Abstract
We propose ways to synthesize state observers that ensure that the estimation error is bounded on a finite interval with respect to given sets of initial states and admissible trajectories and also simultaneous H ∞-suppression at every time moment of initial deviations and uncertain deviations bounded in L 2-norm, external disturbances for non-autonomous continuous Lipschitz systems. Here the gain of the observers depend on the time and are defined based on a numerical solution of optimization problems with differential linear matrix inequalities or numerical solution of the corresponding matrix comparison system. With the example of a single-link manipulator we show that their application for the state estimating of autonomous systems proves to be more efficient (in terms of convergence time and accuracy of the resulting estimates) as compared to observers with constant coefficients obtained with numerical solutions of optimization problems with linear matrix inequalities.
Similar content being viewed by others
References
Witsenhausen, H.S., Sets of Possible States of Linear Systems Given Perturbed Observaitons, IEEE Trans. Automat. Control, 1968, vol. AC-13, pp. 556–558.
Schweppe, F.C., Uncertain Dynamic Systems, Englewood Cliffs: Prentice Hall, 1973.
Krasovskii, N.N., On the Theory of Controllability and Observability of Linear Dynamical Systems, Prikl. Mat. Mekh., 1964, vol. 28, no. 1, pp. 3–14.
Kurzhanskii, A.B., Differential Observation Games, Dokl. Akad. Nauk USSR, 1972, vol. 207, no. 3, pp. 527–530.
Kurzhanskii, A.B., Upravlenie i nablyudenie v usloviyakh neopredelennosti (Control and Observation under Uncertainty), Moscow: Nauka, 1977.
Chernous’ko, F.L., Otsenivanie fazovogo sostoyaniya dinamicheskikh sistem (Estimating the Phase State in Dynamical Systems), Moscow: Nauka, 1988.
Kurzhanski, A.V. and Valyi, I., Ellipsoidal Calculus for Estimation and Control, Boston: Birkhauser, 1997.
Milanese, M. and Vicino, A., Optimal Estimation Theory for Dynamic Systems with Set Membership Uncertainty: An Overview, Automatica, 1991, vol. 27, no. 6, pp. 997–1009.
Kuntsevich, B.M., Upravlenie v usloviyakh neopredelennosti: garantirovannye rezul’taty v zadachakh upravleniya i identifikatsii (Control under Uncertainty: Guaranteed Results in Control and Identification Problems), Kiev: Naukova Dumka, 2006.
Furasov, V.D., Zadachi garantirovannoi identifikatsii (Guaranteed Identification Problems), Moscow: Binom, 2005.
Matasov, A.I., Estimators for Uncertain Dynamic Systems, Boston: Kluwer, 1999.
Polyak, B.T. and Topunov, M.V., Filtration for Nonrandom Disturbances: Method of Invariant Ellipsoids, Dokl. Akad. Nauk, 2008, vol. 418, no. 6, pp. 1–5.
Khlebnikov, M.V., Robust Filtering under Nonrandom Disturbances: The Invariant Ellipsoid Approach, Autom. Remote Control, 2009, vol. 70, no. 1, pp. 133–146.
Khalil, H.K. and Saberi, A., Adaptive Stabilization of a Class of Nonlinear Systems Using High-Gain Feedback, IEEE Trans. Automat. Control, 1987, vol. AC-32, no. 11, pp. 1031–1035.
Esfandiari, F. and Khalil, H., Output Feedback Stabilization of Fully Linearizable Systems, Int. J. Control, 1992, vol. 56, no. 5, pp. 1007–1037.
Besancon, G., Bornard, G., and Hammouri, H., Observer Synthesis for a Class of Nonlinear Control Systems, Eur. J. Control, 1996, vol. 3, no. 1, pp. 176–193.
Besancon, G. and Hammouri, H., On Uniform Observation of non Uniformly Observable Systems, Syst. Control Lett., 1996, vol. 29, pp. 9–19.
Khalil, H.K., Nonlinear Systems, New Jersey: Prentice Hall, 2002, 3rd ed. Translated under the title Nelineinye sistemy, Moscow–Izhevsk: NITs “Regulyarnaya i Khaoticheskaya Dinamika,” Inst. Komp. Issled., 2009.
Gauthier, J-P. and Kupka, I., Observability and Observers for Nonlinear Systems, Cambridge: Cambridge Univ. Press, 2004.
Besancon, G., Ed., Nonlinear Observers and Applications, Lecture Notes in Control and Information Sciences, Heidelberg: Springer, 2007.
Kalman, R.E. and Bucy, R.S., New Results in Linear Filtering and Prediction Theory, J. Basic Eng., 1961, vol. 83, pp. 95–108.
Luenberger, D.G., Observers for Multivariable Systems, IEEE Trans. Autom. Control, 1966, vol. 11, no. 2, pp. 190–197.
Nagpal, K.M. and Khargonekar, P.P., Filtering and Smoothing in an H∞ Setting, IEEE Trans. Automat. Control, 1991, vol. 36, no. 2, pp. 152–166.
Khargonekar, P.P., Nagpal, K.M., and Poolla, K.R., H∞-control with Transients, SIAM J. Control Optim., 1991, vol. 29, no. 6, pp. 1373–1393.
Banavar, R.N. and Speyer, J.L., A Linear-Quadratic Game Approach to Estimation and Smoothing, Proc. Am. Control Conf., Boston: IEEE, 1991, vol. 3, pp. 2818–2822.
Doyle, J.C. and Stein, G., Robustness with Observers, IEEE Trans. Automat. Control, 1979, vol. AC-24, no. 4, pp. 607–611.
Petersen, I.R. and Holot, C.V., High-Gain Observers Applied to Problems in Disturbance Attenuation, H-infinity Optimization and the Stabilization of Uncertain Linear Systems, Proc. Am. Control Conf., Atlanta, June 1988, pp. 2490–2496.
Abbaszadeh, M. and Marquez, H.J., Robust H∞ Filtering for Lipschitz Nonlinear Systems via Multiobjective Optimization, J. Signal Inform. Process., 2010, no. 1, pp. 24–34.
Malikov, A.I., Synthesis of State Estimation Algorithms for Nonlinear Controllable Systems with Matrix Comparison Systems, Vestn. KGTU im. A.N. Tupoleva, 1998, no. 3, pp. 54–59.
Ball, A.A. and Khalil, H.K., High-Gain Observers in the Presence of Measurement Noise: A Nonlinear Gain Approach, Proc. 47th IEEE Conf. on Decision and Control, Cancun, Mexico, Dec. 9–11, 2008, pp. 2288–2293.
Khalil, H.K. and Prally, L., High-Gain Observers in Nonlinear Feedback Control, Int. J. Robust. Nonlin. Control, 2014, vol. 24, no. 6, pp. 993–1015.
Khalil, H.K., Nonlinear Control, New York: Pearson, 2015.
Balandin, D.V. and Kogan, M.M., LMI Based H∞-optimal Control with Transients, Int. J. Control, 2010, vol. 83, no. 8, pp. 1664–1673.
Balandin, D.V. and Kogan, M.M., Minimax Filtering: γ0-Optimal Observers and Generalized H∞-Optimal Filters, Autom. Remote Control, 2013, vol. 74, no. 4, pp. 575–587.
Balandin, D.V., Kogan, M.M., Krivdina, L.N., et al., Design of Generalized Discrete-Time H∞-optimal Control over Finite and Infinite Intervals, Autom. Remote Control, 2014, vol. 75, no. 1, pp. 1–17.
Kogan, M.M., Optimal Estimation and Filtration under Unknown Covariances of Random Factors, Autom. Remote Control, 2014, vol. 75, no. 11, pp. 1964–1981.
Kogan, M.M., Robust Estimation and Filtering in Uncertain Linear Systems under Unknown Covariations, Autom. Remote Control, 2015, vol. 76, no. 10, pp. 1751–1764.
Malikov, A.I., Matrix Systems of Differential Equations with Quasimonotonicity Condition, Izv. Vyssh. Uchebn. Zaved., Mat., 2000, no. 8, pp. 35–45.
Malikov, A.I., State Estimation and Stabilization of Continuous Systems with Uncertain Nonlinearities and Disturbances, Autom. Remote Control, 2016, vol. 77, no. 5, pp. 764–778.
Author information
Authors and Affiliations
Corresponding author
Additional information
Original Russian Text © A.I. Malikov, 2017, published in Avtomatika i Telemekhanika, 2017, No. 5, pp. 16–35.
Rights and permissions
About this article
Cite this article
Malikov, A.I. State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances. Autom Remote Control 78, 782–797 (2017). https://doi.org/10.1134/S0005117917050022
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0005117917050022