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* Correspondence to: Hiroshi Ito, Department of Control Engineering and Science, Kyushu Institute of Technology,680-4 Kawazu, Iizuka, Fukuoka 820-8502, Japan.
E-mail: hiroshi@ces.kyutech.ac.jp
Received 6 August 1999Copyright 2000 John Wiley & Sons, Ltd. Accepted 21 April 2000
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROLInt. J. Robust Nonlinear Control 2000; 10 :821}848
Recursive scaling design for robust global nonlinearstabilization via output feedback
Hiroshi Ito* and Miroslav KrsticH
Department of Control Engineering and Science, Kyushu Institute of Technology, 680-4 Kawazu, Iizuka,Fukuoka 820-8502, Japan
Department of Mechanical and Aerospace Engineering, University of California, San Diego9500 Gilman Dr., La Jolla, CA 92093-0411, U.S.A.
SUMMARY
This paper proposes a novel approach to robust backstepping for global stabilization of uncertain nonlinearsystems via output feedback. The design procedure developed in this paper is based on the concept ofstate-dependent scaling, which handles output-feedback stabilization problems of strict-feedback systemswith various structures of uncertainties in a uni"ed way. The proposed method is suitable for numericalcomputation. The theory of the method employs the Schur complements formula instead of Young'sinequality and completing the squares. This paper shows a condition of allowable uncertainty size underwhich an uncertain system is globally stabilized by output feedback. A class of systems is shown to be alwaysglobally stabilizable for arbitrarily large nonlinear size of uncertainties. A recursive procedure of robustobserver design for such a class of uncertain systems is presented. Copyright 2000 John Wiley & Sons,Ltd.
KEY WORDS: robust backstepping; state-dependent scaling; robust global stabilization; output feedback.
1. INTRODUCTION
Backstepping has become a popular paradigm for global stabilization of a wide class of uncertain
nonlinear systems. Robust backstepping involves domination of uncertain nonlinearities at each
step of its recursive procedure [1, 2]. Such domination is achieved through the choice of
appropriate functions which satisfy certain inequalities in the Lyapunov derivative corresponding
to the locations and characteristics of uncertain components. Recently, it was shown in Reference
[3] that state-dependent scaling can provide a systematic and uni"ed method for constructingsuitable dominating functions for state-feedback control. The idea of state-dependent (SD) scaling
design is motivated by the study [4] which demonstrated that scaling factors of small-gain
conditions are allowed to be functions of state. The methodology of SD scaling is applicable not
only to geometrically structured systems, but also to other general classes of nonlinear systems
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[5]. The concept of SD scaling design has #exibilities to formulate a wide variety of robustnonlinear control problems and it is suitable for computational optimization [6].
As for output feedback control where state variables are not available for feedback, one may
simply give up seeking global stabilization and settle for semi-global stabilization. The idea of
input saturation and high-gain observer has been successful for such semi-global stabilization
[7}9]. The studies [10, 11] proposed a useful semi-global backstepping lemma and high-gainobservers with saturating control for dynamic output feedback. By using these semi-global
techniques, a robust stabilization problem was also considered intensively for a certain type and
location of unstructured uncertainty, namely, robustness against unknown stable zero dynamics.
It is possible to incorporate unknown parameters in such semi-global stabilization (e.g. Reference
[12]). However, from another viewpoint, given an uncertain system, semi-global stabilization
using high-gain and saturation may be meaningful only if the system cannot be globally
stabilized. There are also global results for output-feedback stabilization of nonlinear systems in
the strict-feedback form. Typical results (e.g. Reference [2]) are applicable only to nonlinear
systems whose nonlinearities in the system equation do not depend on unmeasured states. It is
not clear what is the essential ingredient of this assumption, apart from their technique of
constructing observers and controllers. Aside from inverse optimality, discussion about robust
global stabilization via this type of output feedback is absent in spite of their practical import-ance. Note that the feedback con"guration meant by &output feedback' in this paper andReference [2] is di!erent from partial-state measurement feedback considered in Reference [13].
The"rst objective of this paper is to propose a uni"ed design procedure to tackle robust andglobal stabilization problems of output feedback for a class of uncertainties which are as broad as
uncertainty considered in the state-feedback literature, namely, uncertain systems in the strict-
feedback form with nonlinearly bounded uncertainties appearing in systems with various struc-
tures. This paper successfully extends the authors' state-dependent scaling design for state-feedback backstepping to the output-feedback case. Then, the robust backstepping is described as
recursive selection of appropriate scaling factors. The proposed design procedures are amenable
to numerical calculation based on computational optimization. Since the backstepping is per-
formed by domination, it is unnecessary to use precise parameters of systems, which prevents the
controller from having long and complicated terms. Another important feature of this paper is
that output backstepping is shown to be feasible without using Young's inequality. The paperemploys the Schur complements formula which gives a necessary and su$cient condition fornegativity of a quadratic form on the transformed co-ordinate. It is demonstrated that the Schur
complements formula is less conservative than other popular techniques such as Young'sinequality and completing the squares. This paper also presents a novel recursive procedure of
robust observer design which guarantees global solutions for a class of uncertain nonlinear
systems.
The authors'position is seeking global stabilization instead of settling for semi-global stabiliz-ation. Thus, the second objective is to characterize the essential di!erence between nominal androbust global stabilization in output feedback control. The robustness in this paper is desirable in
that the size and location of uncertainty is pre-speci"ed a priori, which is completely di!erentfrom the inverse optimal type of robustness. The backstepping procedure is developed without anassumption restricting nonlinearities to depend only on measured states, i.e., (y) where y is
output. The feedback gain design does not need to exclude nonlinearities such as (y)x, wherexis
unnecessarily measured. This paper describes what kind of task is required for observer design in
such a case. Then, the paper shows a condition on uncertain nonlinear systems for which global
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Figure 1. Uncertain nonlinear plant
.
robust stabilizability is always guaranteed. The condition vanishes if the whole state is available
for control. It will be shown that, exclusively for nonlinear systems, &nonlinear size'of uncertain-ties, appeared as coupling, is crucial for global robust stabilization, which cannot compensated
globally by either feedback-gain or observer-gain independently. This situation contrasts with
nominal stabilization in which the whole system is globally stabilizable by designing controller
feedback-gain strong enough whenever the observer dynamics by itself design to be only stable
(or, vice versa).
The standpoint of this paper is quite di!erent from those of nonlinear adaptive control andmany of backstepping papers. From a viewpoint of this paper, roles of SD scaling design are
(1) provide a method of (trying to) solving the problem; (2) characterize a condition under which
the robust stabilization is solvable; (3) provide information about how large size of uncertainty is
allowable. The latter two roles are necessary since the problem by itself does not always have the
solution. Note that the nominal system and structure and size of uncertainties are speci"eda prioriregardless of solvability. The SD scaling design provides us with a way to obtain a control
law even if achievable performance is not as good as originally desired. It also theoretically
persuades us to give up seeking unreasonably large uncertainty. In addition, this paper demon-
strates a class of uncertain systems which is always robustly stabilizable for arbitrarily large size
and arbitrarily fast growth-order uncertainties. This standpoint is more common in the nonlinear
literature.
In this paper, F'0 stands for F"F'0. The maximum eigenvalue is denoted by
( ) ).
2. SD SCALING ANALYSIS FOR OBSERVER-FEEDBACK CONTROL
Consider the uncertain nonlinear system
shown in Figure 1. The system
denotes a nominal
plant and represents the uncertainty. The nominal part is described by
: xR"A(y)x#B(y)w#G (y)u,
z"C(y)x,
y"C
x,
x (t)3R,u (t)3R
w(t)3R, z(t) 3R
y (t)3R
(1)
w"
w
w
w
, z"
z
z
z
,
w(t)3Rp
z(t)3Rp
p*0, p"
p
i"1, 2,2, n
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The matrix-valued functions A, B, C and G are assumed to be C functions of the output y.
Suppose that the uncertain system has the following structure of nonlinear mappings : z >w:
:"block-diag[,,2, ] (2)
Some of the mappings
: z
>w,i"1, 2,2, n, can be zero in vector size. Each uncertaintyis
de"ned as
: z"
z
z>w"
w
w, w"
0
0
z (3)
Here,
and
represent a dynamic and a static system, respectively. It is unnecessary for each
to have the two types of uncertainty. These
and
are de"ned by
: xR
"f
(x
,z
, t)
w
"h
(x,z
, t)
(4)
: w"h(z ,t) (5)where vector-valued C functions f
, h
and h
satisfy f
(0, 0,t)"0,h
(0, 0,t)"0 and
h
(0,t)"0 for all t*0. The state variable of and x"[x,x,2, x]. For notationalsimplicity, we assume that
and
are square in size of input and output vectors.
Dexnition 1The uncertainty is said to be admissible if (i)}(ii) are satis"ed for i"1, 2,2, n: (i) The
equilibriumx"0 of
is globally uniformly asymptotically stable and
has L
-gain less
than or equal to one with a positive-de"nite radially unbounded C storage function (y,xL)(y!yL)#G (y)u
yL"C
xL (6)
u"K(y,xL)xL (7)
The closed-loop system is written as
d
dtx
xL" A
>C
GK
A!>C
#GK x
xL#B
0w (8)
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Consider a di!eomorphism between [xL,xL!x]3R and [(,]3R as follows:
("
S (y,xL)
0
0
= xL
xL!x (9)The time-derivative of( is obtained as
( "Sy
xL,Sy
xL,2,Sy
xLCxR#SxL
xL, SxL
xL,2,SxL
xLxLQ#S(y,xL)xLQ"
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is satis"ed for all (y,xL)3RR, then the nominal nonlinear system
is globally
uniformly asymptotically stabilized by the dynamic output feedback (6) and (7). Further-
more, a Lyapunov function is given by < (x,xL)"LPL#PI.(ii) Suppose that there exist constant matricesP'0,PI'0 and a scaling function 3Lsuch
that
M(y,xL)"
S(A#GK)(
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is satis"ed for all (( ,,w)O0. Rearranging this inequality, we obtain
N
B
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products of two vectors in the Lyapunov derivative and to get a decoupled quadratic expression.
The Schur complements formula looks at the negativity in terms of matrices in stead of the scalar
value of quadratic forms. The Schur complements formula gives a necessary and su$cientcondition while Young's inequality is only su$cient. From this viewpoint, this paper shows howto replace the task of Young's inequality with the superior Schur complements. In other words,
this paper proposes backstepping procedures without introducing any conservatism in solvingproblems recursivelyexcept that Theorem 1 is a su$cient condition (note that recursive construc-tion of a solution by itself may have unnecessary conservatism). This idea may not only allow the
design to tolerate large size of uncertainties, but also prevent controllers from having unnecessary
high gain and harmfully fast or slow growth order.
Corollary1
Assume that there exists a constant matrix PI'0 such that (23) holds for all (y,xL)3RR.
H(y,xL)"=(A!>C)=PI#PI=(A!>C
)=(0 (23)
(i) Suppose that there exists a constantP'0 such that
NM(y,xL)"N
(y,xL)!N
(y,xL)H (y,xL)N
(y,xL)(0
N
"S(A#GK)(
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Inequalities (25) represent the separation principle for linear systems. Conditions (25), however do
not guarantee global stability nonlinear
. If
is nonlinear,in the proof would be required tobe unbounded asy or xLgoes to $R. If is a function of (y,xL), there is no guarantee that thereexists a Lyapunov function < which is consistent with
C)=PI#PI=(A!>C
)=(! (28)
for all x
3R.
Note that H(!(0 is equivalent to 0(!H(. A robust observer is an ordinaryobserver. The converse is not true. Suppose that PI'0 is a solution to (27). We can always
decompose the matrix into PI"=PI= with a lower triangular matrix = and a diagonal
matrixPI
. This implies that (28) is satis"ed by replacingPIandwithPI
and =Q=,
respectively, whenever (27) holds with a symmetric matrix PI'0. However,)=Q=
is not guaranteed at all. The left-hand side of (28) corresponds to the Lyapunov derivative of the
observer error system. The robust observer requires that the observer error system is stable to
a degree prescribed by. The smaller'0 is, the more robust the observer is.
4. BACKSTEPPING DESIGN FOR OUTPUT FEEDBACK
This section extends the robust backstepping procedure in [3, 18] to output feedback design. The
backstepping is carried out successfully by selecting SD scaling matrices recursively.
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Let xL
denote the state of the observer xL
through xL
:
xL
"[xL
,xL
,2, xL]
Consider smooth scalar-valued functions s
(x
), s
(x
,xL
),2, s(x
,xL
) which are to be
determined in a recursive manner from s
through s
. We de"ne a matrix S (x
,xL) as follows:
S(x
,xL
)"
1 0 0 2 0
s
1 0 2 0
0 s
1 0
0 2 0 s
1
(29)
The smooth functions < and in (10) are obtained as
< (x
,xL)"
0 0 2 0
0 2 0
0 0
0 2 0
(x
,xL
)"
1 0 0 0 2 0
1 0 0 2 0
1 0 0
1 0
2 2 1
where denotes any function depending only on (x
,xL
), and the functionss
throughs
and
their partial derivatives. Let us choose the feedback gain (7) as
K"[(!1)s
2s, 2, !s
s, s
] (30)
where s
(x
,xL
) is another smooth function yet to be determined. We also consider P and
= in the form of
P"
diag
P, P
'0, ="
=
0 2 0
= =
2 0
=
2 =
=
(31)
Scaling matrices are C functions chosen from the set
L""
block-diag
(x
,xL
),
3L
(32)
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The matrices in (17) and (18) which characterize the nominal and robust stability become
N"N
N
N
H (33)
N"SKA) (C)=PI#PI=(A!>C
)=
M"M
M
M
H
M
"
N
B
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MI
(x
,xL
)"
M
(x
,xL
)
M
(x
,xL
)QM
QM
M
(x
,xL
)
H(x
)Here,N
, N
and M
are given by
N
"SK
A)
(, C
"[1 020]
k!1 times
We can verify the following properties ofNI
and MI
easily.
Proposition1
Suppose 1)
k)
n.(i-a)NI
does not includes
,s
,2, s.
(i-b) Entries ofNI
are a$ne in s
.
(i-c) Entries ofNI
are jointly a$ne in all the entries ofP
.
(i-d)NI
(0 implies NI
(0 unless k"1.
(i-e)NI
"N.
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(ii-a)MI
does not include either s
,s
,2, s or
,
,2,
.(ii-b) Entries ofMI
are jointly a$ne in
and s
.
(ii-c) Entries ofMI
are jointly a$ne in all the entries of
and P
.
(ii-d)MI
(0 implies MI
(0 unless k"1.
(ii-e)MI
"M.
Although the system is nonlinear in state variables, the problem of SD scaling is recursively
linear in design parameters. On the basis of Proposition 1, this paper proposes the following
procedures of backstepping for feedback gain design.
Nominal backstepping: Solve
NI
(x
,xL
)(0, (x
,xL
)3RR (37)
for s
from k"1 through k"n.
Robust backstepping: Solve
MI (x,x
L )
(0,
(x,x
L )
3R
R
(38)fors
,
from k"1 through k"n.
Both the procedures suppose that P,PI, > and = are given. The procedures can be carried out
recursively since the process of "nding decision parameters at Step k does not require anydecision parameters to be found at Stepk#1,k#2,2, n. The procedures is also justi"ed in thatStep k is a necessary step for accomplishing Step k#1, k#2,2, n. The problem of"nding
,s
satisfyingNI
(0 andMI
(0 is convex in decision parameters. The nominal backstep-
ping and the robust backstepping for output feedback design via SD scaling are amenable to
numerical computation based on optimization as it has been shown for state-feedback design in
Reference [3]. The recursive design this section proposes does not require precise knowledge of
each system parameter since the design is based on domination instead of cancellation. An exactly
canceling formula is considered as one special solution to the domination. Moreover, the
domination approach can be exploited to get rid of the propagation of complicated and long
terms in the control law K.
The subsequent sections investigate whether the solutions of the inductive problems exist or
not. A condition of allowable size and nonlinearity of uncertainty will be derived. Furthermore,
a class of systems which can be always robustly stabilizable against arbitrarily large uncertainties
by output feedback will be shown.
5. EXISTENCE AND ANALYTICAL SOLUTION
This section transforms the nominal and robust backstepping into problems which are suitable
for "nding analytical solutions. No conservatism is introduced in this process. The section,thereby, proposes alternative procedures of nominal and robust backstepping and solves themanalytically. These alternative backstepping procedures can be also done by numerical calcu-
lation. The transformed problem of robust stabilization is no longer a$ne in decision parameters.Nevertheless, the backstepping can be easily done by curve"tting of a real-valued function whichis only required to lie in a certain interval.
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De"ne the following two functions:
NM
(x
,xL
)"RM
(N
!N
HN
)RM
(39)
MM
(x
,xL
)"QM
(M
!M
HM
)QM
(40)
Application of the Schur complements to N
and MI
yields the equivalence
N
(0 8N
(0 (41)
M
(0 8M
(0 (42)
on the assumption that H(0. Note thatNM
"NM andMM
"MM whereNM and MM are de"ned inTheorem 1 and Corollary 1. The matrix NM
involves (s
,2, s
) and their partial derivatives. The
matrixMM
involves (s
,2, s), their derivatives and
. We partition NM
into four blocks as
follows:
NM(x
,xL
)"
NM(x,x
L)
(x
,xL
)
I(x,x
L )I
(x
,xL
)
for k"2,2, n (43)
"2P
(a
#a
s
#)3R,
"
(44)
NM
(x
)"
(x
) (45)
Let Q
be a non-singular matrix of the form
Q"
I
0 0 0 0 0
0 0 0 I
0 0
0 I
0 0 0 0
0 0 0 0 Ip
0
0 0 I
0 0 0
0 0 0 0 0 Ip
3R(k#2qN)(k#2q
N)
whereq :"
p. In order to obtain an inductive expression for MM
, which is similar to (43), we
let PI in MI
be a diagonal matrix
PI"
diag
PI, PI
'0 (46)
This assumption is not a restriction at all since a matrix PI'0 can be always decomposed into
PI"=
PI=
with lower triangular =
and diagonal PI
, so that the design parameter
=absorbs =
. The de"nition of (46) and Q
allows MM
to be partitioned in the form of
Q
MM
(x
,xL
)Q
"MM
(x
,xL
)
(x
,xL
)
(x
,xL
)
(x
,xL
) for k"2,2, n (47)
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"
2P
(a
#a
s
#)
*
*
!
#;
*
(#C
)
C
!
!
C
=
[H]
=
C
3R(1#2p
)(1#2p
)
(48)
"
;
*
C
C
C
(49)
MM
(x
)"
(x
) (50)
where
denotes any function depending only on (x
,xL
,
), (s
,2, s) and their partial
derivatives. The following matrices are used in (48) and (49):
;
"![B=PI]H[B=PI]
, ;
*"![B=PI]
H[B=PI]
[B=PI]
"
[B=PI]
[B=PI]
, B=PI"[B=PI]
[H]
"[H]
[H]
, [H]"H
C"
C
020
C
0
0
C
, C
"C
The calculation to obtain the explicit expressions of (44), (48) and (49) is straightforward, and it is
omitted. De"ne JI
(x
,xL
) 3R conformably with
!
NM
I
"JI
I
"JI
for k*2
for k"1
(51)
We also de"ne J
(x
,xL
) 3R, E
(x
,xL
)3R12p and F
(x
,xL
) 3R2p2p as
!
MM
"J
E
E
F for k*2
"J
E
E
F for k"1 (52)
Here,Jis identical withJI
ifp"0. Applying the Schur complements formula to (51) and (52), we
obtain the following lemma.
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emma 2
Suppose that H(x
)(0 holds for all x
3R. Let k be any integer belonging to [1, n].
(i) Assume that NI
(0 is satis"ed for all (x
,xL
)3RR unless k"1. Then,NI
(0 holds for all (x
,xL
)3RR if and only if
JI
(0 (53)
is satis"ed for all (x
,xL
) 3RR.(ii) Assume that MI
(0 is satis"ed for all (x
,xL
)3RR unless k"1. Then,
MI
(0 holds for all (x
,xL
)3RR if and only if
F
(0, J
!EF
E
(0 when p
O0 (54)
J
(0 when p
"0 (55)
are satis"ed for all (x
,xL
) 3RR.
The backstepping in Section 4 is reduced to either (53), (54) or (55).
We are now in the position to state an existence result of nominal stabilization via outputfeedback. The function JI
for nominal stabilization is calculated as
JI"2P
(a
#a
s
#) (56)
This equation leads us to the following.
heorem 2
Given an ordinary observer, the nominal system
can be globally uniformly asymptotically
stabilized by the output-feedback law (6) and (7) with a smooth function K.
Proof. Remember thata
(x
) is non-zero for allx
3R. Sincea
and other functions in
(56) are Cfunctions, for eachk"1, 2,2, nthere exist a smooth functions(x
,xL
) such that
JI
(0 is satis"ed for all (x,x
L )
3R
R
. Let="
I. Suppose thatssatis"esJI
(0. Then,NI
(x
)(0 holds for all x
3R by Lemma 2. Suppose that NI
(0 is satis"ed for all
(x
,xL
)3RR. Then, we can "nd s
so as to achieve JI
(0 again. Lemma 2 implies
NI
(0 for all (x
,xL
)3RR. By induction, Theorem 1 and Proposition 1(i-e) prove theclaim.
For the robust stabilization problem, J
is given as follows:
J
"2P
(a
#a
s#
)#
(57)
The matrices E
and F
in (52) are calculated as
E
"[
(C
#
)
] (58)
F
"!
#Z
Z
Z
!
#Z
(59)where the following expressions are used:
Z
"!B=kPIk([H]k#FM
)PIk=kB Z
"(
!FM
PIk=kB)C
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Z"!C
(=[k] [H]
=
#FM
)C
FM
(x
,xL
)"FM
FM
FM
FM
";M
MM
;M
FM
"0, FM
"0, FM
"0
;M
"! [B=PI]
H 0
I
B"B
0
B
2
2
0
0
B
, B
"B
[H
]k"
[H]
[H]k!1 , [H
]1"H
PIk"PI
0
0
PIk#1 , =k"=
0
=k#1where the component denoted by is constant. Note that FM
)0 and FM
)0 hold if
MI
(0 is satis"ed.
emma 3
Let k be any integer belonging to [1, n].
(i) F
is supposed to be invertible for all (x
,xL
) 3RR. Then, there always existsa smooth function s
(x
,xL
) such that J
!E
F
E
(0 is satis"ed for all
(x,xL) 3RR.
(ii) Suppose that p
O0. Assume that MM
(x
,xL
)(0 holds for all
(x
,xL
) 3RR unless k"1. Assume that H (x
)(0 holds for all x
3R if k"1.
Then, there always exists a C function
(x
,xL
) such that
(x
,xL
)'0, F
(x
,xL
)(0 (60)
are satis"ed for all (x
,xL
)3RR with
(x
,xL
)"
(x
,xL
)Ip
if
(!B=kPIk([H]k#FM
)PIk=kB)
(!C
(=
[H]=
#FM
)C
))
(61)
holds for all (x
,xL
) 3RR.
Proof. (i) This part is almost the same as Theorem 2.
(ii) De"ne Z
3R(k#2q)(k2q) and [Z
]
3R2p2p with
Z
"!Q
QM
M
HM
QMQ
"
[Z
]
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The assumptionMI
(0 implies H(0 and [Z
]
*0. According to (52), we write F
as
F"[
]
![
MM
]
Then, [
MM
]
)0 follows fromMM
(0 implied by MI
(0. Using (59), (47) and
Z
"Q
(MM
!QM
M
QM)Q
, it is veri"ed that
Z
"Z
Z
Z
Z
satis"es the following.
I
0
0
Z
I
0
0
"[Z]![MM]
Thus, we obtainZ
*0 for all (x
,xL
)3RR. De"ningaN"
(Z),bM"
(Z
Z
) and
cN"
(Z), the inequalityZ
*0 directly proves that non-negative numbers aN, bM and c satisfy
bM)aNcN for all (x
,xL
)3RR. Now, we take "
Iand consider F
at an arbitrary point
(x
,xL
)3RR. From Young's inequality, the inequality F
(0 is implied by the existence
ofq'
0 satisfying!
I#Z
#qI(0,
Z
!
I#q
Z
Z
(0 (62)
Obviously, (62) is met ifq(
!aNand bM(q(
!cN) are satis"ed. Thus, F
(0 holds if
'aN (63)
cN#(bM!aNcN!1)
#aN(0 (64)
are satis"ed. By manipulating the determinant of (64) together with (63), it is veri"ed that thereexists a real number
such that (63) and (64) are satis"ed if and only if
bM)aNcN#1!2aNcN, aNcN(1 (65)
hold. Now we show that under the conditions (65), any solution
3R to (64) satis"es (63). To thisend,"rst note thatbM)1!aNcN is obtained fromaN'0,cN'0 andaNcN(1. Let the set of all solutions
(1#aNcN!b )!(1#aNcN!b)!4aNcN
2cN ,
(1#aNcN!b )#(1#aNcN!b)!4aNcN2cN (66)
to (64) be denoted by the interval (l,r). Suppose that l(aN, or, equivalently
!(1#aNcN!b )!4aNcN(b!1#aNcN
This yields that
(1#aNcN!b )!4aNcN'(b!1#aNcN)
"(1#aNcN!b )!4aNcN(1!b )
The above inequality contradicts 1*1!b. Thus, we concludeaN)l. Next, recall thatb)aNcN. Itis seen that two conditions of (65) are met if 1!4aNcN'0 is satis"ed. Hence, if (61) holds and
belongs to (l,r), then "I solves F(0. Finally, note that (66) becomes (aN, #R) ascNgoes to 0. The solution
satisfyingF
(0 always exists in such a case. Since all functions aN,b
andcNare Cfunctions de"ned on RR, there exits Cfunction
(x
,xL
) such that two
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inequalities in (60) hold for all (x
,xL
)3RR on the assumption that (61) or (65)holds.
Condition (61) is only su$cient for the existence of
in the backstepping procedure. The
su$ciency is for only the purpose of obtaining a simple and explanatory condition. To check
whether ,sare chosen properly or not, one only has to evaluate MI (0. Ifdoes not haveuncertainties at its kth state-space equation, requirement (61) vanishes at the kth steps of
backstepping. Since B and C represent the nonlinear bounds of uncertainties, condition (61) is
considered as the nonlinear size of tolerable uncertainties. For instance, if C and B are block
diagonal, uncertainties appear in
as BC
, and (61) with ="I becomes
(B
B
)
(C
C
))1
4
(
!fM)PI
fM
"0, fM
(x
,xL
)"
)0 for k*2
where
(x
) is any function satisfying diag
'!H'0.
A solution
to (60) is any C function whose value lies between
1#aNcN!b$(1#aNcN!b )!4aNcN2cN
(67)
where
aN"
(Z), b"
(Z
Z
), cN"
(Z
)
A solutionsis calculated from the a$ne inequalityJ
!E
F
E
(0. We thereby arrive at the
following result for robust stabilizability of
.
heorem 3
Suppose that a robust observer is chose such that (61) is satis"ed for all k"1,2,2, n.
(i) Assume that the uncertainty
has only static components
. The system
can be
globally uniformly asymptotically stabilized for any admissible uncertainty by the output-
feedback law (6) and (7) with a smooth function K.
(ii) Assume that the uncertainty has dynamic components . If there exists a constant
belonging to interval (67) for each k"1, 2,2, n. then, the system can be globallyuniformly asymptotically stabilized for any admissible uncertainty by the output-feedback
law (6) and (7) with a smooth function K.
Proof. Suppose that a robust observer is constructed with H satisfying (61). Lemma 3(ii)
guarantees the existence of
3L
satisfying F
(0. Due to Lemma 3(i), we can always "nds
achieving (54) or (55). Hence, we have MI
(0 from Lemma 2(ii). Repeating this procedure
fromk"1 throughk"n, we obtainMI
(0. Thus, Theorem 1 and Proposition 1(ii-e) prove the
asymptotic stability. Finally, scaling matrices for dynamic uncertainties are required to beconstant.
Condition (61) may be satis"ed for k)2 by su$ciently small C functions (x
)'0 and
diag
'!H. However, the argument is valid only if an observer ful"llingH(!is
constructed for such a large . The smaller
puts a heavier burden on the observer. The
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required strong observers may not exist unless the full information of x is available. The
components of > and = might become very large when
is too small. Since FM
and
FM
depend on > and =, the condition (61) indicates a strong coupling between observer-gain
design and feedback-gain design. The output-feedback robust stabilization problem is not always
solvable globally in a backstepping manner for arbitrarily large uncertainties. This situation
contrasts with state-feedback control by which global stabilization can be always achieved forarbitrarily large uncertainties [3].
6. RECURSIVE DESIGN OF GLOBALLY ROBUST OBSERVER
The ordinary observer de"ned in Section 3 can be constructed easily whenever the C functionA(x
)x satis"es
A (x
)x"A
x#(x
)
with a constant matrix A
[2]. However, the observer provided in Reference [2] is not guaranteed
to be a robust observer. We need to develop a method of constructing the robust observer gain.This section demonstrates the existence of the robust observer gain for a class of diagonal
matrices (x
).
Given(x
), it is required to"nd the coordinate transformation= and the observer gain>(x
)
such that (28) is satis"ed for all x
3R with a diagonal matrix PI'0. First, we choose = as
="
1 0 0 2 0
w
1 0 2 0
0 w
1 0
0 2 0 w 1
(68)
The entries w for 2)i)n are constant. Now de"ne
=K "w
(x
) 020
= (69)wherew
(x
) is a C function de"ned on x
3R yet to be determined. Let the observer gain be
>(x
)"!=w
(x
)
0 "!w
!w
w
(!1)w
w
2w
(70)
Then, we obtain
[C
A]=K "!C>=#A="(A!C
>)=
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Inequality (28) is equivalent to
HM (x
)"=K AM=PI#PI=AM=K #PIPI(0
AM"[C
A] (71)
The structure of (71) is the same as that of feedback-gain backstepping design except that thelower triangular structure is replaced by the upper triangular one. In order to demonstrate that
=can be determined recursively from w
to w
, the following notation:
HMk(x)"=K kAM k=k PIk #PIk=kAMk=Kk#PIkk PIk (72)
is useful for k"1, 2,2, n, where
AMk"a
0
AMk#1 , AMn"[a a]k"
0
0
k#1 , n"=Kk"
w 020=k
, =Kn"
w1
The matrixHMkhas properties which are almost the same as those in Proposition 1. Obviously,
HM"HM1holds. The matrix HMk does not includew,w,2, w and it is a$ne in w . Inaddition, we have
HMk"HM
HMk#1
Due to these properties, the following design procedure makes sense.
Recursive observer design: Solve
HMk(x)(0, x
3R (73)
for w
from k"n through k"1.
Recall that a
O0 holds for all x
3R by assumption. Applying the Schur complements
formula to HMk, we can obtain the following answer to the existence of the solution.
heorem 4
Suppose that AM3 and 3 are constant matrices. Given an integer k3 [1,n], assume thatHMk#1(x
)(0 holds for all x
3R unlessk"n.
(i) For k"n,n!1,2, 3: There always exists a constantwsuch that HMk(0 is satis"ed.
(ii) For k"2: There always exists a constant w
such that HM2(x)(0 is satis"ed for all
x
3R if there exist positive constants csuch that
a(x)
a
(x
) )c
, i"2, 3,2, n,
1
(x
)a
(x
) )c
(74)
hold for all x
3R.
(iii) Fork"1: There always exists a smooth function w
(x
) such thatHM1 (x)(0 is satis"ed
for all x
3R.
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The idea of the proof is almost the same as Theorem 2. An expression for constructing wcan be
obtained easily as a scalar inequality HM
!HMk#1
(0 which is a$ne in w
. The
constant and growth constraints onAandguaranteewto be constant for 2)k)n. It may be
worth noting that HM(0 is always semi-globally achievable by constants w
for all 1)k)n
without condition (74). The second inequality in (74) is unnecessary for the existence of ordinary
observers since(x) is not a"xed parameter. The"rst inequality in (74) is met ifAM2is constant.Indeed, the recursive observer design includes the ordinary observer design in Reference [2] as
a special case.
The recursive design of observers in this section resembles backstepping. The observer design
starts with a parameter away from observer-gain and back to the actual observer-gain. This is the
unique feature of the observer design procedure in this paper. This design procedure of robust
nonlinear observer is suitable for numerical calculation as well. Since the design is based on
domination instead of cancellation, it is amenable to robusti"cation. The following is establishedusing this fact.
Proposition2
Suppose that the uncertain system
is linear. Then,
is robustly stabilizable for arbitrarily
large static uncertainties by the output-feedback law (6) and (7) with constant K and >.
Proof. Due to the block lower triangular structure ofB and C, the closed-loop system
with
static uncertainties can be described as
d
dtL"
S (A#GK)S0
!S>C=
=(A!>C)=(
with an uncertain matrix
A"
a
a
0 2 0
a a a 0 0
0
a
a
2 a
a
a
2 a
#
0 0 2 0
0 0 0
0
2 0
2
where each
is a uniformly bounded function of t. Using the observer design method in this
section,
=(A!>C)=PI#PI=(A!>C)=(0
can be achieved uniformly in t for all admissible uncertainties. It is also seen that
S (A#GK)SP#PS(A#GK)S(0
can be satis"ed by constantSandK[1, 3]. According to the argument in (i) of Corollary 1, N(0is satis"ed for A .
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7. UNCERTAIN SYSTEMS GUARANTEEING SOLUTIONS
This section focuses on a special class of uncertain systems, which will be shown to be always
robustly stabilized by output feedback.
Assumption1The function A (x
)x satis"es
A(x
)x"A
x#(x
)# (x
)x
(75)
with a constant matrix A
and Cfunctions and . There exist positive constantscsuch that
a
(x
)/a
(x
) )c, i"2, 3,2, n (76)
hold for all x
3R. The matrices B and C satisfy
B (x
)"
B
(x
)
B
(x
)
B
(x
)
, C(x
)"[C
(x
) 020] (77)
where B
(x
) 3R1p, C
(x
)3Rp1 and p
"p.
Identity (75) equating its left- and right-hand side implies not only (0)"0, but also thatassumption (75) is equivalent to
A (x
)x"A
x#A
(x
)x
#A
(x
)x
with C functions A
(x
) and A
(x
). This assumption is weaker than a common assumption
A (x
)x"A
x# (x
), (0)"0
in which the nonlinearities are allowed to depend only on the measured state. Note that if
(x
)(the"rst entry of the vector ) is a constant, we do not need constraint (76) since sucha system can be transformed to a system with "0 by using co-ordinate transformation [20].
Lemma 3(ii) reduces to the following on Assumption 1.
emma 4
Assume thatH (x
)(0 holds for allx
3R. There always exists a Cfunction
(x
) such that
(x
)'0, F
(x
)(0 (78)
are satis"ed for all x
3R with
(x
)"
(x
)Ip
if
![H]
(!B=PIHPI=B)
(C
C
))
(79)
hold for all x
3R.
For only the purpose of deriving a compact condition (79), the simple form
"
Iis used inLemma 4. In actual design, one can exploit the freedom ofLto avoid unnecessary high-gain and
fast growth order of control laws. For example, if uncertain parameters in
are scalar-valued
functions,
can be a diagonal matrix consisting of independent entries such as
"diagp
. Condition (79) can be always satis"ed for anyB and C by a su$ciently smallpositive function ![H(x
)]
. If H(! is satis"ed by an observer, [!H]
(
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holds. Section 6 has shown that such a strong observer can be always constructed for arbitrary
(x
)'0 and arbitrary constants ,k"3, 4,2, n under Assumption 1. Recall that = is
independent of
in the observer design.
heorem 5
Suppose thatsatis"es Assumption 1 and that the uncertaintyhas only static components
. Then, the system
can be globally uniformly asymptotically stabilized for any admissible
uncertainty by the output-feedback law (6) and (7) with a smooth function K.
Proof. Choose, i"3, 4,2, n as any positive numbers. We can de"ne a C function(x)
satisfying
(x
)"1
a
(x
),
1
(x
)a
(x
) "1, (x)'0, x3R (80)since a
(x
)O0 is true for all x
3R by assumption. In addition, let
(x
) be a function
satisfying
(B=PIPI=B)
(C
C
))
(81)
for allx
3R. Due to Theorem 4 and Assumption 1, there always exists>(x
) such thatHM (x
)(0
holds for all x
3R. Finally, combining Lemmas 3(i) and 4, it is possible to "nd s
and
achieving MI(x
,xL
)(0 for all (x
,x
) 3RR from k"1 through k"n.
Combining Theorem 2 with the recursive observer design in the previous section, we obtain the
following which is a special case of the above theorem.
Corollary2
Suppose that
satis"es (75) and (76). Then, the nominal system
can be globally uniformly
asymptotically stabilized by the output-feedback law (6) and (7) with a smooth function K.
If the system
ful"lls "0, requirements (75) and (76) vanish. The combination of thenominal backstepping formulated by NI
(0 and the recursive observer design formulated by
HMk(0 is an extension of the observer backstepping design presented in Reference [2]. This
paper replaces Young's inequality in the observer backstepping design with the Schur comp-lements formula. In addition, O0 is allowed by the result of this paper.
Assumptions (75) and (76) in Theorem 5 and Corollary 2 comes from observer design to ensure
globalnessof the observer. Global robust stabilization against dynamic uncertainties via output
feedback is not always achievable if the uncertainty structure and size of uncertainty is arbitrarily
prescribeda priori. Stability robustness in terms of input-to-state stability (ISS) can be obtained
as follows.
Corollary3
In addition to Assumption 1, assume that there exist constants d'0 such that
B
(x
)B
(x
)
a
(x
))d
,
B
(x
)B
(x
)
a
(x
))d
, B
(x
)B
(x
))d
, i"2, 3,2, n (82)
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hold for all x
3R. Then, the system
can be made ISS by the output-feedback law (6) and (7)
with a smooth function K.
Proof. The matrixF
is calculated as
F
"
!I#Z
Z
Z!
I#
Z
Z
"!B=PIHPI=B, Z
"
C
, Z"!C
[H]
C
LettingB"[B
,2, B
], we have the following equation.
B=PIPI=B"
B
PI
B
#
(w
B
#B
)PI
(w
B
#B
)
#B=K3PI33PI3=K 3B
(83)
Pick arbitrary positive numbers, i"3, 4,2, n. Choose (x) as (80) so that
0)
(
(w
B
#B
)PI
(w
B
#B
))(
holds with a constant for all x3R. Since B is uniformly bounded, there exist a constant
'0 and a C function
(x
) satisfying
(B
PI
B
)#
#
(B=K3PI33PI3=K 3B
))
and
'0 for all x
3R. The existence of a robust observer solving H(! for these ,
i"1,2, nis guaranteed by Theorem 4. Here, it is important that= is constructed independently
of
in the observer design. From (83) and 0(!H( it follows that
*
(B=PIPI=B)*
(!B=PIHPI=B)"aN
LetC
(x
)"
(x
)CI
whereCI
is a constant satisfying
(CI
CI
)"1. Pick arbitrary real
numbers'0 and'0 and choose a C function
(x
) such that
(![H]
(x
)#bM(x
))( (#)(
##) (84)
holds for all x
3R. There exists such a function
since bM(x
)"
(C
C
)*0 and
[H]
(0. Now, choose
as a positive constant
"
##. NotingcN"![H]
,
inequality (84) is rewritten as
cN((
!
)!b (
!
!),
!
!'0
The above condition is equivalent to
!
!'0, b((
!cN!
) (
!
!)
Therefore, there exists a functionq(x
)'0 such that
q(
!
!, b(q(
!cN! )
Hence, using Young's inequality and
*aN*0, we have
!
I#Z
Z
Z
!
I#
Z#I(0
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Thus, the constant
"
##'0 solves F
(x
)#I(0 for all x
3R. Since J,
k"1, 2,2, n is a$ne in s, it is possible to achieve M(x
,xL
)#I(0 for all
(x
,xL
)3RRby selectings. Using the Schur complements formula ofM, we arrive at
d
dt
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before feedback design, two recursive designs of feedback and observer in this paper cannot
interlace with each other. Integration of the backstepping for feedback and the observer design is
an interesting direction of further research.
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848 H. ITO AND M. KRSTICD
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