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757

Observer Design for Uniformly Observable

Systems With Sampled Measurements
Madiha Nadri, Hassan Hammouri, and Rafael Mota Grajales

AbstractThis work considers the problem of observer design for continuous-time systems with sampled output measurements (continuous-discrete time systems). In classical literature and in many applications, the
continuous-discrete time extended Kalman filter (EKF) is used in order to
tackle this problem. In this work, using a normal form characterizing the
class of nonlinear uniformly observable single output nonlinear systems, it
is shown that a particular stationary solution of a continuous discrete time
Lyapunov equation can be used in order to design a constant high gain observer. Explicit conditions are given to ensure global convergence of the
observer. Finally, an illustration of this result is given using an example of
a biological process.
Index TermsConstant gain, high gain observer, sampled output, uniformly observable systems.

I. INTRODUCTION
The importance of linear/nonlinear observers and their applications
in control system design, fault detection and various other areas is well
understood by now. In the case of continuous time systems with continuous time outputs, various methods for observer design have been proposed. Besides the extended Kalman filter, most research in this area
consists of characterizing a normal (or particular) form for which an
observer can be designed: i) Linear systems up to output injection for
which a Luenberger observer can be designed ([1], [2],); ii) state
affine systems up to output injection for which a Kalman like observer
can be proposed ([3][6],); iii) nonlinear systems with a triangular
form, which characterize uniformly observable systems for which a
high gain observer can be designed ([4], [7][13],). In the case of
continuous systems with discrete time outputs, one of the well-known
observers usually used for real applications is the continuous-discrete
time extended Kalman filter (see for instance [14]). Besides some numerical difficulties related to gain calibration of the continuous-discrete time Riccati equation, it is not obvious to verify the mathematical
convergence of the observer. When the sampling time of the output
measurements can correspond to that of the dynamical system (the
state model of the process), a method to construct an observer consists
in discretizing the system at the same sampling time as the measurements. Indeed, satisfying results have been achieved applying different
techniques: i) Kalman filter techniques [14]; ii) deterministic nonlinear
discrete-time observers based on the Newton-Raphson algorithm ([9],
[15]); iii) techniques based on the normal form stated in [7], [16] and on
the EKF techniques, in [8] the authors proposed a global high gain observer. The global convergence of this observer has been proved and
the observer gain is derived from a continuous-discrete time Ricotta
equation. This work has been extended to other classes of systems
[17], [18]. In [19], the authors extended results of [18] to uncertain
Manuscript received December 07, 2010; revised May 30, 2011; accepted
November 20, 2011. Date of publication August 08, 2012; date of current version February 18, 2013. Recommended by Associate Editor X. Xia.
The authors are with the Universit de Lyon, F-69003, France, the Universite
Claude Bernard Lyon 1; CNRS UMR 5007 Laboratory of Process Control and
Chemical Engineering (LAGEP), Bat.308g, Escpe-lyon, Villeurbanne 69622,
France (e-mail: nadri@lagep.univ-lyon1.fr, hammouri@lagep.univ-lyon1.fr,
mota@lagep.univ-lyon1.fr).
Color versions of one or more of the figures in this technical note are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TAC.2012.2212517

0018-9286/$31.00 2012 IEEE

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state affine systems and gave an adaptive observer. New result, which
does not use high-gain techniques, has been presented in [20]. In their
paper, the authors designed an impulsive observer (the correction term
is constant between two measurements) for which the gain calculation
is done using an LMI approach. Recently, a continuous-time observer
using an output predictor for the time interval between two consecutive
measurements has been given in [21].
The purpose of the present technical note is to show that a high constant gain continuous-discrete time observer can be designed1 for the
class of systems studied in [8] under the same assumptions. The technical note is organized as follows: Section II presents some preliminary
results. In Section III, it is shown that a stationary solution of a continuous discrete time Lyapunov equation can be used in order to design a
constant high gain observer for the normal form stated in [7], [16]. Finally, an illustration of this result is given using an academic example
of a biological process.

where

is a strictly increasing sequence defined as

and is a positive real number representing the sampling measurement time.
Combining the high gain observer given by system (3)(4) with EKF
techniques, the authors in [8] showed that for some large and a small
, an exponential observer takes the hybrid form

(6)
where the notation

stands for

II. PRELIMINARY RESULTS

,
is an
SPD matrix,
an
diagonal matrix, , and are
positive constants which can be judiciously chosen (see [8]).

Consider the class of smooth continuous-time nonlinear system on

the form

III. MAIN RESULTS

(1)

Using the same idea as in [7], a similar proof to the one given in
[8] can be applied in order to show that system (7) is an exponential
continuous-discrete observer for system (5) (for more details see [17])

is the state,
is a known input and
is the output.
It has been shown in [16] (see also [7] for a simple proof) that if
system (1) is observable independently of the input (uniformly observable), then it can be steered by the change of coordinates
at least locally into the normal
form given by
where

(2)
where

and

where and are the tuning parameters, and

is any SPD matrix.
converges to a SPD matrix2
In the sequel, it will be shown that
as
, and that the following system forms an exponential observer for system (5):

have

the lower triangular structure characterizing the uniform observability,

and denotes the
identity matrix.
is a globally Lipschitz funcIn [7], the authors assume that
tion with respect to , i.e., the following assumption is used.
such that for all
Assumption 1: There exists a constant
; for every
,
.
The authors showed that under Assumption 1, an exponential observer for systems of the form (2) can be given by system
(3)
The symmetric positive definite (SPD) matrix
unique solution of the Lyapunov equation

(7)

is the
(4)

where is a positive sufficiently large constant.

Now, the following continuous-discrete time system is considered
,
for

(5)
1[22] is an initial short version which outlines some preliminary results developed in this technical note.

(8)
where
is the SPD matrix which is the unique solution of the
following algebraic equation:
(9)
The main result can be stated in the following theorem.
Theorem 1. (Global Exponential Observer): Let , , and are positive real numbers, and set
,
where
and
are given by Propoand
sition 1. If system (5) satisfies Assumption 1, then for such that
, the estimate
given by the system (8)
of the system (5).
converges exponentially to the state
The proof of this Theorem is based on Proposition 1 below.
is used for any
In the sequel the notation
matrix .
be a
SPD matrix. The following
Proposition 1: Let
properties hold:
converges to a symmetric positive matrix
i) The sequence
and for every
; there exists a positive constant
such that
.
2To

simplify presentation, we use the notation

instead of

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 3, MARCH 2013

ii)

, where
the

th element of

for

,
,

iii)
exist

and
that

is given by

,
and
.
is a SPD matrix. Moreover, for every
; there
and
; for every
; for every
satisfying
; there exists
such
, we have

where
In particular

759

Hence,
.
; there exists a constant
Using the fact that, for all
such that for all
,
, we show that there
,
which do not depend on
exist two constants
such that
, where
, and
.
, where
Consequently,
.
,
ii) Replacing by in (12), and using
the following holds:

(17)
(10)

Proof of Proposition 1: i) Using the fact that

and since
is a SPD matrix and
satisfies (7), a simple calculation yields

Finally, using expressions (16) and (15), we can see that

the
th element of
takes the form
.
, it can be concluded that

Setting

(18)
(11)
iii) From (12), since
is a SPD matrix, so is
for every
;
In what follows, it will be shown that
;
;
and
satisfying
such that

The solution is given by the system

where

(12)

.
,
;

(19)

Then, an induction gives

(14)

Proof of the First Inequality of (19): Let

be any fixed
is observable, it follows that
real number; since the pair
, for some constant
.
, it holds
.
Setting
is a continuous function and
Using the fact that
, it can be deduced that there exists
Riemann integrable on
such that, for any sequence
satisfying
and
, we have

th element of the matrix

(20)

(13)
From the particular form of
gular matrix such that

it follows that

Then, it can be verified that the

takes the form

is an upper trian-

(15)
converges. MoreThus, the series
over, the first term of the right hand side of (13) exponentially conconverges to
verges to zero. Thus
(16)

To give the proof of the first inequality of (19) two cases are studied.
: It will be shown that there exists a constant
Case 1:
, such that
,
.
be the largest integer such that
.
Let
, it follows that
Applying inequality (20) with
.
Now, using (13), the following holds:
(21)

Finally, since each term of this series is symmetric semi-positive

.
definite, so is
, it results in
Using expressions (13)(16) and the fact that

Equation (12) implies that

.
Hence, for

(22)
Set

, where
denotes the smallest (resp. the largest) eigenis a polynomial function
value. Then, from (14) it is clear that
of degree
.
in

Setting

and

and
using the compactness of the set
is a SPD matrix for every , we deduce
the fact that

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 3, MARCH 2013

that
we get

and that

depends only on

. Consequently, using (21)

constant

is upper bounded by a
which does not depend on . Hence

(23)
Case 2:

: In this case, it is clear that

Indeed,
exists since
is lower bounded by
zero matrix. Furthermore, as above, using the compactness of
,
becomes a constant
. Using a similar arwhich only depends on and
,
gument as for (22), we obtain that
.
Setting
, to end the proof, it suffices to show that
, such that
there exists
(24)
and
, if
. Thus, from (13), we have

Since
, then it follows that

(25)
Now,

is

let

us

show

that

the

observability Gramian
is a SPD matrix, i.e.,

, where
observability matrix associated to the couple
. To do so, it is sufficient to show that the matrix
is

the

of rank .
Denoting by
particular form of A (see (14)), we have
..
.

(28)

..
.

..

..
.

Consequently, to prove the second inequality of (19), it sufsuch that

fices to show that there exists a constant
.
From i) of Proposition 1, it follows that
(since
). Then, using (27), we deduced that there
which does not depend on such that
exists
(29)
To end the proof of the second inequality of (19), it suffices to show
, for some constant
. To do so, ii)
that
of Proposition 1 is used to state that
, where
. One can easily verify that
is a polynomial of degree .
where
Note that this function is continuous of all
calculation shows that

, the matrix
is of rank (
is
Thus, for every
is a continuous function of
in the compact
SPD). Moreover,
, so we can deduce that there exists a constant
such
we obtain
that, for every

. Moreover, simple

.
a positive constant such that
Hence, there exists
. This result combined with (28)(29) implies the second inequality of (19) and ends the proof of Proposition 1.
Using Proposition 1, the proof of Theorem 1 will be given.
Proof of Theorem 1: Note that along the trajectories of the system
(5), using the observer (8), the estimation error
satisfies3

and using the

, where

is the Vandermonde matrix.

,
,

(30)
, it suffices to show that
exponentially
Setting
converges to 0.
, the definition of
Using the notation
and the fact that
,
,
(30) implies that

(31)

(26)

Recalling that
that
satisfies

converges to

and using (11), we obtain

Finally, from (23) and (26), it is deduced that there exists a constant
such that
(32)

(27)
where

for
for

It is deducted that for small,

and
.
consequently, we have
Proof of the Second Inequality of (19): From the first equality of
(12), it follows that
,
. Since the elements of
for
are polynomials in
(see (14)), it follows that for
,

Using iii) of Proposition 1, we obtain that

Hence, by taking the Lyapunov function
from inequalities (19) it is deduced that for
verifying
; there exists
such that

is a SPD matrix.
,
;
;

(33)
3

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761

The proof of Theorem 1 will be derived in two steps:

Step 1: Using the first equations of (31) and (32), the following
:
holds for

.
Inequalities (10) lead to
Since
and combining (36) and (37), one can find a constant
such that for
we get

Taking

and using the fact that

and

, where
is the Lipschitz congiven by Assumption 1, we deduce that
.
, where
. Thus (34) can be
Hence
rewritten as, for

Now taking

and

such that
(38)

stant of

and using (35) for

, it is deduced that

(39)
Since there exists a
duce that there exists a
,

Now using (33), the following holds for

converges exponentially to zero (

, for
).
exponenClearly the above steps combined with (33) imply that
tially converges to 0. This ends the proof of Theorem 1.

:
(34)
, for

Setting
, (34) becomes

A simple integration gives, for

, such that for every

,
tends to 1 and for
, we deand
; such that for every
. i.e.,

IV. ILLUSTRATION EXAMPLE

In this section, the performance of the proposed observer is illustrated through an academic bioreactor which consists of a microbial
growing on a substrate . The
culture which involves a biomass
bioprocess is supposed to be continuous with a scalar dilution rate
and an input substrate concentration
. The dynamical model of the
process is

.
Consequently, for

, we have
(35)
can be written

Step 2: From system (31), the estimation error at

.

as
Hence

Using the fact that

where
are positive constants. Our objective is the on-line estimation
of the substrate concentrations through sampled biomass measurements. In the case where the output is assumed to be a time-continuous,
the authors in [7] gave a stationary high gain observer. In the sequel,
the same hypothesis as in [7] and the same notations are used.
, the input
Setting the state vector
and the output
,
system (40) takes the form (1). Using the change of coordinates

, we obtain

(36)
Note that i) of Proposition 1 leads to
(37)
where
and

is an
matrix satisfying
is a positive constant.

(40)

system (40) takes the normal form (2). Under the constraint
, the authors in [7], determined a
which is invariant under (2). Moreover, the
compact domain of
nonlinear terms of (2) can be trivially extended to global Lipschitz
functions, so that the high gain theory can be applied. In this work,
the same extension is used to apply Theorem 1 to the system (40) in
.
which the output is given by
:
Prediction Step:

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 3, MARCH 2013

servability with sampled output has been investigated. By replacing

the continuous-discrete time Riccati equation by a continuous-discrete
time Lyapunov equation, it is shown that a particular stationary solution of this equation gives rise to a constant gain global observer. The
conditions which ensure the global convergence of this observer have
been given. This methodology has been illustrated through an example
of biological systems.

REFERENCES

Fig. 1. Time evolution of the noisy sampled output

and input
.

Fig. 2. Time evolution of unmeasured state

, output estimation

and its estimate .

If we denote by
the estimated state vector, at
. Then the correction
the end of the prediction step, we obtain
step can be done.
:
Correction Step:

where
is given by (9).
For the simulation tests, the output has been corrupted by an additive
noisy signal as shown in Fig. 1. The observer simulation was performed
and
.
under similar operating conditions as the model
Estimation results are reported in Fig. 2. For the sampling-time mea, the estimate of substrate converges after 3 h.
surements
This approach demonstrates a good behavior in dealing with noise rejection and an easiness of gain tuning.
V. CONCLUSION
In the present work, continuous-discrete observer design for a class
of continuous-time nonlinear systems having a normal form of ob-

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