Design of Reduced
Antonio Moran
Tokyo University of
Order Ho0 Controllers
and Minoru Hayase
Agriculture and Teclinology
Koganeishi, Nabmachi 22416, Tokyo 184, J apan
Fax: t81423857204; Email: moran@cc.tuat.ac.jp
Abstract: This paper presents a design method of H, controllers with re
duced order observers. For a plant with state of dimension n and measured
output of dimension p , controllers with observers of order r 5 (n  p ) are
designed by solving two Riccati equations of order n and r whose solutions
should satisfy a coupling conditiQn (spectral radius condition). Both Riccati
equations are explicitly characterized so that they can be solved using standard
techniques. The design methodology is presented for systems with noisefree
measured output but can be directly extended to the case of noisy measured
output.
1 Introduction
I t has been recognized that H, control the
ory is an effective tool for designing controllers for
linear (and nonlinear) systems. One of the main
advantages of H, control is that it allows a di
rect handling of robustness and performance spec
ifications for designing the controller. Full order
H, controllers can be designed using several ap
proaches such as the wellknown twoRiccati equa
tions method, conjugation method, J spectral fac
torization method, among others [1][3]. Although
fullorder compensators can be directly designed
using the methods presented above, they are of
limited use in practical situations where there are
restrictions on computing time, memory require
ments, etc. This is specially true for augmented
plants with order much higher than the permitted
in actual controller implementation. In this sense,
several met hods have been proposed for reducing
the size of the augmented plant (model reduction)
or reducing the sized of the designed controllers
(controller reduction). However, several problems
arise when applying the reduced controller to the
actual plant. I:n this sense it would be desirable
to directly design reduced order controllers for the
original plant.
The issue of designig reduced order con
trollers has attracted considerable attention in the
last few years. In [4] a method for designing re
duced order controllers is proposed for plants for
which some entries of the measurement vector are
not noisecorrupted. An algorithm is proposed for
designing observers whose order is fixed and de
pends on the McMillan degree of the system. I n
[5] an algorithm is proposed for designing H, con
trollers with reduced order observers based on the
bounded real lemma. This method requires the
J ordan decomposition of some state matrices and
the solution of two Riccati equations one of the
SICE '97 July 2931, Tokushima
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 1013
which depends on the solution of the other. The
order of the controller is fixed to (np) where n
and p are the dimensions of the state and mea
sured output which is assumed to be contaminated
with measurement noise. In [6] a parametrization
of the set of a.11stabilizing H, controllers of order
less or equal than the plant is presented based on
the concept of Hco Lyapunov matrix and covari
ance control theory. This parametrization is char
acterized by two Riccati equations and a coupling
condition. However and as it is pointed out in the
same study, the numerical solution of the Riccati
equations and coupling conditions is not trivial
for the general case and therefore the computa
tional issue remains as an open question. Others
approaches for designing reduced order Ho0 con
trollers can be found in [7][8].
Differing from the studies mentioned above,
this study presents simple statespace formulas for
designing Ifm controllers with reduced order o b
server. The observer is not of fixed order but it
could have an order less or equal to (n p) where
n and p are the dimensions of the state and mea
sured output, respectively. The design is charac
terized by two Riccati equations whose positive
definite solutions should satisfy a coupling con
dition (spectral radius condition). Both Riccati
equations are explicitly characterized so that they
can be solved using standard techniques. The Ric
cati equation related to the reduced order observer
and the spectral radious condition are extesions of
the Riccati equation and spectral radius conditon
of the full order observer. Although the solution
is presented for the case of measured output free
of noise, the method presented in this study can
be directly extended to the case of noisy measured
output.
2 Preliminaries
The solution of the H, controller with re
duced order observer design problem is based on
the following wellknown lemmas.
L emma 1: Bounded Real Lemma
Given the system
(1)
X = A X +Bw
y = Cx
where w is the input, y is the output and x is
the state, and with { A , G} a detectable pair, it is
stable and ~~Tz,,,~~, <y, if there exists a matrix
P =PT 2 0 such that
A ~ P + P A + ~  ~ P B B ~ P + C ~ C 5 o ( 2 )
For determining explicit solutions to the observer
design problem, only the equality part of Eq.2 will
be considered.
L emma 2: State Feedback H, Control l er
Given the system
( 3 )
X = A X t B 1 W + & U
z = Cl x +D12 ' 1L
with 0 1 2 =0, one possible state feedback
control law for which the closedloop system is
stable and satisfies /lTZwll, <y is
T
U =B2 X x
(4)
where X, is the positive solution of the following
Riccati equation:
= o
( 5 )
For the feedback control law of Eq.4, the worst
case disturbance fi of the system is:
(6)
2 T
8 =y B1 X,X
3 Reduced order H, Controller
3.1 Problem Definition
Consider the system
X A X + B ~ w + B ~ u
z = c 1 x +D12'1L ( 7)
y = c2z CD21W
with state x E Rn, measured output y E R P and
with D21 =0. Control input U , controlled out
put z and disturbance w are vectors of proper di
mensions. It is required to design a H b controller
with observer of order 7 5 (n  p ) for which the
closedloop system is stable and IIT,II, <y . I t
is important to note that the order of the observer
is not fixed but can take any value between 1 and
(n PI.
1014 
Considering that the H, controller has an
observerbased structure, the design of the con
troller is decompossed in two parts: determina
tion of feedback gains and design of the observer
to estimate the state variables. Considering the
results of the H, state feedback control problem,
the control law for the output feedback problem
is:
(8)
T
U =B2 X,f
where f represents the estimate of the state x.
The worstcase disturbance 8 of the system is:
To estimate f a reduced order observer will be de
signed. To do that it is assumed that the state x
an be computed from a linear combination of the
output y and a new variable z with dimension
equal to the dimension r of the desired reduced
order observer:
x =[ T2l T22 T12] [ ; ]
(10)
Making m =(n  r ) , the dimension of sub
matrices T11, T12, T21 and T22 are m . p , m . r ,
r . p and r . r , respectively. I t is important to point
out that T22 is chosen to be square so that, as
it will be shown later, it does not require to be
known.
Considering the output equation y =C ~ X , it is
easy to shown that matrix [T; T$],IT repre
sents the pseudoinverse of C2 and that matrix
[TS T.$],IT is orthogonal to C2, i.e.,
Considering Eq. 12 one possible relationship be
tween T11 and T21 is
with equal to
1 J
(15)
and ,B equal to

(16)
Ako, considering Eq.13, the relationship between
Ti2 and T22 can be expressed as:
I t is important to note that:
(1) If C2 is full rank and considering that the order
of the observer is r 5 ( n p) , it is always possible
to configurate C2 so that the inverse matrix in
Eq.15 exists.
(2) a and p  are related by the following equation:
F'rom Eqs.11, 14 and 17, the state x can be com
puted from the following equation
x =[ 0 r . p ] Y +[ 4 T21Y +[ ; ] T 2 2 Z
(19)
By making
cy= [ E]
Eq.19 can also be expressed as:
x=py+QcT2i y +CrT22z (21)
Therefore, to estimate the state x , it is iequired
to determine matrix T21 and an estimate of the
vector ( T22z) . Note that T22 and z do not re
quire to be determined independently, but their
product is what it is required to estimate the state
x. I n other words, what it is required is to design
an observer to estimate the vector (T22 z ) .
Before designing the observer, the dynami
cal equation of ( Tnz ) will be determined. F'rom
1015
Fq.11 and considering that y =C ~ X , the rela
tionship between (T22 z ) and x can be determined:
(T222) =( [Or. p Ir ]  T21 C2) x (22)
which also can be writ ten as:
(T22z) =T x (23)
By deriving Eq.23 with respect to time, the eqna
tion governing the dynamics of (T22z) is
(T22 2 ) = 7 A Q (T22 2 ) +7 A (0 +QT21) y
+T B ~ w +T B ~ u (24)
In order to design an observer for the system of
Fq.24, a measured output equation of ( Tmz) is
required . This equation will be obtained con
sidering the dynamical equation of the measured
output y which is expressed as:
j l =C2 A (,O+ Q 7721) y +C2 A Q (Tm Z) +C2 B1 w
+C ~ B ~ U (25)
From Eq.25, the measured output equation of
(T22z) i s:
C2 A a! (T22 2 ) =0 C2A(p+QT21) y  C2 B1&
 C ~ B ~ U (26)
Since the disturbance w is not known, its esti
mate & (worstcase disturbance of Eq.9) is used
in Eq.26.
Considering the dynamical and output equa
tions of (T22z) given by Eqs.24 and 26, an ob
server for the system of Eq.24 is:
(T22;) =TAQ( T222) +T A ( p +QT2l)y
+T B16 +T B2 U +2, L,
C2 A QI(T22 2)
 j l +C ~ A ( P + Q T ~ ~ ) Y + C2B16
+C2B2u (27)
where 2, is a square matrix of dimension r and
L, is a matrix of dimension r . p . Similarly as
full order state observers, L, isexpressed as:
L, = Y, ( C2AQ) T = Y,Cr T T T A C2
(28)
where Y, is the positive solution of a Riccati
equation of dimension T to be derived afterwards.
Considering the worstcase disturbance 6 of Eq.9,
Fq.27 can be rearranged as:
(T22 i) =[ (7 +2, L, C2) ( A +y2B1 BT X, )]
Q (T22 2
+[ (7 +2, L, C2) ( A +V2B1 BT Xm)]
( P +CUT211 Y
+(T +2, L, C2)  2, L, Y (29)
Equation 29 represents the observer of (T22 z ) . I n
order to avoid the computation of y, the observer
is modified to:
.G=
[( T +2,L,C2)(A t T  ~ B ~ B T X , ) ] Q. G
+[(T +2, L, C2)(A +Y2 B1 BT x,]
KO+ QT21)  Q~00LcaOl Y
(30)
+(7 +2, L, C2) B2u
where 6 is:
6 =(T&) +Z,L,y
(31)
From Eq.29 it is clear that to design the reduced
order observer is required to know 7 (defined in
Eqs.22 and 23), 2, , L, (which depends on Y,
as shown in Eq.28), X, and 721 . In the follow
ing, the two Riccati equations and coupling con
dition to compute these matrices will be derived.
By defining the estimation error e :
the dynamical equation of e can be formulated by
combining Eqs.24 and 29. After some algebraic
manipulation :
e = [(T +Z, L, Cz ) ( A +T ~BI BTX, ) ] D e
 [ (7 +2, L, C2) K 2 B 1 BT XW)] x
+(7 +Z,L, C2)Blul
(33)
From Eqs.8, 21 and 32, the control input U can
be expressed as:
U = B; X, X +B ~ X , Q ~
(34)
From Eqs.7, 33 and 34, the closedloop system is
formulated as:
where
xd = [ x elT (36)
 1016
By applying the Bounded Real Lemma to the
closedloop system of Eq.35, and by selecting the
positive matrix P of R . 2 as:
Pi1 =PE >0 ,
with
Pi2 =0 ,
P22 =F$ >0
(37)
p11 =X, 1 p22 =r2(~,Y w)1
(38)
and after algebraic manipulation, the following
two Riccati equations and coupling condition
(spectral radius condition) are obtained:
Riccati equation (order n):
ATX, +Xw A +X, ( Y  ~ B1 BT  B2 B$ ) +CTCi =0
Riccati equation (order r ):
(39)
Y, CYT (A  G)TTT +T(A  G) OY,
+Y, CYT (r2CTC1+GTG  2ATCrC2A) QI Y,
+T B ~ B T T * =o
(40)
(41)
where G is equal to
G =B1 BY CrC2
Cou~l i ne condition:
Z&1T  7 +,y2YwcYTxw =0
Z,Y, > 0 (42)
As it is expected, Riccati equation 39 does not
depend on T nor on Y, nor on 2, and it is the
Riccati equation of state feedback control. Riccati
equation 40 is the corresponding to the reduced
order observer. To solve the Riccati equation 40
and to compute 2, in Eq.42, it is required to
know r. Considering that the product (2, Y,)
is a symmetric matrix, it is easy to shown that r
is equal to:
T =(CYTX,CY)lCYTx, (43)
Also, from Eq.43 it is clear that 7 satisfies the
condition:
T Q = I (44)
(45)
F'rom Eqs.42 and 44, matrix 2, is equal to:
2, =( I ,  y2YwQTX,Q)1
It is important to point out that, since the product
2, Y, should be positive, from Eq.45, it is clear
that X, and Y, should satisfy the following
spectral radius condition:
P ( ~T X wQY , ) <Y2 (46)
For the special case when matrices B1 and C2 are
orthogonal, i.e., BT C2 =0, Riccati equation 40
simplifies to
Y,aTATTT +TA ay,
+Y, QT(y2CTGi  2ATCFC2A)QY,
+7B1BTTT =0 (47)
For the complete design of the reduced order ob
server it is also required to determine matrix T21.
F'rom Eqs.22 and 23 it is clear that T21 is equal
to:
I, ]  T ) c; (c2 CT)l (48)
Finally, the design of the reduced order H,
controller can be summarized as follows:
(1) Solve the Riccati equation 39 to compute X, .
(2) Compute Q and ,B using Eqs.15, 16 and 20.
(3) Compute 7 using Eq.43.
(4) Solve the Riccati equation 40 (or 47) to com
pute Y,.
( 5) Compute T21 using Eq.48.
( 6) Design the observer using Eqs.21 and 29 (or
Eqs.21, 30 and 31).
(7) Compute the control signal using Eq.8.
T21 =( [ 07.p
4 Conclusions
This study has presented a design method
of H, controllers with reduced order observers.
For a plant with state z and measured output
y with dimensions n and p , controllers of or
der r <(n  p ) were designed by computing two
Riccati equations of order n and r whose solu
tions should satisfy a coupling condition (spectral
radius condition). Both Riccati equations are ex
plicitly described so that they can be solved using
standard techniques.
Although it was assumed that the measured
output is not corrupted with noise, the design
methodology presented in this study can be di
rectly extended to the case of measured output
with noise.
1017
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