Unknown-Input Observation Techniques in Open Channel Hydraulic Systems
Unknown-Input Observation Techniques in Open Channel Hydraulic Systems
              Abstract: This paper addresses a problem of state and disturbance estimation for an open
              channel hydraulic system. More precisely, a cascade of n canal reaches, joined by gates, is
              considered, and, by using measurements of the water level in three points per reach, we design
              an observer capable of estimating both the infiltration and discharge in the middle point of
              each reach. To facilitate the observer design, the system dynamics is modeled by considering a
              linearized approximation of the underlying nonlinear dynamics around the subcritical uniform
              flow condition. The proposed solution is based on the unknown-input and proportional-integral
              observers theory. Simulation results are discussed to verify the effectiveness of the proposed
              schemes.
for the resulting models, and corresponding simulation          Bi (i = 1, 2, ..., n) the equation (3) can be discretized as
results are illustrated and commented, which will confirm       follows (Besancon et al. (2001)):
the expected performance of the suggested observers.                               1                            wi
                                                                       ḢAi =          [−4QMi + 3QAi + QBi ] +
                                                                                Bi Li                           Bi
        2. FORMULATION OF THE PROBLEM                                              1                  wi
                                                                      ḢMi =           [QAi − QBi ] +                    (6)
                                                                                Bi Li                 Bi
Water flow dynamics in an open channel are governed by                             1                          wi
                                                                       ḢBi =          [4QMi − QAi − 3QBi ] +
the Saint-Venant Equations                                                      Bi Li                         Bi
                           ∂S    ∂Q                                                    p
                              +     =w        (1)                        QAi = ηi Σi    2g(HBi−1 − HAi )                         (7)
                           ∂t    ∂x
     ∂Q ∂(Q2 /S)
                      
                        ∂H
                                  
                                           Q                             QBi = QCi + QAi+1 =
        +        + gS      − I + J = kq (w) w                                                     p
     ∂t   ∂x            ∂x                 S                                  = QCi + ηi+1 Σi+1    2g(HBi − HAi+1 )              (8)
                                              (2)               where HAi , HMi and HBi (i = 1, 2, ..., n) are the state
where x ∈ [0, L] is the spatial variable (L being the channel   variables, QAi , QMi and QBi (i = 1, 2, ..., n) denote the
length), t being the time variable, and S(x, t), Q(x, t) and    flow at the collocation points, wi (i = 1, 2, ..., n) is the
H(x, t) being the wet section, water flow rate and relative     infiltration in the i−th reach, ηj and Σi (i = 1, 2, ..., n + 1)
water level, respectively, and the term w = w(x, t) in          are the discharge coefficients and the opening sections of
the right-hand side of (1), (2) represents the infiltration.    the i-th gate, and QCi is the widthdrawal request form the
J represents the friction term, which has the expression        users. HB0 and HAn+1 represent the constant levels in the
                         2                                     upstream and downstream reservoirs. Considering (7) and
J = Q|Q|
      Di2 , Di = kS P
                        S 3
                            , with k being Strickler friction   (8) into (6) one obtains a more compact expression for the
coefficient and P (x, t) being the transversal wet length,      system’s nonlinear dynamics:
and I is the canal slope. Finally the term kq (w) is 0 if                   1
w ≥ 0 and 1 if w < 0. In this paper we refer to the case of       ḢAi =         [fA (HBi−1 , HBi , HAi , HAi+1 , Σi , Σi+1 )−
positive infiltration (w ≥ 0) and to canals with rectangular               Bi Li
                                                                                                    wi
section, so if B is the constant canal width one has that                      −4QMi + QCi ] +
                                                                                                    Bi
S = BH and P = B + 2H.                                                      1
Thus, model (1)-(2) can be rewritten in terms of the Q           ḢMi =          [fM (HBi−1 , HBi , HAi , HAi+1 , Σi , Σi+1 )−
                                                                           Bi Li                                               (9)
and H variables only, and, in particular, eq. (1) modifies                               wi
as                                                                             −QCi ] +
                                                                                         Bi
                   ∂H       1 ∂Q      1                                     1
                       =−          + w                    (3)    ḢBi =          [fB (HBi−1 , HBi , HAi , HAi+1 , Σi , Σi+1 )+
                    ∂t      B ∂x     B                                     Bi Li
                                                                                                     wi
                                                                               +4QMi − 3QCi ] +
If the slope of the canal is low, as it is the case, e.g.,                                           Bi
in irrigation channels, it can be assumed subcritical flow
condition which makes it reasonable to complement (1)           with implicit definition of the nonlinear functions fA (·),
with the Dirichlet boundary conditions (BCs)                    fM (·) and fB (·). The dynamic relationship between the
                                                                middle point flow variable QMi and the remaining system
                                                                variables can be derived by generalizing the ”single-reach
           Q(0, t) = QU (t),      Q(L, t) = QD (t).       (4)   canal” relationship (Dulhoste et al. (2001)) as follows:
                   H(0, t) = H0 ;     H(L, t) = HL        (5)
Initial conditions are given by H(x, 0) = H (x) and   0            Q̇Mi = ψiq (QAi , QBi , QMi , HAi , HMi , HBi , wi )
Q(x, 0) = Q0 (x), which fulfill the considered BCs (4)-(5).
                                                                                                       
                                                                                           HAi − HBi
                                                                        = gBi HMi I +                     +                     (10)
                                                                                                Li
 3. COLLOCATION-BASED FINITE-DIMENSIONAL                                                   
                                                                            2(QAi − QBi ) QMi
                 MODEL                                                  +                            +
                                                                                 BLi          HMi
                                                                                                                          !
In (Dulhoste et al. (2001)) it was shown that the Saint-                     HBi − HAi            g
                                                                        +              −                                      Q2Mi
Venant equations can be approximated by ordinary dif-                               2
                                                                             Bi Li HMi   K Bi HMi ( BB
                                                                                          2            i HM i
                                                                                                               4
                                                                                                              )3
                                                                                                     i +2HM i
ferential equations of finite dimension using a collocation
point Galerkin method (Fletcher et al. (1984)). It has
                                                                3.1 Linearized Model
been also shown that three collocation points located at
the canal upstream, middle, and downstream points (say
points A, M , and B, respectively) lead to a sufficiently       The nonlinear model (9) can be linearized in a vicinity of
accurate representation for observation and control pur-        the uniform flow condition (Corriga et al. (1983)). Let Qi
poses. Consider a cascade of n canal reaches connecting         (i = 1, 2, ..., n), denote the flow value in the i-th channel in
the two upstream and downstream reservoirs, separated           the uniform flow condition. Let also H i (i = 1, 2, ..., n) be
by n + 1 adjustable gates, and subject to infiltration          the corresponding water levels, and Σj (j = 1, 2, ..., n + 1)
losses, as represented in the Figure 1. By choosing three       be the corresponding values for the gates opening sections.
collocation points for each channel, and using the same         Define the corresponding variables hAi , hMi , hBi , qMi , and
notation as before to denote the resulting points Ai , Mi ,     σi like the deviation of HAi , HMi , HBi , QMi and Σi from
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the uniform condition, then relation (7) can be linearized           linearized since vector qM is going to be treated as an
as follows in a vicinity of the uniform flow condition               unknown input of the systems, rather than as a part of
(Corriga et al. (1983))                                              the system state. It is also possible to consider a reduced-
      QAi = Qi + ai σi (t) + bi [hBi−1 (t) − hAi (t)] (11)           order version of system (21) where the state vector h is
                                                                     replaced by the reduced-order version
with the coefficients ai and bi as follows                                 h̃ = [hA1 hB1 hA2 ...hAn hBn ]T     h̃ ∈ R2n       (23)
                                              √
                                         ηi Σi 2g
         q
  ai = ηi 2g(H i−1 − H i ); bi = q                           (12)    The corresponding reduced-order state space model is
                                        2(H i−1 − H i )              given by
                                                                               ˙                                    (24)
The corresponding linearized form for (8) can be derived                      h̃ = Ãh̃ + M̃σ σ + M̃q qM + M̃w w,
from the next continuity equation
                                                                     whose matrices Ã, M̃σ , M̃q , M̃w can be trivially derived by
         QBi = QAi+1 + QCi ,      i = 1, ...n       (13)
                                                                     removing selected rows and columns from the matrices
which leads to                                                       A, Mσ , Mq , Mw of the full-order model (21)
 QBi = QCi + Qi+1 + ai+1 σi+1 + bi+1 [hBi − hAi+1 ] (14)                  4. FLOW AND INFILTRATION ESTIMATION
with i = 1, 2, ..., n and the deviation variables hAn+1 and                       PROBLEM STATEMENT
hB0 customarily set both to zero as a consequence of the
fact that the water level in the upstream and downstream             In this paper we make reference to the linearized dynamics
reservoirs is supposed to keep constant                              (21) and we address two distinct state and disturbance
                                                                     estimation problems under the common constraint that
                   hAn+1 = 0; hB0 = 0                   (15)         only level measurements are allowed. Vector σ is
Substituting (11)-(14) into (6)-(8), considering the conti-          supposed to be known, while vectors w and qM are both
nuity condition and the definitions                                  unmeasurable. We cast the following problems:
           Qi = Qi+1 + QCi ;      i = 1, ...n         (16)           Problem 1. By measuring only a portion of the reduced-
                                                                     order state vector h̃, and assuming no infiltrations (w = 0),
        h = [hA1 hM1 hB1 ...hAn hMn hBn ]T , h ∈ R3n                 estimate the flow vector qM and reconstruct the unmea-
                                                                     sured part of vector h̃.
        σ = [σ1 σ2 ...σn+1 ]T ,       σ ∈ Rn+1               (17)
                                  T           n                      Problem 2. By measuring the full vector h, reconstruct
      qM = [qM1 qM2 ...qMn ] ,          q∈R                  (18)
                                                                     the infiltration vector w and the flow vector qM in finite
       w = [w1 w2 ...wn ]T        w ∈ Rn                     (19)    time.
                                                     (20)            Both Problems 1 and 2 will be solved by making use of
one can rewrite the system (9) in the compact state-space            unknown-input observers (UIO) under the requirement of
form                                                                 “strong observability” (Molinari et al. (1976); Hautus et
          ḣ = Ah + Mσ σ + Mq qM + Mw w              (21)            al. (1983)) for certain subsystems that shall be specified
                                                                     later on.
with implicitly defined constant matrices A, Mσ , Mq
and Mw of appropriate dimension. Vector qM is obtained                   5. STRONG OBSERVABILITY AND UIO DESIGN
solving the nonlinear differential equation                             FOR LINEAR SYSTEMS WITH UNKNOWN INPUTS
  q̇M = ψ(h, qM , σ, w) = [ψ1q (·), ψ2q (·), . . . ψnq (·)]T (22)
                                                                     Consider the linear time invariant dynamics
with the functions ψiq (·) (i = 1, 2, ..., n) are defined in (10).                    ẋ = Ax + Gu + F ξ
Note that the nonlinear dynamics (22)needs not to be                                                                          (25)
                                                                                      y = Cx
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where x ∈ Rn and y ∈ Rp are the state and output                       observability of the (Ā11 , C̄1 ) permits the implementation
variables, u(t) ∈ Rh is a known input to the system,                   of the following Luenberger observer for the x̄1 subsystem
ξ(t) ∈ Rm is an unknown input term, and A, G, F, C are                 of (31):
known constant matrices of appropriate dimension. Let us
make the following assumptions:                                             ˆ˙ = Ā x̄
                                                                            x̄
                                                                            1        ˆ + Ā ȳ + F ⊥ Gu + L(ȳ − C̄ x̄
                                                                                     11 1      12 2                    1  ˆ )   (33)
                                                                                                                              1 1
A1. The matrix triplet (A, F, C) is strongly observable                which gives rise to the error dynamics
A2. rank (CF ) = rank F = m.                                                                                         ˆ 1 − x̄1
                                                                                ė1 = (Ā11 − LC̄1 )e1 ,        e1 = x̄             (34)
If conditions A1 and A2 are satisfied then it can be system-
atically found a state coordinates transformation together             whose eigenvalues can be arbitrarily located by a proper
with an output coordinates change which decouple the                   selection of the matrix L. Therefore, with properly chosen
unknown input ξ from a certain subsystem in the new                    constant matrix L we have that x̄   ˆ 1 → x̄1 as t → ∞, which
coordinates. Such a transformation is outlined below. For              implies that the overall system state can be reconstructed
the generic matrix J ∈ Rnr ×nc with rankJ = r, we                      by the following relationships
define J ⊥ ∈ Rnr −r×nr as a matrix such that J ⊥ J = 0                                    x̂ = T −1 [x̄
                                                                                                     ˆ 1 ȳ2 ]T                 (35)
and rankJ ⊥ = nr − r. Matrix J ⊥ always exists and,
furthermore, it is not unique 1 . Let Γ+ = [ΓT Γ]−1 ΓT                                               ˆ 1 to x̄1 is exponential and
                                                                       Note that the convergence of x̄
denote the left pseudo-inverse of Γ and it is such that                can be made as fast as desired.
Γ+ Γ = Inc , with Inc being the identity matrix of order
nc . Consider the following transformation matrices                    5.1 Reconstruction of the unknown inputs
                                                     ⊥
               F⊥
                                                         
                        T1                      (CF )       U1         An estimator can be designed which gives an exponen-
   T =            +        =,U =                     +  =       (26)
             (CF ) C    T2                      (CF )       U2         tially converging estimate of the unknown input vector ξ.
                    h            i−1                                   Consider the following estimator dynamics
                  +       T                T
             (CF ) = (CF ) (CF )     (CF )                      (27)
                                                                              ˆ˙ = Ā x̄
                                                                              x̄2      ˆ + Ā ȳ + (CF )+ CGu + v(t)
                                                                                       21 1      22 2                      (36)
and the transformed state and output vectors                           with the estimator injection input v(t) yet to be specified.
                   x̄ = T x,           ȳ = U y                 (28)   Let it can be found a constant Ξd such that
                                                                                                 |ξ̇(t)| ≤ Ξd                       (37)
Consider the following partitions of vectors x̄ and ȳ
                                                                       Define the estimator sliding variable as
                 
           T1 x     x̄1
   x̄ =          =       , x̄1 ∈ Rn−m x̄2 ∈ Rm         (29)
           T2 x     x̄2                                                                    ˆ 2 − ȳ2 = x̄
                                                                                       s = x̄          ˆ 2 − x̄2                    (38)
                 
           U1 y      ȳ
    ȳ =         = 1 ; ȳ1 ∈ Rp−m ȳ2 ∈ Rm             (30)            By (36) and (31), the dynamics of the sliding variable s
           U2 y      ȳ2                                               takes the form
After simple algebraic manipulations the transformed                          ṡ = f (t) − v(t), f (t) = Ā21 ē1 (t) + ξ(t) (39)
system in the new coordinates take the form:
                                                                       Considering (34), the time derivative of the uncertain term
       x̄˙ 1 = Ā11 x̄1 + Ā12 x̄2 + F ⊥ Gu                            f (t) can be evaluated as
                                          +
       x̄˙ 2 = Ā21 x̄1 + Ā22 x̄2 + (CF ) CGu + ξ (31)                          f˙(t) = Ā21 (Ā11 − LC̄1 )e1 (t) + ξ(t)
                                                                                                                     ˙         (40)
       ȳ1 = C̄1 x̄1
       ȳ2 = x̄2                                                       where e1 (t) is exponentially vanishing. Then, considering
                                                                       (37), by taking any Ψ > Ξd , the next condition
with the matrices Ā11 , ..., Ā22 and C̄1 such that
     
       Ā11 Ā11
                                                                               |f˙(t)| ≤ Ψ,    t > T ∗,     T∗ < ∞          (41)
                                              ⊥
                   = T AT −1; C̄1 = (CF ) CT1                   (32)
       Ā21 Ā22                                                       will be established starting from a finite time instant
                                                                       t = T ∗ on. As shown in (Levant et al. (1993)), if the
It turns out that the triple (A, C, F ) is strongly observable         injection input v(t) is designed according to
if, and only if, the pair (Ā11 , C̄1 ) is observable (Molinari
et al. (1976); Hautus et al. (1983)). In light of the                      v (t) = λ |s|1/2 signs + v1 ; v̇1 (t) = αsign s,         (42)
Assumption A1, this property, that can be also understood                                          s
in terms of a simplified algebraic test to check the strong                                   1−θ Ψ−α
                                                                            α > Ψ,      λ>                   , θ ∈ (0, 1)           (43)
detectability of a matrix triple, opens the way to design                                     1+θ Ψ+α
stable observers for the state of the transformed dynamics
(31). The peculiarity of the transformed system (31) is that           then the finite-time convergence to zero of, both, the
x̄2 constitutes a part of the transformed output vector ȳ.            sliding variable s and its time derivative ṡ in ensured.
Hence, the observation of the state of systems (31)                    Therefore, condition
can be accomplished by estimating x̄1 only, whose
                                                                                    v(t) = ξ(t) + Ā21 (Ā11 − LC̄1 )e1 (t)         (44)
dynamics is not affected by the unknown input vector. The
1 A Matlab instruction for computing M = M ⊥ for a generic
                                      b                                holds after a finite transient time. It readily follows from
matrix M is Mb = null(M′ )′                                            the contraction property of e1 (t) that the second term
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in the right-hand side of (44) is exponentially vanishing,        implemented the suggested scheme (33),(36), (42)-(43),
which implies that |v(t) − ξ(t)| → 0 as t → ∞ and,                with the observer gain matrix
furthermore, that such convergence takes place exponen-                                   "
                                                                                            −1.7 2.1
                                                                                                      #
tially. Therefore, under the condition (37), the estimator                      L̃ = 10−3 −0.6 −3.0                 (48)
(36), (38), (42)-(43) allows one to reconstruct the unknown                                 −3.3 −0.9
input vector ξ acting on the original system (25).
                                                                  that has been computed in order to assign the observa-
                       6. CASE STUDY                              tion error matrix (Ā11 − L̃C̄1 ) the desired spectrum of
                                                                  eigenvalues [-0.05,-0.05,-0.005]. The gain parameters α and
We shall consider a test canal with rectangular section           λ of the unknown
                                                                              √       input reconstruction algorithm are set
and three reaches in cascade having constant width of             as α = 1.5 5, λ = 5. The performance of the observer
2 m and length, respectively, of 4 km, 5 km and 2 km.             are tested by means of simulations made in the Matlab-
The discharge coefficient is η = 0.6, the roughness is            Simulink environment. The system and the observers are
             1                                                    integrated by fixed step Runge-Kutta method, with the in-
Ks = 50 ms3 ; and the constant slope is I = 0.001. The            tegration step Ts = 10−4 s. The system’s initial conditions
water level in the upstream reservoir is HB0 = 3m, and in         are: h̃(0) = [0.1, 0.1, 0.1, 0.1, 0.1, 0.1]. All the observer’s
the downstream reservoir it is HA4 = 1m. The withdrawals          initial conditions are set to zero. For simulation purposes
                3             3            3
are QC1 = 2 ms , QC2 = 2 ms , QC3 = 1 ms . The opening            the actual QM profiles are generated by solving the cor-
section of the 4 − th gate is kept constant to the value          responding system of nonlinear differential equations (22),
Σ4 = 0.538m2. The uniform flow condition is characterized         with the initial conditions QM (0) = [6.01, 4.00, 1.96]. The
by the next operating points for the flow rates, level            next Figures 2 show the actual and estimated profiles of
                                                         3
and opening section variables, respectively: Q1 = 6.01 ms ,       the unknown flow variable qM1 during the TEST 1, of
             3               3
Q2 = 4.00 ms , Q3 = 1.96 ms , H 1 = 2.40m, H 2 = 1.72m,           duration 500 seconds. The left and right plot show the
                                                                  transient and long term behaviour. After a transient of
H 3 = 0.99m, Σ1 = 2.92m2 , Σ2 = 1.83m2 , Σ3 = 0.86m2 .
                                                                  about twenty seconds, the estimated flow converges to-
The opening sections of the gates 1, 2 and 3 are adjusted
                                                                  wards the actual one. The estimation performance for the
according to
                                                                  flow variables qM2 and qM3 is pretty equivalent and it is
             Σ1 = Σ1 + 0.8sin[(2π/1000)t]                         not shown for brevity. The reconstruction of of the unmea-
             Σ2 = Σ2 + 0.5sin[(2π/1000)t]                 (45)                    Actual and estimated flow [m3/s]
                                                                                                                                                          Actual and estimated flow [m3/s]
             Σ3 = Σ3 + 0.3sin[(2π/1000)t]                                20                                                             6.15
                                                                          0                                                              6.1
                                                                                                                Actual
0.1e−0.001t .
                                                                                                                                                                                                Actual
                                                                                                                                                                                                Estimated
                                                                        −40                                                               6
−60 5.95
                (PROBLEM 1)
                                                                  Fig. 2. Actual and estimated flow variable qM1 in the
                                                                       TEST 1
Consider the reduced-order linearized dynamics (24) by
assuming no infiltration (i.e., w = 0) according to the           sured level variable hA2 is shown in the Figure 3. The left
statement of Problem 1:                                           and right plot show the transient and long term behaviour
                                                                  of teh actual and estimated variables, respectively.
              h̃˙ = Ãh̃ + M̃ σ + M̃ q
                               σ        q M        (46)
                                                                                      Actual and estimated level [m]
                                                                       300                                                                                          Actual and estimated level [m]
Actual
150 2.55
                              1 0 0 00 0
                                         
                                                                       100
                                                                                                                                                 2.5
                            0 1 0 0 0 0                               50
           ỹ = C̃ h̃; C̃ =  0 0 0 1 0 0         (47)
                                                                                                                                              2.45
                                                                         0
                            0 0 0 0 1 0
                                                                       −50                                                                       2.4
                                                                          0       2           4          6                8        10               0         100          200        300            400      500
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0 0.08
   −0.5
                                                                      0.06
    −1
                                                                      0.04
   −1.5
    −2                                                                0.02
                                                      Actual
   −2.5                                               Estimated
                                                                        0
      0   0.5         1        1.5         2          2.5                0   20           40         60              80   100
                            Time [sec]                                                      Time [sec]
1156