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Observers For Non-Linear Systems

This document describe overall view of observer design for nonlinear systems. many kind of observer are discuss in this paper.

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124 views

Observers For Non-Linear Systems

This document describe overall view of observer design for nonlinear systems. many kind of observer are discuss in this paper.

Uploaded by

dvnccbmacbt
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 35

Observers for non-linear systems

Manipulation Lab talk


Siddhartha Srinivasa
The Robotics Institute
Carnegie Mellon University

Observers for non-linear systems p.1/35

Outline
General framework
An example
Non-linear systems
Some differential geometry
Review of linear observability
Observability rank condition
Linear observers
Observer design : Lie-algebraic method
Conclusions
Things I did not do
References

Observers for non-linear systems p.2/35









General framework
System

Identify forces and torques


Equations of motion, constraint equations
Pick suitable state variables
Write the equations (implicit) in state-space form
(explicit)
Analyze the state-space equations for system behaviour

Observers for non-linear systems p.3/35

An example

Observers for non-linear systems p.4/35

An example
Inverted pendulum with DC motor control
DC motor armature controlled
motor inertia pendulum inertia








 
 


 


For the motor



$
& %
'
#

! 


!
"




 




 

 


For the pendulum

Observers for non-linear systems p.5/35

/*(

)5

<

: 6
;

/*(

4
9

*(

)(

2
.
1

.
,

>

)5

7 6
8

$
& %

2
.
1

.
,

2
.
1

.
,

 +

/)(

*(

)(

An example

Choose state variables

State space form

Observers for non-linear systems p.6/35


>

(

#
D

 #
J

@J

 >

@J

#
>

H
G

system state in a state-space manifold


smooth vector fields on M
drift vector field
input vector fields
scalar controls
output map

)
C

)>

)#

E D
F

>

@ (
A

Non-linear systems

Observers for non-linear systems p.7/35

Review of linear observability


>
(

A SISO system

T
P
T
Q
T
P
T
P
T
P
T

K
K

..
.
SRI

O
P
O
Q
O
P
O
P
O
P
O

M

Kalman Rank Condition for observability

Observers for non-linear systems p.8/35

Linear observers
B

>

K
(


>

B U

K
( U

+
-

B U

( U

U
( V
B U

Observer

=
=

System
B

>

=
=

 

The error dynamics is given by :

Eigenvalues of (A-LC) arbitrarily placed by a proper choice


of L.
Observers for non-linear systems p.9/35

A first pass : output injection




(
B

H

Consider the nonlinear system

B U

I
H
X

where


( U

B U

( U

U
( Y

Create an observer with linear output injection

is the observer gain matrix we have control

over

Observers for non-linear systems p.10/35

\

B U

( U


?

( U


A first pass : error dynamics

Error dynamics is nonlinear and stability is unclear. But ...


The stability of a linearized system about its fixed
point implies the local stability of the corresponding
nonlinear system about that fixed point
Why? I dont have a good answer, but here are some pictures of Lyapunov

Observers for non-linear systems p.11/35

The many moods of Aleksandr Mikhailovich Lyapunov

angry

happy
Observers for non-linear systems p.12/35

A first pass : linearizing error

\

( U

C







\








]
(

]
(

 









?

( U

( U


?

Linearizing the error dynamics about the fixed point

Observers for non-linear systems p.13/35

 
]

The linearization is a function of the true state

A first pass : conclusion

which is

not a fixed quantity


unknown to us ... its what were trying to estimate!
Also, the linearization is valid only for a small
neighbourhood about the fixed point.

Observers for non-linear systems p.14/35

Some differential geometry


H

?
C
@

g
h

@ c

c b
'

H
`_I

^ ?

^ C
_

H
`_I

- a smooth function
- a vector field
- the standard dot product on
- the gradient of with respect to
The Lie derivative of w.r.t. is given by :


C
g
i


C
g

Also,

Observers for non-linear systems p.15/35

g
C

(


n j
m

kj

l j
m

kj
B

Example

Observers for non-linear systems p.16/35

Observability rank condition


C

u C
v

s q
t
J

J
o

@J
o

@J

 #
@

#
@J

)#

q


r 
_
q

@J

) C

The observation space O is the linear space of the


and all repeated Lie derivatives
functions

Intuitively, O comprises of the output functions and the


magnitude of their derivatives along all possible system
trajectories (in infinitesimal time).
Observers for non-linear systems p.17/35

Observability rank condition


y\

|

zM

\

if

e
5

The system is locally observable at state

{e

The observability codistribution dO(x) is defined as

Observers for non-linear systems p.18/35

/)(

C


*(

*(

2
>

,
-

/*(

$
& %

/)(


(

 +

)(

Must do example...

Observers for non-linear systems p.19/35

/)(

)(

C


} [
h

*(

$
& %

)(

g
i

C


[

g
i

Taking Lie-derivatives

Observers for non-linear systems p.20/35

(


Observer design : transformation


 

We wish to find a smooth one-to-one onto global nonlinear


transformation


B

 W

 K

which gives us

Why do we care?
Isnt that asking for a bit too much?
Observers for non-linear systems p.21/35

Why do we care?


B U


B


 K
U

B U

 W
U

Remember, we can measure .


Create an observer of the form


U


\
B U


B

[
 K
U
W
 


B

 K

 

Error dynamics

Error dynamics is exactly like the linear observer!


We can place poles wherever we wish.
Observers for non-linear systems p.22/35

Can we really do this?


Comparative study of nonlinear state-observation
techniques
Walcott BL, Corless MJ, Zak SH
International Journal of Control, 1987, Vol. 45, No. 6,
2109-2132
The derivation is long and complicated
I dont fully understand it.
But, I can implement their algorithm

Observers for non-linear systems p.23/35

)(

/)(

C


*(

*(

/*(

>

,

$
& %

/)(


(

 +

)(

Back to the example

The observability matrix is given by

Observers for non-linear systems p.24/35

0
2
.
1
P
1
P
1









$

)
Ry

0
,
P
, ,
P

1
P
1
P
1
2

is the last column of

 ]

j
m
r

The starting vector

.
,
P
,
P
,

Ry

Compute

The Algorithm

Observers for non-linear systems p.25/35

e
?



5

?
\

e
R
)

e )

# \

 ]

 ]

 ]

 ]

e
?

e )

The Algorithm

Build the Jacobian matrix of T

Observers for non-linear systems p.26/35

The Algorithm
0


1
P
1
Q
1
o




 ]

,PQ
, ,

Build the Jacobian matrix of T

0
2
.
1
P
1
P
1




o





.
,
P
, ,
P



 



Solving for T

Observers for non-linear systems p.27/35

The Algorithm

1
Q
1
P
1
2

 

$
& %

,
Q
,
P
,
-

1QP
1
1


,
Q
,
P
,



0
$
&'%

 

0


Apply the transformation

Observers for non-linear systems p.28/35

B U

* N


B U

2
.
1
P
1
P
1

.
,
P
,
P
,

2
.
1
P
1
P
1

$
&'%

.
,
P
,
P
,

2
.
1
P
1
P
1

U

.
,
P
,
P
,


) N

$
&'%

The Algorithm

The observer

Observers for non-linear systems p.29/35

The Algorithm

U

0


 K

* N

1PP
1
1


) N
N




,
P
,
P
,



 

Error dynamics

Error in original coordinates


D
3


_

R

Observers for non-linear systems p.30/35

Why was this so easy?




j
m

The tricky bit is to go from


to T. For more complex
systems, you will have to integrate coupled partial
differential equations.
Bestle and Zeitz(1983) provide a hack for that.
But Im not going to go into it.

Observers for non-linear systems p.31/35


y

N


M

Given a nonlinear system,


system is observable or not.

Conclusions
tells us if the

If the system is observable, the Lie-algebraic approach


gives a smooth nonlinear transformation T that converts
the state space equation into a form that we like.
Once this is done, we can use good old Luenberger
output injection to stabilize the error dynamics.

Observers for non-linear systems p.32/35

Things I did not do


The icky derivations.
Other kinds of observers : Extended linearization, Thau
observer, VSS technique, GHO observer.
Extended Kalman filters.

Observers for non-linear systems p.33/35

References
1. Nonlinear control systems, Alberto Isidori, Third Edition,
Springer
2. Geometric and dynamic sensing, PhD Thesis, Yan-Bin
Jia, CMU-RI-TR-97-50
3. Comparative study of nonlinear state-observation
techniques, Walcott BL, Corless MJ, Zak SH, Int. J.
Control, 1987, Vol. 45, No. 6, 2109-2132
4. Canonical form observer design for non-linear
time-variable systems, D. Bestle and M. Zeitz., Int. J.
Control, 38(2):419-431, 1983
5. Manifolds : Calculus on curved surfaces, Lyle Noakes,
http://www.maths.uwa.edu.au/ rkealley/mf3/manifolds/manifolds.htm
Observers for non-linear systems p.34/35

References

Observers for non-linear systems p.35/35

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