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placement. These eigenvalues should be located inside the unit circle closer to the
origin than the eigenvalues of A BKf . With this eigenvalue assignment, the
estimation error will approach zero faster than the dynamics of the system.
Example 5.10
! !
0 1 0
x(k þ 1) ¼ x(k) þ u(k)
0:72 1:7 1
y(k) ¼ ½ 1 0 $x(k)
Design a combined state feedback with a state observer for the system. Place the
eigenvalues of the closed-loop state feedback system at l1 ¼ 0:3 and l2 ¼ 0:2.
Place the observer poles at l1 ¼ 0:1 and l2 ¼ 0:1.
SOLUTION
The characteristic polynomial of the open-loop system is
! 1
1 1 0
Kf ¼ ½ a2 b2 a1 b1 $T ¼ ½ 0:12 1$ ¼ ½ 0:66 1:2 $
0 1
We now design a full-state observer for the system. The characteristic polynomial
of the observer is
Since the observability matrix is full rank, the system is completely state observ-
able. The observer gain vector Ke is given by
3 12 3
C0
2
6 CA 7 6 0 7
1
) C 0
6 7 6 7 ! !
CA 7 6 ... 7 ¼ A2 0:2A þ 0:01I
2 7
6 6 7 (
Ke ¼ P(A)6
6
6 .. 7 6 7
7 6 7 CA 1
4 . 5 405
CAN 1 1
0:71 1:5 1 0 0 1:5
! ! ! !
¼ ¼
1:08 1:84 0 1 1 1:84
or
2 3 2 32 3
x1 (k þ 1) 0 1 0 0 x1 (k)
6 x2 (k þ 1) 7 6 0:72 1:7 0:66 1:2 7
76 x2 (k) 7
6 7
6 7¼6
4 ^x1 (k þ 1) 5 4 1:5 0 1:5 1 54 ^x1 (k) 5
^x2 (k þ 1) 1:84 0 1:9 0:5 ^x2 (k)
The states of the system with initial conditions of x(0) ¼ ½ 1 2 $T are shown in
Figures 5.8 and 5.9.
3
State x1(k)
2.5
State xˆ1(k)
x1(k)
1.5
0.5
0
0 2 4 6 8 10 12 14
k
FIGURE 5.8 Combined state estimator and state feedback (first state).