2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

State Estimation by Orthogonal Hybrid

(Combination of SHF and RHTF) Function
Anirban Mukhopadhyay Anindita Ganguly
Department of Electrical Engineering Department of Electrical Engineering
St. Thomas College of Engineering and Technology St. Thomas College of Engineering and Technology
Kol-700023 Kol-700023
am.1993@gmx.com aninditaganguly80@gmail.com

AbstractA method of estimation of state variables of If the observer observes all the n state variables, regardless of
observable linear continuous time dynamical system from the whether l state vectors are already known from y (t ) , is
knowledge of control variables and observed variables with the
help of Hybrid function (which is composed of SHF and RHTF) known as full order observer [2-5], where n = dimension of
is developed. The theory of full order observer as proposed by state vector and l=dimension of output vector.
Luenberger along with the operational properties of HF is
utilized here for the reconstruction of the state variables. A.Full order state observer
The state variables of (1) in order to be reconstructed from
Keywords full order observer; hybrid function
r (t ) and v(t ) , a linear differential equation system is defined,
I. INTRODUCTION
In synthesis and control of multivariable linear system, the q (t ) Dq (t )  Er (t )  Nv(t )
controllers used to meet the desired requirements of the (2)
system, generally assumes that all the state vectors are w(t ) Sq (t )  Tr (t )  Uv(t )
available. Let,
z (t ) Az (t )  Bv(t ) (1.a)
is an observer for (3),
z (t ) Az (t )  Bv(t )
We have a certain combination of state variables, denoted by, (3)
r (t ) Cz (t ) (1.b) r (t ) Cz (t )
known as observed variable or output. The quantity r (t ) is
If for every initial state z (t0 ) of (3), an initial state q0 for (2)
assumed as an l-dimensional vector, and l d n where n=no.
exists such that,
of state vectors.
To reconstruct n-l state vectors an observer is employed. q (t0 ) q0
The observer takes into account the control variable v(W ) and implies
r (W ) for t0 d W  t , t0  t , i.e. past observations of v(W ) w(t ) z (t ), t t t0
and r (W ) . Let the reconstructed state vector (i.e. observer for all v (t ), t t t0 .
output) = z(t ) and actual state = z (t ) , the reconstruction Here, our analysis centers on that kind of state estimator where
state of the observer q (t ) z (t ) .
error = e(t ) z (t )  z (t ) , such that Lt e(t) o 0 .
z (t ) Dz (t )  Er (t )  Nv (t )
t of
(4)
We have utilized hybrid function [1], a class of orthogonal
function to approximate the state variables of linear time
invariant continuous time dynamical system in this work. is a state observer for the system (3)
if, z(t 0 ) z (t0 )
II. BRIEF DISCUSSION ON OBSERVER implies
z(t ) z (t ), t t t0
In formulation of control scheme for a linear system, we
need all the state variables available or known. However we for all v(t ) , t t t0 .
can measure few state variables from the knowledge of and,
observed variables, y (t ) and employ an auxiliary dynamic
system, i.e. observer to determine the missing states.

978-1-4799-1769-3/16/$31.00 2016 IEEE 125

 2016 IEEE First International Conference on Control, Measurement and Instrumentation (CMI)

D A  KC III. BRIEF DISCUSSION ON HYBRID FUNCTION[1]

E K (5)
In 2012, Deb et al. proposed a set of hybrid function [1]
N B which is a union of SHF and RHTF.
From (3), (4), (5) we get,
 t )  z (t ) [ A  KC ][z(t )  z (t )]
z( (6) A. Definitions
In an m set of one dimensional hybrid
Then the reconstruction error, e(t ) satisfies the functions(1DHFs)over interval [0, 1) , the ith SHF sample-and-
hold right handed triangular function and RHTFs are defined
following differential equation:
as,
e(t ) [ A  KC ]e(t ) (7)

The reconstruction error has the following property that

1
e(t ) o 0 as t o f Si (W ) H i (W ) 1 W [ih, (i  1) h)
for all e(t0 ) .
0 otherwise
In general z (t0 ) is unknown and so we take an appropriate
2
guess for z(t 0 ) . T 2i (W ) H i (W ) (W  ih ) / h W [ih, (i  1) h )
In time-invariant scenario where all the matrices are time-
independent, the stability of the observer and its asymptotic 0 otherwise
nature is determined from the location of the roots of the
(9)
equation SI  A  KC 0 in s-plane (under the condition
1
that the system under monitor is completely observable). K where i 0,1, 2,......, m  1 and h . Unlike triangular
can easily be determined by Ackermanns formula: m
1
^H (W )`
1 m 1
C 0 function [6], in hybrid function approach i
CA 0 i 0

^ `
m 1
and H i (W )
2
are not disjoint. The orthogonality of 1D-
K I ( A) # (8)
# i 0
# # HFs is,
CAn1 1
1 p q
where, Hi H j ' p ,q G i , j (10)
i n 0
I ( s ) ( s  Ei )
i 1 where G i , j denotes Kronecker delta function and
where, E1, E 2 , E3 ,........., E n are desired observer- pole
locations. ' p ,q h p q 1

h (11)
p q 2
3
We can also define,
1 1 1 T
H 1(W ) [ H 0 (W ), H1 (W ),......, H m1 (W )]
2 2 2 T
H 2(W ) [ H 0 (W ), H1 (W ),......, H m1 (W )]

H 1(W )
and H (W ) (12)
H 2(W )

Fig. 1. Block diagram of full order state observer.

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B. Function approximation by hybrid function We will employ observer linear differential equation along
The expansion of f (t ) , for i 0,1, 2,..., m -1 . with HF to reconstruct unknown states.
Let,
z (t ) Az (t )  Bv (t )
m1 m1 (20)
f (t ) # ci H 1i  di H 2i
i 0 i 0 r (t ) Cz (t )

T T
F1 H 1(t )  F 2 H 2(t ) represent an n ordered observable system where r (t ) is a l
dimensional vector, l d n and v (t ) is k dimensional. A,B,C

 F1T F2 
T H 1(t )

H 2(t )
matrices are in appropriate dimension.

A. Full order state observer

T In system (20) to estimate state vector we have employed
F H (t ) (
Luenberger observer,

where, ci f (ih ) f (ti ) and

z (t ) Az (t )  Bv (t )  K ( r (t )  Cz (t )) (21)
1
di f ((i  1) h )  f (ih ) f (ti 1 )  f (ti ) and h .The z(t ) : reconstructed state vector and K is observer gain. We
m
T
vector F is the 1D-HF co-efficient vector. are assuming z (t0 ) z (t0 ) , t0 is the initial time . Now
C. Operational matrices for integration for HFs expressing the functions in (21) in terms of m-set HF with the
Now, we are considering the integration operational help of (13), we derive,
matrices for hybrid function,
T
z (t ) # Z H (t ) [ z 0 , z 1 , ........, z m-1 ]H (t )
t
H 1(t ) P1H 1(t )  P 2 H 2(t ) (14)
0 T
v (t ) # V H (t ) [ v 0 , v1 , ........, v m-1 ]H (t )
t
H 2(t ) 0.5 P1H 1(t )  0.5 P 2 H 2(t ) (15)
0 T
r (t ) # R H (t ) [r0 , r1 , ........, rm-1 ]H (t )

where, z(t0 ) # [ z(t

), z(t
), ........., z(t
)]H 1(t )
0 0 0
P1 a
h 0 1 1 ... ... 1 ( mum) b (16)
 [0, 0, ........., 0]H 2(t )
P2 hI ( mum)
T
Now, Z 0 H (t )
t
0 H ( s ) ds PH (t ) (17)
(22)
where, P is the integration operational matrix for HFs that is Integrating (21) w.r.t t, we obtain
given by,
t
P1 P2
z (t )  z (t0 ) [( A  KC ) z (W )  Bv (W )  Kr (W )]dW
P (18)
0.5 P1 0.5 P 2 t0
Now, the integration of a square integrable function f (t ) of
(23)
lebesgue measure is given by
Substituting (22) into (23), applying (19) and (18),
t Tt T
f ( s ) ds # F H ( s )ds F PH (t ) (19)
0 0 T T T T T
Z [( A  KC ) Z  BV  KR ]P  Z 0

IV. STATE ESTIMATION EMPLOYING OBSERVER AND T T 1

Vec (Z ) ( I mn  P ( A  KC ))
HF [1,7,8]
T T T
Here we will consider full order observer. Vec (( BV  KR ) P  Z 0 )
(24)

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V. ILLUSTRATED EXAMPLES[8] A. Using full order observer

The observer poles are placed at s=-6 by determining
Example 1: observer gain matrix, K by Ackermanns formula [2]:
z1 (t ) 0 0 6 z1 (t ) 1
1
1 0 11 z (t )  0 v (t ) C 0 210
z2 (t ) 2 3
z (t ) 0 1 6 z3 (t ) 0 K (A  6 I 3 ) 0 97
3 CA
CA2 1 12
z1 (t )

r (t )  0 0 1 z2 (t ) (25)
z (t )
3
v (t ) 2 cos(0.23t )  cos(0.98t )  cos(2.76t )

To estimate the states of system (25) we have employed full

order observer. Now the actual states of system (25) (with the
help of Laplace transform) are found to be:
t
z1 (t ) [3 z1 (0)  3 z2 (0)  3 z3 (0)  3.8201222]e
2t
 [ 3 z1 (0)  6 z2 (0)  12 z3 (0)  1.2348053]e
3t Fig. 2. Actual and reconstructed state vector-1.
 [ z1 (0)  3 z2 (0)  9 z3 (0)  0.1810469]e

 3.5504412 cos(0.23t  0.291683)

 1.1821942 cos(0.98t  1.0168277)
 0.414381cos(2.76t  1.5413544)
t
z 2 (t ) [2.5 z1 (0)  2.5 z2 (0)  2.5 z3 (0)  3.1834352]e
2t
 [ 4 z1 (0)  8 z2 (0)  16 z3 (0)  1.646407]e
3t
 [1.5 z1 (0)  4.5 z2 (0)  13.5 z3 (0)]e

 1.9321005 cos(0.23t  0.3787678) Fig. 3. Actual and reconstructed state vector-2.

 0.617842 cos(0.98t  1.3837937)
 0.161979 cos(2.76t  0.6620605)

t
z3 (t ) [0.5 z1 (0)  0.5 z2 (0)  0.5 z3 (0)  0.6366872]e
2t
 [  z1 (0)  2 z2 (0)  4 z3 (0)  0.4116019]e
3t
 [0.5 z1 (0)  1.5 z2 (0)  4.5 z3 (0)  0.0905234]e

 0.3217803 cos(0.23t  0.4170822)

 0.1016086 cos(0.98t  1.5466523)
 0.0245167 cos(2.76t  0.2309187)
Fig. 4. Actual and estimated state vector-3.
Now in consonance with practical cases we have taken
random numbers for initial states for both the system and the
observer. This is achieved via rand function in MATLAB. Here, we have taken random values for z (t0 ) also for ( z(t0 ) ).
We have compared the results for HF with 4th order Runge-
Kutta method [9] for m= 30, 45 and 60 over t [0,3] . The z (t0 ) [0.88839563, -1.14707010, -1.06887045]
results are shown Figs. 2, 3 and 4.
z(t0 ) [0.04617139, 0.09713178, 0.82345782]

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Let the observer poles are placed on s=-6, hence observer gain
TABLE I. ERROR TABLE FOR (25)
 -32.20585555 11.53329999  . Here we have
T
matrix K
l2 norm error c (0) 4.8
State -
m=30 m=45 m=60 taken, initial condition of (27) = wb 4.56 .
vectors
For For For For For cwd (0)
For HF
HF RK4 RK4 HF RK4
c (0) 0.3909
z1 ( t ) 26.1490 22.3018 30.2320 28.4229 34.1538 33.0361 Initial condition of the observer= wb .
cwd (0) 0.371355
z 2 (t ) 13.3877 11.7427 15.4718 14.6969 17.4737 16.9944 The actual states of (26) (determined by Laplace
transformation) are as follows:
z3 ( t ) 1.9935 1.9566 2.0472 2.0350 2.1406 2.1348 cwb ( x ) 0.6e 0.4667 x  4.2
c ( x ) (28)
 4.2
0.4667 x
For HF and 4th order Runge Kutta method, we have
wd 0.36e
m In Figs. 5, 6 and Table II we have drawn a comparison
2 between the results obtained for HF and 4th order Runge-Kutta
determined the l2 norm error i.e. e (z(t i )  z (ti )) .
i 0 method for (27). In Fig. 5 Reconstructed state by HF is
From the Figs. 2, 3, 4 and Table 1 we could infer that due to initially noisier than that by RK4 method. But after x=1m HF
the difference between z (t0 ) and z(t0 ) , the observer outputs approximation follows the actual state variable more
efficiently than RK4. But as the initial noise is more for HF,
(i.e. reconstructed state vectors) are noisy at initial stage but
around at t=1.5 s the observer outputs converge to system state so L2 norm error for HF is greater than RK4 in case of cwb . In
vectors. If fast convergence is desired then observer gain Fig. 6 it is evident that RK4 method fails to estimate cwd but
matrix K should be large and consequently the observer
outputs at initial stage will be noisier and on the other hand we HF efficiently estimate cwd ( x) .
could have less noise at initial stage at cost of slow
convergence to the actual state vectors.

Example 2:
Dialyzer is an artificial kidney. If kidney malfunctions,
dialyzer is used to aid in the excretion of waste matter from
blood. Here we have presented a state-space model of dialyzer
[11] and applied a full order observer to estimate
concentration of waste in blood ( cwb ) and dialysate ( cwd ) in
mmol/L [11] as a function of horizontal position in the Fig. 5. A simplified dialysis model.
dialyzer. qb =blood flow rate (mL/min), qd =dialysate flow
rate (mL/min), k0 =mass transfer coefficient (mL/min-m2).
1 1
cwb ( x ) q c ( x)
b qb
c ( x ) 0 1 1
k wb
wd cwd ( x )
q
d qd
c ( x)
r ( x)  0 1 c wb ( x) (26)
wd
Based on the data in [9, 10], we have taken qb =300 ml/min,
qd =500 ml/min, k0 =350 ml/min-m2. Hence,
cwb ( x ) 1.1667 1.1667 cwb ( x ) Fig. 6. c wb ( x ) : Actual and approximation via HF, RK-4 method for
c ( x ) 0.7
0.7 cwd ( x )
(27) m=30.
wd

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REFERENCES

[1] A. Deb, G. Sarkar, A. Ganguly and A. Biswas, Approximation, integration

and differentiation of time functions using a set of orthogonal hybrid
functions (HF) and their application to solution of first order differential
equations, Applied Mathematics and Computation. vol.218, issue 9, 1 Jan
2012, pp. 4731-4759.

[2] Ogata, K., Modern Control Engineering, (5th Ed.), Prentice Hall of India,
2011.

[3] Kwakernaak, H., and R. Sivan, Linear Optimal Control Systems. Wiley,
New York, 1972

[4] David G. Luenberger, An introduction to observers, IEEE Transactions on

Automatic Control, vol. ac-16, NO. 6, Dec 1971, pp. 596-602,
[5] J. OReilly, Observers for linear systems, vol. 170, Academic Press, 1983.

[6] A. Deb, G. Sarkar, A. Sengupta, Triangular Orthogonal Functions for the

Analysis of Continuous Time Systems, Anthem Press, London, 2011.
Fig. 7. c wd ( x ) : Actual and approximation via HF, RK-4 method for
m=30. [7] B. M. Mohan, S.K. Kar, Continuous Time Dynamical Systems State
Estimation and Optimal Control with Orthogonal Functions, CRC Press, 2013.
TABLE II. ERROR TABLE FOR (27)
[8] T.E. Simos, Modified RungeKutta methods for the numerical solution of
ODEs with oscillating solutions, Applied Mathematics and Computation, 84
(1997), pp. 131143.
State L2 norm error
Vectors [9] R. A. Ward, J. W. Idoux, H. Hamdan, R. Ouspeh, T. A. Depner, and T. A.
Golper, Dialysate flowrate and delivered Kt/Vurea for dialyzers with enhanced
m = 30 m = 45 m = 60 dialysate flow distribution, Clin J Am Soc Nephrol, 2011 Sep; v.6(9): 2235-
2239.

[10] J. T. Daugirdas, Peter G. Blake, Todd S. Ing., Handbook of dialysis, 4th

For For For For For For edition, ISBN 13:978-0-7817-5253-4.
HF RK4 HF RK4 HF RK4
[11] G. F. Simmons, S. G. Krantz, Differential equations theory, technique
and practice, Mc GrawHill higher education, ISBN-13: 978-0-07-286315-4.
21.0845 7.7015 25.4092 9.1498 29.1542 10.3980
c wb

4.3845 22.9107 4.6758 27.8992 5.0020 32.1234

c wd

VI. CONCLUSION

Here we have employed a class of orthogonal function, i.e.

hybrid function to estimate the state variables of observable
control system. From the illustrated example it can be inferred
that following the principle of Luenberger observer and using
hybrid function approximation we can estimate state variables
of observable system with high precision. Currently, we are
trying to develop an algorithm for state estimation via HF
using reduced order state observer and optimal control based
state observer.

ACKNOWLEDGEMENT

We acknowledge the help of Dr. Soumyendu Raha of SERC,

IISc at various stages of this work.

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