We consider the synthesis of a minimum-order state or functional observer for a linear dynamical system. The synthesis problem is solved for completely certain systems of general form and for some classes of uncertain systems. Various approaches are described, which ultimately lead to the same task: finding a minimum-dimension Hurwitz solution for a system of linear equations with a Hankel matrix. For scalar and vector linear systems, prior upper and lower bounds on the observer dimension are derived, which makes it possible to switch to an iterative procedure of finding an optimal solution. The discussion is set out for discrete-time dynamical systems.
References
Yu. N. Andreev, Control of Linear Finite-Dimensional Plants [in Russian], Nauka, Moscow (1976).
S. V. Emel’yanov, S. K. Korovin, and A. L. Narsisyan, “On asymptotic properties of state observers for uncertain systems with a linear time-independent part,” Dokl. Akad. Nauk SSSR, 311, No. 4, 807–811 (1990).
S. V. Emel’yanov and S. K. Korovin, in: Mathematical Modeling: Issues and Results [in Russian], Nauka, Moscow (2003), pp. 12–35.
A. V. Il’in, S. K. Korovin, V. V. Fomichev, and A. Khlavenka, “Synthesis of asymptotic observers for linear vector systems with uncertainty,” Diff. Uravn., 41, No. 1, 73–81 (2005).
A. V. Il’in, S. K. Korovin, V. V. Fomichev, and A. Khlavenka, “Observers for linear dynamical systems with uncertainty,” Diff. Uravn., 41, No. 11, 1443–1457 (2005).
S. K. Korovin, I. S. Medvedev, and V. V. Fomichev, “Functional observers for linear systems with uncertainty,” Diff. Uravn., 42, No. 10, 1307–1317 (2006).
S. K. Korovin, I. S. Medvedev, and V. V. Fomichev, “Order minimization for functional observers,” Diff. Uravn., 41, No. 8, 1148 (2005).
S. K. Korovin, I. S. Medvedev, and V. V. Fomichev, “Synthesis of minimum functional observers,” Dokl. Akad. Nauk SSSR, Teoriya Upravl., 404, No. 3, 316–320 (2005).
S. K. Korovin, I. S. Medvedev, and V. V. Fomichev, “Functional observers for linear time-independent dynamical systems with uncertainty,” Dokl. Akad. Nauk SSSR, Teoriya Upravl., 411, No. 1, 316–320 (2006).
E. M. Smagina, Topics in the Analysis of Linear Multidimensional Plants Using the Concept of System Zero [in Russian], Izd. Tomsk Univ., Tomsk (1990).
G. Basile and G. Marro, “On the observability of linear time-invariant systems with unknown inputs,” J. Optimization Theory Applications, No. 3, 410–415 (1969).
S. P. Bhattacharyya, “Observer design for linear systems with unknown input,” IEEE Trans. Autom. Control, 23, 483–484 (1978).
M. Corless and J. Tu, “State and input estimation for a class of uncertain systems,” Automatica, 34, 757–764 (1998).
M. Darouach, M. Zasadzinski, and S. J. Xu, “Full-order observers for linear systems with unknown inputs,” IEEE Trans. Autom. Control, 39, No. 3, 606–609 (1994.
M. Hou and P. C. Muller, “Disturbance decoupled observer design: A unified view point,” IEEE Trans. Autom. Control, 39, No. 6, 1338–1344 (1994).
T. Kailath, A. H. Sayed, and B. Hassibi, Linear Estimation, Prentice Hall, Upper Saddle River, NJ (2000).
P. Kudva, N. Viswanadham, and A. Ramarkrishna, “Observers for linear systems with unknown inputs,” IEEE Trans. Autom. Control, 25, No. 1, 113–115 (1980).
D. G. Luenberger, “Canonical forms for linear multivariable systems,” IEEE Trans. Autom. Control, 12, No. 2, 290–293 (1967).
H. H. Rosenbrock, State-Space and Multivariable Theory, Nelson, London (1970).
H. H. Rosenbrock, “The zeros of a system,” Int. J. Control, 18, No. 2, 297–299 (1973).
J. O’Reilly, Observers for Linear Systems, Academic Press, London (1983).
Z. Wang and H. Unbehauen, “A class of nonlinear observers for discrete-time systems with parametric uncertainty,” Int. J. Systems Sci., 31, No. 1, 19–26 (2000).
Additional information
Translated from Nelineinaya Dinamika i Upravlenie, No. 6, pp. 5–36, 2008.
Rights and permissions
About this article
Cite this article
Emel’yanov, S.V., Korovin, S.K. Minimum-order observers for discrete-time systems. Comput Math Model 22, 111–144 (2011). https://doi.org/10.1007/s10598-011-9093-y
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10598-011-9093-y