File: ui_observer.sci

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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) INRIA - 
// 
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution.  The terms
// are also available at    
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt

function [UIobs,J,N]=ui_observer(Sys,reject,C1,D1,flag,Alfa,Beta)
// ------------Unknown input observer------------------
// Sys: (w,u) --> y  = (A,B,C2,D2) syslin linear system with two inputs
// w and u, w being the unknown input.
// The  matrices B and D2 of Sys are (implicitly) partitioned as:
// B=[B1,B2] and D2=[D21,D22]  with B1=B(:,reject)  and D21=D2(:,reject)
// where reject = indices of unknown inputs.
// The matrices C1 and D1 define
// z = C1 x + D1 (w,u) = the to-be-estimated output
// the matrix D1 is (implicitly) partitioned as 
// D1=[D11,D12] with D11=D(:,reject)
// 
// The data (Sys, reject,C1, D1)   define a 2-input 2-output system:
//
//  xdot =  A x + B1  w + B2  u
//     z = C1 x + D11 w + D12 u
//     y = C2 x + D21 w + D22 u
//
//  An observer (u,y) --> zhat is looked for the output z.
// flag='ge' no stability constraints
//     ='st' stable observer    (default) 
//     ='pp' observer with pole placement
//     Alfa,Beta = desired location of closed loop poles  (default -1, -2)
// UIobs = linear system (u,y) --> zhat such that:
// The transfer function: (w,u) --> z  equals the composed transfer function:
//            [0,I;        UIobs
//             Sys]
//      (w,u) -----> (u,y) -----> zhat
// i.e. transfer function of system {A,B,C1,D1} equals
// transfer function UIobs*[0,I; Sys] 
// J=y-output to x-state injection
// N=y-output to z-estimated output injection
// Example:
//A=diag([3,-3,7,4,-4,8]);
//B=[eye(3,3);zeros(3,3)];
//C=[0,0,1,2,3,4;0,0,0,0,0,1];
//D=[1,2,3;0,0,0];
//rand('seed',0);w=ss2ss(syslin('c',A,B,C,D),rand(6,6));
//[A,B,C,D]=abcd(w);
//B=[B,matrix(1:18,6,3)];D=[D,matrix(-(1:6),2,3)];
//reject=1:3;
//Sys=syslin('c',A,B,C,D);
//N1=[-2,-3];C1=-N1*C;D1=-N1*D;
//nw=length(reject);nu=size(Sys('B'),2)-nw;
//ny=size(Sys('C'),1);nz=size(C1,1);
//[UIobs,J,N]=ui_observer(Sys,reject,C1,D1);
//
//W=[zeros(nu,nw),eye(nu,nu);Sys];UIobsW=UIobs*W;   
//(w,u) --> z=UIobs*[0,I;Sys](w,u)
//clean(ss2tf(UIobsW));
//wu_to_z=syslin('c',A,B,C1,D1);clean(ss2tf(wu_to_z));
//clean(ss2tf(wu_to_z)-ss2tf(UIobsW),1.d-7)
//2nd ex: nx=2;ny=3;nwu=2;Sys=ssrand(ny,nwu,nx);
//        C1=rand(1,nx);D1=[0,1];
//        UIobs=ui_observer(Sys,1,C1,D1);
  [LHS,RHS]=argn(0);
  if RHS==6 then Beta=-1;end
  if RHS==5 then Beta=-1;Alfa=-1;end
  if RHS==4 then Beta=-1;Alfa=-1;flag='st';end
  if RHS==3 then Beta=-1;Alfa=-1;flag='st';D1=[];end
  if size(C1,2) ~= size(Sys('A'),1) then 
    error(msprintf(gettext("%s: Incompatible input arguments #%d and #%d: "+..
			   "state dimension of #%d must be equal to the column dimension of #%d.\n"),..
		   "ui_observer",1,3,1,3))
  end
  if size(D1,2) ~= size(Sys('B'),2) then 
    error(msprintf(gettext("%s: Incompatible input arguments #%d and #%d: "+..
			   "input dimension of #%d must be equal to the column dimension of #%d.\n"),..
		   "ui_observer",4,1,4,1))
  end
  not_reject=1:size(Sys,'c');not_reject(reject)=[];
  Sys1=Sys(:,reject);      //A,B1,C2,D21
  [X,dims,J,Y,k,Z]=cainv(Sys1,Alfa,Beta,flag);
  Sys_new=ss2ss(Sys,X);
  ns=dims(3);Jnew=X'*J;J2=Jnew(ns+1:$,:);
  [Anew,Bnew,Cnew,Dnew]=abcd(Sys_new);
  A22=Anew(ns+1:$,ns+1:$);C22=Cnew(:,ns+1:$);
  B22=Bnew(ns+1:$,not_reject);D22=Dnew(:,not_reject);
  Sys22=syslin(Sys('dt'),A22,B22,C22,D22);
  UIobs=observer(Sys22,J2);
  //
  C1new=C1*X;
  D11=D1(:,reject);D21=Dnew(:,reject);
  C11=C1new(:,1:ns);C21=Cnew(:,1:ns);
  //N s.t. [I,N]*[C11 D11;C21 D21]=[0,0] 
  N=lowlevel();
  mprintf(gettext("%s: Residual norm = %g\n"),"ui_observer",norm([eye(size(N,1),size(N,1)),N]*[C11,D11;C21,D21]));
  D12=D1(:,not_reject);C12=C1new(:,ns+1:$);
  UIobs('C')=[C12+N*C22];UIobs('D')=[D12+N*D22,-N];

endfunction

function N=lowlevel()
  ww=[C11 D11;C21 D21];
  [xx,dd]=rowcomp(ww);
  K=xx(dd+1:$,:);
  colN=size(C21,1);rowN=size(C11,1);
  if size(K,1) > rowN then K=K(1:rowN,:);end
  Kleft=K(:,1:size(K,1))
  if size(Kleft,'*')==1 & abs(Kleft) <1.d-8 then 
    N=[];
    error(msprintf(gettext("%s: Bad conditionning.\n"),"ui_observer"));
  end
  if rcond(Kleft) <= 1.d-10 then 
    warning(msprintf(gettext("%s: Bad conditionning.\n"),"ui_observer"));
    K1=pinv(Kleft)*K;N=K1(:,size(K,1)+1:$);return
  end
  K1=inv(Kleft)*K;   //test conditioning here!
  N=K1(:,size(K,1)+1:$)
endfunction