On unknown-input functional observability of linear systems

Finding the least possible order of a stable Unknown-Input Functional Observer (UIFO) has always been a challenge in observer design theory. A practical recursive algorithm is proposed in this technical note to design a minimal multi-functional observer for multi-input multi-output (MIMO) linear time-invariant (LTI) systems with unknown-inputs. The concept of unknown-input functional observability is introduced,and it is used as a certificate of the convergence of our algorithm. The proposed procedure looks for a number of additional auxiliary functions to be augmented to the original functions desired for reconstruction. The resulting UIFO is proper, and minimal (of minimum possible order). Moreover, the algorithm does not need the system to be unknown-input observable. A numerical example shows the procedure as well as the effectiveness of the proposed algorithm.

Minimal unknown-input functional observers for multi-input multi-output LTI systems

Designing minimum possible order (minimal) disturbance-decoupled proper functional observers for multi-input multi-output (MIMO) linear time-invariant (LTI) systems is studied. It is not necessary that a minimum-order unknown-input functional observer (UIFO) exists in our proposed design procedure. If the minimum-order observer cannot be attained, the observer's order is increased sequentially through a recursive algorithm, so that the minimal order UIFO can be obtained. To the best of our knowledge, this is the first time that this specific problem is addressed. It is assumed that the system is unknown-input functional detectable, which is the least requirement for the existence of a stable UIFO. This condition also is a certificate for the convergence of our observer's order-increase algorithm. Two methodologies are demonstrated to solve the observer design equations. The second presented scheme, is a new design method that based on our observations has a better numerical performance than the first conventional one. Numerical examples and simulation results in the MATLAB/Simulink environment describe the overall observer design procedure, and highlight the efficacy of our new methodology to solve the observer equations in comparison to the conventional one.

Existence conditions for unknown input functional observers

This article presents necessary and sufficient conditions for the existence and design of an unknown input Functional observer. The existence of the observer can be verified by computing a nullspace of a known matrix and testing some matrix rank conditions. The existence of the observer does not require the satisfaction of the observer matching condition (i.e. Equation (16) in Hou and Muller 1992, ‘Design of Observers for Linear Systems with Unknown Inputs’, IEEE Transactions on Automatic Control, 37, 871–875), is not limited to estimating scalar functionals and allows for arbitrary pole placement. The proposed observer always exists when a state observer exists for the unknown input system, and furthermore, the proposed observer can exist even in some instances when an unknown input state observer does not exist.

Reduced order functional observers with application to partial state estimation of linear systems with input delay

Reduced order multi-functional observer design for multi-input multi-utput (MIMO) linear time-invariant (LTI) systems with constant delayed inputs is studied. This research is useful in the input estimation of LTI systems with actuator delay, as well as system monitoring and fault detection of these systems. Two approaches for designing an asymptotically stable functional observer for the system are proposed: delay-dependent and delay-free. The delay-dependent observer is infinite-dimensional, while the delay-free structure is finite-dimensional. Moreover, since the delay-free observer does not require any information on the time delay, it is more practical in real applications. However, the delay-dependent observer contains less restrictive assumptions and covers more variety of systems. The proposed observer design schemes are novel, simple to implement, and have improved numerical features compared to some of the other available approaches to design (unknown-input) functional observers. In addition, the proposed observers usually possess lower order than ordinary Luenberger observers, and the design schemes do not need the observability or detectability requirements of the system. The necessary and sufficient conditions of the existence of an asymptoticobserver in each scenario are explored. The extensions of the proposed observers to systems with multiple delayed-inputs are also discussed. Several numerical examples and simulation results are employed to support our theories.

Minimum-order filter design for partial state estimation of linear systems with multiple time-varying state delays and unknown input delays

Designing delay-dependent functional observers for LTI systems with multiple known time-varying state delays and unknown time-varying input delays is studied. The input delays are arbitrary, but the state delays should be upper-bounded. In addition, two scenarios of slow-varying and fast-varying state delays are investigated. The results of the paper can also be considered as one of the first contributions considering unknown-input functional observer design for linear systems with multiple time-varying state delays. Based on the Lyapunov Krasovskii approach, delay-dependent sufficient conditions of the exponential stability of the observer in each scenario are established in terms of linear matrix inequalities. Because of using effective techniques, such as the descriptor transformation and an advanced weighted integral inequality, the proposed stability criteria can result in larger stability regions compared with the other papers that study functional observers for time-varying delay systems. Furthermore, to help with the design procedure, a genetic algorithm-based scheme is proposed to adjust a weighting matrix in the established linear matrix inequalities. Two numerical examples illustrate the design procedure and demonstrate the efficacy of the proposed observer in each scenario.

Numerical implementation of a functional observability algorithm : a singular value decomposition approach

The paper outlines a numerical algorithm to implement the concept of Functional Observability introduced in [6] based on a Singular Value Decomposition approach. The key feature of this algorithm is in outputting a minimum number of additional linear functions of the state vector when the system is Functional Observable, these additional functions are required to design the smallest possible order functional observer as stated in [6].

Design of reduced-order state/unknown input observers: a descriptor system approach

This paper addresses the problem of estimating simultaneously a linear function of both the state and unknown input of linear system with unknown inputs. By adopting the descriptor system approach, the problem can be conveniently solved. Observers proposed in this paper are of low-order and do not include the derivatives of the outputs. New conditions for the existence of reduced-order observers are derived. A design procedure for the determination of the observer parameters can also be easily derived based on the derived existence conditions

Functional observability and the design of minimum order linear functional observers

The design of a minimum-order linear functional observer for linear time-invariant systems has been an open problem for over four decades. This technical note provides a solution to this problem. The technical note also introduces the concept of Functional Observability/Detectability and shows that the well-known concept of Observability/Detectability is a special case of Functional Observability/Detectability.

Functional observability

A simple theorem for Functional Observability is presented considering the observable and unobservable states of a system based on Kalman decomposition. The proposed theorem is also consistent with two other theorems on Functional Observability which was based on eigen decomposition [6]. The paper also reports a new definition for Functional Observability which is consistent with previously reported definitions and theorems [4], [5], [6].

Existence conditions for functional observability from an eigenspace perspective

Two theorems on conditions for nonexistence and for existence, of built functional observers, from an eigenspace perspective are presented and proved. One more theorem on Functional Observability in terms of constructed products of matrices A,C and L0 is also presented. This theorem provides an easy way to check Functional Observability before proceeding with the design of functional observers. The existence and the nonexistence theorems are used to unify previously reported theorems on Functional Observability by showing their equivalence. The connection between the concept of Functional Observability and the well known concept of State Observability is also presented.

Partial state and unknown input estimation for time-delay systems

This article considers the problem of estimating a partial set of the state vector and/or unknown input vector of linear systems driven by unknown inputs and time-varying delay in the state variables. Three types of reduced-order observers, namely, observers with delays, observers without internal delays and delay-free observers are proposed in this article. Existence conditions and design procedures are presented for the determination of parameters for each case of observers. Numerical examples are presented to illustrate the design procedures.

Unknown input observer design for one-sided Lipschitz discrete-time systems subject to time-delay

In this paper, we address the problem of unknown input observer design, which simultaneously estimates state and unknown input, of a class of nonlinear discrete-time systems with time-delay. A novel approach to the state estimation problem of nonlinear systems where the nonlinearities satisfy the one-sided Lipschitz and quadratically inner-bounded conditions is proposed. This approach also allows us to reconstruct the unknown inputs of the systems. The nonlinear system is first transformed to a new system which can be decomposed into unknown-input-free and unknown-input-dependent subsystems. The estimation problem is then reduced to designing observer for the unknown-input-free subsystem. Rather than full-order observer design, in this paper, we propose observer design of reduced-order which is more practical and cost effective. By utilizing several mathematical techniques, the time-delay issue as well as the bilinear terms, which often emerge when designing observers for nonlinear discrete-time systems, are handled and less conservative observer synthesis conditions are derived in the linear matrix inequalities form. Two numerical examples are given to show the efficiency and high performance of our results.