of the observer k1 and k2 will serve for
ensuring the exponential stability of the system in deviations
´
"P1 D "1 k2 "2
(6.35)

.ir
"P2 D a.u/"1 k1 "2 ;

where a.u/ D aO 1 C uaQ 1 , "1 D O , and "2 D yO y is the known output of the

rs
system.
We shall show that such a choice of parameters k1 and k2 is possible, moreover, it
can ensure any preassigned degree of the exponential stability of system (6.35).

ee
Note that under the conditions of strict uniform observability the function a.u/ is
alternating and, moreover,
0 < a  ja.u/j  a : (6.36)
in
Indeed, the condition of strict, uniform with respect to t, observability (6.13) is invari-
ant relative to a change of variables, and therefore, by virtue of system (6.33), where
ng

     
 1 0 h D .aQ 1 ; aQ 2 /
AD I bD I ;
aO 1 aO 2 1 C D .0; 1/
le

assumes the form ˇ   ˇˇ

ˇ det C
ˇ
ˇ
ro

ˇ CA ˇˇ jaO 1 j
u0 < ˇ  ˇ D ;
ˇ
ˇ C ˇ jaQ 1 j
ˇ C b det ˇ
h ˇ
nt

whence it follows immediately that the function a.u/ D aQ 1 u C aO 1 is of constant sign,

a D jaO 1 j jaQ 1 ju0 , a D jaO 1 j C jaQ 1 ju0 .
co

Obviously, for solving an observation problem it is sufficient that "1 ! 0. For k2 D

const this variable satisfies the equation

"R1 C ˛2 .u/P"1 C ˛1 .u/"1 D 0; (6.37)

where ˛2 .u/ D k1 , and ˛1 .u/ D k2 a.u/ k1 . In order to analyze the stability of
this equation, we use the Lyapunov function
 

V D "T P "; where "T D ."1 ; "P1 /; P D > 0:
176 6 Observers for bilinear systems

By virtue of the system the derivative of the function V has the form VP D "T D.u/",
where  
2˛1  2 1
D.u/ D :
 2 1 2. ˛2 /
For equation (6.37) to be exponentially stable with the defined exponent 2 > 0, it is
sufficient that, for all t  0, the matrix inequality

max.D.u/ C 2P / < 0 (6.38)

t>0

should be fulfilled which, by virtue of the Silvester criterion and the condition of strict

.ir
uniform observability, is equivalent to the inequalities

max . 2˛1 C 2/ < 0; min det.D.u/ C 2P / > 0: (6.39)

rs
juju0 juju0

In the sequel we assume that > 0, and then from (6.39) we have

ee

˛1 .u/ > D w1 > 0: (6.40)

Since [8]
in
det.D.u/ C 2P / D 42 det P C 2.tr D tr P tr PD/ C det D (6.41)
ng
and since we can easily make sure by a direct verification that det D D 4˛1 det P
. C ˛1 ˛2 /2 and tr D tr P tr PD D 2˛2 det P , it follows that the solution
of the posed problem is given by the following choice: k2 D k20
sgn.a.u// D const
(since the function a.u/) is of constant sign), k20 > 0, and k1 D k1 .u/ such that the
le

relation  C ˛1 ˛2 D 0 is satisfied for all u.t/, i.e.

 C k20 ja.u/j C 
ro

k1 .u/ D ; C ¤ 0: (6.42)
C
In this case, ˛2 .u/ D . C ˛1 .u//= . With due account of the last relation and the fact
nt

that det P > 0, condition (6.41) becomes an inequality

1
co

2 2 / > 0;


˛2 .u/ C ˛1 .u/ D ˛1 .u/. / .

which, for >  > 0, is equivalent to the inequality

 2
˛1 .u/ > D w2 : (6.43)

Thus, for k1 .u/ from (6.42) for an exponential stability of system (6.37) with expo-
nent 2 it is sufficient that the estimate

˛1 .u/ D k20 ja.u/j k1 > max¹w1 ; w2 º D w

 6.2 Asymptotic observers for n-dimensional bilinear systems 177

be valid. This condition holds if

 C 2
k20 ja.u/j >wC D wQ D const :
 C  C

Let D 1, > max¹; º,  > 2, and then the posed problem is solved by the
choice of k1 .u/ from (6.42) and

Q C /
w.
k20 > : (6.44)
a

.ir
We have thus proved the following theorem.

rs
Theorem 6.12. Suppose that the following conditions are fulfilled for the bilinear sys-
tem xP D Ax C ubhx in the plane with a scalar output y D C xW
– the triple ¹C; Aº is in the general position,

ee
– condition (6.13) of strict, uniform with respect to t, observability is fulfilled.
Then there exist a number k2 and a function k1 .u/ such that the observer
´
PO D O y k2 .yO y/
in
yPO D .aO 1 C uaQ 1 /O C .aO 2 C uaQ 2 /y k1 .yO y/
ng
solves exponentially precisely the observation problem with any preassigned exponent
of accuracy for any uniformly bounded function u.t/W ju.t/j  u0 .

Remark 6.13. It stands to reason that the observer indicated in Theorem 6.12 is also
le

suitable for minimal-phase systems.

ro

6.2 Asymptotic observers for certain classes

of n-dimensional bilinear systems
nt

6.2.1 Problem statement

co

We consider a problem of construction of asymptotic observer for the bilinear control-

lable system with a linear output
´
xP D Ax C uBx
(6.45)
y D C x;

where x 2 Rn , A; B 2 Rnn , C 2 Rln are known parameters of the system, u.t/ is

a scalar input, and y.t/ 2 Rl is a measurable l-dimensional output of the system. We
Q
have to construct an estimate x.t/ which asymptotically (exponentially) converges to
the unknown phase vector x.t/.
178 6 Observers for bilinear systems

For bilinear systems not only the construction of the observer itself is difficult but
also obtaining the conditions of observability of system (6.45). In particular, if we
regard (6.45) as a nonlinear, affine with respect to u, system, then, in accordance
with [84], the condition of reconstructibility has the form

dim.conv.C I CQ1 I CQ1 Q2 I CQ1 Q2 Q3 ; : : : // D n;

(6.46)
Qi D A or Qi D B;

where conv.
/ is a convex hull of the indicated set of vectors. Condition (6.46) means
that any initial state x.0/ is reconstructible with respect to the measurements of the

.ir
output y.t / for a suitable input u.t/. However, when observers are constructed the
function u.t / is, as a rule, defined and cannot be changed for solving the observation
problem. We can easily indicate a situation where condition (6.46) is fulfilled but the

rs
system is nonobservable, for instance, when the pair ¹C; Aº is observable

dim.conv.C I CAI CA2 ; : : : ; CAn 1 // D n

(6.45) assumes the form

ee
and condition (6.46) is fulfilled for any matrix B, but for B D A and u D 1, system
in
xP D 0; y D C x.0/
and, consequently, we cannot reconstruct x.0/ using the measurements of y.t/.
ng
Thus, conditions (6.46) are not uniform relative to u.t/. If the function u.t/ is
known, then system (6.45) can be regarded as a linear system with a nonstationary
Q / D A C u.t/B:
matrix A.t ´
Q
xP D A.t/x
le

y D C x:
ro

If the function u.t/ is differentiable a sufficient number of times, then the observ-
ability condition assumes the form
nt

dim.Q1 .t/; Q2 .t/; : : : ; Qn .t// D n; t  0;

dQi .t/ (6.47)
Q1 D C I QiC1 .t/ D Q /:
C Qi .t/A.t
dt
co

If the function u.t/ does not possess the required smoothness or is unknown, the indi-
cated reduction to a problem of linear observation is impossible.
The aim of this section is to obtain sufficient conditions of uniform, with respect
to u.t /, observability of system (6.45) and to construct asymptotic observers under
these conditions. Generally speaking, the independence of the solution of the problem
of the particular input u.t/ is possible only for the generate matrix B, and therefore the
specific character of the observers proposed in the sequel is defined by different forms
of degeneration of the matrix B, and this reduces the problem under consideration to
an observation problem for a linear system with an unknown input.
 6.2 Asymptotic observers for n-dimensional bilinear systems 179

6.2.2 Systems with a scalar output and a degenerate matrix

of bilinearity
Suppose that in system (6.45) with a scalar output (i.e., l D 1) the matrix of bilinear-
ity B is of a minimal rank, i.e., rank B D 1. Then B D bh, where b and h are known
vector-column and vector-row, respectively.
In this case, we can easily obtain sufficient conditions of uniform, with respect
to u.t /, observability of the system. Indeed, if C b D 0, CAb D 0, : : : ; CAn 2 b D 0,
then Qi .t / in (6.47) has the form

.ir
Q1 D C; Q2 D CA; : : : ; Qn D CAn 1 ;

and, consequently, all Qi are independent of u.t/ and system (6.45) is uniformly, with

rs
respect to u.t /, observable if

ee
dim.C; CA; : : : ; CAn 1 / D n;

i.e., if the pair ¹C; Aº is observable. Then the following theorem is valid.
in
Theorem 6.14. The fulfillment of the following conditions is sufficient for the uniform,
with respect to u.t /, observability of system (6.45):
ng
(1) B D bh, b 2 Rn1 , h 2 R1n ,
(2) C b D 0, CAb D 0, : : : ; CAn 2 b D 0,
(3) the pair ¹C; Aº is observable.
le

Here is the technique of constructing an observer for systems of this kind. We can
write the bilinear system (6.45) in the form which is standard for linear systems:
ro

´
xP D Ax C b uN
(6.48)
nt

y D C x;

where uN D uhx is an unknown scalar input signal. Suppose, in addition, that the pair
co

¹A; bº is controllable. Then the transfer function

ˇm .s/
W .s/ D C.sI A/ 1 b D (6.49)
˛n .s/

is defined for system (6.48). Here ˇm .s/ and ˛n .s/ are coprime polynomials of s of
orders m and n, respectively (0  m < n).
Under condition (2) from Theorem 6.14 the relative order of the system r D n m
is maximal, i.e., r D n, m D 0. Then, using a nondegenerate change of coordinates
with matrix P , we can reduce system (6.45) to the canonical form with the isolation
180 6 Observers for bilinear systems

of zero dynamics (whose dimension in this case is zero):

8
ˆ
ˆ xP 1 D x2
ˆ
ˆ
ˆ ::
:
<
(6.50)
ˆ
ˆ
ˆ
ˆ xP n 1 D xn
ˆ
:
xP n D a1 x1


an xn C uhx;Q

where hQ D hP 1 , ˛n .s/ D det.sI A/ D s n C an s n 1 C


C a1 , y D x1 (here,

.ir
for simplicity, we preserve the old notation for the phase vector). If the input u.t/ is
known and uniformly bounded, i.e., ju.t/j  u0 for t  0, then, for constructing an
estimate of the vector x.t/, we use the observer

rs
xPQ 1 D xQ 2
8
ˆ
ˆ k1 .xQ 1 y/
ˆ
ˆ ::

ee
ˆ
:
<
(6.51)
ˆ
ˆ
ˆ
ˆ xPQ n 1 D xQ n kn 1 .xQ 1 y/
ˆ
xPQ n D a1 xQ 1


an xQ n C uhQ xQ
:
kn .xQ 1 y/:
in
Then the solution of the observation problem reduces to the provision of stability of
the system in deviations e D xQ x described by the equation
ng

Q he
eP D AQk e C b.u Q ae/; (6.52)

where
le

0 1 0 1
k1 1 0 ::: 0 0
B :: C
ro

B k2 0 1 : : : 0C
AQk D B C; bQ D B : C ; a D .a1 ; : : : ; an /:
B C B C
:: :: :: ::
@ : : : : A @0A
kn 0 0 ::: 0 1
nt

The characteristic polynomial of the matrix AQk has the form .s/ D det.sI AQk / D
s n C k1 s n 1 C


C kn and is defined by a requisite choice of parameters k1 ; : : : ; kn :
co

If we set
ki D K i qi ; K D const > 0; (6.53)
where K is the amplification factor and qi are the coefficients of the arbitrarily defined
Hurwitz polynomial 0 .s/ D s n C q1 s n 1 C qn D .s C 1 /


.s C n / whose roots
. i / satisfy the relations 1 D 1, i C1 > i , i D 1; : : : ; n 1, then . Ki / are
roots of the polynomial .s/. We have the following theorem.

Theorem 6.15. Suppose that the following conditions are fulfilled for system (6.45)
for C 2 R1n W
 6.2 Asymptotic observers for n-dimensional bilinear systems 181

(1) rank B D 1, B D hb,

(2) the pair ¹A; bº is controllable and the pair ¹C; Aº is observable,
(3) C b D 0, CAb D 0, : : : ; CAn 2 b D 0, CAn 1 b ¤ 0,
(4) the control u.t/ is bounded, i.e., ju.t/j  u0 for t  0.
Then observer (6.51) with coefficients (6.53) for K > K0 , where K0 D const, de-
pends only on the parameters of the original system (6.45) and on u0 , exponentially re-
constructs the phase vector of the system. For the estimation error e.t/ D x.t/
Q x.t/
there is an estimate je.t/j  Qje.0/je .K K0 /t , where Q D const, depends on the
parameters of the system and on K (generally speaking, Q ! C1 as K ! C1).

.ir
Proof. The expansion
n 1
Q
X
e Ak t D ˛i .t/AQik

rs
i D0
Q
holds for the matrix exponential e Ak t .

ee
As was shown in Chap. 5, for the choice of coefficients ki indicated above, we have
estimates
Ni
j˛i .t/j  i e Kt ; (6.54)
K
in
where Ni D const > 0 do not depend on the amplification factor K. In this case, the
estimate
ng
ˇZ ˇ
ˇ t ˇ
Q Q
je.t /j  je Ak t e.0/j C ˇ e Ak .t / bQ u./
Q dˇ
ˇ ˇ
ˇ 0 ˇ
le

Z t
ˇ AQ  ˇ
 Qje.0/je Kt C ˇe k bQ ˇ ju.t
Q /j d 
0
ro

n 1
Z tX
Kt
j˛i ./j ˇAQik bQ ˇ ju.t
ˇ ˇ
D Qje.0/je C Q /j d ;
0 i D0
nt

where Q D const > 0 and uQ D uhe Q ae, is valid for the phase vector e.t/ of
the system in deviations (6.52). We can make sure by direct verification that Qi D
co

Q > 0 (i D 0; : : : ; n 1) does not depend on the choice of the amplification

jAQik bj
factor K either.
Without loss of generality, we set K > 1 and assume that the input function u.t/ is
bounded, i.e., ju.t /j  u0 . Then
n 1
!
X Z t
je.t /j  Qje.0/je Kt
C Ni Qi Q C jaj/
.u0 jhj e K
je.t /j d 
i D0 0
Z t
D Q0 e Kt
C K0 e K.t /
je./j d ;
0
182 6 Observers for bilinear systems

where K0 does not depend on K and Q0 D Qje.0/j. We multiply both sides of the
last inequality by e Kt and obtain
Z t
Kt 0
je.t/je  Q C K0 je./je K d ;
0

whence, by virtue of the Gronwall–Bellman lemma,

je.t/je Kt  Q0 C Q0 .e K0 t 1/ D Q0 e K0 t :

.ir
The final estimate has the form

je.t/j  Q0 e .K K0 /t
;

rs
whence it follows that for K > K0 observer (6.51) solves the problem exponentially

ee
precisely with any preassigned rate of convergence. Note, however, that the magnitude
of the constant Q0 > 0 depends on K (in general, Q0 grows with the increase of K).
The theorem is proved. 
in
If in system (6.45) the input u.t/ is unknown but bounded, then this approach is
suitable only in asymptotics as K ! 1.
ng
The proposed approach can be generalized to bilinear systems with a degenerate
matrix of bilinearity with an arbitrary relative order. Suppose, for instance, that the
relative order of system (6.48) is equal to r < n, i.e.,
le

C b D 0; CAb D 0; :::; CAr 2

b D 0; CAr 1
b ¤ 0;
ro

and the numerator of the transfer function W .s/, which is a polynomial ˇm .s/, is
a Hurwitz polynomial (in this case, m D n r). Then system (6.48) can be reduced,
by a nondegenerate transformation, to the canonical form with isolation of zero dy-
nt

namics
xP 0 D A11 x 0 C A12 y
8
ˆ
ˆ
ˆ 8
yP1 D y2
ˆ
co

ˆ
ˆ
ˆ
ˆ ˆ
ˆ
<ˆˆ
ˆ :: (6.55)
:
<
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ yPr 1 D yr
ˆ ˆ
yPr D a0 x 0 a00 yN C u.b 0 x 0 C b 00 y/;
::
N y D y1 ;

where x 0 2 Rn r , yN D .y1 ; : : : ; yr /> , and the vectors a0 ; a00 ; b 0 and b 00 of the

corresponding dimensions are defined by the parameters of the original system, and
A12 D .0; : : : ; 0; 1/> . Moreover, det.sI A11 / D ˇm .s/, and we assume in what
follows that A11 is a Hurwitz matrix.
 6.2 Asymptotic observers for n-dimensional bilinear systems 183

 0
The required exponential estimate of the phase vector xyN is given by the observer

xPQ 0 D A11 xQ 0 C A12 y

8
ˆ
ˆ
ˆ
ˆ 8 P
ˆ yQ1 D yQ2 k1 .yQ1 y/
ˆ
ˆ
ˆ
ˆ
<ˆ
ˆ ˆ
ˆ
ˆ :: (6.56)
:
<
ˆ
ˆ
yPQr 1 D yQr kr 1 .yQ1 y/
ˆ
ˆ ˆ
ˆ
ˆ ˆ
ˆ
ˆ
ˆ ˆ
ˆ
:
yQPr D a0 xQ 0 a00 yQ C u.b 0 xQ 0 C b 00 y/
ˆ
Q kr .yQ1 y/;
:

.ir
where yQ D .yQ1 ; : : : ; yQr /> . Its efficiency is based on the stability of the system in
deviations
"P0 D A11 "0
8

rs
ˆ
ˆ
ˆ 8
ˆ ˆ eP1 D e2 k1 e1
ˆ
ˆ
ˆ
<ˆ
ˆ ˆ
ˆ ::

ee
(6.57)
ˆ
:
<
ˆ
ˆ
ˆ
ˆ erP 1 D er kr 1 e1
ˆ
ˆ ˆ
ˆ
ˆ
ˆ ˆ
:ˆ
ˆ
ePr D kr e1 .a00 C ub 00 /e .a0 C ub 0 /"0 ;
:
in
where "0 D xQ 0 x 0 2 Rn r , e D yQ yN 2 Rr . As before, we choose a stable
polynomial 0 .s/ D .s C 1 /


.s C r / D s r C q1 s r 1 C


C qr with roots . i /,
ng
where 1 D 1, i C1 > i for i D 1; : : : ; r 1 and set the coefficients of the observer
ki in the form ki D K i qi , K D const > 0. Then we have the following theorem.

Theorem 6.16. Suppose that conditions (1), (2), and (4) from Theorem 6.15 are ful-
le

filled for system (6.45), the relative order of the system is equal to r, and ˇm .s/ is
a Hurwitz polynomial. Then there exists a constant K0 , dependent on the parameters
ro

of the system and on u0 , such that for K > K0 observer (6.56) reconstructs exponen-
tially the phase vector of system (6.45).
The proof of Theorem 6.16 is similar to that of Theorem 6.15 with the only dif-
nt

ference that the estimate now contains an additional exponentially decreasing term
connected with the estimate "0
co

Remark 6.17. If the relative order r < n, then the degree of stability of the system in
deviations (6.57) does not exceed the degree of stability of the polynomial ˇm .s/, in
contrast to the case r D n.

Remark 6.18. Without essential changes we can generalize the described method of
estimation of the phase vector to systems with a degenerate matrix of bilinearity of the
form B D bh C dC . In this case, the problem is solved by observer of form (6.51)
with an additional term dy on the right-hand side, i.e.,
xPQ D AxQ N xQ
k.C y/ C dy:
184 6 Observers for bilinear systems

6.2.3 Systems with a vector output and degenerate matrix of bilinearity

Additional possibilities for synthesizing observers for bilinear systems appear in the
case of vector output, i.e., for l > 1, C 2 Rln , rank C D l.
Let us consider the degeneration of a matrix of bilinearity of the form B D BN HN ,
where BN 2 Rnm , HN 2 Rmn , under the condition m < l. Under these assumptions
system (6.45) can again be written as a linear system with an unknown input. As
in (6.48), we have ´
xP D Ax C BN uN
.6:480 /
y D C x;

.ir
where uN D uHN x is an unknown input signal. The methods of synthesis of observers of
these systems are based on the algorithms of synthesis of observers for linear systems

rs
with uncertainty which are described in detail in Chap. 5. We shall only indicate the
main results.
For constructing an exponential observer for system (6.480 ) it is sufficient that the

ee
following conditions should be fulfilled:
(1ı ) rank C D l, rank BN D m, m < l,
(2ı ) rank C BN D m, C BN 2 Rlm ,
in
(3ı ) the invariant zeros of system (6.480 ) are absent or stable.
Under these conditions, system (6.480 ) can be reduced, by means of nondegenerate
change of coordinates, to the form
ng
´
xP0 D A11 x 0 C A12 y 0
(6.58)
yP0 D A21 x 0 C A22 y 0 C B 0 u;
N
le

where y 0 are m coordinates from the output vector y, x 0 2 Rn m is the remaining

unknown part of the phase vector, Aij ; B 0 are matrices with constant coefficients of
ro

corresponding dimensions, det B 0 ¤ 0.

Using the remaining .l m/ components of the output y, we define a new output
yQ D CQ x 0 for system (6.58). For reconstructing the unknown part of the phase vector x 0
nt

we can use an observer of the form

xPQ 0 D A11 xQ 0 C A12 y 0 L.CQ xQ 0 Q

y/; (6.59)
co

where the matrix L 2 R.n m/.n l/ is chosen from the condition that AL D A11 LCQ
is a Hurwitz matrix. It was shown in Chap. 5 that if system (6.480 ) does not have
invariant zeros, then the pair ¹CQ ; A11 º is observable, and if stable invariant zeros are
present, then this pair is reconstructible. Therefore, if condition (3ı ) is fulfilled, the
indicated matrix L exists.
The following theorem is valid.

Theorem 6.19. Suppose that for system (6.45) the matrix of bilinearity B has a de-
generation of the form B D BN HN , BN 2 Rnm . Suppose, in addition, that conditions
 6.2 Asymptotic observers for n-dimensional bilinear systems 185

(1ı )–(3ı ) are fulfilled. Then observer (6.59) gives an exponential estimate of the un-
known part of the phase vector.

Remark 6.20. It should be emphasized that in contrast to a scalar output, we do not

use the information about the input u.t/ when constructing the described observer.

Remark 6.21. The proposed approach can be generalized to the following classes of
bilinear systems.
1ı . Systems with bilinearity matrix of the form B D BN HN C DC .
2ı . Systems in which in addition to a bilinear component there is a linear compo-

.ir
nent, i.e., systems of the form
´
xP D Ax C uBx C Du0

rs
.6:450 /
y D C x;

ee
where D 2 Rnq . If the function u0 .t/ is known, then, if we use the model
´
xPQ D AxQ C uB xQ C Du0
yQ D C x;Q
in
then the problem reduces to the construction of an observer for the system in deviations
ng
e D xQ x ´
eP D Ae C uBe;
" D Ce
le

which is identical to system (6.45).

3ı . By analogy we can solve the problem of constructing an observer for a bilinear
system with a k-dimensional input in the case of the degeneration of the bilinearity
ro

matrices. We shall explain this using the example of a system

8
k
nt

ˆ
ˆ X
<xP D Ax C ui Bi x
.6:4500 /
ˆ i D1
ˆ
:y D C x
co

in which all bilinearity matrices Bi are of a minimal rank (the case of degeneration
of bilinearity matrices with arbitrary ranks can be considered according to the scheme
described above)
Bi D bi hi ; bi 2 Rn1 ; hi 2 R1n :
We set 0 1
u1 h 1 x
BN D .b1 ; : : : ; bk /; UN D @ ::: A
B C

uk h k x
186 6 Observers for bilinear systems

and reduce system (6.4500 ) to the standard form (6.480 )

´
xP D Ax C BN uN
y D C x:

The observer of the system is constructed according to the scheme described above.

6.2.4 Systems with vector output and known input

Let us consider system (6.45) with an arbitrary (not necessarily degenerate) matrix of

.ir
bilinearity. For a sufficiently large l, for this system to be observable for a given u.t/,
it may be sufficient that the condition dim.Q1 .t/; Q2 .t// D n is satisfied. Since
Q1 .t / D C and Q2 .t/ D CA C CBu.t/, the sufficient condition of observability

rs
assumes the form  
C
rank D n; t  0: (6.60)
CA C CBu.t/

ee
Note that in this condition the continuity or differentiability of the function u.t/ is
not required. Since C 2 Rln , condition (6.60) can be fulfilled only for l  n=2. Let
us consider system (6.45) under this condition.
in
Since rank C D l, it follows that, without loss of generality, we can assume that

C D .Ill ; 0lr / :
ng

Consider a nondegenerate change of coordinates of system (6.45)

   
y C
D x;
le

z H

where the matrix H 2 Rrn (r D n l) is chosen from the condition det H C ¤ 0.

ro

For this purpose, it suffices, for instance, to choose H D HQ ; Irr for any HQ 2 Rrl .

It is clear that for solving the original problem it suffices to obtain an estimate of the
vector z 2 Rr .
nt

Let us write the matrices A and B of the original system (6.45) in block forms
   
co

A1 A2 B1 B2
AD ; BD ;
A3 A4 B3 B4

where A1 ; B1 2 Rll and A4 ; B4 2 Rrr . Then the equation for the component z
assumes the form
zP D .P1 C uP2 /y C .R1 C uR2 /z;
where P1 D HQ A1 C A3 HQ A2 HQ A4 HQ , P2 D HQ B1 C B3 HQ B2 HQ B4 HQ ,
R1 D HQ A2 C A4 , R2 D HQ B2 C B4 . For the known u.t/ we construct an observer
for z in the form
zPQ D .P1 C uP2 /y C .R1 C uR2 /z:
Q (6.61)
 6.2 Asymptotic observers for n-dimensional bilinear systems 187

In this case, the observation error e D zQ z satisfies the equation

eP D .R1 C uR2 /e;

and if R2 D 0 and R1 is a Hurwitz matrix, then e ! 0 exponentially. Let us now

choose a matrix HQ from the conditions
´
R2 D HQ B2 C B4 D 0
(6.62)
R1 D HQ A2 C A4 D A0 ;

where A0 is an arbitrary Hurwitz matrix with a defined degree of stability.

.ir
A solution of equations (6.62) for given A4 B4 , and A0 exists [4] if
 
B2 A2
rank.B2 ; A2 / D rank : (6.63)

rs
B4 A4 C A0
Thus we have the following theorem.

ee
Theorem 6.22. Suppose that condition (6.63) is fulfilled for system (6.45) for a cer-
tain Hurwitz matrix A0 . Then there exists a matrix HQ 2 Rrl such that observer
(6.61) reconstructs the phase vector of the system exponentially for any known input
in
function u.t /.

Remark 6.23. If l  r, i.e., l  n=2 and rank B2 D r, then there exists HQ satisfying
ng
the first equation (6.62). For such an HQ the equation for the observation error does
not depend on the control u.t/ but the stability of the matrix R1 D HQ A2 C A4 is
not guaranteed and is defined by the parameters of the system and by the degree of
le

arbitrariness in the choice of solution HQ .

Remark 6.24. For condition (6.63) to be fulfilled for any A4 ; B4 and any preassigned
ro

matrix A0 (which defines the asymptotics of observer (6.61)), it is sufficient that the
condition
rank.B2 ; A2 / D 2r
nt

be fulfilled. Taking into account that .B2 ; A2 / 2 Rl2r , for this condition to be fulfilled
it is necessary that the relation l  2r D 2.n l/ be satisfied, i.e.,
co

2
l  n:
3
Remark 6.25. In the case under consideration, we have
   
C Il 0
D
CA C CBu.t/ A1 C uB1 A2 C uB2
and the sufficient condition of observability assumes the form

rank.A2 C uB2 / D r D n l:
188 6 Observers for bilinear systems

The following sufficient condition of uniform observability holds and the following
theorem is valid.
2
Theorem 6.26. Let rank C D l, l  2.n l/ (i.e., l  3 n), and rank.A2 ; B2 / D
2.n l/. Then  
C
rank Dn
CA C CBu.t/
for all u.t /, i.e., system (6.45) is observable uniformly with respect to u.t/.

.ir
6.2.5 Asymptotic observers on the basis of the decomposition method
As in Sec. 6.2.4, we shall consider system (6.45) with an arbitrary matrix of bilinearity.

rs
Assuming that rank C D l .C 2 Rln /, we pass to coordinates
   
y C
D x;

ee
z H

where the matrix H 2 R.n l/n is chosen from the condition of nondegeneracy of the
indicated transition.
in
As in Sec. 6.2.4, after the change of coordinates, the system can be written in block
form
ng
´
yP D A1 y C A2 z C u.B1 y C B2 z/
(6.64)
zP D A3 y C A4 z C u.B3 y C B4 z/:
Since the output y.t/ of the system is known, we can regard this system as a linear
le

system with the unknown input f D .uz/ 2 Rn l and the known input u0 D .uy/ 2
Rl , i.e.,    
yP
ro

y
DA C B 0 u0 C B 00 f; (6.65)
zP z
where
nt

  
  
A1 A2 0B1 00B2
AD ; B D ; B D : (6.66)
A3 A4 B3 B4
co

Let us consider the case where l > n l, i.e., l > n2 . Under this condition, system
(6.65) can be regarded as a linear stationary hyperoutput system with an input f .t/
without certainty, and, consequently, for solving the observation problem we can use
the methods of synthesis of observers for hyperoutput systems which were described
in detail in Chap. 5.
Here are the main results.
For constructing an observer in accordance with Theorem 5.3, the following condi-
tions must be fulfilled:
(i) the pair ¹C; Aº is observable, the pair ¹A; B 00 º is controllable,
(ii) rank C D l, rank B 00 D r < l, rank CB 00 D r,
 6.2 Asymptotic observers for n-dimensional bilinear systems 189

(iii) the invariant zeros defined by the Rosenbrock matrix

B 00
 
sI A
R.s/ D
C 0

either are absent or lie in C .

Taking into account the block structure of the matrices A and B 00 in system (6.65) as
well as the form C D .Ill I 0/ for this system, we can write the indicated conditions
in explicit form.
Let us consider in greater detail condition (i). By virtue of the Rosenbrock ob-

.ir
servability criterion (Theorem 2.11), the pair ¹C; Aº is observable if and only if the
condition 0 1
  sIl A1 A2

rs
sIn A
rank D rank @ A3 sIn l A4 A D n
C
Il 0

ee
is fulfilled for all s 2 C. Obviously, this condition is fulfilled if and only if
 
sIn l A4
rank Dn l; (6.67)
A2
in
i.e., if the pair ¹A2 ; A4 º is observable. Note that A2 2 Rl.n l/ , and therefore, for
ng
condition (6.67) to be fulfilled, it is sufficient that the condition rank A2 D n l be
fulfilled.
Let us now consider condition (ii). For the indicated structure of the matrix C and
for l > n l the first two conditions are automatically fulfilled. The third condition,
le

since CB 00 D B2 , has the form

 
B2
ro

rank.B2 / D rank : (6.68)

B4

Note that if rank B2 D n l, then, by virtue of the dimensions of the matrices B2 2

nt

Rl.n l/ , B 00 2 Rn.n l/ and the condition l > n l, condition (6.68) is fulfilled for
any matrix B4 .
co

Let us now consider condition (iii) for which purpose we write the Rosenbrock
matrix in block form
0 1
sI A1 A2 B2
R.s/ D @ A3 sI A4 B4 A :
I 0 0

It is obvious that the invariant zeros of this matrix coincide with the invariant zeros of
the matrix  
sI A4 B4
R0 .s/ D :
A2 B2
190 6 Observers for bilinear systems

For the original system to have no invariant zeros, it is required that the condition
 
0 sI A4 B4
rank R .s/ D rank Dn l Cr (6.69)
A2 B2

should be fulfilled for all s 2 C.

From the obtained conditions we have the following theorem.

Theorem 6.27. Let rank C D l, l > n2 , for the bilinear system (6.45). Then, by the
nondegenerate change of coordinates, the matrices A; B and C can be reduced to

.ir
block form (6.66). Also suppose that the following conditions are fulfilled:
(i) the pair ¹A2 ; A4 º is
 observable,
 and the pair ¹A; B 00 º is controllable,
(ii) rank.B2 / D rank B B4 D r .r  n
2
l/,

rs
(iii) condition (6.69) is fulfilled for all s 2 C (s 2 C ).
Then, for system (6.45), we can construct an exponential observer with any preas-

ee
signed rate of convergence (with the rate of convergence defined by the invariant zeros
of the Rosenbrock matrix from condition (6.69)).

Conclusion
in
In Chap. 6 we considered the problem of synthesis of observers for one class of non-
linear systems, namely, for bilinear systems. We considered the conditions of observ-
ng

ability of systems of this kind and obtained some sufficient conditions of uniform, with
respect to u.t /, observability of these systems (Theorems 6.4, 6.14).
We considered in detail the case of planar bilinear systems where algorithms of
le

synthesizing observers were proposed under different constraints imposed on the pa-
rameters of the system (Theorems 6.6–6.12)
For bilinear systems of arbitrary dimensions we considered different cases of degen-
ro

eration of the bilinearity matrix (Theorems 6.15, 6.16) and also considered algorithms
of synthesis of observers for systems with vector output (Theorems 6.19–6.27).
nt
co
 Chapter 7

Observers for discrete systems

.ir
The theory of observers for discrete systems is much similar to the theory of observers
for continuous systems although it differs by certain specific features. Therefore, in
this chapter we consider briefly only the main ideas and methods which were discussed

rs
in detain in the preceding chapters.

ee
7.1 Mathematical models of discrete objects
In the theory of discrete observation of the state of stationary linear objects we deal
in
with regressive models

ynCk C an ynCk 1 C


C a1 yk D bmC1 umCk C


C b1 uk (7.1)

ng

or with dynamical models in the space of states

xkC1 D Axk C Buk ; yk D C xk ; (7.2)

le

where uk is the input of the object at the time moment k D 0; 1; 2; : : : and yk is the
output of the object, xk is the phase vector or the vector of state of the object from
ro

Rn ; .a1 ; : : : ; an /, .b1 ; : : : ; bmC1 /, or ¹A; B; C º are parameters of the object, scalar or

matrix respectively. Here n is the order of the object, r D n m is the relative order
nt

of the object, for physically realizable models satisfying cause and effect relations we
always have r  1.
Generally speaking, models (7.1) and (7.2) are not equivalent since (7.1) does not
co

always imply (7.2).

Every model for the defined input sequence ¹uk º and the arbitrary initial state

.yn 1 ; yn 2 ; : : : ; y0 / or x0 2 Rn

generates a unique solution, namely, a discrete sequence of the output ¹yk º1 0 or the
1
state ¹xk º0 respectively.
The discrete sequence ¹k º1 0 which grows not faster than the degree of a certain
positive number , i.e., jk j  k , k D 0; 1; 2; : : : , can be associated with the func-
tion of the complex variable .z/, z 2 C, by means of the Z-transformation via the
192 7 Observers for discrete systems

expression
1
X
k
.z/ D ZŒk  D k z for jzj > :
kD0

After the substitution z D e 4s , 4 D const > 0, the Z-transformation passes into

the so-called Laplace discrete transformation. It can be immediately seen from this
formula that for obtaining the inverse Z 1 -transformation it suffices to decompose the
function .z/ according to the degrees z k . The coefficients in these degrees form the
required sequence ¹k º10 .
By means of the Z-transformation the recurrence equation which connects the input

.ir
and output of the object reduces to an algebraic equation. For equation (7.1) under zero
initial conditions we have a relation

rs
Y.z/ D W .z/ U.z/; (7.3)

where Y .z/ D ZŒyk , U.z/ D ZŒuk , and W .z/ is a transfer function of the object in

ee
the form of a ratio of two polynomials1
˛n .z/ .bmC1 z m C


C b1 /
W .z/ D D n : (7.4)
in
ˇm .z/ .z C an z n 1 C


C a1 /
By analogy, the transfer function is defined for an object given in the space of states.
ng
From (7.2) under the zero initial condition x0 D 0 we have

W .z/ D C.zE A/ 1 B: (7.5)

le

For the so-called scalar object the output y and input u of the object are scalars and
its transfer function is a scalar function of the complex variable z. Otherwise, W .z/ is
a matrix transfer function.
ro

For a scalar object formula (7.3) makes it possible to find a simple transition from
(7.1) to (7.2). Indeed, from the relation
nt

ˇ.z/
W .z/ D
˛.z/
co

and equation (7.3) we can obtain a relation

Y.z/ U.z/
D :
ˇ.z/ ˛.z/

Employing this relation, we can introduce a scalar variable xk1 using the formula

Y.z/ U.z/
X 1 .z/ D D ;
ˇ.z/ ˛.z/
1 Below, where it is not essential, we omit the subscript of the polynomial which indicates its degree.
 7.2 Discrete observability and observers. Canonical forms 193

where X 1 .z/ D Z xk1 . The latter is equivalent to the two equations

 

˛.z/X 1 .z/ D U.z/

´
(7.6)
Y.z/ D ˇ.z/X 1 .z/:

Using now the inverse transformation Z 1 , we can pass from (7.6) first to the re-
gressive equations
1 1
xnCk C an xnCk C


C a1 xk1 D uk
(7.7)
1
yk D bmC1 xmCk C


C b1 xk1

.ir
and then, with the use of the new state variables x 1 , x 2 , x 3 , : : : ; x n related as
8 1
xkC1 D xk2

rs
ˆ
ˆ
ˆ
2
< xkC1 D xk3
ˆ
ˆ
(7.8)

ee
::
ˆ
ˆ
ˆ
ˆ :
ˆ
: n 1
xkC1 D xkn ;
in
to equations in the space of states
n
X
ng
n
xkC1 D ai xki C uk
i D1
(7.9)
n
X
yk D bi xki ; bi D 0 for i > m C 1:
le

i D1
ro

The use of the vector-matrix notation

0 1 0 1
0 1 0 ::: 0 0
B 0 0 1 ::: 0 B0C
nt

C
B
: ::
C
b D B ::: C ;
B C
ADB
B ::


: C;
C B C
B C B C
@ 0 0 0


1 A @0A
co

a1 a2 a3


an 1
c D .b1 ; b2 ; : : : ; bmC1 ; 0; : : : ; 0/

makes the form of equations (7.8), (7.9) identical to that of equations (7.2). For this
reason, it makes sense to consider in the sequel models defined in the space of state.

7.2 Discrete observability and observers. Canonical forms

We shall begin with the following definition.
194 7 Observers for discrete systems

Definition 7.1. The dynamical discrete system (the recurrence equation)

xkC1 D f .xk /; x 2 Rn
´
.NS/
yk D h.xk /; y 2 Rl ; k D 0; 1; 2; : : :
is said to be
– observable if the finite output sequence ¹y0 ; y1 ; : : : ; yN 1 º, N  n, makes it pos-
sible to reconstruct the initial state x0 of the system,
– uniformly observable with respect to k  0 if the reconstruction is possible with
the use of the finite sequence ¹yk ; ykC1 ; : : : ; ykC.N 1/ º for any k.

.ir
Let us consider a scalar linear stationary S0 -system with zero input

rs
´
xkC1 D Axk
.S0 /
yk D cxk ; k D 0; 1; 2; : : :

ee
and write the obvious relations
8
ˆ
ˆ y0 D cx0
ˆ
ˆ
ˆ
<
in
y1 D cAx0
::
ˆ
ˆ :
ng
ˆ
ˆ
ˆ
D cAN 1
:
yN 1 x0
which form a system of linear algebraic equations for the unknown vector x0 of the
initial conditions. In accordance with the Cayley–Hamilton theorem we can restrict
le

ourselves to the first n relations, i.e., N D n. Then the solvability of the obtained
system of equations is connected with the invertibility of the matrix
ro

0 1
c
B cA C
N .c; A/ D B : C (7.10)
B C
nt

@ :: A
cAn 1
co

which is known as the observability matrix. Thus, the S0 -system is observable if and
only if
rank N .c; A/ D n: (7.11)
Relation (7.11) defines the criterion of observability in the form of the Kalman–
Krasovskii rank condition. This result is also valid for the standard S-system
´
xkC1 D Axk C buk ;
.S/
yk D cuk ; k D 0; 1; 2; : : : ;
for the known input uk .
 7.2 Discrete observability and observers. Canonical forms 195

For S-systems with vector observers, i.e., when y 2 Rl and l > 1,

´
xkC1 D Axk C buk
yk D C uk

with an additional natural assumption that

rank C D l;

the criterion of observability assumes the form

.ir
0 1
C
B CA C

rs
rank N .C; A/ D rank B :: C D n: (7.12)
B C
@ : A
CAn l

ee
The nondegenerate change of coordinates

 D M x; det M ¤ 0;
in
preserves the observability since
ng
1 1 1
N .CM ; MAM / D N .C; A/.M /;

where N .CM 1 ; MAM 1 / is an observability matrix for the transformed system

le

kC1 D MAM 1 k
´

1
yk D CM k :
ro

As in a continuous case, the observability index  for the observable pair ¹C; Aº is
defined as a minimal number for which the rank condition
nt

0 1
C
B CA C
rank N  .C; A/ D rank B : C D n
co

B C
@ :: A
CA 1

is fulfilled. For  the estimate   n l C 1 holds, for l D 1 we have a relation  D n.

For discrete linear stationary observable systems we have the same canonical forms
of observability as for continuous systems (described in detail in Chap. 2). In par-
ticular, the scalar S-systems can be reduced, by means of a nondegenerate change of
coordinates, to the first canonical form of observability ¹c; A; bº:

c D .1; 0; : : : ; 0/;
196 7 Observers for discrete systems

0 1
0 1 0 ::: 0 0
cb
1
B 0 0 1 ::: 0 C ::
ADB C; bD@ A;
B C
@ ::: ::: ::: ::: 1 A :
a1 a2 a3 ::: an cAn 1 b

or to the second canonical form of observability ¹c; A; bº:

0 1 0 1
0 ::: 0 a1 b1
B1 : : : 0 a2 C B b2 C
c D .0; : : : ; 0; 1/; A D B : : :: C ; b D B : C:
B C B C
:
@ :: : : :: : A @ :: A

.ir
0 ::: 1 an bn

The observability of the canonical pairs ¹c; Aº can be easily verified.

rs
The first and second canonical forms of observability and the Luenberger canonical
form also hold for vector S -systems (see Chap. 2). The methods of reducing systems to
canonical forms completely coincide with the corresponding methods for continuous

ee
systems. We omit the details.
By analogy with a continuous case, we introduce the notion of detectability.
in
Definition 7.2. The dynamical discrete system

xkC1 D f .xk /; x 2 Rn
´
ng
.NS/
yk D h.xk /; y 2 Rl ; k D 0; 1; 2; : : : ;

is said to be detectable if the observable (latent) dynamics is asymptotically stable.

le

Let us consider in greater detail the linear stationary S -system

xkC1 D Axk C Buk

´
ro

.S/
yk D C xk ; k D 0; 1; 2; : : : :
nt

Suppose that the pair ¹C; Aº is observable (not fully observable). Then we have a con-
dition
rank N .C; A/ D q < n:
co

In this case, by means of the similarity transformation M (det M ¤ 0)

 D M x;

we can reduce the S -system to a set of subsystems S 1 and S 2 , where

.S 1 /W kC1
1
D A11 k1 C B 1 uk
.S 2 /W kC1
2
D A21 k1 C A22 k2 C B 2 uk
yk D C 1 k1 :
 7.2 Discrete observability and observers. Canonical forms 197

Here the vector  1 2 Rq , the vector  2 2 Rn q , the matrices A11 , A21 , A22 ,B 1 , B 2 ,
and C 1 have the requisite dimensions, and the pair ¹C 1 ; A11 º is observable.
Thus, the nonobservable variables  2 are isolated, as a result of the transformation,
into a S 2 -subsystem of “latent” motions. The variables  2 may depend on the observ-
able variables  1 and on the input u.
The transfer function of the system can be written with the use of the initial equa-
tion .S /
ˇ.z/
W .z/ D c.zE A/ 1 b D
˛.z/

.ir
or with the use of the equation for subsystems (S 1 ), (S 2 )

ˇ 1 .z/

rs
W1 .z/ D c 1 .zE A11 / 1 b 1
D :
˛ 1 .z/

ee
The expression W1 .s/ follows from W .s/ after cancelling the .n q/ common zeros
of the polynomials ˇ.z/ and ˛.z/. This degeneration allows us to lower the order of
the S-system to q. Physically this cancelling of zeros and poles of the transfer function
is justified if they are stable, i.e., lie in a unit circle. The detectability implies that A22
in
is a Hurwitz matrix.
Along with the problem of observation for discrete systems we shall consider a sta-
ng
bilization problem. Stabilizability is one of the main properties of a controlled object.
We can give the following definition.

Definition 7.3. The system .NS/

le

xkC1 D f .xk ; uk /; f .0; 0/ D 0

´
.NS/
ro

yk D h.xk /; k D 0; 1; 2; : : : ;

where h.
/ and f .
;
/ are some functions defined in Rn , is said to be stabilizable2 at
nt

zero of Rn if there exists a feedback

co

uk D u.yk ; xk /

such that the closed control system

xkC1 D f .xk ; u.yk ; xk //

´

yk D h.xk /

is asymptotically stable at zero.

2 Here and in what follows a system is stabilizable at zero, and we can do without stipulating this.
198 7 Observers for discrete systems

Here and in what follows we understand the symbol u.y; x/ as a feedback dependent
on each variable or the values of the variables at the preceding time moments. This
dependence may be static or dynamical respectively, the constructed feedback is static
or dynamical.
In particular, the S-system
xkC1 D Axk C buk
´

yk D cxk
is stabilizable at zero by its state if for the feedback

.ir
uk D qxk ; q D .q1 ; : : : ; qn /;

rs
the closed system
xkC1 D .A bq/xk
is asymptotically stable. To put it otherwise, Aq D A bq is a Hurwitz matrix.

ee
The sufficient condition of stabilizability is the condition of controllability of the
system of object .NS/ which is introduced by the following definition.

Definition 7.4. The system

in
xkC1 D f .xk ; uk /
´
.NS/
ng
yk D h.xk /

is controllable with respect to its state in Rn if, for any pair of points x 1 , x 2 in Rn ,
there exists a sequence of inputs u0 , u1 , : : : ; uN 1 which reduces the system .NS/
le

from the state x 1 to the state x 2 in a finite time interval N .

In order to analyze the controllability of the state of the S -system, we write the
ro

following chain of obvious relations

x1 D Ax0 C bu0
nt

x2 D A2 x0 C Abu0 C bu1
::
co

:
xN D AN x0 C AN 1
bu0 C


C buN 1:

Setting x0 D x 1 , xN D x 2 , we obtain from the last relations an equation

0 1
u0
B C
  B u1 C
x 2 D AN x 1 C AN 1 b; AN 2 ; : : : ; b B : C
B C
B :: C
@ A
uN 1
 7.2 Discrete observability and observers. Canonical forms 199

which must be solvable for the unknowns u0 , u1 , : : : ; uN for any x 1 and x 2 for which
purpose the vectors AN 1 b, AN 2 b, : : : ; b must form a basis in Rn . Thus, the S-
system is controllable if and only if

rank K.A; b/ D rank.b; Ab; : : : ; An 1 b/ D n: (7.13)

This condition of controllability is known as a Kalman–Krasovskii rank criterion.

If it is fulfilled, the pair ¹A; bº is said to be controllable.
If a linear system is a vector system, i.e., u 2 Rm , y 2 Rl ,

xkC1 D Axk C Buk

´

.ir
yk D C xk ;

rs
where the matrix B is of the maximal rank m, then the Kalman–Krasovskii criterion
differs from (7.13) by the fact that the matrix K.A; B/ is a rectangular n  Œm.n m C
1/-matrix, but, as before,

ee
rank K.A; B/ D rank.B; AB; : : : ; An m
B/ D n:

For the controllable pair ¹A; Bº the controllability index  is defined as the minimal
in
number for which

rank K  .A; B/ D rank.B; AB; : : : ; A 1 B/ D n:

ng

In this case,   n m C 1 and if m D 1, then  D n.

If the pair ¹A; Bº is noncontrollable (not fully controllable),
le

rank K.A; B/ D p < n;

then there exists a similarity transformation

ro

!
1
 D 2 D Mx

nt

which splits the S -system into two subsystems S1 and S2 with the motion equations
co

1
.S1 / kC1 D A11 k1
2
.S2 / kC2 D A21 k1 C A22 k2 C B 2 uk
!
1 2

1
y D C ;C ;
2

where .n p/ is the dimension of the system S1 and p is the dimension of the sys-
tem S2 , A11 , A21 , A22 , B 2 , C 1 , C 2 are matrices of the corresponding dimensions, with
the pair ¹A22 ; B 2 º being controllable.
200 7 Observers for discrete systems

We can see from these equations that the control u does not affect the component
 1 of the vector , and, consequently, the S-system is stabilizable if and only if A11 is
a Hurwitz matrix. To put it otherwise, the part of the dynamical system which cannot
be controlled must be asymptotically stable.
Thus, in an arbitrary S -system we can isolate the following subsystems:
(i) a controllable and observable subsystem .S 1 /,
(ii) a controllable but not observable subsystem .S 2 /,
(iii) a noncontrollable and nonobservable subsystem .S 3 /,
(iv) a nonobservable and noncontrollable subsystem .S 4 /.
This decomposition of a S -system is known as a Kalman decomposition; the S 1 -

.ir
system corresponds to the so-called minimal realization of the S-system which has
physical meaning when the eigenmotions of the S 3 - and S 4 -subsystems are asymptoti-

rs
cally stable. The following motion equations correspond to the Kalman decomposition
of the S -system:

ee
.S 1 /  1 D A11 k1 C A13 k3 C B 1 uk

.S 2 /  2 D A21 k1 C A22 k2 C A23 k3 C A24 k4 C B 2 uk

in
.S 3 / 3
kC1 D A33 k3

.S 4 / 4
kC1 D A43 k3 C A44 k4
ng

0 1
1
1 3
B:C 1 1 3 3
y D .C ; 0; C ; 0/ B :C
@:ADC  CC  ;
le

4
ro

where  i 2 Rni with n1  min.p; q/; n1 Cn2 D p; n1 Cn3 D q; n1 Cn2 Cn3 Cn4 D n.
It is obvious that the case of the general position is associated only with the minimal
realization of the S -system.
nt

Controllability and observability, stabilizability and detectability are dually con-

nected, namely, the expressions for the matrices of controllability and observability of
co

the S-system immediately imply identities

8
< K .A; B/  N > .B > ; A> /
: N .C; A/  K > .A> ; C > /:

The left-side matrices are connected with the system

xkC1 D Axk C Buk

´
.S/
yk D C xk
 7.2 Discrete observability and observers. Canonical forms 201

and the right-side matrices with the S > -system

8
< kC1 D A> k C C > k
.S > /
:  D B >
k k

known as a dual system. The indicated identities introduce the so-called duality rela-
tions which give, in particular, two significant inferences.
1ı . The S-system is controllable (observable) if and only if the S > -system is observ-
able (controllable).

.ir
2ı . The S -system is stabilizable (detectable) if and only if the S > -system is de-
tectable (stabilizable).

rs
The notions of observability and detectability are convenient for estimating the state
of a dynamical system from the measurements of the output of the system.

ee
The following definition introduces the notion of a discrete observer.

Definition 7.5. The dynamical system

in
xO kC1 D F .xO k ; yk /

is said to be an asymptotic observer of an NS -system of the form

ng

xkC1 D f .xk /
´

yk D h.xk /; k D 0; 1; 2; : : : ;
le

if
lim kxk xO k k D 0:
ro

k!1

If there exists a number k  such that

nt

xO k D xk

for all k  k  , then the observer is said to be finite.

co

For S-systems the problem of estimating the phase vector is solved by the linear
observer
xO kC1 D AxO k L.C xO k yk / D AL xO k C LCyk ; (7.14)
where L is the .n  l/ feedback matrix of the observer. The estimation error " D x xO
satisfies the equation
"kC1 D AL "k
and the observer solves the estimation problem asymptotically if AL is a Hurwitz ma-
trix or finitely if AL is a nilpotent matrix. As was shown in Chap. 2, if the pair ¹C; Aº
202 7 Observers for discrete systems

is observable, the spectrum of the observer spec¹AL º may be defined arbitrarily. If

the pair ¹C; Aº is detectable, then the part spec¹AL º of the spectrum of the observer
is fixed and coincides with the spectrum of the nonobservable subsystem and the re-
maining part of the spectrum spec¹AL º is defined arbitrarily (it stands to reason that
the arrangement of the spectrum relative to the real axis must be symmetrical).
The dimension of the observer can be diminished by the dimension of the output
if rank C D l. Observers of lowered order of this kind are traditionally called Luen-
berger observers on the basis of the following statement.

Lemma 7.6. Suppose that in the vector discrete S0 -system

.ir
8
< xkC1 D Axk

rs
: yk D C xk ; k D 0; 1; : : : ; x 2 Rn ; y 2 Rl ;

the pair ¹C; Aº is observable. Then, by a nonsingular transformation this system can

ee
be reduced to the form
8
<x 0 D A11 xk0 C A12 yk
kC1
(7.15)
in
0
:y
kC1 D A21 xk C A22 yk ; k D 0; 1; : : : ; x 0 2 Rn l ; y 2 Rl ;

where the .n l/  .n l/-matrix A11 has any predefined spectrum.

ng

A constructive proof of this lemma can be obtained with the use of the method of
pseudoinputs (see Sec. 5.3), we do not give it here. This lemma can also be generalized
le

to the case of detectability of the pair ¹C; Aº.

Under the conditions of Lemma 7.6 the observers which solve the observation prob-
lem for S0 -systems are given by the equations
ro

0
xN kC1 D A11 xN k0 C A12 yk (7.16)
nt

!
xN k0
xN k D M ; .7:160 /
yk
co

where xN 0 2 Rn l and M is the transformation matrix which is mentioned in Lemma

7.6. The estimation error " D xN x 0 is defined by the equation

"kC1 D A11 "k ; k D 0; 1; 2; : : : ; (7.17)

and, for the requisite choice of the transformation matrix which is mentioned in the
conditions of the lemma the error "k asymptotically or finitely becomes zero.
Note that equations (7.16)–(7.160 ) for the observer are also valid for the case of the
detectability of the pair ¹C; Aº, the only difference is that the spectrum of the matrix
A11 has a fixed Hurwitz component of the latent dynamics.
 7.2 Discrete observability and observers. Canonical forms 203

We have thus shown that the dimension of the observer which reconstructs the full-
phase vector cannot be smaller than the number r D n l, where l is the dimension
of the output.
Note that for a vector system an observer of any intermediate dimension higher than
.n l/ can be constructed according to the same scheme. This fact is based on the
following lemma.

Lemma 7.7. Suppose that in the vector discrete S0 -system

8
< xkC1 D Axk ; k D 0; 1; : : :

.ir
: yk D C xk ; x 2 Rn ; y 2 Rl ;
rank C D l, and the pair ¹C; Aº is observable. Then, for any number , 1 <  < l,

rs
 
 exists a -dimensional output y D C y 2 R and a similarity transformation
there
x0
y D M x such that .n /  .n / is the matrix A11 in the transformed system

ee

8
0
< xkC1 D A11 xk0 C A12 yk
(7.18)
: y  D A x 0 C A y  ; k D 0; 1; : : : :
kC1 21 k 22 k
in
This matrix is a Hurwitz matrix and has a predefined spectrum (here x 0 2 Rn  ).

In this case, the observation problem is solved by the observer

ng
8 0 
ˆ
ˆ xN kC1 D AN11 xN k0 C A12 yk
< !
1 xN k0
: xN k D M
le

ˆ

ˆ
yk
of dimension .n /.
ro

It is useful to note that under the condition rank C D l for system (7.18) the .l /-
dimensional output y l  D Cl  x 0 is also defined (it is defined with the use of the
nt

output y 2 Rl and y  2 R ). Then we can rewrite equation (7.18) as a state equation

with the known external signal y  and the new output y 1  , i.e., as a set of equations
< xkC1 D A11 xk0 C A12 yk ; k D 0; 1; : : :
8 0
co

(7.19)
: yl  D C x 0
:
k n  k

It is important to emphasize here that under the conditions of Lemma 7.7 the pair of
matrices ¹Cl  ; A11 º is observable. This fact will be used in the synthesis of observers
under the conditions of uncertainty.
Note that if we deal with a controllable S-system, i.e., with a system which has an
input, then, for this system, instead of (7.14), we take an observer in the form
xO kC1 D AxO k L.C xO k yk / C Buk : (7.20)
204 7 Observers for discrete systems

7.3 Method of pseudoinputs in the problem of synthesis

of functional observers
Consider a problem of estimation of a p-dimensional linear functional

 D Fx (7.21)

from the measurements of the l-dimensional output .l < n/

yk D C xk (7.22)

.ir
of the stationary discrete system

xkC1 D Axk ; k D 0; 1; 2; : : : ; (7.23)

rs
using an observer of the order as minimal as possible.
Here all matrices are assumed to be known, F and C are matrices of full rank, and

ee
the pairs ¹C; Aº and ¹F; Aº are observable.

7.3.1 Scalar system, scalar functional

in
As we did in Chap. 4, we shall begin with considering the case of a scalar functional
and a scalar observer, i.e., where l D p D 1, and use the method of pseudoinputs for
ng
solving the problem. This means that along with (7.23) we also consider a system

xkC1 D Axk C Lvk I k D 0; 1; 2; : : : ; (7.24)

le

with a “pseudoinput” vk and with a vector of the input L. The latter approach is only
a convenient methodical technique and makes it possible to introduce, in a natural way,
ro

two transfer functions

ˇy .z/
Wy .z/ D C.zI A/ 1 L D ;
˛.z/
nt

(7.25)
ˇ .z/
W .z/ D F .zI A/ 1 L D
˛.z/
co

with the same polynomials in the denominator which coincide with the characteristic
polynomial of the matrix A, i.e.,

˛.z/ D det.zI A/ D z n C an z n 1
C


C a1 ;

and, in general, different polynomials in the numerator in (7.25) (we can naturally
assume that C ¬ F ).
By virtue of the assumptions that we have made, the polynomials ˇy .z/, ˇ .z/ and
˛.z/, are coprime, we can also achieve the same for the polynomials ˇy .z/ and ˇ .z/
by a requisite choice of the vector L.
 7.3 Method of pseudoinputs in synthesis of functional observers 205

Under these conditions, the transfer function W0 .z/ of the required observer

 D W0 .z/y (7.26)

is embedded into the family of transfer functions defined by the ratio of polynomials
ˇ .z/ and ˇy .z/, i.e.,
ˇ .z/
W0 .z/ D : (7.27)
ˇy .z/
The physically realizable transfer functions of functional observers form in this family
of transfer functions a subset distinguished by the conditions

.ir
8
<deg ˇ .z/  deg ˇy .z/;
(7.28)

rs
:ˇy .z/ is a Hurwitz polynomial.

Since the order of the required observer is defined by the number deg ˇy .z/, we have

ee
to isolate, in the subset (7.28), transfer functions (7.27) for which the degree deg ˇy .z/
is minimal.
It should be emphasized that the problem of minimization of the degree deg ˇy .z/
of the polynomial is solved under the degree restriction (7.28) and is, therefore, a non-
in
classical problem of optimization.
Let us formulate this problem in a more customary algebraic form, for which pur-
ng
pose we note that the polynomials ˇ .z/ and ˇy .z/ are of a degree not higher than
.n 1/ and can be written with the use of Markov parameters of the triplets ¹F; A; Lº
and ¹C; A; Lº respectively by the expressions
le

ˇ .z/ D z n 1 .FL/ C z n 2 .FAL C an FL/

C z n 3 .FA2 L C an FAL C an 1 FL/ C



ro

(7.29)
ˇy .z/ D z n 1 .CL/ C z n 2 .CAL C an CL/
C z n 3 .CA2 L C an CAL C an 1 CL/ C



nt

where a1 ; a2 ; : : : ; an are parameters of the characteristic polynomial

co

˛.z/ D z n C an z n 1
C


C a1 :

Suppose that ~ is the required minimal degree of the Hurwitz polynomial ˇy .z/
which provides a solution of the problem under consideration, and then, obviously, the
relations
CL D CAL D


D CAn ~ 2 L D 0
(7.30)
FL D FAL D


D FAn ~ 2 L D 0
should hold simultaneously, with

CAn ~ 1
L ¤ 0: (7.31)
206 7 Observers for discrete systems

Thus, the polynomial ˇy .z/ responsible for stability of the observer is defined by
the equation
ˇy~ .z/ D z ~ .CAn ~ 1
L/ C z ~ 1
.CAn ~
L C an CAn ~ 1
L/ C


(7.32)
and, without loss of generality, we can set
CAn ~ 1
L D 1:
Then, instead of saying that ˇy~ .z/ is a Hurwitz polynomial, we can say that the
column  0
L

.ir
L~ D D .: : : ; CAn ~ L C an ; 1/> (7.33)
1
is a Hurwitz column consisting of coefficients of the polynomial ˇy~ .z/ (here L~ 2

rs
R~C1 , L0 2 R~ ).
The determining of the conditions of solvability of this problem and the synthesis of
the observer can be conveniently carried out in a special basis with a minimal number

ee
of free parameters. Such a natural basis is the basis in which the pair ¹C; Aº has
a canonical form of observability, i.e.,
0 1
0 ::: 0 a1
in
B C
B1 : : : 0 a2 C
c D .0; : : : ; 0; 1/; A D B : : ;
B C
B :: : : ::: :: C
ng
@ : CA
0 ::: 1 an
and we shall suppose that in this basis the vectors F and L have components
le

F D .f1 ; f2 ; : : : ; fn /; L D .l1 ; l2 ; : : : ; ln /> :

ro

Then it follows from the first relations in (7.30) that

ln D ln 1 D


D l~C2 D 0;
nt

i.e., the vector L has the structure

 ~
L
LD D .l1 ; l2 ; : : : ; l~ ; 1; 0; : : : ; 0/> ;
co

0
and the set .n ~ 1/ of the second relations in (7.30) is equivalent to the system of
linear equations
0 1 0l 1 0
f~C1
1
f1 f2 : : : f~ 1
B l2 C Bf~C2 C
f2 f3 : : : f~C1 C B C
H~ l ~ D B
B C
B CD B :: C D h~ ; (7.34)
B C
@ ::: ::: : : : : : : A @ ::: A @ : A
fn ~ 1 fn ~ : : : fn 2 l~ fn 1

which, of course, is equal to system (4.18) in Chap. 4.

 7.3 Method of pseudoinputs in synthesis of functional observers 207

Since the components .l1 ; l2 ; : : : ; l~ /> of the vector are the parameters of the poly-
nomial ˇy~ .z/, i.e.,
ˇy~ .z/ D z ~ C l~ z ~ 1
C


C l1 ;

the presence, for a certain ~, of a Hurwitz solution of system (7.34) is a necessary and
sufficient condition of existence of a functional observer of order ~. In the terms of
Z-transformation the equation for such an observer which forms an estimate N of the
functional  has the form
ˇ .z/
N D ~ y; (7.35)
ˇy .z/

.ir
and the estimation errors
" D N 

rs
satisfy respectively the equation

ee
ˇy~ .z/" D 0;

and this solves the observation problem since ˇy~ .z/ is a Hurwitz polynomial.
in
The question concerning the minimal order ~  of the functional observer (7.35)
remains open. The computation of ~  is possible in the framework of the following
ng
iteration procedure:
 first, from the equation

rank H~ D rank.H~ h~ /
le

(7.36)

we find the minimal number ~m for which system (7.34) is solvable; if, for this
ro

~m , among the solutions of (7.34) there exists a Hurwitz vector L~m ,

~  D ~m ;
nt

then the problem is solved,

co

 otherwise, we must increase ~m by unity, and, since for any ~ > ~m condition
(7.36) is fulfilled, we should repeat the procedure; after a finite number of itera-
tions we will find the required minimal order ~  of the functional observer,
 the formula
ˇ .z/
N D  y
ˇy~ .z/

should be used to synthesize the required observer.

We have thus proved the following theorem.
208 7 Observers for discrete systems

Theorem 7.8. For the observable n-dimensional system with a scalar output

xkC1 D Axk ; yk D C xk ; k D 0; 1; 2; : : : ;

and a linear scalar functional

 D Fx
such that F ¬ C and the pair ¹F; Aº is observable, there exists a functional observer
of order ~ of form (7.35) which reconstructs the functional  if and only if the system
of linear equations defined in the canonical basis of observability by relation (7.34)

.ir
H~ l ~ D h~ ;
~

has a solution l ~ such that L~ D l1 is a Hurwitz vector.

rs
Remark 7.9. The requirement that the pairs ¹C; Aº and ¹F; Aº should be in the gen-
eral position is not necessary, the detectability of these pairs is sufficient for solving

ee
the problem.

7.3.2 Scalar observations, vector functional

in
The synthesis of a functional observer of the smallest order by the method of pseudoin-
puts for systems (7.22) and (7.23) can be generalized, without any essential changes,
ng
to p-dimensional vector functionals

 D Fx
le

where, it stands to reason, it is relevant to suppose that

 
F
ro

rank F D p; rank D p C 1; p > 1: (7.37)

C

For the measurable output yk of the system and each i -component  i D F i x .i D

nt

1; 2; : : : ; p/ of the functional  we shall determine the transfer functions from the

pseudoinputs v (see (7.24)) to the corresponding output y or i , i.e.,
co

ˇi .z/
 i D Fi .zI A/ 1 Lv D v; i D 1; 2; : : : ; p; (7.38)
˛.z/
ˇy .z/
y D C.zI A/ 1 Lv D v: (7.39)
˛.z/
This makes it possible to determine, in the general form, the transfer vector function
of the observer, i.e., transfer functions from y to each component of the functional, in
the form
ˇ i .z/
 i D  y; i D 1; 2; : : : ; p: (7.40)
ˇy .z/
 7.3 Method of pseudoinputs in synthesis of functional observers 209

If we use now the vector of the pseudoinput L so that the conditions

deg ˇi  deg ˇy for all i D 1; 2; : : : ; p; (7.41)

ˇy .z/ is a Hurwitz polynomial;

will be fulfilled, then the observation problem is solved by the observer with a vector
transfer function 0 1 1
ˇ .z/
1 B : C
W .z/ D @ :: A ;
ˇy .z/ p
ˇ .z/

.ir
i.e., the estimate N of the functional  satisfies the equation

rs
0 1 1
ˇ .z/
1 B : C
N D @ :: A y; (7.42)
ˇy .z/ p

ee
ˇ .z/

and, as we can see from (7.42), the degree of the observer is equal to deg ˇy .z/.
Among all observers satisfying conditions (7.41) we have to find an observer of the
in
minimal order just as in the scalar case for which purpose we use the iteration proce-
dure. To describe this procedure, we introduce notation
ng
~ D deg ˇy .z/;

and this means that

le

CL D CAL D


D CAn ~ 2
L D 0; CAn ~ 1
L ¤ 0I (7.43)
ro

and, in addition, for every i D 1; 2; : : : ; p we have relations

F i L D F i AL D


D F i An ~ 2
L D 0: (7.44)
nt

As in the preceding section, when solving systems of equations (7.43) and (7.44) we
shall consider the original system in the canonical basis of observability. As before,
co

we introduce vectors and matrices

 ~
L
L> D D .l1 ; l2 ; : : : ; l~ ; 1; 0; : : : ; 0/> ;
0
0 :: 1
f1i f1i : f~i
0 i 1
f~C1
B
i i :: i C
C
Bf i C
f f : f
B
B ~C2 C
H~i D B :2 3 ~C1 C ; hi~ D B : C ; i D 1; 2; : : : ; p;
B
B :: :: :: :: C @ :: A
: : : A
C
fni 1
@
::
fin ~ 1 fi n ~ : fi
n 2
210 7 Observers for discrete systems

where fji .j D 1; : : : ; n/ are components of the i th row F i of the functional  D

F x in the canonical basis. We also define the matrix H~ and the vector h~ by the
expressions 0 11 0 11
H~ h~
BH 2 C Bh2 C
B ~C B ~C
H~ D B : C ; h~ D B : C : (7.45)
@ :: A @ :: A
p p
H~ h~
In these terms, the following statement is valid which generalizes Theorem 7.8 to
the case of vector functional.

.ir
Theorem 7.10. For the observable n-dimensional system

rs
xkC1 D AxkC1 ; k D 0; 1; : : :

with a scalar output

ee
yk D C xk
and a linear p-dimensional vector functional
in
 D Fx

such that rank F D p, rank F

C D p C 1, and the pair ¹F; Aº is observable, there ex-
ng
ists a functional observer of order ~ of form (7.42) which reconstructs the functional 
if and only if in the canonical basis of observability the linear equation

H~ l ~ D h~
le

(7.46)
~

has a solution l ~ D .l1 ; l2 ; : : : ; l~ /> such that L~ D l
1 is a Hurwitz vector.
ro

The algorithm of computing the minimal ~ described in the preceding section is

also suitable for the case under consideration.
nt

Remark 7.11. The requirement of observability of the pairs ¹C; Aº and ¹F; Aº can be
lowered to detectability.
co

Scalar functional, vector observation. We shall restrict the consideration to the

description of the main ideas of the synthesis of a functional observer in the present
case and omit the details since they can be easily found from the material given above.
Thus, we consider an n-dimensional system

xkC1 D Axk ; k D 0; 1; 2; : : :

with a vector l-dimensional output

yk D C xk
 7.3 Method of pseudoinputs in synthesis of functional observers 211

which must be used for estimating the scalar functional

 D F x; F 2 Rn :

We assume that rank C D l, the pair ¹C; Aº is observable, and  is its observability
index, i.e.,  is a minimal number such that
0 1
C
B CA C
rank B : C D n:
B C
@ :: A
CA 1

.ir
On these assumptions, by means of nonsingular transformations of the state and output

rs
xN D P x; yN D My; det P ¤ 0; det M ¤ 0;

the system under consideration can be reduced to the Luenberger–Isidori canonical

ee
form consisting of a set of l subsystems with scalar outputs y i of the form
8
l
j
ˆ X
i
< xkC1 D Ai i xki C aij yk
ˆ
ˆ
in
j D1; i¤j (7.47)
ˆ
ˆ
yki D ci xki ; k D 0; 1; 2; : : : ;
ˆ
:
ng

where i D 1; 2; : : : ; l; x i 2 Ri , 1 C 2 C


C n D n,  D maxi i ;

0 0 ::: 0  1
y1
! !
x1
le

B 1 ::: 0  C
xN D ::: ; yN D ::: I ci D .0; : : : ; 0; 1/; Ai i D @ : : : : A :
:: : : :: ::
xl yl
0 ::: 1 
ro

Upon this transformation, in the new basis the functional  D F x can be repre-
sented as the sum of l-functionals of the form  i D F i x i , i.e.,
nt

l
X l
X
D F i xi D i: (7.48)
co

i D1 i D1

It is easy to verify that if the pair ¹F; Aº is observable (and this fact will be assumed),
then all pairs ¹F i ; Ai i ºi D1;:::;l will be similar.
This means that the problem under consideration can be reduced to a set l of sub-
problems of the estimation of scalar functionals

 i D F i xi

also with the use of scalar outputs

yki D ci xki
212 7 Observers for discrete systems

of the systems
i
xkC1 D Ai i xk ; k D 0; 1; 2; : : : :
Note that on the right-hand side of each i th equation there is a known input
Pl j
i D1; i¤j aij yk , but, as was repeatedly emphasized, this does not affect the synthesis
of the kernel of the observer.
However, precisely with a problem of this kind we deal in the method of pseudoin-
puts, and its solution, as has been established, is an observer of the form

ˇi .z/ i
N i D y ; (7.49)

.ir
ˇyi .z/

where ˇi .z/ and ˇyi .z/ are numerators of transfer functions of the system

rs
i
xkC1 D Ai i xki C Li vki

ee
from the pseudoinputs vki acting along the vectors Li to the outputs  i D F i x i and
y i D c i x respectively, i.e.,
in
ˇi .z/ i ˇyi .z/
N i D v ; yi D vi ;
˛ i .z/ ˛ i .z/
ng

where ˛ i .z/ D det.zI Ai i /.

Thus, the general form of the required observer is given by the sum
le

l l
X X ˇ i .z/

N D N i D yi : (7.50)
ˇyi .z/
ro

i D1 i D1

The order of observer (7.50) coincides with the order of the largest common multiple
of the polynomials in the denominator, and, consequently, the observer has the minimal
nt

order when its zeros of polynomials ˇyi .z/ coincide (i.e., ˇyi .z/ D ˇy .z/ for all i D
1; : : : ; l), are stable, and the degree of the polynomial ˇy .z/ is minimal.
co

In this case, the final form of the required functional observer is defined by the
operator expression
X l
ˇy .z/ D ˇi .z/y i ; (7.51)
i D1

we should only take into consideration here that y i are components of the transformed
vector yN D My where y are measurable variables of the output.
Observer (7.51) is physically realizable if

deg ˇi .z/  deg ˇy .z/; i D 1; 2; : : : ; l: (7.52)

 7.4 Method of scalar observers in synthesis of minimal order observer 213

These inequalities and the conditions under which the polynomial ˇy .z/ is a Hur-
witz polynomial presuppose the conditions of choosing the vectors of the pseudoinputs
Li which, for ~ D deg ˇy .z/, must have the same structure
0 1
l1
B :: C
B:C 0 1
B C l1
B l~ C B :: C
B:C
Li D B i ~
B C
B1C 2 R ; L D B C is a Hurwitz vector;
C
B0C @l~ A
1
B C
B :: C

.ir
@:A
0

rs
and the vector l ~ D .l1 ; : : : ; l~ /> is a solution of the set of linear equations

H~i l ~ D hi~ ; i D 1; 2; : : : ; l:

ee
In this system of equations the matrix H~i and the vector hi~ have the familiar form

f1i
0 i 1
: : : f~i
0 1
f~C1
in
i
B :
:: :
:: : C i
B : C
:: C ; h~ D B :: C :
H~ D B @ A @ A
i i i
fi ~ 1 : : : fi 2 fi 1
ng

In order to calculate the minimal order of the observer, we should use the iteration
procedure indicated above, beginning with the value ~  for which the conditions
le

rank.H~i  / D rank.H~i  ; hi~  /

are fulfilled.
ro

7.4 Method of scalar observers in the problem of synthesis

nt

of a minimal order functional observer

We shall again consider a problem of synthesis of a minimal order observer which
co

reconstructs a linear p-dimensional functional

 D F x;

from the measurements of the l-dimensional input

yk D C xk ; k D 0; 1; 2; : : : ;

of the n-dimensional stationary linear system

xkCl D Axk ; k D 0; 1; 2; : : : :
214 7 Observers for discrete systems

We assume that F and C are full-rank matrices, i.e.,

rank F D p; rank C D l;

the rank of the extended matrix F

C being maximal, i.e.,
 
F
rank D p C l  n;
C

in addition, the pairs of matrices ¹C; Aº and ¹F; Aº are observable.

On these assumptions it is clear that the problem of synthesis of the functional ob-

.ir
server of minimal order ~ is substantive if

p~<n l;

rs
and, consequently, the strict inequality

ee
pCl <n

should be valid.
We shall give an example where p D l D 1 to explain the idea of the method of
in
scalar observers.
ng
7.4.1 Scalar functional, scalar observation
Assume that the row of F satisfies the equation
le

FA D F C C (7.53)

for the real and stable number , i.e., jj < 1, and a certain . Then it is obvious that
ro

the asymptotic estimate N of the functional  D F x is given by a scalar observer of

the form
N kC1 D N k C yk ; k D 0; 1; 2; : : : : (7.54)
nt

Since, in the general case, the row of F does not satisfy equation (7.53), the observa-
tion problem under consideration cannot be solved by a scalar observer of form (7.54).
co

However, it can be solved by a set of scalar observers of form (7.54). Let us demon-
strate this.
Suppose that the vector L provides the matrix

AL D A LC

with a real distinctive Hurwitz spectrum

spec¹AL º D ¹1 ; 2 ; : : : ; .n 1/ ; 0º;

i ¤ j ; i ¤ jI ji j < 1; i D 1; 2; : : : ; n 1:
 7.4 Method of scalar observers in synthesis of minimal order observer 215

We denote by gi the left-hand eigenvectors of the matrix AL associated with the

eigenvalues i . Then the set of vectors g1 ; : : : ; gn 1 ; C forms a basis and the row
of F is uniquely decomposable according to this basis. Each functional i D gi x is
reconstructed by a scalar observer similar to observer (7.54), i.e.,

NkC1
i
D i Nki C i yk ; i D gi L; (7.55)

and y D C x is a known output. Therefore we can state that the required functional 
can be reconstructed by the set of scalar observers (7.55), i.e.,
n 1

.ir
X
N k D wi Nki C wn yk ; k D 0; 1; 2; : : : ; (7.56)
i D1

rs
and
n 1
X
N k k D wi "ik ; "ik D Nki i :

ee
i D1

It is precisely this circumstance that defines the name of the method3 .

In order to find the minimal number of scalar observers which can solve the problem
under consideration, we must find a basis g1 ; : : : ; gn 1 ; C in Rn such that the vector
in
w D .w1 ; : : : ; wn / in decomposition (7.56) would have the maximal number of zero
components. This choice depends on the vector L (or the set ¹1 ; : : : n 1 º), and,
ng
consequently, by using the requisite choice of the vector L we can solve the problem
being considered.
Therefore the necessary and sufficient condition of existence of a functional ob-
server of order ~ is the condition of existence of a “Hurwitz” solution of the system of
le

linear equations
H~ l ~ D h~ ; (7.57)
ro

where 0 1 0 1
f1 f2 ::: f~ f~C1
B C B C
B f2 f3 : : : f~C1 C Bf~C2 C
nt

H~ D B : ; h~ D B : C (7.58)
B C B C
B :: :: :: :: C B :: C
@ : : : C
A @ A
co

fn ~ 1 fn ~ : : : fn 2 fn 1
in the canonical basis of observability. Here fi are the coordinates of the row of F
in the indicated basis, i.e., F D .f1 ; f2 ; : : : ; fn /. In order to find the minimal ~  , we
should use the iteration procedure described in the preceding subsections, with

~  n 1:

The given arguments sum up the analog of Theorem 7.8 whose formulation we omit.
3 Note that the given arguments justify the Emelyanov–Taran hypothesis of the sixties about the pos-
sibility of replacement of the output differentiators by inertial links in the synthesis of feedback.
216 7 Observers for discrete systems

Remark 7.12.
1ı . The synthesis of a family of scalar observers which reconstructs the given
functional is carried out in the following sequence: after determining the minimal
order of ~  we find l ~ , which is a solution of system (7.57), the component of the
~

Hurwitz vector L D 1 , then we determine the diagonal ~  ~ matrix ƒ~ D
~ l

diag.1 ; 2 ; : : : ; ~ /, and find the eigenvectors gi and, together with them, the esti-
mates of the functionals N i . Finally, the required observer is defined by the relation
8
<N kC1 D w ~ N ~ C wn yk
k
(7.59)
:N ~ D ƒ~ N ~ C ~ y ; k D 0; 1; 2; : : :

.ir
kC1 k k

where w ~ D .w1 ; : : : ; w~ /.
2ı . In the case under consideration instead of the observability of the pairs ¹F; Aº,

rs
¹C; Aº we can only require their detectability.
3ı . The spectrum spec¹AL º D ¹1 ; 2 ; : : : ; n 1 ; 0º can contain coincident roots

ee
or complex-conjugate pairs, and then the basis gi will consist of eigenvectors and root
vectors. We omit the details. in
7.4.2 Scalar observations, vector functional
The technique of synthesis of minimal order functional observers described in the
ng
preceding subsections is preserved in the large, and
therefore we shall only point out
the main items. Thus, let rank F D p > 1, rank F .n 1/n
C D p C 1 and let G 2 R
be a matrix consisting of left-hand eigenvectors gi of the matrix AL , i.e.,
le

AL D ƒG:

The matrix F is uniquely “decomposed” according to the rows of the matrix G and
ro

the row of C , i.e.,

F D w 0 G C wn C;
where w 0 D .w1 ; : : : ; wn 1 /, and therefore
nt

0 11

B :: C
 D @ : A D w 0  C wn y;  D Gx:
co

p
We denote ƒ D diag.1 ; : : : ; n 1 /. Since

kC1 D ƒk C GLyk ; k D 0; 1; 2; : : : ;

the generalized equation of the observer has the form

8
< NkC1 D ƒNk C GLyk
: N k D w 0 Nk C wn yk
 7.5 Synthesis of observers under the conditions of uncertainty 217

and now we should carry out the minimization, with respect to L, of its order (i.e., L is
chosen such that among wi the number of zeros should be maximal).
Let ~ < n 1 be the order of the functional observer, and then the necessary and
sufficient condition of solvability of the problem for the given ~ is formulated in the
form of existence of a “Hurwitz” solution l ~ of the systems of linear equations

H~i l ~ D hi~ ; i D 1; 2; : : : ; p;

where H~i and hi~ has the form indicated in (7.58) for each row F i of the matrix F in
the canonical basis of observability. In the large, the analog of Theorem 7.10 is valid,

.ir
it has a strict formulation which we omit.

7.5 Synthesis of observers

rs
under the conditions of uncertainty

ee
Let us consider a problem of observation of a phase vector in an n-dimensional linear
stationary system
xkC1 D Axk C Dfk ; k D 0; 1; 2; : : : ; (7.60)
in
from the measurements of its l-dimensional output

yk D C xk : (7.61)
ng

Pay attention to the fact that the observed system is subjected to the action of the
external signal fk about which we know nothing a priori except of its dimension m,
i.e., fk 2 Rm .
le

Further, for full observability of the pair ¹C; Aº, and in what follows we assume this
property to be fulfilled, the standard full-dimensional observer
ro

xN kC1 D Ak xN k C Lyk

does not solve the posed problem since the right-hand side of the equation for the
nt

estimation error " D xN x, i.e., the equation

co

"kC1 D AL "k Dfk ; AL D A LC; k D 0; 1; 2; : : : ;

includes, in general, the unknown disturbance ¹fk º which hinders the solution of the
problem. However, under some additional conditions, it is possible to formulate the
solution of this problem. These conditions will be formulated as the following as-
sumptions:
(A.1) system (7.60), (7.61) is a hyperoutput system, i.e., l > m, or square when
l D m,
(A.2) the matrices C , D, and CD are full-rank matrices, i.e., rank C D l, rank D D
m, rank CD D m (l  m),
218 7 Observers for discrete systems

(A.3) the triplet ¹C; A; Dº is in the general position, i.e., the pair ¹C; Aº is observable
and the pair ¹A; Dº is controllable,
(A.4) the triplet ¹C; A; Dº is of minimal phase, or, to put it otherwise, the invariant
zeros of the matrix of the Rosenbrock system, i.e., the .n C l/  .n C m/ matrices
0 1
zIn A j D
R.z/ D @ A;
C j 0

are stable or absent.

.ir
Note that the indicated set of assumptions is standard in observation theory under
uncertainty.

rs
7.5.1 Square systems

ee
We begin the consideration with the square systems (7.60) and (7.61) when l D m. In
this case, there exists a nondegenerate change of coordinates M , det M ¤ 0,
 0
x
in
D M x;
y

such that in the new coordinates x 0 2 Rn m , y 2 Rm of the motion equation the

ng

system decomposes into two subsystems of equations

8
<x 0 D A11 xk0 C A12 yk
kC1
le

(7.62)
0
kC1 D A21 xk C A22 yk C CDfk ; k D 0; 1; 2; : : : ;
:y
ro

the first of which does not depend explicitly on the external disturbance fk which
affects only the second component whose state variable yk can be immediately mea-
sured.
nt

Thus, if the matrix A11 in (7.62) is stable, then the observation problem is solved by
an observer of dimension .n m/ of the form
co

0
xN kC1 D A11 xN k0 C A12 yk ; k D 0; 1; 2; : : : ; (7.63)

with a static transformer !

1
xN k0
xN k D M : (7.64)
yk
However, as was already pointed out, the spectrum of the matrix A11 consists of the
set of all invariant zeros of the Rosenbrock matrix of system R.z/ which, in turn,
are stable if the triplet ¹C; A; Dº is of minimal phase (A.4). We have the following
theorem.
 7.5 Synthesis of observers under the conditions of uncertainty 219

Theorem 7.13. Suppose that the square (i.e., l D m) minimal-phase triplet ¹C; A; Dº
is in the general position, rank CD D m. Then the problem of observation of the full-
phase vector of system (7.60), (7.61), with the presence of disturbance fk , is solved by
observer (7.63) and (7.64) of dimension .n m/, the convergence of the estimate xN k
to xk being fully determined by the zeros of the Rosenbrock matrix R.z/ of the system.
As concerns the synthesis of the functional observer (of the minimal order inclu-
sive), here the possibilities are not very extensive and consist in the following.
The functional  D F x being estimated is represented as the sum
 0
xN

.ir
 D FM 1 D F 0 x 0 C F 00 y
y

rs
whose second component is known, and therefore the posed problem reduces to the
estimation of the functional

 0 D F 0x0; F 0 2 R1.n m/

ee
:

This is possible in principle. Thus, for instance, for the matrix A11 of simple struc-
ture in Rn m there exists a basis consisting of its left-hand eigenvectors hi .i D
in
1; 2; : : : ; n m/ corresponding to its eigenvalues ¹1 ; 2 ; : : : ; n m º, i.e.,

hi A11 D i hi ; i D 1; 2; : : : ; n m:
ng

The vector F 0 is uniquely decomposed with respect to this basis

nXm
le

F0 D i hi ;
i D1
ro

the number of nonzero factors of the decomposition defines the minimal order of the
functional observer. By the known technique (see Chap. 5) this result can be gener-
alized to the matrix A11 which is of an arbitrary structure. In any case, it is impos-
nt

sible to influence the order of the observer or the rate of convergence of the estimate
to the original, the former and the latter are defined by the property of the original
triplet ¹C; A; Dº. The situation is different in the so-called hyperoutput systems where
co

l > m.

7.5.2 Hyperoutput systems

In this case, when assumptions (A.1)–(A.4) are fulfilled in the equations of the system
under consideration, we have to carry out the following transformations: we should
begin with dividing the vector y into two components y 0 and y 00 of dimension m and
.l m/  0  0 
y C x ºm
yD D
y 00 C 00 x º l m
220 7 Observers for discrete systems

so that
det C 0 D ¤ 0:
Note that for this purpose we may require not only an interchange of rows in the
matrix C 0 , as was pointed out above, but also a nonsingular transformation of the
output vector. However, this is a technical problem and does not affect the essence
of the matter (for details see Chap. 5). After this transformation we have to consider
a “square” system
xkC1 D Axk C Dfk
´

yk0 D C 0 xk ;

.ir
for which we should carry out a change of variables indicated in the preceding item,
namely,

rs
 0
x ºm
xDM 0
y ºl m

ee
and obtain a system
8
<x 0 D A11 xk0 C A12 yk0
kC1
in (7.65)
:y 0 D A21 xk0 C A22 yk0 C .C 0 D/fk ; k D 0; 1; 2; : : : :
kC1
ng
The significant difference between systems (7.65) and (7.62) is that in the case of
systems (7.65) the first subsystem is followed by the output
 0
00 x
00 00
D C100 x 0 C C200 y
le

y DC xDC M (7.66)
y0

in whose equation the second component is known, and therefore, when solving ob-
ro

servation problems with the presence of disturbance, we may deal with an .n m/-
dimensional system with an output of dimension .l m/ > 0, i.e., a system of the
nt

form ´ 0
xkC1 D A11 xk0 C A12 yk0
(7.67)
yNk D C100 xk0 ; k D 0; 1; 2; : : : :
co

Of fundamental importance for the further use of system (7.67) in the estimation
problem under consideration is the question concerning the generality of position of
the pair ¹C100 ; A11 º. This question is answered by the following lemma.

Lemma 7.14. Suppose that the minimal-phase triplet ¹C; A; Dº is in the general po-
sition, rank CD D m. Then there exist nonsingular transformations of the output
and state of the system such that in the transformed system (7.63) and (7.64) the pair
¹C100 ; A11 º is observable (reconstructible) when the Rosenbrock matrix of the system
does not have invariant zeros (there are stable invariant zeros).
 7.5 Synthesis of observers under the conditions of uncertainty 221

We can prove Lemma 7.14 with the use of the arguments employed in the proof of
Theorem 5.1 in Chap. 5.
Thus, the full-dimensional observer for system (7.67) does not contain uncertainty,
can be taken in standard, for the theory of observability, form of an .n m/-
dimensional system
0
xN kC1 D AL N k0 C LyNk C A12 yk0 ;
11 x (7.68)
where the matrix
AL
11 D A11 LC100 : (7.69)
Under the conditions of Lemma 7.14 the spectrum of the matrix AL
is a Hurwitz

.ir
11
spectrum and contains two components, namely, an unchangeable component consist-
ing of invariant zeros of the Rosenbrock matrix R.z/ and a variable component defined
arbitrarily by the choice of the vector L in (7.69). Observer (7.68) together with the

rs
transformation4  0
xN k
xN k D M (7.70)
yk0

ee
solves the posed problem of observation under uncertainty. We have thus proved the
following theorem.
in
Theorem 7.15. For the minimal-phase hyperoutput .l > m/ triplet ¹C; A; Dº of the
general position, under the condition rank CD D m, the problem of observation of
ng
the full-phase vector, at the presence of the unknown disturbance ¹fk º, is solved by
observer (7.68)–(7.70) of order .n m/. In this case, the asymptotics of estimation
is defined by the matrix AL 11 D A11 LC100 whose spectrum is formed by all invari-
ant zeros of the Rosenbrock matrix R.z/ of the system and by the elements defined
le

arbitrarily by the requisite choice of the vector L  R.n m/.l m/ .

Thus, comparing Theorems 7.13 and 7.15, we can infer that the presence of addi-
ro

tional outputs allows us to affect essentially the dynamics of the system of estimation,
and, in certain situations, we can define it arbitrarily.
In addition to full-dimensional (of order .n m/) observer described above for
nt

estimating the phase vector of system (7.67), we can also use a lowered order observer
of order .n l/. For this purpose we must use Lemma 7.6 from Sec. 7.2 according
co

to which by a nonsingular transformation equations (7.67) are reduced to a system of

equations of form
´
00
xkC1 D AN11 xk00 C AN12 yNk C A012 yk0
(7.71)
yNkC1 D AN21 xk00 C AN22 yNk C A0012 yk0 ; k D 0; 1; 2; : : : ;

where the first equation is of dimension .n l/ with matrix AN11 with a spectrum
consisting of all invariant zeros of the Rosenbrock matrix R.z/ of the system and
4 Note that if we use the output transformation when solving equations (7.65), we have to change
in (7.70) the “transformed” component yk0 by its preimage.
222 7 Observers for discrete systems

the elements of this spectrum defined arbitrarily. In (7.71) .A012 / and A0012 are matrices
obtained from the matrix A12 as a result of the change of coordinates mentioned above.
Now, as before, an observer of form
00
xN kC1 D AN11 xN k00 C AN12 yNk C A012 yk0 ; k D 0; 1; 2; : : : ; (7.72)

is suitable for estimating the vector xk00 2 Rn l . This observer, together with the
relation  00 
xN k
xN k D MN ; (7.73)
yk

.ir
for a certain nonsingular matrix MN gives the required estimate of the full-phase vector
of the original system. We shall sum up what has been said as the following statement.

rs
Theorem 7.16. For the minimal-phase hyperoutput .l > m/ triplet ¹C; A; Dº of the
general position, under the additional condition rank CD D m, the problem of obser-

ee
vation of the full-phase vector with the presence of the unknown disturbance ¹fk º is
solved by observer (7.72), (7.73) of the minimal possible order .n l/. In this case,
the dynamics of estimation is defined by all invariant zeros of the Rosenbrock matrix
R.z/ of the system and the other points of the spectrum are defined arbitrarily.
in
For full-dimensional observers the result established in Theorem 7.16 is the most
possible from the point of view of minimization of dynamic order of the observer. The
ng

further lowering of the order is possible only for functional observers.

As applied to system (7.67), the synthesis of the observer which estimates the func-
tional5
le

 0 D F 0 x 0 ; x 0 2 Rn l ;
reduces to one of the sequences of actions described above. For instance, for the ob-
ro

servable pair ¹C10 ; A11 º in the case where C10 2 R1l , in accordance with the methods
of scalar observers, we should find the matrix H 0 of the left-hand correspondingly
vectors of the matrix AL 11 D A11 LC100 , i.e.,
nt

H 0 AL 0
11 D ƒH ;
co

where ƒ D diag.1 ; 2 ; : : : ; n l 1 / is a matrix of eigenvalues of the matrix AL

11 .
Then we should find the parameters w D .w1 ; : : : ; wn l 1 ; wn l / D .w 0 ; wn l / of
the decomposition
F 0 D w 0 H 0 C wn l C100
and reduce the problem of vector estimation to a set of scalar problems of estimation

i0 D hi x 0 .i D 1; 2; : : : ; n l 1/;
 
5 As was pointed out above, the estimation of the functional  D F x by a change x D MN xN 0
y
reduces to the estimation of the functional  0 D F 0 x 0 .
 7.5 Synthesis of observers under the conditions of uncertainty 223

where hi are rows of the matrix H i corresponding to the respective value i . Then the
required estimate will be given by the sum of estimates
nX
l 1
N 0 D wi N i0 C wn l y; (7.74)
i D1

where wi are components of the row w and N i0 is the estimate of the functional i0 D
hi x 0 formed by the scalar observer

.N i0 /kC1 D i .N i0 /k C di yk ; k D 0; 1; 2; : : : ; (7.75)

.ir
where di is a row by which all outputs yk of the original system are acting. The
minimization of the number of components in decomposition (7.74) can be achieved

rs
with the use of the iteration process. This minimization is reduced to finding the
minimal number ~ for which the system of linear equations

ee
H~ l ~ D h~ (7.76)
~

has, as its solution, a vector l ~ which is a Hurwitz component of the vector L~ D l1 .
In (7.76) the matrices H~ and the vector h~ consist of the coordinates of the vector F 0
in
in the canonical basis of observability of the pair ¹C100 ; A11 º. We omit the details (see
Chap. 4). As before, in similar cases we shall indicate that the requirement of observ-
ng
ability of the pair ¹C100 ; A11 º can be weakened to the property of reconstructibility.

7.5.3 Method of pseudoinputs in the synthesis of state observer

le

The approach described in the preceding item, where, for obtaining a full-dimensional
state observer of minimal order, we require, in general, two arbitrary successive sim-
ro

ilarity transformations, has an alternative which is the method of pseudoinputs where

we can use only one transformation of this kind.
Let us consider again the hyperoutput (i.e., l > m) system (7.60) and (7.61) and
nt

carry out its “squarefication” by adding .l m/ new zero inputs acting on the system
via the matrix D 0 so that the system is defined by the equations
co

xkC1 D Axk C Dfk C D 0 fk0 D Axk C DN fNk ; k D 0; 1; 2; : : :

´
(7.77)
yk D C xk :

It stands to reason that it is the preceding system since fk0  0 but in this case it is
immersed into the class of square .l  l/ systems. The important difference of the
transformed system is that the Rosenbrock matrix of the extended system

zIn A j D W D 0
0 1

R0 .z/ D @ A (7.78)
C j 0
224 7 Observers for discrete systems

has new invariant zeros which depend on the matrix D 0 and which are also zeros of
the characteristic polynomial of zero dynamics

ˇ 0 .z/ D det R0 .z/; deg ˇ 0 .z/ D n l: (7.79)

In greater detail this is stated in the following lemma.

Lemma 7.17. Suppose that the minimal-phase triplet ¹C; A; Dº is in the general po-
sition, rank CD D m. Then the set of .n l/ zeros of the characteristic polynomial of
zero dynamics of the extended system ˇ 0 .z/ consists of the set of invariant zeros of the
Rosenbrock matrix R.z/ of the original system and a set of zeros defined arbitrarily

.ir
by a requisite choice of the pseudoinput matrix D 0 , in this case rank.C.D I D 0 // D l.
We omit the proof since it can be reconstructed with the use of arguments from

rs
Chap. 5, see the proof of Theorem 5.3.
Proceeding from Lemma 7.17, we can realize a single nondegenerate transformation

ee
 0
x
xDM
y

of the original equation (7.60) (or, what is the same, of the extended equation (7.77)) in
in
order to reduce it to the form similar to the set of equations (7.65) and (7.71), namely,
to a system of equations of the form
ng
´
0
xkC1 D A11 xk0 C A12 yk
ykC1 D A21 xk0 C A22 yk C C.D I D 0 /fNk ; k D 0; 1; 2; : : : ;
le

which, with due account of the fact that .D I D 0 /fNk D Dfk , finally assumes the form
´
0
D A11 xk0 C A12 yk
ro

xkC1
(7.80)
ykC1 D A21 xk0 C A22 yk C CDfk ; k D 0; 1; 2; : : : ;
nt

in which x 0 2 Rn l and the spectrum of the matrix A11 coincides with the set of zeros
of the polynomial ˇ 0 .z/ in (7.79), and if A11 is a Hurwitz matrix, then the posed prob-
lem of estimation of the full-phase vector of system (7.60), (7.61), with the presence
co

of an unknown disturbance, is solved by an observer of the minimal possible order

.n l/
0
xN kC1 D A11 xN k0 C A12 yk ; k D 0; 1; 2; : : : ; (7.81)
and a static transformer
xN k0
 
xN k D M ; (7.82)
yk
where M is the nonsingular transformation, mentioned above, of the original system
to form (7.80).
We have thus established the following theorem.
 7.5 Synthesis of observers under the conditions of uncertainty 225

Theorem 7.18. For the minimal-phase hyperoutput .l > m/ triplet ¹C; A; Dº of the
general position, under the additional condition rank CD D m, the problem of obser-
vation of the full-phase vector with the presence of the unknown disturbance ¹fk º1
0 is
solved by observer (7.81), (7.82) of the minimal possible order .n l/.
The following two circumstances may serve as a comment to this theory.
1ı . Functional observers, of the minimal order inclusive, for system (7.60) and
(7.61) must be defined by the first equations from (7.80) and use the iteration proce-
dures described above.
2ı . We should not always tend to the minimal dimension of the observer “cleaned”

.ir
of disturbance, we can use any dimension from .n m/ to .n l/ inclusive. The
following theorem gives the theoretical basis for this.

rs
Theorem 7.19. Let  be any number such that 0    l m. Then, for any hyper-
output .l > m/ minimal-phase triplet ¹C; A; Dº, which is in the general position and
satisfies the condition rank CD D m, there exist nonsingular transformations of the

ee
vectors of the system and its phase vector such that the system can be reduced to the
set of equations
.x0 /kC1 D A11 .x0 /k C A12 .y /k
8
ˆ
ˆ
in
<
.y /kC1 D A21 .x0 /k C A22 .y /k C C Dfk (7.83)
ˆ
ˆ 0
: .y / DC .x / ; k D 0; 1; 2; : : : ;
ng
l m  k l m   k

where x0 2 Rn m  ; y 2 RmC I y l m  2 Rl m  is a part of the transformed

y

output of the system, y D P yl m  I rank.C D/ D mI A11 is a Hurwitz matrix,
le

for  > 0 its spectrum is partially defined arbitrarily.

In addition, the observer which solves the problem of estimation of the full-phase
ro

vector of the system, is defined by the equations

8 0
.xN / D A11 .xN 0 /k C A12 .y /k
<  kC1
ˆ
ˆ
nt

!
. xN 0/ (7.84)
 k
ˆ
ˆ xN k D M ; k D 0; 1; 2; : : : ;
: .y /k
co

where M is the matrix of the transformation of the phase vector mentioned above.
Note that Theorem 7.19 also generalizes Theorems 7.16 and 7.18 in that part where
the pair ¹Cl m  ; A11 º is reconstructible or observable depending on the presence or
absence of stable invariant zeros of the Rosenbrock matrix R.z/ of the system.

7.5.4 Some classical methods of synthesis of state observers under the

conditions of uncertainty
We shall briefly describe the classical schemes of synthesis of state observers under
the conditions of uncertainty restricting the discussion on the exposition (in contrast
226 7 Observers for discrete systems

to the results considered in Chap. 5 for systems of continuous time) of the results for
square systems, i.e., systems of the form
´
xkC1 D Axk C Dfk
(7.85)
yk D C xk ; k D 0; 1; 2; : : : ;

where x 2 Rn , f and g 2 Rm . These results can be generalized to hyperoutput

systems .l > m/ with the use of the arguments given in Chap. 5 or in original works.
In the sequel, without loss of generality, we shall assume that for the square triplet
¹C; A; Dº assumptions (A.1)–(A.4) are fulfilled, i.e., the triplet is of minimal phase

.ir
and of general position and det.CD/ ¤ 0.

rs
7.5.5 Method of exclusion of perturbation from the equation for the
estimation error

ee
We choose an observer in the form of an n-dimensional dynamical system

wkC1 D Ewk C Qyk ; k D 0; 1; 2; : : : ; (7.86)

in
and the static transformer
xN k D wk C Lyk : (7.87)
ng

In this case, the motion equation for the estimation error

" D xN x
le

has the form

"kC1 D E"k C .EP C QC PA/xk PDfk ; (7.88)
ro

where the matrix P D In LC . The right-hand side of equation (7.88) does not
depend on the unknown functions xk and fk when the relations
nt

PD D 0
(7.89)
PA D EP C QC
co

are satisfied. If, in addition, E is a Hurwitz matrix, then the observer defined by
equations (7.86) and (7.87) solves the observation problem under consideration since
the equation
"kC1 D E"k ; k D 0; 1; 2; : : : ;
is asymptotically stable. Let us consider conditions (7.89) in greater detail. It follows
from the relation PD D 0 that

P D In D.CD/ 1 C; (7.90)
 7.5 Synthesis of observers under the conditions of uncertainty 227

i.e., P is a matrix of the operator of the nonorthogonal projection “along C onto

Dx D 0”. Postmultiplying now the second relation in (7.89) by the matrix D, we
obtain an equation for the matrix Q:

PAD D QCD

whose solution is the n  m matrix

Q D PAD.CD/ 1 :

.ir
With due account of the last relation, the second relation in (7.89) assumes the form

PAP D EP; (7.91)

rs
which implies a relation
CEP D 0:

ee
This means that as the matrix E we can take any matrix satisfying the relation

CE D ƒ1 C; (7.92)
in
where ƒ1 is a diagonal .m  m/ matrix.
Let us again consider equation (7.91) and assume that the .n m/  n matrix H
ng
is a matrix of other, differing from C , left-hand eigenvectors of the matrix E with
a diagonal matrix of the eigenvalues ƒ2 , i.e.,

HE D ƒ2 H;
le

 
C E D ƒ1 0 C



so that H 0 ƒ2 H .
ro

Then HP is a matrix of left-hand eigenvectors of the matrix AP since

.HP /AP D HEP D ƒ2 .HP /:

nt

This means that ƒ2 is a matrix of nonzero eigenvalues of the matrix AP , but the
latter is the spectrum of zero dynamics or, what is the same, invariant zeros of the
co

Rosenbrock matrix R.z/ of the system.

We have thus proved the following statement.

Statement 7.20. Suppose that the square minimal-phase triplet ¹C; A; Dº is in the
general position and det CD ¤ 0. Then there exists a Hurwitz .n  n/ matrix E
whose spectrum is composed of the whole spectrum of zero dynamics of the system
and the remaining part is defined arbitrarily and is such that the problem of estimation
of the full-phase vector of the system at the presence of unknown disturbance is solved
by observer (7.86), (7.87).
228 7 Observers for discrete systems

Remarks. 1. A similar result can be formulated for the hyperoutput system .l > m/
when rank CD D m.
2. The dimension of the observer can be lowered to .n m/ when the dynamics of the
estimator is fully defined by a spectrum of zero dynamics.
3. Equations (7.86) can be used for synthesizing functional observers, we omit the
details.

7.5.6 Method of exclusion of perturbation from the equation

of the system

.ir
We shall again consider, under conditions (A.1)–(A.4), the square .m  m/-system
´
xkC1 D Axk C Dfk

rs
yk D C xk ; k D 0; 1; 2; : : : ;

ee
whose first equation is transformed by means of the nonorthogonal projection men-
tioned in the preceding item, i.e., we introduce a new variable

 D P x; P D In D.CD/ 1 C; (7.93)
in
and then we obtain an equation (since PD D 0)
ng
kC1 D PAk C PAD.CD/ 1 yk (7.94)

whose right-hand side does not depend explicitly on the external disturbance fk . Note
that the employed change (7.93) is not invertible. Moreover, we have an obvious
le

relation C k D 0, k D 0; 1; 2; : : : : This means that (7.94) contains only .n m/

linearly independent rows and, consequently, the number of equations in (7.94) can be
ro

made smaller. For instance, this can be done in the following manner. Assuming that
in the decomposition
C D .Cn m I Cm /
nt

the matrix Cm is invertible, we express, in the equation C  D 0, the last m-compo-

nents of the vector  in terms of its first .n m/ components, i.e.,
co

km D Cm 1 Cn n m
m k : (7.95)

Then, in equation (7.94) we remove the last m rows and in the other rows make
a change (7.95). As a result we obtain an equation of order .n m/
n m
kC1 D A11 kn m
C A12 yk ; k D 0; 1; 2; : : : : (7.96)

Note that yk cannot be expressed by k since

yk D C xk D C.k C D.CD/ 1 yk / D yk :
 7.5 Synthesis of observers under the conditions of uncertainty 229

Therefore, for obtaining full motion equations, we must complement (7.96) by an

equation for ykC1 , i.e., equation

ykC1 D C.A11 xk C Dfk /jxDCD.CD/ 1y D A21 kn m

C A22 yk C CDfk : (7.97)

For the minimal-phase triplet ¹C; A; Dº the matrix A11 is a Hurwitz matrix, and
therefore the observer is the dynamical system

NkC1
n m
D A11 Nkn m
C A12 yk ; k D 0; 1; 2; : : : ; (7.98)

.ir
and the static transformer
 
En m
xN k D N n m
C D.CD/ 1 yk ; (7.99)
Cm 1 Cn m k

rs
and this solves the posed problem of estimation of the phase vector under uncertainty.

ee
Moreover, we have the following statement.

Statement 7.21. For the square minimal-phase triplet ¹C; A; Dº of the general posi-
tion such that det CD ¤ 0, the problem of estimation of the full-phase vector of the
in
system with an unknown disturbance ¹fk º is solved by observer (7.98) and (7.99) of
order .n m/. The convergence of the estimate is fully defined by the invariant zeros
of the Rosenbrock matrix R.z/.
ng

Remarks. 1. The described transformation method is known as the method of quasi-

splitting and was proposed in 1984 by S. K. Korovin. It is described, for instance,
in [6].
le

2. It stands to reason that this method can be generalized to hyperoutput systems when,
instead of (7.96) and (7.97), we have to deal with equations of the form
ro

8
 n m D A11 kn m C A12 yk
< kC1
ˆ
ˆ
0
ykC1 D A21 kn m C A22 yk0 C .C 0 D/fk (7.100)
nt

ˆ
: y 00 D C 00  n m ; k D 0; 1; 2; : : : ;
ˆ
k k
co

where C 0 is an m-row matrix such that det.C 0 D/ ¤ 0 and C 00 is an .l m/-row

matrix of the shortened output y 00 .
It is significant here that the pair ¹C 00 ; A11 º is observable when the Rosenbrock
matrix R.z/ of the system does not have invariant zeros and is reconstructible when it
has these zeros which, of course, under conditions (A.1)–(A.4), are stable.
Therefore, the equations of the observer which solves the problem under considera-
tion can be taken in the form

NkC1 D AL N n m C AN12 yk
´ n m
11 k
(7.101)
xN k D H N n m C Nyk
k
230 7 Observers for discrete systems

for certain matrices H and N . Here AL 11 D A11 LC 00 is a stable matrix whose spec-
trum is formed by all invariant zeros of the system and the remaining zeros are defined
arbitrarily. In this case the full analog of Statement 7.21 is valid whose formulation is
omitted here.
3. The dimension of an observer of form (7.101) can be lowered to .n l/.
4. For synthesizing functional observers we can use equations (7.100) or their an-
alogs.

7.5.7 Methods based on special canonical forms

.ir
The methods belonging to this group are based on two successive transformations
which give, as a result, equations similar to equations (7.100).
We begin with finding an invertible .n  n/ matrix T such that

rs
 
0 ºn m
TD D N
D ºm

ee
and carry out a change of variables
x0
 
ºn m
Tx D
x 00 ºm
in
which would make it possible to reduce the original system (7.60) and (7.61) under
conditions (A.1)–(A.4) to the form
ng
8
0 0 00
ˆ xkC1 D A1 xk C A2 xk
ˆ
<
00
xkC1 D A3 xk0 C A4 xk00 C Df
N k (7.102)
le

ˆ
: y D C x 0 C C x 00 ; k D 0; 1; 2; : : : ;
ˆ
k 1 k 2 k

where det C2 ¤ 0. Removing from (7.102) the second recurrence equation and ex-
ro

pressing in the first equation x 00 by y and x 0 , we can obtain standard equations which
do not contain, in explicit form, the unknown disturbance ¹fk º, i.e., equations
nt

´ 0
xkC1 D A11 xk0 C A12 yk
(7.103)
y 0 D CN 1 x 0 ; k D 0; 1; 2; : : : ;
k k
co

where the pair ¹CN 1 ; A11 º is observable when the original system does not have in-
variant zeros and only reconstructible otherwise (recall that invariant zeros are stable
according to assumptions (A.1)–(A.4)). This means that the required observer may be
the dynamical system of order .n m/ of the form
´ 0
xN kC1 D AL 11 x N k0 C AN12 yk
(7.104)
xN k D H xN k0 C Nyk ; k D 0; 1; 2; : : : ;

where the matrix AL

11 D A11 LCN 1 has a Hurwitz spectrum with ordinary properties.
Moreover, we have the following statement.
 7.5 Synthesis of observers under the conditions of uncertainty 231

Statement 7.22. For the hyperoutput .l > m/ minimal-phase triplet ¹C; A; Dº of the
general position such that det CD D m, the problem of estimation of the full-phase
vector of the system at the presence of the unknown disturbance ¹fk º is solved by an
observer of form (7.104) of order .n m/. The convergence of the estimate to the
original is defined by the matrix AL
11 whose spectrum is formed by all invariant zeros
of the Rosenbrock matrix R.z/ of the system and the values defined arbitrarily.
Remarks.
1. The order of the observer can be lowered to .n l/ by a standard manner.
2. For synthesizing functional observers under uncertainty we can use equations

.ir
(7.103) and some other observers of this kind, we omit the details.
3. We can see that the methods described above can be used under the same con-
ditions and are based on similar ideas. The main difference between them is in the

rs
computation methods which we have to use for solving problems of the synthesis of
observers.

ee
Conclusion
In Chap. 7 we considered the methods of synthesis of observers for discrete systems.
in
The presented results are similar to the corresponding results described in Chaps. 2–5
for continuous systems.
In Sec. 7.1 we gave general information concerning the theory of discrete dynamical
ng
systems.
In Sec. 7.2 we considered the concepts of observability and reconstructibility for
discrete systems and gave criteria of observability and canonical forms for discrete
le

systems.
In Sec. 7.3 we exposed the methods of synthesis of observers of a full-phase vector
for discrete systems.
ro

In Sec. 7.4 we considered the problem of synthesis of functional observers and in

Sec. 7.5 the problem of synthesis of observers under uncertainty.
nt
co
co
nt
ro
le
ng
in
ee
rs
.ir
 Bibliography

.ir
[1] Andreev, Yu.N. (1976): Control of Linear Finite-dimensional Objects (in Russian).
Nauka, Fizmatlit, Moscow.

rs
[2] Barbashin, E.A. (1967): Introduction to the Theory of Stability (in Russian). Nauka,
Fizmatlit, Moscow.
[3] Voronov, A.A. (1976): Stability, Controllability, Observability (in Russian). Nauka, Fiz-

ee
matlit, Moscow.
[4] Gantmacher, F.R. (2004): Theory of Matrices (in Russian). Nauka, Fizmatlit, Moscow.
[5] Emelyanov, S.V., Korovin, S.K., Nersisyan, A.L. (1990): On asymptotic properties of
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 Index

A I
asymptotic observer, 1, 2 identifiability of the pair ¹C; Aº, 6

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input of the system, 1
B
bilinear system, 165 K

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Kalman’s controllability matrix, 10
C Kalman’s decomposition of the
system, 12

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canonical form of observability for
vector systems Kalman’s observability matrix, 6
first, 22 Kronecker index, 103
second, 24 L
in
canonical representation with the lowered order (Luenberger) observers,
isolation of zero dynamics, 50
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34 Luenberger canonical form, 25
characteristic polynomial of zero
dynamics, 26 M
controllability index, 11 matrix of observability, 6
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controllability matrix, 10 minimal-phase system, 136

controllability of the pair ¹A; Bº, 10
N
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controllable representation, 21
noncontrollable system, 11
controllable system, 10
nonobservable system, 11
not completely controllable system, 11
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D
not completely observable system, 11
detectable system, 12
O
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E observability index, 7
exponential observer, 2 observability of the pair ¹C; Aº, 6
observable representation
F first, 17
finite observer, 1 second, 18
full-dimensional observer, 38, 42 observable system, 2
functional observer, 3 output of the system, 1
H P
hyperoutput systems, 132 principle of separability, 49
242 Index

problem of identifiability, 5
problem of observability, 2, 5
pseudoinputs method, 139

R
reconstructible system, 12
relative order, 17, 27
relative order vector, 30
Rosenbrock matrix, 26

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S
square system, 151
stabilizable system, 12

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system in the general position, 12

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transfer function, 16
triple ¹C; A; Bº in the general
position, 12
in
U
uniform observability (with respect
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to t), 169
uniformly (differentially) observable
pair ¹C.t/; A.t/º, 9
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V
virtual inputs method, 139
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Z
zero dynamics, 26
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