Mora 1997
Mora 1997
4485-4496,   1997
                                                                                                                          Proc. 2nd World Congress   of Nonlinear Analysts
          Pergamon                                                                                                                                        0 1997 Elsevier Science Ltd
                                                                                                                                      Printed     in Great Britain. All rights reserved
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                                                        PII: SO362-546X(!V)OO184-3
1. INTRODUCTION
The problem of state observation for nonlinear systems is of main importance                   in automatic control.
In recent years many contributions         have been presented in literature         that solve the design problem
for classes of nonlinear systems. Most works can be roughly classified into two categories. In one the
geometrical    properties of vector fields defining the system are exploited, and therefore mathematical
tools of the differential geometry are extensively employed. In the other one the functional properties
of the input-state       and state-output    maps which define the system are mainly used. While the
geometrical    methods often provide a general solution of the problem for systems that belong to
restricted classes, characterized       by geometrical    properties  [1,2,3,4,5,6,7,13,14,17,18,19,],     the second
approach gives solutions for classes of nonlinear systems whose geometrical nature is not investigated
and only macroscopic parameters (norms, gains, Lipschitz constants and so on) are involved in the
design procedure [8,9,11,12,21].
    One main problem in state observation              for nonlinear    systems is that the property          of drift-
observability    does not imply observability        for any input function,        as shown in [16,19]. Thus it
is interesting   to investigate    when the drift-observability      property allows the solution of the state
observation problem, finding conditions that restricts the class of input functions. Due to the math-
ematical tools employed, this work may be considered as belonging to both the categories above
mentioned.
    In this paper nonlinear systems of the form
It is useful to recall some concepts and to give some definitions                                                        before to state the observer                             design
problem and to give the relevant theorems.
    First of all the concept of Lie derivative of a function X(z)                                                       along a vector field f(z)                             should     be
given
                                                               L,X(z)             f $f(z).                                                                                             (2.1)
Defining as LofX(z)      e X(z)          the Lie derivative                      of order 0, repeated                             Lie derivative                   of order    s 2 1 is
defined as
                                                           LjX(z)              4 L,(L;-‘X(z)).                                                                                         (24
                                                                                  4485
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(2.3)
defines a square mapping,        and denoting        with Y, the vector of the first n output                             derivatives    (from 0
ton-l)
                                                                                         T
                                                 Y, =
                                                         [
                                                             y i . . . y(+‘)
                                                                                         1    .                                             (2.4)
it is easy to verify that,     for u(t) E 0,
                                                             Y, = Q(x).                                                                     (2.5)
Thus, from a theoretical point of view, if the vector Y, where known                                    at a given time t, the invertibility
of the mapping a(.) would allow exact state reconstruction.
    This property justifies the following definition.
DEFINITION    2.1. If the map a(z) is a diffeomorfism from an open set 51 C R” in a(n), the system
(1.1) (1.2) is said R-drift-observable.   If 51 E R“ than the system (1.1) (1.2) is said globally drift-
observable or simply drift-observable   in W.
       An important    consequence      of this definition        is that the Jacobian                   of the map @p(a)
Q(x) f y (2.6)
is nonsingular   in R.
    In the state observation problem it is important    the following concept,                                     that constitutes     a weaker
version of the well-known    concept of relative degree (see e.g. [15]).
DEFINITION       2.2. The system (1.1) (1.2) is said to have observation                                relative   degree T in a set 0 E IR”
if
                                     vx E R,     L,LTh(x)         = 0,         s = O,l,.          . . ,T - 2,
                                                                                                                                            (2.7)
                                 3x E 0, :       L,L;-‘h(x)             # 0.
REMARK        2.3. Let cr = n - r and let U, be the vector of the first o time-derivatives                                   of input    (from 0
to u)
                                                 u, 2 [u ic . . . uyT.                                                                      (2.8)
It can be readily      proved that a vector function             *(x,       Ub) exists such that
                                                               =[ L.&(x)
       The product    of the Jacobian     Q(z)   by the matrix              g(z)    is
                                               Q(xMx)              i 1.
                                                                      L, L;-‘h(x)
                                                                                                                                          (2.10)
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From the definition   of observation             relative degree in R, the first r - 1 rows of vector                                (2.10)    are
identically zero in R, so that (2.10)            can be rewritten  as
Q(ZMz) = F H(z),
L,L;-‘h(z) (2.11)
(Ik is the k   x
                       where
                   k identity
                                       F fi
                                matrix).
                                                  qr-l)x(wtl)
                                                          L-r+1              I  '
1 1 ;
                                                                                                        L,L;-‘h(z)
                                                                                                                          )             (2.12a)
   Using the previous definitions, direct computations                               show that an R-observable            system (1.1) (1.2)
can be rewritten  using the coordinate   transformation                             t = @(a~) as
                                       i = Az + BL(@-l(z))                     + FH(@-‘(z))u,
                                                                                                                                          (2.13)
                                       y = c.z,
(2.14)
    The pair A,C is observable, and it is an easy matter                             to assign eigenvalues           to the matrix    A - KC,
that has the companion structure
(2.15)
If a n-pla A = (Xl,... ,A,) of eigenvalues has to be assigned, the vector K(X) is the vector that
contains the coefficients of the manic polynomial   that has X as roots.
   If the assigned eigenvalues are distinct, matrix A - KC can be diagonalized by a Vandermonde
matrix
so that
                                     V(X)(A - K(X)C)V(X)-’                           = diag{A}      = A.                                  (2.17)
REMARK
computed
           2.4. Given a set A of TZ eigenvalues
            through the formula
                                                  K(X) A?
                                                   =-v-‘(A)
                                                      i[I,
                                                                    to be assigned           to A - KC, the gain K(X) is readily
                                                                                                                                          (2.18)
                                                                                      x
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JlmIIVel(X(w))II = 1. (2.19)
REMARK     2.5. In         [16,19] it is shown that a system (1.1) (1.2) is observable for any u(t) if and
only if the vector        function Q(@-‘(z))g(@-‘(2))     h as a triangular  structure in in z-coordinates.     This
condition restricts         the class of nonlinear systems under investigation.      For this reason this property
is not required in         the following development,    where a suitable condition      will exclude pathological
inputs.
THEOREM         3.6. For the system (1.1) (1.2) assume that the following hypotheses hold:
1)   The system is drift-observable   in RR”, and the map z = (a(z) is uniformly Lipschitz together with
     its inverse z = a-*(.2) in E, with constants ye and ye-1 respectively;
2)   the functions H(@-l(z))      and L(@-‘(z)),   defined in (2.12), are uniformly Lipschitz in R”, with
     Lipschitz constants -ye and yz respectively;
3)   a constant uM > 0 exists such that Iu(t)l 5 UM Vt > 0;
4)   for a given cr > 0 a vector Zi E DX” and a symmetric positive definite matrix P E BnXn exist
     that satisfy the following H, Riccati-like inequality
     where y* = 7: + &yk.
     Then     the dynamic        system (3.1) is such that
PROOF.   Consider the coordinate   transformation                       z = a(~),       invertible      by assumption,   both for the
system (1.1) (1.2) and for the observer (3.1)
                                         i = AZ t BL(Q-l(z))                     t FH(iP-‘(z))u,
                                         y = c.2,
where z(.) 6 L(+-‘(.)) and ii(.)                 2 H(@-I(.)).              Equation     (3.7)’ 1s 1’mear with nonlinear           perturbations
that can be denoted as
                                                     q(z,i)           ii L(z) - L(i),
                                                                                                                                             (3.3)
                                                  v*(z,i,u)           !i (H(z)     - H(i))u.
From assumption        (2) and (3) the perturbations                       satisfy the inequalities
In order to prove that e,(t) exponentially goes to zero, consider the positive definite function of e,
where the positive       definite     symmetric        matrix          P satisfies inequality            (3.2).   The derivative       of v along
the error trajectory      is
Recalling that -$ = 7; + t&y;, after simple transformations inequality (3.14) can be rewritten as
                                                          IM~II I         AMax(p)
                                                                          Xmin(P)e-ntllez(0)ll,                                           (3.18)
                                                                        /----
where XM~~(-)              and X,i,(*)         denote the maximum                 and minimum eigenvalue of a matrix (the property
XMax(P-‘)/Xmin(P-‘)                     =     ~Max(p)/~min(p)             h as b een   used). Given the properties  (3.5), inequality
(3.18) becomes
                                                                 IMt)ll I w-LltlledOIll                                                   (3.19)
COROLLARY 3.7. If all assumptions made in theorem 3.6 hold, with o = 0 in assumption                                                     (4) and
inequality (3.2) that holds strictly, then the dynamic system (3.1) is such that
PROOF.    The proof is conducted with the same passages developed                                       in the proof of 3.6 until inequality
(3.15), from which one has simply
                                              I;(t) < 0.                                                                                  (3.21)
This result,            together   with        the definition        (3.11) of v gives
(3.22)
DEFINITION 3.8. Let fi be a compact set in IR”. Given a positive 6 we define as 06 the set
    Let us observe that the smoothness assumption for a drift-observable       system (1.1) (1.2) implies
that the functions 1 and H, are locally Lipschitz in R” (recall that a locally Lipschitz function is
uniformly Lipschitz in any compact set).
    In the following we will denote as 7k(Q) the Lipschitz constant of a locally Lipschitz function k(z)
in the compact R. Such constant is such that
for 62 2 S1 2 0. The following theorem can be given (the proof is reported in [22]).
THEOREM 3.9. For the system (1.1) (1.2) assume that the following hypotheses hold:
1) for any input u(t) such that j~(t)l 2 UM W 2 0 the state evolution starting from a compact set
   fi c R” is restricted to a compact set R c BP.
2) for a given 6 > 0 the system is R&-drift-observable
3) for a given positive a a vector K E B” and a symmetric positive definite matrix P E Rnx” exist
   that satisfy the following H, Riccati-like    inequality
provided that z(O) E fi and the initial observation error is such that
(3.27)
with   p = 4=7+(&)7+-I(@(%)).
    Looking at the assumptions     of theorems 3.6 and 3.9, it can be recognized that a central point
in the construction   of an observer of the form (3.1) is the existence of a pair K, P that solves the
inequalities (3.2) and (3.25). The following theorem can be given.
THEOREM 3.10. For any Q: > 0 a 7* > 0 exists such that the H, Riccati-like                                inequality   (3.2) admits
solution (K, P) for any positive 7 5 y*.
PROOF. It is trivial to verify that if inequality    (3.2) a d mi t s solution for a given y* then it admits
solution for any positive 7 5 7’. In particular   the same pair K’ and P’ that verify (3.2) with 7 = 7’
verifies the inequality  for 7 5 7*. Thus, it remains to proof that a 7* exists.
    For, consider the following Lyapunov equation, where 1, denotes the n x n identity matrix,
for a given /3 > 0. For any K that assignystable     eigenvalues to the matrix (A - KC + al*), a
unique symmetric positive definite solution P exists (K is easily computed through equation (2.18)
by choosing the set X of n eigenvalues of A - K(X)C such that max(x) < -a).
    The following inequality
                                                         ml P2<I
                                                             -n’                                                              (3.29)
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    Theorem 3.10 demonstrates       that if the constant 7 associated to a given system of the form (1.1)
(1.2), which admits an observability      map, is small enough, the nonlinear    observer of the form (3.1)
that gives exponential    convergence exists.
    An interesting  point is that the H, Riccati-like    inequality admits solution (K, P) for any a > 0
and 7 > 0 if the term FFT is not present in the expression.
LEMMA     3.11. For any cy > 0 and 7 > 0 the H,                    Riccati-like    inequality
2A+VBBTVT+2aIn++~V-'V-T~0. (3.32)
To satisfy the matrix inequality (3.32) it is sufficient to verify the following scalar inequality
   The choice of eigenvalues used to prove (2.19) can be adopted so to keep the norm of matrix
V-'VTT    next to 1 as desired. Assuming w > 1 then max{x}        = -w, and inequality (3.33) can be
rewritten as
                               -w 5 -a - in - ;Y211v-1(w)V(w)-TII,                             (3.35)
where V(w) has been indicated as function of the scalar parameter w that defines all the eigenvalues.
Thanks to (2.19), inequality (3.35) can be satisfied for w sufficiently large.
   This proves the theorem.
THEOREM      3.12. For the    system (1.1) (1.2) assume that the following hypotheses hold:
1) the system is globally      drift-observable  and the map z = Q(Z) and its inverse z = ‘P-‘(z)       are
   uniformly Lipschitz in      R” with constants 7e and 70-1, respectively;
2) the functions H (a-‘(z))        and L(@-‘(2))   are uniformly Lipschitz in R”, with Lipschitz constants
   7~ and 7~ respectively;
Then for any a > 0 there       exists a vector It’ E II? such that the dynamic                     system (3.1), for a suitable
p > 0, gives
                                        b(t) - i(           I w-“*b(O)            - W)ll                                   (3.36)
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                                                                       'T b,
                                                  aTb + bTa 5 p2aTa + Fb                                                (3.37)
satisfied by any pair of vectors a and b, and for any real p, as it can be checked expanding                                 the
expression
                                                    (pa - ‘b)T(pa - lb) 2 0.                                            (3.38)
                                                           P                 P
Thus, from (3.12) the following             inequality     can be obtained
with y2 = 7: + 7;.
    It remains to show that for any positive                   o a us exists such that the following        H,   Riccati-like
inequality   can be satisfied
(3.43)
REMARK 3.13. The sufficient conditions for the existence of an exponential    observer given in theorem
3.12 do not include the condition    of observability  for any input. However, a bound on the input
has to be satisfied. Evidently this smallness condition automatically  excludes the presence of inputs
that make indistinguishable    some system states.
REMARK 3.14. An automatic       choice of K can be adopted by taking K = P2PCT, for a given p.
With this choice inequality (3.2) becomes a true H, Riccati inequality
4. SIMULATION RESULTS
The nonlinear observer has been successfully applied in several applications.         Among them, it has
been used to observe the rotor flux in induction        motors, in which only measurements         of stator
currents and of rotor speed are available. For this application    both numerical [23] and experimental
[24] results have been obtained.
    In this section the performance of the observer is shown in a robotic application.     Consider a rigid
robot with 2 rotational    joints that moves in the vertical plane. As it is well known its dynamics is
described by 4 state variables: 2 joint positions, angles (ql, qz), and 2 joint angular velocities (Qr ,422).
The input consists of the motor torques on the two joints. We assume that only the position q1
of the first joint is measured, so that the observation problem consists in the reconstruction        of the
position of the second joint together with both joint velocities.      Defining the vectors ~1 = [ql q21T
and xz = [il &IT, and the state vector z = [XT XT]‘, the robot dynamics in the form (1.1) (1.2) is
                                       k=[I6 =[-M-‘;%l)n(x)]
                                                     +[M-:(x1)]
                                                    i2     +                                                                                                  (4.1)
                                                         y=[l            0     0    012,
where matrix M(xr)       E Rzx2 is the symmetric and positive definite inertia matrix, that depends
only on joint positions, and the vector n(x) E IR2 contains centrifugal,    Coriolis and gravitational
interaction  forces between joints. The inertia matrix can be written as a function of joint positions
(41,42)   as
                       M(q1,qz)       =
                                          [
                                              j1     + 5,       + m21:
                                                            JZ t m2llL2
                                                                             + 2m2ltL2
                                                                                    cosq2
                                                                                                 c0sq2        j2     t   m2$lc2
                                                                                                                             J2
                                                                                                                                   c-42
                                                                                                                                              I-              (4.2)
The term n(x), written               as a function               of (ql, qz, il,c&t)        is
    The plots of true and observed position and velocity of joint 2, and of true and observed velocity
of joint 1 are reported (fig.% l-3).   True and observed position of joint 1 are not reported, because
the difference can not be perceived at the scale used.
    It can be noticed that the transient lasts about 0.15 s. A thumb-rule   computation    suggests that
the time constant is about 0.05 s. This is quite in agreement with the slowest eigenvalue assigned
to the linear part of the observer, that is Xr = -20 s-l.
5. CONCLUSIONS
In this work the problem of state observation for nonlinear         systems affine in the control is inves-
tigated.   An observer that gives exponential       convergence of the observed state to the real one is
proposed.    The class of systems under analysis is not restricted to systems that are observable for
any input. The drift-observability     property (i.e. observability  for zero input) together with the sat-
isfaction of an H, Riccati-like    inequality  are proved to be sufficient conditions for the existence of
an exponential    observer. The second condition automatically        excludes the presence of inputs that
make indistinguishable     some system states. The observer feedback gain is chosen solving a simple
eigenvalues placement problem. Both global and local convergence results are presented. Simulation
results show a good performance       of the observer.
    0.00     0,lO     0,20     0,30      0,40 lsl 0,50                    0,oo       0,lO       0,20    0,30     0,40 b10,50
   Figure 1. Observed and real position ofjoint 2.                      Figure 3. Observed and real velocity of joint 1.
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