LMIs in Control/pages/full order Hinf H2 state observers

WIP, Description in progress In this section, we treat the problem of designing a full-order state observer for system such that the effect of the disturbance to the estimate error is prohibited to a desired level. System Setting The system is following where are respectively the state vector, the measured output vector, and the output vector of interests. are the disturbance vector and control vector , respectively. are the system coefficient matrices of appropriate dimensions. Problem Formulation For the system, we introduce a full-order state observer in the following form: where is the state observation vector and is the observer gain. Obviously, the estimate of the interested output is given by which is desired to have as little affection as possible from the disturbance . Using system dynamics, Denoting . The transfer function of the system is clearly given by . With the aforementioned preparation, the problems of state observer designs can be stated as follows. Problem 1 ( state observers) Given system (9.22) and a positive scalar , find a matrix such that . Problem 2 ( state observers) Given system (9.22) and a positive scalar , find a matrix such that As a consequence of the requirements in the previous problems, the error system is asymptotically stable, and hence we have This states that is an asymptotic estimate of . Solution/Theorem Regarding the solution to the problem of H∞ state observers design, we have the following theorem. Theorem 1 The state observers problem 1 has a solution if and only if there exist a matrix and a symmetric positive definite matrix such that When such a pair of matrices W and P are found, a solution to the problem is given as With a prescribed attenuation level, the problem of H∞ state observers design is turned into an LMI feasibility problem in the form problem stated before. The problem with a minimal attenuation level can be sought via the following optimization problem: min s.t. Theorem 2 The state observers problem 2 has a solution the following 2 conclusions hold. 1.It has a solution if and only if there exists a matrix W, a symmetric matrix Q, and a symmetric matrix X such that , , . When such a triple of matrices are obtained, a solution to the problem is given as . 2. It has a solution if and only if there exists a matrix V, a symmetric matrix Z, and a symmetric matrix Y such that , , trace. When such a triple of matrices are obtained, a solution to the problem is given as . In applications, we are often concerned with the problem of finding the minimal attenuation level . This problem can be solved via the optimization min s.t. , , , or min trace When a minimal ρ is obtained, the minimal attenuation level is . WIP, additional references to be added External Links A list of references documenting and validating the LMI. Return to Main Page: