22 Orani

Ph.D.
in Electronic and Computer Engineering

Dept. of Electrical and Electronic Engineering
University of Cagliari
HIGHER-ORDER SLIDING MODE

TECHNIQUES FOR FAULT
DIAGNOSIS
Nicola Orani
Advisor: Elio Usai

Curriculum: ING-INF/04 Automatica
XXII Cycle
March 2010
Ph.D. in Electronic and Computer Engineering
Dept. of Electrical and Electronic Engineering
University of Cagliari
HIGHER-ORDER SLIDING MODE

TECHNIQUES FOR FAULT
DIAGNOSIS
Nicola Orani
Advisor: Elio Usai

Curriculum: ING-INF/04 Automatica
XXII Cycle
March 2010
Dedicated to my family
Acknowledgments
Special thanks to my supervisor Elio Usai.
Also, i would like to thank Alessandro Pisano and Giorgio Bartolini for their indispens-
able collaboration.
Finally, special thanks to my wife Valentina and to my children Federica and Gabriele,
both born during my PhD studies, that supported, tolerated and motivated me during
these three years. Tanks again.
i
Contents
1 FDI-Generalities 3
1.1 Nomenclature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Fault diagnosis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.1 Modelling of faulty systems . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 (Process) Model-Based Fault Detection Methods . . . . . . . . . . . . . . . . 11
1.5 Residual generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.5.1 Parameter Estimation Techniques . . . . . . . . . . . . . . . . . . . . 15
1.5.2 Parity equations techniques . . . . . . . . . . . . . . . . . . . . . . . . 17
1.6 State estimation and observer based techniques . . . . . . . . . . . . . . . . 22
1.6.1 Basic fault detection observer-based schemes . . . . . . . . . . . . . 24
1.6.2 Unknown Input Observer for Fault Detection . . . . . . . . . . . . . 26
1.6.3 FDI schemes based on UIO and output observers . . . . . . . . . . . 29
2 Structural fault detectability, isolability and identifiability 35

2.1 Structural fault detectability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2 Structural fault isolability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.3 Structural fault identifiability . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3 Sliding Mode Observers 43

3.1 SMO for Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2 SMO for linear systems partially driven by unknown inputs . . . . . . . . . 47
3.2.1 A classical approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.2.2 HOSMO to weaken the 1-relative degree condition . . . . . . . . . . 53
3.3 Non-linear approaches to Sliding Mode Observers design . . . . . . . . . . 58
3.3.1 Systems in the companion form . . . . . . . . . . . . . . . . . . . . . 59
3.3.2 Triangular systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.3.3 Quasi-continuous HOSM observers . . . . . . . . . . . . . . . . . . . 63
3.3.4 Algebraic observers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
4 Sliding Modes for FDI 69

4.1 SMO for faults reconstruction . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
4.1.1 SMO for reconstructing of the input fault signals . . . . . . . . . . . 73
4.1.2 SMO for reconstructing of the output fault signals . . . . . . . . . . 74
4.2 Filtration-free fault reconstruction via full order HOSMO . . . . . . . . . . . 75
iii
iv CONTENTS
4.2.1 Actuator faults reconstruction . . . . . . . . . . . . . . . . . . . . . . 81

4.3 Filtration-free fault reconstruction via reduced order HOSMO . . . . . . . . 82
4.3.1 Fault observer design . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.3.2 Actuator fault reconstruction . . . . . . . . . . . . . . . . . . . . . . . 84
4.3.3 Simulation results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
5 Discrete state reconstruction via HOSMO 89

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
5.2 Problem formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
5.2.1 Assumptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
5.2.2 Comments on the considered class of systems . . . . . . . . . . . . . 91
5.3 Discrete state observer design . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
5.3.1 Observer input design . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
5.3.2 Discrete state reconstruction . . . . . . . . . . . . . . . . . . . . . . . 95
6 Application results 97
6.1 Three-tank system case study . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.1.1 Mathematical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.2 Simulation results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
6.2.1 Fault reconstruction via HOSM . . . . . . . . . . . . . . . . . . . . . . 102
6.2.2 Discrete state estimation via HOSM . . . . . . . . . . . . . . . . . . . 107
6.3 Experimental results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
6.3.1 System identification . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
6.3.2 Fault reconstruction via HOSM . . . . . . . . . . . . . . . . . . . . . . 114
6.3.3 Discrete state estimation via HOSM . . . . . . . . . . . . . . . . . . . 120
7 Concluding remarks 123
Bibliography 125
List of Figures
1.1 The fault topology in the controlled system . . . . . . . . . . . . . . . . . . . . . 8

1.2 The monitored system and fault topology . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Time-dependency of faults : a)abrupt; b)incipient; c)intermittent . . . . . . . . 9
1.4 Linear input output model and faults . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5 Basic model faults: additive(a); multiplicative (b) . . . . . . . . . . . . . . . . . . 9
1.6 General scheme for analytical fault-detection and diagnosis method . . . . . . 12
1.7 Residual generation general structure . . . . . . . . . . . . . . . . . . . . . . . . 13
1.8 Residual generation via output estimator . . . . . . . . . . . . . . . . . . . . . . 14
1.9 Model structure for parameter estimation with equation error . . . . . . . . . . 16
1.10 Model structure for parameter estimation with output error . . . . . . . . . . . 17
1.11 Scheme for Output error via parity equation method . . . . . . . . . . . . . . . 18
1.12 The referred system model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.13 Scheme for equation error via parity equation method . . . . . . . . . . . . . . 19
1.14 Parity equation method for a MIMO state-space model; Differentiator filter . . 20
1.15 Process and state observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.16 Multivariable process with disturbance v(t ) , w(t ) and faults f u (t ), f y (t ) . . . . 23
1.17 Process and output observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.18 The UIO Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.19 Bank of estimators for output residual generation (DOS) . . . . . . . . . . . . . 30
1.20 The GOS scheme for FDI of system inputs . . . . . . . . . . . . . . . . . . . . . . 31
3.1 Utkin Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.1 The state variable and the state observation error. . . . . . . . . . . . . . . . . . 86

4.2 The actual fault and the reconstructed signal fault. . . . . . . . . . . . . . . . . 87
6.1 Configuration of the considered three-tank system . . . . . . . . . . . . . . . . . 98

6.2 System input-output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
6.3 Shape of tank 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.4 Shape of tank 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.5 Shape of tank 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.6 Fault topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
6.7 System inputs, outputs and disturbances . . . . . . . . . . . . . . . . . . . . . . 102
6.8 Test 1. Faults and disturbance reconstruction performance . . . . . . . . . . . . 105
6.9 Test 2. Reconstructed faults and disturbance in presence of noisy measures . . 106
6.10 Test 1. δi (t ) vs. δ̃i (t ). From top to bottom: i = 1, 2, 3. . . . . . . . . . . . . . . . . 109
v
vi LIST OF FIGURES
6.11 Test 1. δi (t ) vs. δ̂i (t ). From top to bottom: i = 1, 2, 3. . . . . . . . . . . . . . . . . 109

6.12 Test 1. Actual σ(t ) and reconstructed σ̂(t ) . . . . . . . . . . . . . . . . . . . . . . 110
6.13 Test 2. σ(t ) (solid) and σ̂(t ) (dashed) varying observer gain . . . . . . . . . . . . 110
6.14 Test 3. Actual δi (t ) vs. δ̃i (t ) discrete inputs . . . . . . . . . . . . . . . . . . . . . . 111
6.15 Test 3. Actual σ(t ) vs. σ̂(t ) discrete states . . . . . . . . . . . . . . . . . . . . . . . 111
6.16 The experimental setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
6.17 Principle of parameters identification . . . . . . . . . . . . . . . . . . . . . . . . 113
6.18 Test 1- Reference signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
6.19 Test 1- Measured signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
6.20 Test 2- Reference signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
6.21 Test 2- Measured signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
6.22 Test 1- Reconstructed faults . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
6.23 Test 2- Reconstructed faults . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
6.24 Actual δ1 (t ) and non-thresholded reconstructed δ̃1 (t ) discrete inputs . . . . . 120
6.25 δ1 (t ) (solid) and δ̂1 (t ) (dashed) varying observer gain . . . . . . . . . . . . . . . 121
6.26 δi (t ) vs δ̂i (t ). From top to bottom: i = 1, 2, 3. . . . . . . . . . . . . . . . . . . . . . 121
6.27 Actual σ(t ) and reconstructed σ̂(t ) discrete state . . . . . . . . . . . . . . . . . . 122
List of Tables
1.1 Fault Signature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
6.1 Parameters of the Three Tank System . . . . . . . . . . . . . . . . . . . . . . . . . 101
vii
Summary
The field of research inherent this thesis is that of "Sliding Modes (SM) techniques for
Model Based Fault Diagnosis and Identification (FDI) for dynamic systems". In general
this topic is of great importance and interest in industry and engineering, mainly for eco-
nomic, security and reliability reasons, in recent decades, there was a significant devel-
opment in science and a wide range of theoretical approaches have been formulated and
are therefore available in literature. Many contributions to FDI are based on the principle
of analytical redundancy, which is essentially based on using a model of the system un-
der observation in order to estimate the evolution of the corresponding real variables. If
a fault occurs it causes a discrepancy or "residual" between the actual behavior and the
model, which is then used to identify faults. A very important property that FDI systems
should have is the rejection of false alarms that could occur in the presence of model mis-
match or measurement noises and therefore discern between residues generated by faults
and those due to disturbances. To this purpose it is important to use "robust techniques"
to overcome the problems due to measurement noises and uncertainties.
In general sliding modes theory has good robustness properties and it can be used to
deal with both structural and unmatched uncertainties, so that the application of sliding
mode techniques to robust FDI offers good potential.
First of all a careful analysis of the literature was made to assess the state of the art
about "model based Fault Diagnosis and Identification", with particular attention on avail-
able Sliding Modes techniques for Model Based FDI. We proceeded first to examine the
techniques currently available in the literature and at the same time, deepen and improve
some methodologies SM Observer-Based for Nonlinear Uncertain Systems. It must be
highlighted that dissimilar to initial approaches aimed to design SM observers like resid-
ual generators, for which in the presence of a fault the sliding motion was destroyed, the
underlying philosophy of the mayor promising techniques available in literature provide
for the design of SMOs in which the sliding motion is maintained even in the presence
of faults, which are then detected and identified by analyzing the so-called equivalent
output injection. In this regard, it must be highlighted that, the major contributions of
my research activities involving FDI concerns the use of HOSMO (Higher Order Sliding
Mode Observers). The use of continuous time output injection signals, in order to circum-
vents some limitations resulting from the use of a conventional first order SM observers,
provide for finite time reconstruction, theoretically exact, of additive actuator faults for
nonlinear uncertain systems. Furthermore, based on the assumption that it is always pos-
sible to associate a specific nonlinear dynamic to a system affected by specific faults, an
HOSMO for the identification of the actual dynamic, and therefore of the fault signature,
1
2 LIST OF TABLES
for nonlinear uncertain switched system has been proposed.

The studied techniques have been extensively verified by using a the three tank water
process experimental set up.
It is worth to remark that the problems studied in the present thesis are related to the
topics of the ongoing FP7 project “PRODI - Power plants Robustification based On fault
Detection and Isolation algorithms" which supported part of the work made during my
PhD course.
Chapter 1
FDI-Generalities
1.1 Nomenclature
By going through the literature, one recognizes immediately that the terminology in the
field of the FDI (Fault Detection and Identification) is not consistent. This makes it diffi-
cult to understand the goals of the contributions and to compare the different approaches.
For example, which are the differences between faults, failures, malfunctioning and er-
rors? Or the differences between fault (or failure) detection, isolation, identification and
diagnosis? Or supervision and monitoring? Or supervisory functions and supervisory
control? The SAFEPROCESS Technical Committee discussed this matter, and tried to find
commonly accepted definitions. Below, some definitions are suggested, based on the dis-
cussions within the Committee.
States and Signals
Fault An unpermitted deviation of at least one characteristic property or parameter of

the system from the acceptable, usual or standard condition.
Failure A permanent interruption of a system’s ability to perform a required function un-

der specified operating conditions.
Malfunction An intermittent irregularity in the fulfillment of a system’s desired function.
Error A deviation between a measured or computed value of an output variable and its
true or theoretically correct one.
Disturbance An unknown and uncontrolled input acting on a system.
Perturbation An input acting on a system, which results in a temporary departure from

the current state.
Residual A fault indicator, based on a deviation between measurements and model-equation-

based computations.
Symptom A change of an observable quantity from normal behavior.
3
4 CHAPTER 1. FDI-GENERALITIES
Functions
Fault detection Determination of faults present in a system and the time of detection.
Fault isolation Determination of the kind, location and time of detection of a fault. It
follows fault detection.
Fault identification Determination of the size and time-variant behavior of a fault. It

follows fault isolation.
Fault diagnosis Determination of the kind, size, location and time of detection of a fault.
It follows fault detection. It includes fault detection and identification.
Monitoring A continuous real-time task to determining the conditions of a physical sys-

tem, by recording information, recognizing and indicating anomalies in the behav-
ior.
Supervision Monitoring a physical and taking appropriate actions to maintain the oper-
ation in the case of fault.
Protection Means by which a potentially dangerous behavior of the system is suppressed

if possible, or means by which the consequences of a dangerous behaviour are
avoided.
Models
Quantitative model Use of static and dynamic relations among system variables and pa-
rameters in order to describe a system’s behaviour in quantitative mathematical
terms.
Qualitative model Use of static and dynamic relations among system variables in order
to describe a system’s behaviour in qualitative terms such as causalities and IF-
THEN rules.
Diagnostic model A set of static or dynamic relations which link specific input variables,
the symptoms, to specific output variables, the faults.
Analytical redundancy Use of more (not necessarily identical) ways to determine a vari-
able, where one way uses a mathematical process model in analytical form.
System properties
Reliability Ability of a system to perform a required function under stated conditions,

within a given scope, during a given period of time. Measure: MTBF = Mean Time
Between Failures.
Safety Ability of a system not to cause danger to persons or equipment or the environ-
ment.
Availability Probability that a system or equipment will operate satisfactorily and effec-
tively at any point of time. Measure: A=MTBF/(MTBF+MTTR) where MTTR = Mean
Time To Repair.
1.2. INTRODUCTION 5
Dependability A form of availability that has the property of always being available when
required. It is the degree to which a system is operable and capable of performing its
required function at any randomly chosen time during its specified operating time.
Time dependency of faults
Abrupt fault Fault modeled as stepwise function. It represents bias in the monitored sig-
nal.
Incipient fault Fault modeled by using ramp signals. It represents drift of the monitored
signal.
Intermittent fault Combination of impulses with different amplitudes.
Fault terminology
Additive fault Influences a variable by an addition of the fault itself. They may represent,
e.g., offsets of sensors.
Multiplicative fault Are represented by the product of a variable with the fault itself. They
can appear as parameter changes within a process.
1.2 Introduction
For the improvement of reliability, safety and efficiency advanced methods of supervi-
sion, fault-detection and fault diagnosis become increasingly important for many tech-
nical processes. This holds especially for safety related to power plants and chemical
plants. In active FTC (Fault Tolerant Control), FDI plays a vital role to provide informa-
tion on faults/failures in the system and to enable appropriate reconfiguration to take
place. Therefore the main function of FDI is to detect a fault or failure and to find its lo-
cation so that corrective action can be made to eliminate or minimize the effect on the
overall system performance. The classical approaches are limit or trend checking of some
measurable output variables based on hardware or physical redundancy methods which
use multiple sensors, actuators, components to measure and control a particular variable.
Typically, a voting technique is applied to the hardware redundant system to decide if a
fault has occurred and its location among all the redundant system components. The ma-
jor problems encountered with hardware redundancy are the extra equipment and main-
tenance cost, as well as the additional space required to accommodate the equipment.
Furthermore they do not give a deeper insight into the process behavior and usually do
not allow for an effective prior fault diagnosis. In view of the conflict between reliability
and the cost of adding more hardware, it is possible to use the dissimilar measured values
together to cross-compare each other, rather than replicating each hardware individually.
This is the meaning of analytical or functional redundancy. In the analytical redundancy
scheme, the resulting difference generated from the comparison of different variables is
called a residual or symptom signal. In brief the residual should be zero when the system
is in normal operation and should be different from zero when a fault has occurred. This
property of the residual is used to determine whether or not faults have occurred. Con-
sistency checking in analytical redundancy is normally achieved through a comparison
between measured signals and their estimated values. The estimation is generated by a
mathematical model of the considered plant. The comparison is done using the resid-
ual quantities which are computed as differences between the measured signals and the
corresponding signals generated by the mathematical model.
Classical approaches, consisting in limit or trend checking of some measurable output
variables, do not give a deeper insight into the process since they are only able to react
after a relatively large change of a feature occurs, i.e., after either a large sudden fault or a
long-lasting gradually increasing fault. In addition, an in-depth fault diagnosis is usually
not possible. Therefore advanced methods of supervision and fault diagnosis are needed
which satisfy the following requirements:
1. Early detection of small faults with abrupt or incipient time behavior;
2. Diagnosis of faults in the actuator, process components or sensors;
3. Detection of faults in closed loops;
4. Supervision of processes in transient states.
To this purpose, model-based methods of FDI were developed by using input and out-
put signals together with dynamic process models. Various methods are proposed in the
literature.
In the following section the main tasks of fault detection and fault diagnosis are intro-
duced, some basic problems and methods in supervision, fault detection and fault diag-
nosis are considered. Later model-based fault-detection methods are analyzed, which
allow a deep insight into the process behavior.
1.3 Fault diagnosis

The task of fault diagnosis consists of determining the type, size and location of the fault
as well as its time of detection based on the observed analytical and heuristic symptoms.
If no further knowledge on fault symptom causalities is available, classification methods
can be applied which allow for a mapping of symptom vectors into fault vectors. To this
end, methods like statistical and geometrical classification or neural nets and fuzzy clus-
tering can be used. Note that geometrical analysis, whilst simple to implement, has a
few drawbacks. The most serious is that, in the presence of noise, input variations and
change of operating point of the monitored process, false alarms are possible. If a-priori
knowledge of fault-symptom causalities is available, e.g. in the form of causal networks,
diagnostic reasoning strategies can be applied. Forward and backward chaining, with
Boolean algebra for binary facts and with approximate reasoning for probabilistic or pos-
sibilistic facts, are examples. Finally a fault decision indicates the type, size and location
of the most possible fault, as well as its time of detection.
In the following we focalized our attention on the techniques based on the dynamic
mathematical process model of the system under supervision, i.e. the model-based fault-
detection methods are considered, which allow a deep insight the process behavior.
1.3. FAULT DIAGNOSIS 7
1.3.1 Modelling of faulty systems

The first step in FDI model-based approach consists of providing a mathematical descrip-
tion of the system under investigation which shows all the possible faulty conditions,
as well. The detailed scheme for FDI techniques here presented is depicted by Figure
1.4. The main components are the Plant under investigation, the Actuators and Sensors,
which can be further sub-divided as input and output sensors, and finally the controller.
In the following, the system working conditions will be monitored by means of its input
u(t ) and output y(t ) measurements and signals from the controller u R which are sup-
posed completely available for FDI purposes.
It is worth noting that also the behavior of any controller that drives the system can
be taken into consideration for FDI purpose. Concerning the occurrence of malfunctions,
the location of faults and their modelling, the system under diagnosis can be separated
into the following different parts which can be affected by faults:
• Actuators
• Process or system components
• Input sensors
• Output sensors
• Controller
Typical examples of such faults are: structural defects, such as cracks, ruptures, frac-
tures, leaks, and loose parts; defects in the gears, and aging effects; faults in sensors, such
as scaling errors, hysteresis, drift, dead zones, shortcuts, and contact failures; abnormal
parameter variations; external obstacles, such as collisions and clogging of outflows.
This fault scenario can be summarized by the Figure (1.1).
Figure (1.1) also shows the situation where the controller can be affected by faults,
since the monitored process consists of a closed-loop system. However, because of tech-
nological reasons (e.g., the control action is performed by a digital computer), when the
actuator is considered as a part or a component of the whole controller device, the former
can be treated as subsystem where faults are likelier to occur whilst the latter remains
free from faults. Under these assumptions, as depicted in Figure (1.2) when system is
considered in view of fault location, since input and output measurements are supposed
completely available for FDI purposes, the controller behavior in the design of a fault diag-
nosis scheme can be neglected as well as the interconnection between the control system
and the process.
A fault is defined as an unpermitted deviation of at least one characteristic property
of a variable from an acceptable behavior. Therefore, the fault is a state that may lead to a
malfunction or failure of the system. The time dependency of faults can be distinguished,
as shown in Fig (1.3), abrupt fault (stepwise), incipient fault (driftlike), intermittent fault.
Now lumped-parameter processes are considered, which operate in open loop. The
static behavior (steady states) is frequently expressed by a non-linear characteristic. By
considering small signal deviations around an operating point (Y00 /U00 ) the input/output
behavior of a SISO process can frequently be described by ordinary linear differential
equations
Figure 1.1: The fault topology in the controlled system
Figure 1.2: The monitored system and fault topology
y(t ) + a 1 y (1) (t ) + · · · + a n y (n) (t ) = b 0 u(t ) + b 1 u (1) (t ) + · · · + b m u (m) (t ) (1.1)

where y i represent the i-th time derivative and y(t ) = Y (t )−Y00 ; u(t ) = U (t )−U00 . The
corresponding transfer function becomes, through Laplace transformation:
y(s) b 0 + b 1 s + · · · + b m s m
G P (s) = G yu (s) = = (1.2)
u(s) 1 + a1 s + · · · + an s n
In Fig. (1.4) has been denoted how different faults can affect the nominal system,
where input signal faults f u and output signal faults f y , are additive faults and ∆a i , ∆b i
represent change in model parameters.
Must be highlight that, regard to the process models, as we’ll see with more detail, the
faults can be further classified. Additive faults appear, e.g., as offsets of sensors, whereas
multiplicative faults are parameter changes within a process. According to Fig. (1.5) addi-
1.3. FAULT DIAGNOSIS 9
Figure 1.3: Time-dependency of faults : a)abrupt; b)incipient; c)intermittent
Figure 1.4: Linear input output model and faults
tive faults influence a variable Y by an addition of the fault f, and multiplicative faults by
the product of another variable U with f .
Figure 1.5: Basic model faults: additive(a); multiplicative (b)
Under the hypothesis of linearity, process dynamics can be described by the following
continuous time, time-invariant, linear dynamic system (LTI) in the state-space form
½
ẋ = Ax(t ) + Bu(t )
(1.3)
y = C x(t ) + Du(t )
where x ∈ Rn , u ∈ Rp , y ∈ Rm and with the corresponding transfer function matrix
y(s)
G yu (s) = = C (sI − A)−1 B + D (1.4)
u(s)
There exist a number of ways to model faults, among them the extension of model 1.4 to
y(s) = G yu (s)u(s) +G y f (s) f (s) (1.5)

is a widely used one, where f ∈ Rq is an unknown vector that represents all possible faults
and will be zero in the fault-free case. In this work f is assumed to be deterministic. Sup-
pose that a minimal state-space realization of 1.5 is given by
½
ẋ = Ax(t ) + Bu(t ) + E f (t )
(1.6)
y = C x(t ) + Du(t ) + F f (t )
with known matrices E , F . Then we have

( y(s)
G yu (s) = u(s) = C (sI − A)−1 B + D
y(s) (1.7)
G y f (s) = f (s) = C (sI − A)−1 E + F
It becomes evident that the fault distribution matrices E , F indicate where a fault occur
and its influence on the system components. A shown in figure Fig. (1.2) we divide the
fault in three categories:
• sensor faults f s : these faults directly act on the process measurement
• actuator faults f a : these faults cause changes in the actuator response
• process faults f p : they are used to indicated malfunctions within the process
It’s straightforward to note that sensor faults can be modeled by setting F = I , i.e, y =
C x(t )+Du(t )+ f S (t ), while actuators faults by setting E = B , F = D, i.e, ẋ = Ax(t )+Bu(t )+
B f A (t ); y = C x(t ) + Du(t ) + D f A (t ). For systems affected by actuator, sensor and process
faults, we define
 
fA
f =  f p  , E = [B E P 0], F = [D F P I ] (1.8)
fS
for some E P and F P and apply 1.6 to represent the system dynamics. Due to the way
how they affect the system dynamic, the faults modeled in 1.6 are called additive faults.
It’s very important to note that the occurrence of an additive fault will not affect the system
stability, independently from the fact that a feedback control loop is integrated into the
system under observation or not. Typical additive faults met in practice are, for instance,
sensors and actuators offsets, described by a constant, or drift in sensors. The former
can be described by a constant, while the latter by a ramp. In practice, malfunction in
the process or in the sensors and actuators often cause changes in the model parameters.
They are called multiplicative faults and generally modeled in term of parameter change.
They can be described by extending 1.6 to
½
ẋ = (A + ∆A)x(t ) + (B + ∆B )u(t )
(1.9)
y = (C + ∆C )x(t ) + (D + ∆D)u(t )
where ∆A, ∆B, ∆C , ∆D represent the multiplicative faults in the plant, actuators and
sensors, respectively. It is assumed that
Pl Pl
∆A = i A=1 A i θ A i ∆B = i B=1 B i θB i
Pl Pl (1.10)
∆C = iC=1 C i θC i ∆D = i D=1 D i θD i
1.4. (PROCESS) MODEL-BASED FAULT DETECTION METHODS 11
where A i , B i ,C i , D i are matrices of known and of appropriate dimensions, and θ A i , θB i ,

θC i , θD i are unknown time functions. Multiplicative faults are characterized by their pos-
sible direct influence on the system stability. This fact is evident for the faults described
by ∆A. It must be highlighted that also multiplicative faults could be modeled as additive
faults, in such case the new fault vector is a function of the state and input variable of the
system and thus will affect the system stability. In any case, the major focus of this work
will be on the diagnosis of additive faults.
Considering additive and multiplicative faults, and taking into account that environ-
mental disturbance, uncertainty or a mismatch between the nominal plant and the dam-
aged plant as well as measurement and process noises are often modeled as unknown in-
put vectors, we’ll denote them by d , η, ν and integrate them into input-output state space
models 1.9 and 1.6 as follows
½
ẋ = Āx(t ) + B̄ u(t ) + E f + E d d + η
(1.11)
y = C̄ x(t ) + D̄u(t ) + F f + F d d + ν
where Ā = A +∆A, B̄ = B +∆B, C̄ = C +∆C , D̄ = D +∆D, d ∈ RK D represent a determinis-
tic unknown input vector, and η ∈ Rn , ν ∈ Rm represents a steady stochastic process which
is assumed to be, if no additional remarks is made, a white, normal distributed noise vec-
tor with zero mean.
1.4 (Process) Model-Based Fault Detection Meth-

ods
Different approaches to FDI using mathematical models have been developed in the last
30 years, see, e.g., [41], [42],[43],[46] ,[63],[52],[58],[62],[61],[68],...
According to the nomenclature explained in previous paragraph, model-based FDI can be
defined as the detection, isolation and identification of faults The task consists of the diag-
nosis of faults in the processes, actuators and sensors by using the dependencies between
different measurable signals, i.e., using the priori information on the process. These de-
pendencies are expressed by mathematical process models.
Figure 1.6 shows the basic structure of model-based FDI. Based on measured input
signals U and output signals Y , the detection methods generate residuals r, parameter
estimates or state estimates x̂, which are called features. By comparison with the normal
features (nominal values), changes of features are detected, leading to analytical symp-
toms s. In FDI model-based techniques "symptoms" and "residual" terms are treated as
synonymous, and in the following we shall refer to residual term. In Fig. (1.6) two main
blocks can be recognized:
1. Residual generation:
First this block generates feature signals (parameters, state estimation or directly
residual if a parity equation method is used to detect the feature) using available
inputs and outputs from the monitored system. This feature of fault, in conjunction
of normal behavior, should indicate that a fault has occurred. The residual should
normally be zero or close to zero under no fault condition, whilst distinguishably
different from zero when a fault occurs.
Figure 1.6: General scheme for analytical fault-detection and diagnosis method
2. Residual evaluation:
This block examines symptoms for the likelihood of faults and a decision rule is then
applied to determine if any faults have occurred. The residual evaluation block may
perform a simple threshold test (geometrical methods) on the instantaneous values
or moving averages of the residuals. On the other hand, it may consist of statisti-
cal methods, e.g., generalized likelihood ratio testing or sequential probability ratio
testing
Most contributions in the field of quantitative model-based FDI focus on the resid-
ual generation problem, since the decision-making problem can be considered relatively
straightforward if residuals are well-designed.
The generation of residual (i.e. symptoms) is the main issue in model-based fault diag-
nosis. A variety of methods are available in the literature for residual generation and this
section presents briefly some of the most common methods. The following basic process
model-based fault detection schemes will be considered and summarized:
1. Observers-based approach (Output Observers, State Observers, estimators, filters);
2. Parity equations;
3. Identification and parameter estimation
An important aspect of these methods is the kind of fault to be detected. As noted in

the following, one can distinguish between additive faults, which influence the variables
of the process by a summation, and multiplicative faults, which are products of the pro-
cess variables. The basic methods show different results, depending on these types of
faults.
If only output signals y(t) can be measured, signal based methods can be applied, e.g.
vibrations can be detected, which are related to rotating machinery or electrical circuits.
Typical signal model-based methods of fault detection are:
1.5. RESIDUAL GENERATION 13
1. Bandpass Filters;
2. Spectral analysis (FFT);
3. Maximum-entropy estimation;
The characteristic quantities or features generated by fault detection methods show

stochastic behavior with mean values and variances. Deviations from the normal behav-
ior must then be detected by methods of change detection like:
1. Mean and variance estimation;
2. Likelihood-ratio test;
3. Run-sum test;
As previously observed each basic method offers different potentiality in term of capa-
bility of fault detection. This is due to different aspects that in following shall be consid-
ered.
1.5 Residual generation

The most frequently used FDI methods exploit the a priori knowledge of the characteris-
tics of certain signals. As an example, the spectrum, the dynamic range of the signal and
its variations may be checked. However, the necessity of a priori information concern-
ing the monitored signals and the dependence of the signal characteristics on unknown
working conditions of the system under diagnosis are the main drawbacks of such a class
of methods. The most significant contribution in modern model-based approaches is the
introduction of the symptom or residual signals, which depend on faults and are indepen-
dent of system operating states. They represent the inconsistency between the actual sys-
tem measurements and the corresponding signals of the mathematical model. The residual
generator block can be interpreted as illustrated in Figure (1.7) [45].
Figure 1.7: Residual generation general structure

In the above structure, the auxiliary redundant signal z(t ) is generated by the function
(possibly dynamical) W1 (u(·), y(·)) and, together with the measurement y(t ), the symp-
tom signal r (t ) is computed by means of W2 (z(·), y(·)).
When a fault occurs in the plant, the residual r (t ) will be different from zero. The sim-
plest residual generator is depicted in Fig (1.8) and it is obtained when the system W1 is a
model z(t ) = W1 (u(·)) of the plant or it is an input-output description for the actual pro-
cess obtained from system identification procedure (e.g., an Auto Regressive eXogenous
(ARX) model). In the former case, the measurement y(t ) is not required in W1 because
it is a system simulator. The signal z(t ) represents the simulated output and the residual
is computed as r (t ) = y(t ) − z(t ). Since it is an open-loop system, the process simulation
may become unstable.
Figure 1.8: Residual generation via output estimator
An extension to the model-based residual generation is to replace W1 (u(·)) by W1 (u(·),

y(·)), i.e. an output estimator fed by both system input and output. In such a case, func-
tion W1 generates an estimation of a linear function of the output W1 (u(·), y(·)) = M y(t ),
whilst function W2 can be defined as W2 (z(·), y(·)) = W (z(t )−M y(t )), W being a weighting
matrix. Concluding, no matter which type of method is used, the residual generation pro-
cess is nothing but a linear mapping whose inputs consist of process inputs and outputs.
According to the definition, ideally, the residual signal r(t) has to be designed to become
zero for fault-free case and different from zero in case of failures. This means that
r (t ) = 0 if and only if f (t ) = 0 (1.12)

However, modelling errors and disturbances are inevitable. In general, both faults
and uncertainty affect the residual, and discrimination between these two effects is diffi-
cult. Aspect inherent to the robustness of residuals has to be considerate. To overcome
false alarm the simplest and most widely used way to fault detection, after generating
the residual, is achieved by directly comparing residual signal r (t ) or a residual function
J (r (t )) with a fixed threshold ε or a threshold function ε(t ) as follows
½
J (r (t )) ≤ ε(t ) f or f (t ) = 0
(1.13)
J (r (t )) ≥ ε(t ) f or f (t ) 6= 0
where f (t ) is the general fault vector. If the residual exceeds the threshold, a fault may
be occurred. This test works well especially with fixed thresholds if the process operates
approximately in a steady state and it reacts after relatively large feature, i.e. after either a
large sudden or a long-lasting gradually increasing fault. Clearly the residual signal should
be near zero for the fault-free case, with consequent small thresholds to improve the sen-
sitivity of fault detection, and should increase significantly when a fault appears in the
system. On the other hand, adaptive thresholds ε(t ) can be exploited which depend on
plant operating conditions, for example when ε(t ) is expressed as a function of plant in-
puts.
The generation of symptoms is the main issue in model-based fault diagnosis. A variety
of methods are available in the literature for residual generation and this section presents
briefly some of the most common methods. Most of the residual generation techniques are
based on both continuous and discrete system models [46], [63].
1.5.1 Parameter Estimation Techniques

In most practical cases, the process parameters are not known at all, or they are not known
exactly enough. Then, they can be determined by means of parameter estimation meth-
ods, measuring input and output signals, u(t ) and y(t ), if the basic structure of the model
is known [63]. This approach is based on the assumption that the faults are reflected in the
physical system parameters and the basic idea is that the parameters of the actual process
are estimated on-line using well-known parameter estimations methods. The results are
thus compared with the parameters of the reference model, obtained initially under fault-
free assumptions. Any discrepancy can indicate that a fault may have occurred. Now we
compare two different approaches for modelling the input-output behavior of the moni-
tored system:
1. Equation Error Methods
2. Output Error Methods
Equation Error Methods
The process model written in following form
y(s) b 0 + b 1 s + · · · + b m s m
G P (s) = G yu (s) = = (1.14)
u(s) 1 + a1 s + · · · + an s n
can be rewritten in vector form as
y(t ) = ΨT (t )Θ (1.15)
where Θ = [a 1 . . . a n , b 1 . . . b m ]T is the parameter vector and ΨT (t ) is
ΨT (t ) = [−y (1) (t ) . . . − y (n) (t ) + u(t ) . . . + u (m) (t )] (1.16)

According to Figure (1.9), for parameter estimation, the equation error e(t ) is intro-
duced
e(t ) = y(t ) − ΨT (t )Θ (1.17)
or, assuming the transfer function of the process in the following form
y(s) B (s)
G P (s) = G yu (s) = = (1.18)
u(s) A(s)
the equation error, via La Place transform, becomes
e(t ) = L −1 (B̂ (s)u(s) − Â(s)y(s)) (1.19)
in which Â(s) and B̂ (s) correspond to the estimate of A(s) an B(s). The least-square
(LS) estimate
Θ̂ = [ΨT Ψ]−1 ΨT y (1.20)
is obtained if the minimization of the sum of least-squares is computed
½
J (Θ) = Σt e 2 (t ) = e T e
d J (s)) (1.21)
d Θ)
=0
Figure 1.9: Model structure for parameter estimation with equation error
The equivalent procedure in z-domain is straightforward to obtain and will be omit-

ted. The least-squares estimated can be also expressed in recursive form (RLS) [46] with
respect to the estimates at the instant k, with k = Tt0 = 1, 2, 3, . . .
Θ̂(k + 1) = Θ̂(k) + Υ(K )[Υ(K + 1) − ΨT (K + 1)Θ̂(k)] (1.22)

where ½
Υ(K ) = ΨT (K +1)P1(k)Ψ(K +1) P (k)Ψ(k + 1)
(1.23)
P (k + 1) = [I − Υ(K )ΨT (K + 1)]P (k)
To improve estimates, filtering methods can be also exploited. In particular, when mea-
surements are affected by noise, a Kalman filter can be used for the parameter estimation.
Output Error Methods
Instead of the equation error computed previously, the output error
e(t ) = y(t ) − ŷ(Θ, t ) (1.24)

where
B̂ (s)
ŷ(Θ, s) = u(s) (1.25)
Â(s)
can also be used as depicted in Fig.(1.10).
Figure 1.10: Model structure for parameter estimation with output error
Unfortunately, direct calculation of the parameter estimate Θ is not possible, because

e(t ) is non-linear in the parameters. Therefore, the problem of minimization of the sum
of least-squares has to be done by numerical optimization methods. The computational
effort is then much larger and on-line real-time application is in general impossible. How-
ever, relatively precise parameter estimates may be obtained. If a fault within the process
changes one or several parameters by ∆Θ, the output signal changes for small deviations
according to
∆y(t ) = ΨT (t )∆Θ(t ) + ∆ΨT (t )Θ(t ) + ∆ΨT (t )∆Θ(t ) (1.26)

and the parameter estimator indicates a change ∆Θ(t ). Generally, the process param-
eters Θ depend on physical process coefficients p (like stiffness, damping factor, resis-
tance,....)
Θ(t ) = f (p) (1.27)

via non-linear algebraic equations. If the inversion of the relationship exists, changes
p of the process coefficients can be calculated. These changes in the coefficients are in
many cases directly related to faults. Thus, although the knowledge of p facilitates the
fault diagnosis problem, it is not necessary for fault detection only. Parameter estimation
can also be applied to non-linear static process models.
1.5.2 Parity equations techniques

The basic idea of the parity relations approach is to provide a proper check of the parity
(consistency) of the measurements acquired from the monitored system. In the early de-
velopment of fault diagnosis, the parity vector (relation) approach was applied to static or
parallel redundancy schemes which may be obtained directly from measurements (hard-
ware redundancy) or from analytical relations (analytical redundancy). A survey of these
methods can be found in [67],[47]. In the case of hardware redundancy, two methods can
be exploited to obtain redundant relations. The first requires the use of several sensors
having identical or similar functions to measure the same variable. The second approach
consists of dissimilar sensors to measure different variables but with their outputs being
relative to each other. Even if these techniques have been successfully applied for fault
diagnosis, the attention of this section is focused on analytical forms of redundancy. A
straightforward model-based method of fault detection is to take a model B̂ (s) and run it
Â(s)
B (s)
in parallel to the process A(s)
, thereby an output error vector e(t ) is obtained
h³ B (s) B̂ (s) ´ i
e(t ) = L −1 − u(s) (1.28)
A(s) Â(s)
The methodology is depicted in Fig. 1.11
Figure 1.11: Scheme for Output error via parity equation method
It worth noting that the model parameter and structure of the monitored process have
to be known a priori. Let consider the situation depicted in Fig. 1.12
Figure 1.12: The referred system model
For the system in Fig. 1.12 under assumption of exact agreement between process and
model, the output error assume the following form
³ B (s) ´
−1
e(t ) = L f u (s) + f y (s) (1.29)
A(s)
According to Fig. 1.13, another possibility is to generate a polynomial error
ē(s) = Â(s)y(s) − B̂ (s)u(s) (1.30)

= B (s) f u (s) + A(s) f y (s) (1.31)
Figure 1.13: Scheme for equation error via parity equation method
In both cases, different time responses are obtained for an additive input or output
fault. Moreover, the error vector e(s) corresponds to the output error of parameter esti-
mation method computed by e(t ) = y(t ) − ŷ(θ, t ). On the other hand, e(t ) concerns the
equation error, of the corresponding parameter estimation method, in the form e(t ) =
y(t ) − ΨT (t )Θ. The equations relative to e(s) and ē(s) generate residuals, and can there-
fore used to implement and design the residual generation system in order to meet fault
detection and isolation specifications, and are called parity equations [48]. under the as-
sumptions of fault occurrence and of exact agreement between process and model:
B (s) B̂ (s)
G M (s) = G P (s) i .e. = (1.32)
A(s) Â(s)
Therefore in the following can be assume
e(t ) ≡ ē(t ) ≡ r (t ) (1.33)
However, it must be highlighted that, within the parity equations, the model parame-
ters are assumed to be known and constant, whereas the parameter estimations can vary
the parameters of Â(s) and B̂ (s) in order to minimize the residuals. Moreover, for the am-
plification of specific characteristics of the parity vector r (s) the residuals can be filtered
according to matrix G f (s) to compute the filtered residual vector r f (s) with accordance of
r f (s) = G f (s)r (s) (1.34)

r f (s) can therefore be used to implement and design the residual generation system,
in order to meet fault detection and isolation specification, as well. However, for SISO
processes only one residual can be generated and it is obviously not easy to distinguish
between different faults. On the other hand, more freedom in the design of parity equa-
tions can be obtained, for SISO processes, when intermediate signals can be measured, or
for MIMO systems. As an extension of the parity equation method, the parity relation con-
cept presented here can be generalized [49], [51], [50] and then extended to state-space
descriptions, as shown in [58] for discrete-time models. The redundancy relations for a
continuous-time model are now specified mathematically as follow. Given the system
½
ẋ = Ax(t ) + Bu(t )
(1.35)
y = C x(t )
by substituting the second of Equations in the first one and differential several times,
the following system is obtained
      
y(t ) C 0 0 0 ··· u(t )
 ẏ(t )   CA   CB 0 0 ···  u̇(t ) 
      
 ÿ(t ) = C A2  x(t ) +  C AB C B 0 ···  ü(t )  (1.36)
      
.. .. .. .. .. .. ..
. . . . . . .
that can be rewrite in compact form as
Y f (t ) = T x(t ) +QU f ( f ) (1.37)
In order to remove the non-measurable states x(t ), and to obtain a parity vector useful
for FDI, equation above is multiplied by W, such that
WT =0 (1.38)
This leads to residuals

r (t ) = W Y f (t ) − W QU f (t ) (1.39)
as shown in Fig. 1.14
Figure 1.14: Parity equation method for a MIMO state-space model; Differentiator filter
The filtered input and output vectors U f and Y f are obtained by digital state variable
filters for order n ≤ 3. The design of the matrix W gives some freedom to generate a struc-
tured set of residuals. One possibility is to select the elements of W such that one mea-
sured variable has no impact on a specific residual. Then, this residual remains small in
the case of an additive fault on this variable, and the other residuals increase [50], [52].
Finally, because of the previous results, it is clear that some correspondence exists be-
tween parity relation and observer-based methods. This aspect was firstly pointed out in
[54] and later was demonstrated by [66].
The problem was re-examined in detail by Chen and Patton [50] and the equivalence
under different conditions and in different meanings was discussed. It was shown that
the parity relation approach is equivalent to the use of a dead-beat observer. This im-
plies that the parity relation scheme provides less design flexibility when compared with
methods which are based on observers without any restriction. More recently, a compar-
ison between observer-based and parity space techniques was proposed [57] . Both the
methods were first explored for SISO systems and then they were extended to the compari-
son of MIMO systems. The comparison was performed using linear discrete-time models.
In particular, considering MIMO systems described by estimated input-output discrete-
time forms (e.g., ARX or Auto Regressive Moving Average eXogenous (ARMAX) models) of
parity equations leads to a representation in which parameters redundancy can not be
avoided. To overcome this drawback Delmaire et al. proposed in [57] to use observers
designed from identified canonical state-space forms [56]. Moreover, in the case of pa-
rameters redundancy, multiple identification of some parameters may occur, leading to
inconsistent estimations which might produce inconsistent FDI decisions [57]. This fact
states again the FDI capabilities of the observer-based methods with respect to parity re-
lation schemes.
1.6 State estimation and observer based techniques

The most common model-based approach makes use of observers [66].[59]to generate di-
agnostic signals - residuals. In the framework of FDI, faults are detected by setting a (fixed
or variable) threshold on each residual signal. A number of residuals can be designed,
each having special sensitivity to individual faults occurring in different locations in the
system. The subsequent analysis of each residual, once a threshold is exceeded, then
leads to fault isolation [66]. Therefore, the essential issue in model-based FDI is the gen-
eration of residuals. Model-based FDI is built upon a number of idealized assumptions,
one of which is that the mathematical model used is a faithful replica of the plant dynam-
ics. This is, of course, not possible in practice, as an accurate and complete mathematical
description of a process is never available. Sometimes the mathematical structure of the
dynamic system is not fully known. For other applications, the parameters of the system
may not be fully known, or may only be known over a limited range of the plant’s opera-
tion. There is therefore always a "model-reality mismatch" between the plant dynamics
and the model used for FDI. The basic idea behind the observer or filter-based techniques
is to reconstruct the state of the system by using either Luenberger observers (in a deter-
ministic setting) or Kalman filters (in a stochastic noisy environment) and, by means of
the reconstructed state, to compute an "expected" output which can be compared with
the measured output therefore building the so-called "output estimation error". Such out-
put estimation error (or its weighted value) can be therefore used as residual. It is worth
noting that when an observer is exploited for FDI purpose, the estimation of the outputs
is necessary, whilst the estimation of the state vector is usually not needed [52]. Moreover,
the advantage of using the observer is the flexibility in the selection of its gains which
leads to a rich variety of FDI schemes [60]-[61]
In order to obtain the structure of a (generalized) observer, the continuous-time, time-
invariant, linear dynamic model for the process under consideration in a state-space form
is considered
½
ẋ = Ax(t ) + Bu(t )
(1.40)
y = C x(t )
Assuming that all matrices A, B and C are perfectly known, an observer is used to re-
construct the system variables based on the measured inputs and outputs u(u) and y(t).
½
˙ ) = A x̂(t ) + Bu(t ) + He(t )
x̂(t
(1.41)
e(t ) = y(t ) −C x̂(t )
The observer scheme described by previous equation is depicted in Fig. 1.15
For the state estimation error e x (t ), it follows that
½
e x (t ) = x(t ) − x̂(t )
(1.42)
ė x (t ) = (A − HC )e x (t )
The state error e x (t ) vanishes asymptotically
lim e x (t ) = 0 (1.43)
t −→∞
if the observer is stable, which can be achieved by proper design of the observer feedback
matrix H. Let the process be influenced by disturbance and faults as depicted in Fig. 1.16
1.6. STATE ESTIMATION AND OBSERVER BASED TECHNIQUES 23
Figure 1.15: Process and state observer
Figure 1.16: Multivariable process with disturbance v(t ) , w(t ) and faults f u (t ), f y (t )
it is described by the following system

½
ẋ(t ) = Ax(t ) + Bu(t ) +Qν(t ) + L 1 f (t )
(1.44)
y(t ) = C x(t ) + Rw(t ) + L 2 f (t )
where v(t ) and w(t ) represent the non-measurable disturbance vector at the input
and at the output respectively, and the entries of vector f (t ) = [ f u (t )T f y (t )T ] ∈ Rk corre-
spond to specific faults acting on the system through fault distribution matrices L 1 and L 2 ,
and they can represent actuator, process, input and output sensor additive faults. For the
state estimation error, under assumption that disturbance are neglected, the following
equation hold
ė x (t ) = (A − HC )e x (t ) + L 1 f (t ) − H L 2 f (t ) (1.45)
and the output error becomes
e(t ) = C e x (t ) + L 2 f (t ) (1.46)
The vector f (t ) represent additive faults because they influence e(t ) and x(t ) by a sum-
mation. When sudden and permanent faults f(t) occur, the state estimation error will de-
viate from zero, e x (t ) as well as e(t ) show dynamic behavior which are different for L 1 f (t )
and L 2 f (t ). Both e x (t ) and e(t ) can be taken as residuals. In particular, the residual e(t)
is the basis for different fault detection methods based on output estimation. For the
generation of residual with special properties, the design of the observer feedback matrix
H is of interest [52]-[53]. Limiting conditions are the stability and the sensitivity against
disturbances v(t) and w(t). If the signals are affected by noise, the Kalman filter must be
used instead of classical observers. If faults appear as changes ∆A or ∆B or ∆C of the
parameters, the process behavior becomes
½
ẋ(t ) = (A + ∆A)x(t ) + (B + ∆B )u(t )
(1.47)
y(t ) = (C + ∆C )x(t )
while the state e x (t ) and the output estimation e(t ) errors

½
ė x (t ) = (A − HC )e x (t ) + (∆A − H ∆C )x(t ) + ∆Bu(t )
(1.48)
y(t ) = C e x (t ) + ∆C x(t )
The changes ∆A, ∆B and ∆C are then multiplicative faults [62]-[63]. In this case, the
changes in the residuals depend on the parameter changes, as well as input and state
variable changes. Hence, the influence of parameter changes on the residuals is not as
straightforward as in the case of the additive faults f(t).
1.6.1 Basic fault detection observer-based schemes

The following observer-based fault detection schemes and configurations are briefly sum-
marized and recalled [66],[62],[52],[63].
1. Dedicated observers for MIMO process
2. Fault detection filters for MIMO process
3. Output observers
Dedicated observers for MIMO process
• Observer excited by one output: one observer is driven by one sensor output. The
other outputs are reconstructed and compared with measured outputs y(t). This
allows the detection of single output sensor faults.
• Bank of observers, excited by all outputs: several observers are designed for a definite
fault signal and detected by hypothesis test.
• Bank of observers, excited by single outputs: several observers for single sensors out-
puts are used. The estimated outputs are compared with the measured outputs
y(t). This allows for the detection of multiple sensor fault (DOS, Dedicated Observer
Scheme).
• Bank of observers, excited by all outputs and all input except one: as before, but each
observer is excited by all inputs except one sensor input, which is supervised (GOS,
Generalized Observer Scheme).
Fault detection filters for MIMO process
The feedback matrix H of the state observer is chosen so that the residual vectors caused
by different fault sources have well distinct direction in the residual space. With such
"directional" residual vectors, the fault isolation problem consists of determining which
of the known fault signature directions the residual vector lies the closest to. The orig-
inal form of the "Failure detection filter" was proposed by Beard [64] and Jones [65] to
generate directional residual vectors. Many more straightforward methods have followed,
including methods to achieve "robust fault detection filter" [61]. The fault (or failure) de-
tection is a class of Luenberger observers with a specially designed feedback gain matrix.
It allows output estimation errors having directional characteristics associated with some
known fault directions, to be obtained. These fault detection methods mostly require sev-
eral measurable output signals and make use of internal analytical redundancy of multi-
variable systems. Recently it was proposed to improve their robustness with respect to
process parameter changes and unknown input signals v(t ) and w(t ) [50],[61]. This can
be reached, for example, through filtering the output error of the observer by r (t ) = W e(t )
together with a special design of the observer feedback matrix H (see Fig. 1.15).
Output observers
Another possibility is the use of output observers (or UIO, see next section) in the recon-
struction of the output signals, if the estimate of the state variable x̂(t ) is not of primary
interest. In this context, it is worthy to mention the paper by Chen, Patton and Zhang
[61] concerning the design of output observers for robust FDI using eigenstructure as-
signment method. Through a linear transformation
z(t ) = T x(t ) (1.49)

the state-space representation of the observer becomes
˙ ) = F ẑ(t ) + Ju(t ) +G y(t )

ẑ(t (1.50)
and the residual is determinate by
r (t ) = Wz ẑ(t ) + W y y(t ) (1.51)

The state estimation error
e(t ) = ẑ(t ) − T x(t ) (1.52)
and the residuals r (t ) are then designed, such that they are independent of the process
states x(t ), the known input u(t ) and the unknown inputs v(t ) and w(t ), as depicted in
Figure 1.17. In this way the residuals are dependent only on fault signals f (t ).
Figure 1.17: Process and output observer
1.6.2 Unknown Input Observer for Fault Detection

As the complexity of a dynamic system increases, the harder is the task of modeling the
system and its disturbances, and one can speak of an "uncertain" system, for which there
is an uncertainty of knowledge of the system’s structure, its parameters and the distur-
bance effect. There are therefore robustness problems in FDI with respect to modelling
errors and disturbances. The goal of robust FDI is to discriminate between the fault ef-
fects and the effects of uncertain signals and perturbations. The robustness problem in
FDI is thus defined as the maximization of the detectability of faults, together with the
minimization of the effect of modelling errors and disturbances on the FDI procedure.
The ultimate goal of robustness is to provide rapid and reliable detection and isolation
of system faults when the plant under control is disturbed, and when the mathematical
model upon which the diagnosis is based cannot faithfully reproduce the full dynamic
operation of the plant. There are many approaches for residual generation [66]-[68]. The
most common one uses observers. The basic idea behind the observer or filter-based
approach is to estimate the outputs of the system from the measurements (or a subset
of measurements) by using either Luenberger observer(s) in a deterministic setting or
Kalman filter(s) in a stochastic setting. Then, the (weighted) output estimation error (or
innovations in the stochastic case), is used as a residual. It is worth noting that for FDI
purposes, only the output estimation is required, the estimation of the state vector is not
strictly necessary. The most important task in model-based FDI is the generation of resid-
uals which are independent of disturbances. The method is based on disturbance de-
coupling principle. In this approach, uncertain factors in system modeling or identifica-
tion are considered to act by means of an "unknown input", the disturbance, on a linear
system model. The disturbance vector is unknown but its distribution matrix is usually
assumed known. Based on the disturbance distribution matrix obtained by modelling or
identification procedure, the unknown input can be de-coupled from the residual. The
principle of the Unknown Input Observer (UIO) is to make the state (or output) estima-
tion error decoupled from the unknown inputs. Since the residual is a weighted estima-
tion error, it may be de-coupled from each disturbance. The first step in the disturbance
de-coupled residual generation consists of designing an UIO. Very important contribu-

tions to this subject can be found in [52]. UIO or other disturbance de-coupling based
residual generation approaches require that the unknown input distribution matrix must
be known a priori. The actual unknown input itself does not need to be known. When
uncertainties are caused by modelling errors, linearization errors, parameter variations,
etc, such a disturbance de-coupling approach cannot be directly applied because the dis-
tribution matrix E is normally unknown. To solve this problem, which is of paramount
importance in real industrial system applications, various techniques to identify the dis-
turbance distribution matrix are available in literature. The problem of designing an ob-
server for unknown inputs has been studied for nearly two decades and many approaches
for the design of both full-order and reduced-order UIO have been proposed (geometric
and algebraic methods, singular value decomposition and matrix inversion techniques,
linear transformation algorithms)[52]. It is worth noting that for fault detection purpose
also the faults can be considered as an unknown input acting on the system. Differently
from other type of disturbance acting on systems, for which residuals must be insensitive,
residual signals have to be sensitive to faults themselves. In the following we will see a pro-
cedure for fault detection using UIO scheme. In this paragraph, a full-order UIO structure
is considered and a mathematical method for designing UIO is presented. The necessary
and sufficient conditions for this observer to exist are also recalled. These conditions are
easy to verify and the design procedure is easy to implement. Let consider a continuous
time, time-invariant, linear dynamic systems with an additive unknown disturbance term
in the following form:
½
ẋ = Ax(t ) + Bu(t ) + E d (t )
(1.53)
y = C x(t )
Where, x(t ) ∈ Rn is the state vector, y(t ) ∈ Rm is the output vector, u(t ) ∈ Rr is the known
input vector and d (t ) ∈ Rq the unknown input vector. A, B, E ,C are known matrices with
appropriate dimensions. It must be highlight that the unknown term E d (t ) can be used
to describe an additive disturbance, different kinds of modelling uncertainties (noise, un-
modelled non-linear terms, time-varying dynamics, etc.) as well as fault terms. The un-
known input term may also appear in the output equation, i.e.,
y(t ) = C x(t ) + E y d (t ) (1.54)

but this case is not considered because the term E d (t ) can be nullified by using a trans-
formation of the output signal y(t ) [52]. Sometimes for systems described by Equation
1.53, there is a term relating the control input u(t ) in the output equation, i.e.,
y(t ) = C x(t ) + Du(t ) (1.55)
however, the term Du(t ) is omitted in the following since this does not affect the gen-
erality of the discussion on the observer design.
Definition 1. An observer is defined as an Unknown Input Observer for the system
described by 1.53, if its state estimation error vector e x (t ) approaches zero asymptotically,
regardless of the presence of the unknown input term. In other words an UIO is a robust
observer in which the state estimation errors become insensitive to disturbance.
The full-order UIO, for the system 1.53, has the following mathematical form [61]
½
ż(t ) = F z(t ) + T Bu(t ) + K y(t )
(1.56)
x̂(t ) = z(t ) + H y(t )
Where z(t ) ∈ ℜn is the state of the UIO, x̂(t ) the estimated state vector x(t ) whilst
F, T, H and K are matrices to be designed to achieve the unknown input de-coupling. The
observer structure is depicted in Figure 1.18.
Figure 1.18: The UIO Structure
The state estimation error (e x (t ) = x(t ) − x̂(t )) obtained by the UIO 1.56 applied to the
system 1.53 is described by the equation:
ė x (t ) = [A − HC A − K 1C ]e x (t ) − [F − (A − HC A − K 1C )]z(t )
−[K 2 + (A − HC A − K 1C )H ]y(t ) (1.57)
−[T − (I − HC )]Bu(t ) − (HC − I )E d (t )
where K = K 1 + K 2 .
If the following relations hold:

 (HC − I )E = 0


I − HC = T
(1.58)
 A − HC A − K 1C = F


F H = −K 2
then the state estimation error becomes equal to:
ė x (t ) = F e x (t ) (1.59)
This means that, if all the eigenvalues of F are stable, e x (t ) will approach zero asymp-
totically, i.e., x̂(t ) → x(t ). Hence, according to the Definition 1, the observer described
by Equations 1.56 is an UIO for the system 1.53. The design of this UIO consists of solv-
ing matrix equalities stated in eq. 1.58 and making all eigenvalues of the system matrix F
with negative real part. A special solution for the matrix H under conditions 1.58 is given
in [52]:
H ∗ = E (C E )+ (1.60)
where (·)+ represent the pseudo-inverse matrix notation.
The following Theorem states the existence conditions for the UIO.
Theorem.1. Necessary and sufficient conditions for the existence of an UIO 1.56 for the
system defined by Equation 1.53 are [52]:
1. r ank(C E ) = r ank(E )
2. (A 1 ,C ) is a detectable pair, where A 1 = A − E (C E )+C A
It is worth noting that the number of independent row of the matrix C must not be
less than the number of the independent columns of the matrix E to satisfy condition
1 in Theorem 1. It means that the maximum number of disturbances which can be de-
coupled cannot be larger than the number of the independent measurements. Moreover,
without unknown inputs in the system, by setting T = I , H = 0 and E = 0, the observer
1.56 will be a simple Luenberger observer. In this situation, condition 2 in Theorem 1
clearly holds true and such condition is the detectability of pair (A,C ).
UIO design procedure
It can be seen how K 1 is a free matrix of parameters in the design of an UIO. After K 1 is
computed, in order to stabilize the dynamic system matrix F, other parameter matrices
in the UIO can be computed by the relation K = K 1 + K 2 and conditions 1.58. Some de-
sign freedom left in the choice of K 1 may be exploited to make the diagnostic residual has
directional characteristics. In this work, as we’ll see later, because the input-output link
of the Multiple-Input Multiple-Output (MIMO) system under investigation is obtained
by means of the identification of a collection of Multiple-Input Single-Output (MISO)
models, this further degree of freedom will not be used in the residual design. Under
these assumptions, if the pair (A 1 ,C ) is observable, in order to stabilize the system ma-
trix F = A 1 − K 1C , the pole placement routine available in the Control System Toolbox for
MATLAB can be used. If (A 1 ,C ) is not observable, an observable canonical decomposition
should be applied to the pair. If (A 1 ,C )is detectable, the matrix F can be stabilized.
1.6.3 FDI schemes based on UIO and output observers

Considering the system in 1.53 and explaining the dependency from fault signals
½
ẋ = Ax(t ) + Bu(t ) + B f u (t )
(1.61)
y = C x(t ) + f y (t )
The vectors faults f u (t ) = [ f u1 (t ), . . . . . . , f ur (t )]T and f y (t ) = [ f y 1 (t ) . . . . . . f y m (t )]T repre-

sent actuator and sensor faults respectively, and either assuming values different from
zero only in the presence of faults. Usually these signals are described by step and ramp
functions representing abrupt (bias) and incipient faults (drift).
½
u(t ) = u ∗ (t ) + n u
(1.62)
y(t ) = y ∗ (t ) + n y
It is worth noting that actual input and output measurement can be corrupted with
signal noise, usually assumed as white, zero mean, uncorrelated Gaussian signal. To
uniquely isolate a fault concerning one of the output sensors, f y (t ), under the hypothe-
sis that inputs are fault-free ( f u (t ) = 0) a bank of classical dynamic Luenberger observers,
in a deterministic setting or Kalman Filter (KF) in a stochastic setting, is used, according
to Figure 1.19.
Figure 1.19: Bank of estimators for output residual generation (DOS)
This observer configuration represents the Dedicated Observer Scheme (DOS) [69].
The number of these observers (estimators) is equal to the number m of system outputs,
and each device is driven by a single output and all the inputs of the system. In this case
a fault on the i − t h output affects only the residual function of the output observer or
filter driven by the i − t h output. To uniquely isolate a fault concerning one of the system
inputs, f ui (t ), under the assumption that outputs are fault-free, (f y (t ) = 0) a bank of UIO
or UIKF is used (Fig. 1.20). Such a solution is known as the Generalized Observer Scheme
(GOS) [66]. The number of these observers is equal to the number r of control inputs. The
i-th observer is driven by all but the i-th input and all outputs of the system and generates
a residual function which is sensitive to all but the i-th input fault f ui (t ), i-th unknown
input. In this way the detection of single input measurement faults is possible, since a
fault on the i-th input affects all the residual functions except that of the device which is
insensitive to the i-th unknown input. In order to summarize the isolation capabilities
of the schemes presented, the table below shows the "fault signatures" for the case of a
single fault in each input-output signal.
The residuals which are affected by the input and output faults are described by an en-
try ’1’ in the corresponding table entry, while an entry ’0’ means that the input or output
Figure 1.20: The GOS scheme for FDI of system inputs
Table 1.1: Fault Signature
u1 u2 ··· ur y1 y2 ··· ym
rU I O 1 0 1 ··· 1 1 1 ··· 1
rU I O 2 1 0 ··· 1 1 1 ··· 1
.. .. .. .. .. .. .. .. ..
. . . . . . . . .
rU I O 3 1 1 ··· 0 1 1 ··· 1
rO1 1 1 ··· 1 1 0 ··· 0
rO2 1 1 ··· 1 0 1 ··· 0
.. .. .. .. .. .. .. .. ..
. . . . . . . . .
rOm 1 1 ··· 1 0 0 ··· 1
fault does not a affect the corresponding residual. Note how multiple faults in the system
outputs can be isolated since a fault on the i-th output signal affects only the residual func-
tion r O i of the output observer driven by the i-th output, but all the UIO or UIKF residual
functions rU I O i . On the other hand, multiple faults on the inputs channel cannot be iso-
lated by means of this simplified technique since all the residual functions are sensitive to
faults regarding different inputs. However, to overcoming this limitations, dedicated UIO
for multiple fault input channel can be designed.
DOS
With reference to Figure 1.19, in order to diagnose a fault on the i − t h system output
when the measurement noises are negligible (n u = 0, n y = 0) and f u (t ) = 0, the model of
the i − t h observer (i = 1, . . . , m) has the form
x i (t ) = A i x i (t ) + B i u(t ) + K i (y i (t ) −C i x i (t )) (1.63)
where x i (t ) is the observer state vector and the triple (A i , B i ,C i ) is a minimal state
space representation (completely observable) of the link among the inputs of the process
and its i − t h output y i (t ). Such a triple can be obtained by means of a MISO identified
model. The entries of K i must be designed in order to assign stable, and suitably chosen,
eigenvalues to the matrix (A i − K i C i ). In this situation and in the absence of faults, i.e.,
f y (t ) = 0, it can be verified that for the i − t h output residual r i (t ) the following relation
holds
lim r i (t ) = lim (y i (t ) −C i x i (t )) = 0 (1.64)

t −→∞ t −→∞
and the rate of convergence depends on the position of the eigenvalues of the (A i − K i C i )
matrix in the complex left half plane. In the presence of a fault (step or ramp signal) on
the i − t h process output only the i − t h output residual reaches a value different from
zero and this situation leads to a complete failure diagnosis.
GOS
With reference to the device for the FDI of the input channels, depicted in Figure 1.20, the
structure of the i −t h UIO (i = 1, . . . , r ) for residual generation [52], under the assumptions
(n u = 0, n y = 0) and f y (t ) = 0, is the following
½ i
ż (t ) = (T i A − K i C )z i (t ) + J i u(t ) + S i y(t )
(1.65)
r i (t ) = L 1 i x i (t ) + L 2 i y(t )
where z i (t ) ∈ Rn denotes the observer state vector, r i (t ) ∈ Rm is the residual vector and
F i , J i , S i , L i1 and L i2 are matrices to be designed with appropriate dimensions. Let T i be a
linear transformation of the state x(t ) of the system and define the state estimation error
as
e x i (t ) = z i (t ) − T i x(t ) (1.66)
On the imposition (n u = 0, n y = 0) and f y (t ) = 0 it can be shown that the dynamics of
the state estimation error become
e x i (t ) = F i e x i (t ) + (F i T i − T i A + S i C )x(t ) + (J i − T i B )u(t ) − T i B f u (t ) (1.67)
whilst the residual vector is given by
r i (t ) = L 1 i e x i (t ) + (L 1 i T i + L 2 i C )x(t ) (1.68)
It can be seen that if the following holds
 i i i i
 F T −T A +S C = 0
Ji = 0 (1.69)

L1i T i + L2i C = 0
Equation 1.67 and 1.68 becomes
½
e x i (t ) = F i e x i (t ) + T i B f u (t )
(1.70)
r i (t ) = L 1 i e x i (t )
If the linear transformation T i is chosen as [70]
T i = I n − B i (C B i )+C (1.71)
where B i is the i − t h column on B matrix and K i is selected such that F i = T i A − K i C is
asymptotically stable, then, the solutions of Equation 1.69 are obtained as
 i i i
 F = T A +K C
S i = K i + F i B i (C B i )+ J i = T i B (1.72)

L 1 i = −C L 2 i = [I m − (C B i )(C B i )+ ]
The selection of the B i matrix in Equations 1.71 and 1.72 sets to zero the i − t h col-
umn of the J i matrix. That is, the estimation error and then the residual of the i − t h UIO
become independent of the i − t h system input. Under the hypothesis of observability
of the system 1.61 and in the absence of input faults ( f u (t ) = 0), it can be seen that the
i − t h residual vector reaches zero as t approaches infinity and the rate of convergence
depends on the position of the eigenvalues of F i matrix. In the presence of a fault on the
i − t h input, the i − t h residual reaches zero asymptotically while the residuals of the r − 1
remaining observers are sensitive to the fault signal. This situation leads to the possibility
of unique detection and isolation of all process input faults. The design of this UIO re-
quires the knowledge of a minimal form model (A, B,C ) for the system 1.61. Such a triple
can be computed by using a realization procedure from a MIMO identified model.
Residual Robustness
The model-based FDI uses a mathematical model for the system. As discussed in earlier
sections, the main and most challenging task of model-based FDI is the generation of
residuals in which outputs and inputs of the system are processed to generate a fault in-
dicator signal (residual). Ideally, this signal should be near to zero for the fault-free case,
and should increase significantly when a fault appears in the system. The better the model
represents the system, the better will be the reliability and performance in FDI. However,
modelling errors and disturbances are inevitable, and hence there is a need to develop ro-
bust FDI algorithms. A robust FDI system is sensitive only to faults, even in the presence
of a model reality mismatch. To achieve robustness in FDI, the residual should be insen-
sitive to uncertainty, whilst sensitive to faults, and therefore robust ([60], [66], [61]). The
residual that has this property can then be used to detect and isolate faults reliably. In gen-
eral, both faults and uncertainty affect the residual, and discrimination between these two
effects is difficult. The effects of disturbances act as a source of false alarms which must
be minimized. The ideal case is to make the residual itself become de-coupled from dis-
turbances (robust residual generation). This is the principle of a robust residual generator
which can be achieved by minimizing the effect of disturbances on residuals. In particu-
lar, we have to consider that the basis of fault diagnosis technique, under consideration,
is the use of mathematical models. Hence, the model should have a certain accuracy. In
order to make a diagnosis algorithm robust against modelling uncertainty, we should also
have some knowledge about modelling uncertainty. Otherwise, if an FDI algorithm can
be made robust without a priori knowledge of the modelling, a model would clearly not
be required in the first place. The information of modelling uncertainty is normally rep-
resented by assumptions on uncertainty. These assumptions should be easy to handle
by the robust design in a systematic manner, otherwise it does not provide assistance for
robust design. The disturbance representation of uncertainty can be handled by the un-
known input observer or the eigenstructure assignment. However, this assumption is not
realistic, i.e., the distribution matrix cannot always be obtained directly in practice. In real
situation, we can obtain some descriptions about uncertainty, for example, parameters of
the system are within a certain bound. However, these descriptions are not easy to handle
in designing robust FDI algorithms.
Chapter 2
Structural fault detectability,

isolability and identifiability
The concept of structural fault detectability, isolability and identifiability are introduced
to describe the structural property of a system from the FDI point of view. Generally
speaking one have to distinguish those properties from the performance of a generic FDI
scheme, therefore such structural properties will be introduced without any reference to
the specified FDI scheme.
Study on structural fault detectability, isolability and identifiability plays a central role in
the structural analysis for the construction of a technical process and for the design of an
FDI scheme. In following, according to the notation in [42], we shall introduce the con-
cepts of structural fault detectability, isolability and identifiability, study their checking
criteria and illustrate the major results. In our analysis we’ll only consider additive faults
and, according to 1.6, we’ll refer to the following faulty MIMO system
½
ẋ(t ) = Ax(t ) + Bu(t ) + E f (t )
(2.1)
y(t ) = C x + Du(t ) + F f (t )
where f is the fault vector f = [ f 1 , . . . , f q ]T .
2.1 Structural fault detectability

In the literature, one can find a number of definition of fault detectability, introduced
under different aspect. In order to give a definition valid to introduce also the concepts
of isolability and identifiability, we first specify our intension of introducing the concept
of structural fault detectability. First structural fault detectability should be understood
as a structural property of the system under consideration, which describes how a fault
affects the system behavior. It should be expressed independent of the system input vari-
ables, disturbances as well as model uncertainties. Secondly structural fault detectability
should indicate if a fault would cause changes in the system output. Finally, the structural
fault detectability should be independent of the type and the size of the fault under con-
sideration. Bearing these in mind, we adopt an intuitive definition of fault detectability
35
36 CHAPTER 2. STRUCTURAL FAULT DETECTABILITY, ISOLABILITY AND IDENTIFIABILITY
which says: A fault is detectable if its occurrence, independent of its size and type, would
cause a change in the nominal behavior of the system outputs.
Definition 1 Given system 2.1, a fault f i is structurally detectable if for some u result
∂y ¯¯
¯ d f i 6= 0 i = 1, ..., q (2.2)
∂ f i f i =0
Therefore a fault become detectable if its occurrence, independently of its size and
type, lead to change in the system outputs at least at some time instant and for some
system input.
Theorem 1 Given system 2.1, a fault f i is structurally detectable iff
C (sI − A)−1 E i + F i 6= 0 (2.3)

where E i , F i denoting the i-th column of matrices E , F respectively. It must be highlight
that an additive fault is structurally detectable as far as the transfer function from the fault
to the system output is non zero. In the following the transfer matrix
G f i = C (sI − A)−1 E i + F i (2.4)

will be called fault transfer matrix.
In this work, the rank of a transfer matrix is understood as the so-called normal rank,
i.e. maximum rank, if no additional specification is given. It must be highlighted that the
detection of additive faults can be realized independently of the system inputs [42].
2.2 Structural fault isolability

We say that a group of faults are isolable if any simultaneous occurrence of these faults
would lead to a change in the system output. For the sake of simplicity, if we consider only
two different detectable faults f i , f j , i 6= j , we say that the faults are isolable if the changes
in the system output caused by these two simultaneous faults are distinguishable.
Definition 2 Given system 2.1. The faults in a fault vector f are isolable, when
∂y ¯¯
¯ d f 6= 0 (2.5)
∂ f f =0
In general case, we say that a group of faults are isolable if any simultaneous occur-
rence of these faults would lead to a change in the system output. It must be highlighted
the similarity between the isolability of additive faults and the so-called input observabil-
ity which is widely used for the purpose of input reconstruction. Consider the system
½
ẋ(t ) = Ax(t ) + E f (t )
(2.6)
y(t ) = C x(t ) + F f (t )
in which, without loss of generality, we consider the fault vector f as the system input.
The input f(t) of system 2.6 is said observable if y(t ) = 0 for t > 0 implies f (t ) = 0 for t > 0
provided that x(0) = 0 [44].
2.2. STRUCTURAL FAULT ISOLABILITY 37
Except the assumption of initial condition x(0) = 0, the physical meanings of the isolabil-
ity of additive faults and input observability are equivalent.
With the aid of the concept of fault transfer matrices 2.4, we now derive existence
conditions for the structural fault isolability.
Theorem 2 Given system 2.1, than f (t ) with fault transfer matrix
G f (s) = [G f 1 (s)...G f q (s)] (2.7)

is structurally isolable iff
q
X
r ank(G f (s)) = r ank(G f i (s)) (2.8)
i =1
Due to the its straightforwardness, the proof given in [42] will be omitted.
Corollary 1 Given the system 2.1 and assume that f i , i = 1, ..., l ≤ q, are additive faults.
Then, these l faults with fault matrix G f (s), are isolable iff
r ank(G f (s)) = l (2.9)

This result reveals that, to isolate l different faults, we need at least an l -dimensional
subspace in the measurement space spanned by the fault transfer matrix. Considering
that r ank(G f (s)) ≤ mi n{m, l }, where m is the number of sensors, we have the following
claim which is very useful for the practical application.
Claim. The additive faults are isolable only if the number of the faults is not larger
than the number of the sensors.
The condition 2.9 can be equivalently expressed in terms of the matrices of the state
space description. Indeed, denoting the minimal state space realization of G f (s) by
G f (s) = C (sI − A)−1 E + F (2.10)

the following corollary hold
Corollary 2 Given the system 2.1 and assume that f i (i = 1, ..., l ≤ q ≤ m) are additive
faults. Then these l faults are isolable iff
· ¸
A − sI E
r ank = n +l (2.11)
C F
Noting that the relationship between fault isolability (for additive faults) and input ob-
servability, as previously discussed consequently to Definition 2, can be further proved by
the rank condition in 2.11, since this is the condition for which the input f (t ) of system
2.6 is observable with knowledge of initial condition x(0) [44] .
To the aim of find out alternative conditions for checking condition 2.9 or 2.11, difficult
to use in practical context, now we’ll derive some sufficient conditions, on the assumption
that m ≥ l , for the fault isolability. Let us consider a generic additive fault vector ξ =
[ξ1 , ξ2 , . . . , ξl ]T , acting on the system 2.6, to which correspond the fault transfer matrix
G f (s) = C (sI − A)−1 E ξ + F ξ . In the following, for the sake of simplicity, we’ll refer to matrix
E ξ and F ξ without subscripts. Initially, to simplify our study, we first consider F = 0. It

follows from Cayley-Hamilton Theorem that
1 X
n 1 X
n
G f (s) = C (sI − A)−1 E = C ( S i s n−1 )E = C ( αi (s)A i −1 )E (2.12)
Φ(s) i =1 Φ(s) i =1
Φ(s) = d et (sI − A) = s n + a 1 s n−1 + a 2 s n−2 + · · · + a n−1 s + a n

S i = S i −1 A + a i −1 I , i = 2, · · · , n; S 1 = I (2.13)
α1 (s) = s n−1 + a 1 s n−2 + · · · + a n−1 ; · · · ; αn−1 (s) = s + α1 (s), αn (s) = 1
which can be rewritten into
 
CE
1  C AE 
 
C (sI − A)−1 E = [α1 I α2 I · · · αn I ]  ..  (2.14)
Φ(s)  . 
C A n−1 E
Thus
 
CE
 C AE 
 
r ank  .. =l (2.15)
 . 
C A n−1 E
builds a necessary condition for the fault isolability. Now if for some j ∈ {1, · · · , n}
r ank(C A j −1 E ) = l (2.16)
where l is the dimension of fault vector, then 2.14 can be rewritten into
1 Xn
C (sI − A)−1 E = [α j I + αi (s)Q i ]C A j −1 E (2.17)
Φ(s) i =1,i 6= j
where Q i ∈ ℜm×m (i = 1, · · · , n, i 6= j ) are some matrices. Considering that
X
n
r ank(α j I + αi (s)Q i ) = m ≥ l , r ank(C A j −1 E ) = l (2.18)
i =1,i 6= j
we finally have r ank(C (sI − A)−1 E ) = l .

This proves the following theorem.
Theorem 3 Given C (sI − A)−1 E as defined in 2.12 with m ≥ l and satisfying 2.15. Assume
that for some j ∈ {1, · · · , n}, r ank(C A j −1 E ) = l . Then
r ank(C (sI − A)−1 E ) = l (2.19)
In the framework of linear system theory, C A i E , with i = 0, 1, ..., are called Markov ma-
trices. The theorem above provide us a sufficient condition for checking the isolability of
additive faults by means of Markov matrices.
2.3. STRUCTURAL FAULT IDENTIFIABILITY 39
In a similar manner, like the proof of the previous theorem, we are able to prove the
following theorem that gives an alternative sufficient condition for the fault isolability.
Theorem 4 Given C (sI − A)−1 E . Let Γi = C S i E , i = 1, · · · , n and assume that for some
j ∈ {1, · · · , n}
r ank(Γ j ) = l (2.20)
then the r ank(C (sI − A)−1 E ) = l .
The procedure to extend the founded condition to the more general case of system 2.1,
for which F 6= 0, has been given in [42]. In particular it result that condition 2.15 can be
equivalently written as
 
F
 CE 
 
 C AE 
 =l (2.21)
 .. 
 . 
C A n−1 E
while conditions 2.16 and 2.20 respectively as
½ ¾
j −1 r ank(F ) = l , i f j = 1
r ank(C A E) ≡ (2.22)
r ank(C A j −2 E ) = l , i f j ∈ {2, · · · , n + 1}
and
r ank(Γ j ) = l , j ∈  {0, · · · , n}, Γ0 = F,

0
 .. 
 . 
 
 0 
 
  (2.23)
Γ j = [a n I a n−1 I · · · a 1 I I ]  F  , j ∈ {1, · · · , n}
 
 CE 
 
 .. 
 . 
j −1
CA E
2.3 Structural fault identifiability

Roughly speaking, the concept of structural fault identifiability is understood as a char-
acterization of system structure that is essential to reconstruct faults from the system
outputs. From the mathematical point of view, fault identifiability characterize the map-
ping from the system output to the faults under consideration. If this mapping is unique,
then the faults are identifiable. Usually, we intend to express this mapping in terms of
the model from the faults to the system output, then the structural fault identifiability is
equivalent to the model invertibility. Motivated by this fact, the concept of structural fault
identifiability will be introduce in terms of fault transfer matrices.
Definition 3 Given system 2.1 and let

G f (s) = [G f 1 (s)...G f l (s)] (2.24)

be the fault transfer matrix of fault vector f (t ) = [ f 1 (t ) · · · f l (t )]T . The vector f (t ) is called
structurally identifiable if G f (s) is invertible and its inverse is stable and causal [42].
Note that the requirements on the stability and causality of the inverse of G f (s) is an
expression for the realizability of inverting G f (s). It’s evident that without these two re-
quirements, the structural fault identifiability would be equivalent to the structural fault
isolability. In another word, the structural fault isolability is a necessary condition for the
fault to be identifiable.
In the work of Hou and Patton [44] has been considered the problem of input recon-
struction from the viewpoint of input observability. In particular has been shown that
the input observability is a necessary and sufficient condition for the existence of an es-
timator for reconstructing inputs. To understand better the structural conditions behind
these concepts it’s important to introduce the concept of invariant zero, since it has also
important implications for the arguments addressed in the following chapter.
Consider the system (2.1) and assume that the initial state is given by x(0). Taking
Laplace transformation of the system representation yields
· ¸· ¸ · ¸
A − sI E X (s) X (0− )
= (2.25)
C F f (s) Y (s)
The polynomial system matrix
· ¸
A − sI E
P (s) = (2.26)
C F
is sometimes referred to as Roosenbrock’s matrix. A necessary and sufficient condition

for an "input"
f (t ) = f (0)e zt (2.27)
to yield rectilinear motion in the state space of the form
x(t ) = x(0)e zt (2.28)
such that the output of the system is identically zero for all time is that z, x(0) and f (0)
satisfy · ¸
x(0)
P (z) =0 (2.29)
f (0)
This result a set of complex frequencies z which are associated with specific directions
x(0) and f (0) in the state and input spaces for which the output of the system is zero.
These elements are called invariant zeros.
Practically, in the case of square system, i.e. system with equal number of inputs
and outputs, in order for equation (2.29) to have a nonzero solution for x(0) and u(0),
det (P (z)) must be zero. In such cases invariant zeros are presents and the condition (2.11)
is not true.
2.3. STRUCTURAL FAULT IDENTIFIABILITY 41
A similar discussion may also be extended in terms of input observability [44]. In fact,
setting y(t ) = 0 in (2.25), we obtain
· ¸· ¸ · ¸
A − sI E X (s) X (0− )
= (2.30)
C F f (s) 0
whatever x(0) and therefore x(t ) are, system (2.30) has a unique solution for f as f =
0 iff matrix P (s) has no invariant zeros. However if the the Roosenbrock’s matrix P (s),
related to the system (2.6), has invariant zeros ∈ C− it results that the "input" ( for our
case the fault) is detectable, where the input f (t ) is said to be detectable if y(0) = 0 for
t ≥ 0 implies f (t ) −→ 0 as t −→ 0. In these cases, as shown in the next chapter, the fault
reconstruction problem can still be solved.
Chapter 3
Sliding Mode Observers
The concept of sliding mode control has been extended to the problem of state estima-
tion by an observer, for linear systems, uncertain linear systems and nonlinear systems.
Using the same design principle as for variable structure control, the observer trajectories
are constrained to evolve after a finite time on a suitable sliding manifold by the use of an
injection signal designed according a SM control algorithm. Subsequently the sliding mo-
tion provides an estimate, asymptotically or in finite time, of the system states. It worth
noting that the sliding manifold is usually given by the difference between the observer
and the system outputs, therefore in such cases we refer to the control signal as output
injection signal.
This chapter present an overview of both linear and nonlinear sliding mode observer
paradigms. Many of the concepts in this chapter are closely based on the book by Ed-
wards and Spurgeon [16]
3.1 SMO for Linear Systems

We consider initially the linear system described by
½
ẋ = Ax(t ) + Bu(t )
(3.1)
y = C x(t )
where A ∈ Rnxn , B ∈ Rnxm ,C ∈ Rpxn and p ≥ m. Assume that the matrices B and C are of
full rank and the pair (A,C ) is observable. Since a sliding motion on the error output space
is going to be enforced, it is convenient to introduce a coordinate transformation so that
the outputs appear as the last p components of the states. One possibility is to consider
the non-singular transformation x → Tc x as
· ¸
Nc T
Tc = (3.2)
C
where Nc ∈ Rnx(n−p) and the columns span the null space of C. This transformation is
non-singular, and with respect to this new coordinate system, the distribution matrices
of the similar system are
43
44 CHAPTER 3. SLIDING MODE OBSERVERS
· ¸ ·¸
−1 A 11 A 12 B1
Ã = Tc ATc = ; B̃ = Tc B = ; C̃ = C Tc −1 = [0 I p ] (3.3)
A 21 A 22 B2
then the nominal system (3.1) can be rewritten as
½
ẋ 1 (t ) = A 11 x 1 (t ) + A 12 y(t ) + B 1 u(t )
(3.4)
ẏ(t ) = A 21 x 1 (t ) + A 22 y(t ) + B 2 u(t )
where · ¸
x1 ln−p
Tc x = (3.5)
y lp
The observer proposed by Utkin [1]-[2] has the form
½
x̂˙1 (t ) = A 11 x̂ 1 (t ) + A 12 ŷ(t ) + B 1 u(t ) + Lν
˙ ) = A 21 x̂ 1 (t ) + A 22 ŷ(t ) + B 2 u(t ) − ν (3.6)
ŷ(t
where (x̂ 1 , ŷ) represent the state estimates for x 1 and y, L ∈ R(n−p)xp is a constant feedback
gain matrix and the discontinuous vector ν, of appropriate dimension, is define compo-
nentwise by
νi = M sg n( ŷ i − y i ) (3.7)
where M ∈ R+ . If the errors between the estimates and the true states are written as e 1 =
x̂ 1 − x 1 and e y = ŷ − y, then from equations (3.4) and (3.6) the following error dynamical
system is obtained ½
ė 1 (t ) = A 11 e 1 (t ) + A 12 e y (t ) + Lν
(3.8)
ė y (t ) = A 21 e 1 (t ) + A 22 e y (t ) − ν
that in compact form can be rewritten as follows
· ¸
L
ė = Ãe(t ) + Γν wher e Γ = (3.9)
−I p
Since the pair (A,C ) is observable, the pair (A 11 , A 21 ) is also observable. As a conse-
quence, L can be chosen to make the spectrum of A 11 + L A 21 lie in C− . Define a further
change of coordinates, dependent on L, by
· ¸
I n−p L
T= (3.10)
0 Ip
it results · ¸ · ¸
ẽ 1 e 1 (t ) + Le y (t )
ẽ = = Te = (3.11)
ẽ y e y (t )
and system in compact form (3.9), with respect to the new coordinates, can be rewrite as
ẽ˙ = T Ãe(t ) + T Γν (3.12)
From (3.11), system (3.12) can be rewritten as

½
ẽ˙1 (t ) = Ã 11 ẽ 1 (t ) + Ã 12 e y (t )
(3.13)
ė y (t ) = A 21 ẽ 1 (t ) + Ã 22 e y (t ) − ν
3.1. SMO FOR LINEAR SYSTEMS 45
where Ã 11 = A 11 + L A 21 , Ã 12 = A 12 + L A 22 − Ã 11 L and Ã 22 = A 22 − A 21 L.
It follows from (3.13) that in the domain
1
Ω = {(ẽ 1 (t ), e y ) : kA 21 ẽ 1 (t )k + λmax ( Ã 22 + Ã T22 )ke y k < M − η} (3.14)
2
where η < M is some small positive scalar, the reachability condition
e Ty ė y < −ηke y k (3.15)
is satisfied. Consequently, an ideal sliding motion will take place on the surface
S o = {(ẽ 1 , e y ) : e y = 0} (3.16)
It follows that after some finite time t s , for all subsequent time, e y = 0 and ė y = 0 (in mean
value, i.e., in the Filippov sense). Therefore from equation (3.13) result
ẽ˙1 (t ) = Ã 11 ẽ 1 (t ) (3.17)
which, by choice of L, represents a stable system and so ẽ 1 → 0, i.e., e 1 → 0 and conse-

quently x̂ 1 → x 1 asymptotically. Equation (3.17) presents the reduced order sliding mode
error dynamics.
Example
Consider now the problem of designing a sliding mode observer for the system in (3.1)
described by · ¸ · ¸
0 1 0 £ ¤
A= B= C= 1 1 (3.18)
−2 0 1
which is observable since (r ank([C ;C ∗ A]) = 2) and represent a simple harmonic oscilla-
tor. For simplicity assume u = 0. Define a nonsingurar matrix
· ¸
1 0
Tc = (3.19)
1 1
and the change of coordinates according to (3.10)-(3.5)

· ¸ · ¸
−1 1 0
C̃ = C Tc −1 = [0 1]; Ã = Tc ATc −1 = ; B̃ = Tc B = (3.20)
−3 1 1
The system is now in the form given in equation (3.4). An appropriate choice of gain in
the observer given in (3.6) is L = 0.5 which results in an error system governed by Ã 11 .
The simulation results which follows were obtained setting the gain of the discontinuous
output injection term M = 1 and the following initial conditions:
[x 1 (0), y(0)] = [1 0], [x̂ 1 (0), ŷ(0)] = [0 0].
Figure 3.1: Utkin Observer

3.2. SMO FOR LINEAR SYSTEMS PARTIALLY DRIVEN BY UNKNOWN INPUTS 47
3.2 SMO for linear systems partially driven by un-

known inputs
The problem of designing an observer for a multivariable linear system partially driven
by unknown inputs is of great interest. Such a problem arises in systems subject to dis-
turbances or with inaccessible/unmeasurable inputs and in many applications such as
fault detection and isolation, parameter identification and cryptography. This problem
has been studied extensively for the last two decades.
Consider initially the uncertain dynamical system
½
ẋ = Ax(t ) + Bu(t ) + E d (t , y, u)
(3.21)
y = C x(t )
where A ∈ Rnxn , B ∈ Rnxm ,C ∈ Rpxn and E ∈ Rnxq with p ≥ q. Assume that the matrices B,
C and D are full rank and the function ξ(t , y, u) is unknown but bounded, so that
kd (t , y, u)k ≤ r 1 kuk + α(t , y) (3.22)

where r 1 is a known scalar and α : R+ × Rp → R+ is a known function.
3.2.1 A classical approach

The problem of estimating the states of the uncertain system given in (3.21) was approached
by W al cot t and Ż ak (1987) [17]. Such a strategy, although intuitively appealing, necessi-
tates the use of algebraic manipulation tools to effectively solve an associated constrained
Lyapunov problem for systems of reasonable order. Edwards and Spurgeon (1998) [16]
propose an observer strategy, similar in style to that in [17], which circumvents the use
of symbolic manipulation and offers an explicit design algorithm. This approach will be
outlined here.
Let (A, E ,C ) represent the linear part of the uncertain system which represents the
propagation of the uncertainty through the output. Define an observer for the uncertain
system (3.21) of the form
ż(t ) = Az(t ) + Bu(t ) −G l C e(t ) +G n ν (3.23)

where e=z-x and ν is discontinuous about the hyperplane
S 0 = {e ∈ Rn : e y = C e = 0} (3.24)
and G l ,G n ∈ Rn×p are gain matrices whose precise structure is to be determinate. As
demonstrated in [16] the following proposition holds:
Proposition 1 A sliding mode observer of the form (3.23) which rejects the uncertainty
class in (3.21) exist if and only if the nominal linear system, defined by the triple (A,E,C),
satisfies:
• rank(CE)=q
• any invariant zeros of (A,E,C) must lie in C−

For a square system, where p = q, it should be noted that the above two conditions
fundamentally require the triple (A,E,C) to be relative degree one and minimum phase.
Note also that these system theoretic conditions depend upon a specific selection of un-
certainty channel. In the following a canonical form will be introduced, as presented in
[16], since it’s useful to explore the pertinent characteristics of SMO for linear, uncertain
systems.
Lemma 1: Let the triple (A, E ,C ) represent a linear system with p > q and suppose
r ank(C D) = q. Then a change of coordinates x → T0 x exist [16] so that the triple ( Ā, Ē , C̄ )
with respect to the new coordinates has the following structure:
(a) The system matrix can be written as
 
A 11 A 12
−1  
Ā = T0 AT0 A 211 (3.25)
A 22
A 212
where A 11 ∈ R(n−p)×(n−p) , A 211 ∈ R(p−q)×(n−p) and when partitioned have the structure
· ¸
A 011 A 012
A 11 = and A 211 = [0 A 021 ] (3.26)
0 A 022
where A 011 ∈ Rr ×r and A 021 ∈ R(p−q)×(n−p−r ) for some r ≥ 0 and the pair (A 022 , A 021 ) is com-
pletely observable. Furthermore, the eigenvalues of A 011 are the invariant zeros of (A,E,C).
(b) The disturbance distribution matrix has the form

· ¸ · ¸
0 0 l p −q
Ē = T0 E = and Ē 2 = (3.27)
Ē 2 E2 lq
where E 2 ∈ Rq×q is nonsingular.
(c) The output distribution matrix has the form:
£ ¤
C̄ = C T0 −1 = 0 T (3.28)
where T ∈ Rpxp is orthogonal.
By referring to this canonical form, the necessary and sufficient existence conditions
for the existence of the observer (3.23), that provides quadratic stability of the estimate
error system despite the presence of bounded matched uncertainty, can be obtained as
formally proved in [16]. For completeness, an outline of the key arguments is presented
here in order to emphasize the key structure of a SMO as in 3.23.
(proof of necessity)
Let G l and G n in (3.23) be appropriate gain matrices so that
A 0 = A − G l C is stable (3.29)
and assume first that an ideal sliding mode insensitive to the uncertainty exist on the
hyperplane in the error space given by S 0 in (3.24). Defining the observation error in such
way e = z − x, and considering systems (3.21) and (3.23), the error system satisfies:
ė(t ) = A 0 e(t ) − E d (t , y, u) +G n ν (3.30)

Suppose at time T s the observation error lie on hyperplane S 0 = {e ∈ Rn : C e = 0}, i.e.,
an ideal sliding motion take place. Mathematically this can be expressed as C e(t ) = 0 and
C ė(t ) = 0 for all t > T s . Substituting for ė(t ) from (3.30) gives
C ė(t ) = C A 0 e(t ) −C E d (t , y, u) +CG n ν = 0 (3.31)

Definition 1: If d et (CG n ) 6= 0, the equivalent control associated with the nominal sys-
tem (3.30), written as νeq , is defined to be the unique solution to the algebraic equation
(3.31), namely
νeq = (CG n )−1 (C E d (t , y, u) −C A 0 e(t )) (3.32)

It must be highlight that the equivalent control is directly dependent from the uncer-
tain term, as expected. The ideal sliding motion is given by substituting the expression of
equivalent control (3.32) into equation (3.30) which result in a free motion, i.e., a motion
independent of the control action and given by
ė(t ) = (I −G n (CG n )−1C )A 0 e(t ) − (I −G n (CG n )−1C )E d (t , y, u) (3.33)

To be insensitive to the uncertainty it follows that (I −G n (CG n )−1C )E = 0, or equivalently
E = G n (CG n )−1C E (3.34)
Since by assumption, for original uncertain linear system in (3.21), r ank(E ) = q, it fol-
lows immediately that from equation (3.34) rank(CE)=q, further it means that we can
assume, without loss of generality, that the system (A, E ,C ) is in canonical form given by
the change of coordinates stated in Lemma 1.
If the nonlinear gain matrix is partitioned so that
· ¸
G1 ln−p
Gn = (3.35)
G2 lp
then, from (3.28) and (3.35), result CG n = T G 2 and so d et (G 2 ) 6= 0. From equation

(3.33) and using standard arguments, it follows that the poles of the (linear) reduced-order
motion, given by ė(t ) = (I −G n (CG n )−1C )A 0 e(t ), are
λ((A 0 )11 − G 1G 2−1 (A 0 )21 ) (3.36)
where (A 0 )11 and (A 0 )21 represent the top left and bottom left sub-block of the closed-
loop matrix A 0 partitioned in a compatible way to the canonical form. By definition of
the matrix A 0 , given in (3.29), result: (A 0 )11 = A 11 − (G 1C )11 , where (G 1C )11 represents
the top left sub-block of the square matrix (G 1C ). However, it’s straightforward to verify
that (G 1C )11 = 0 for all G l ∈ Rn×p and so (A 0 )11 = A 11 . Similarly it can be shown that
(A 0 )21 = A 21 and consequently
λ((A 0 )11 −G 1G 2−1 (A 0 )21 ) = λ(A 11 −G 1G 2−1 A 21 ) (3.37)

From equation (3.34) it follows that G 1G 2−1 Ē 2 = 0 which, after considering the structure
of Ē 2 , implies G 1G 2−1 = [Ḡ 0], where Ḡ ∈ R(n−p)×(p−q) and therefore from the definition of
A 21 it follows that A 11 −G 1G 2−1 A 21 = A 11 − Ḡ A 211 .
By construction the pair (A 11 , A 211 ) is such that
{zer os o f (A, E ,C )} = λ(A 011 ) ⊂ λ(A 11 − Ḡ A 211 ) f or al l Ḡ ∈ R(n−p)×(n−p) (3.38)
And therefore for a stable sliding motion is necessary that any invariant zeros of (A, E ,C )
must lie in C− .
(proof of sufficiency)
Conversely, let (A, E ,C ) represent the system and suppose r ank(C E ) = q and any invari-
ant zeros lie in C− . It’s assume that the system is already in the canonical form required to
facilitate sliding mode observer design where the matrix A 011 is stable. As a consequence
there exists a matrix L ∈ R(n−p)×(p−q) such that A 11 +L A 211 is stable. Define a non-singular
transformation as · ¸
I n−p L̄
TL = (3.39)
0 T
where
L̄ = [L 0(n−p)×q ] (3.40)
After changing coordinates with respect to TL , the new output distribution matrix be-
comes
Ẽ = C TL−1 = [0 I p ] (3.41)
and from (3.27)-(3.40) result that
· ¸
£ ¤ 0
L̄ E¯2 = L 0 =0 (3.42)
E2
and so the uncertainty distribution matrix is given by
· ¸ · ¸
L̄ E¯2 0
Ẽ = TL E = = (3.43)
T E¯2 T E¯2
Finally, if Ã = TL ATL−1 , it can be shown by direct evaluation that
Ã 11 = A 11 + L A 211 (3.44)
which is stable by choice of L.
The system triple ( Ã, D̃, C̃ ) is now in the form

½
ẋ 1 = A 11 x 1 (t ) + A 12 y(t ) + B 1 u(t )
(3.45)
ẏ = A 21 x 1 (t ) + A 22 y(t ) + B 2 u(t ) + E 2 d (t , y, u)
where x 1 ∈ R(n−p) , y ∈ Rp and the matrix A 11 has stable eigenvalues.

Define the the corresponding observer by

½
x̂˙1 = A 11 x̂ 1 (t ) + A 12 ŷ(t ) + B 1 u(t ) − A 12 e y (t )
(3.46)
ŷ˙ = A 21 x̂ 1 (t ) + A 22 ŷ(t ) + B 2 u(t ) − (A 22 − A S22 )e y (t ) + ν
where A S22 is a stable design matrix and e y = ŷ − y. Let P 2 ∈ Rp×p be symmetric positive
Lyapunov matrix for A S22 , then the discontinuous vector ν is defined by
P2e y
ν = −ρ(t , y, u)kE 2 k (3.47)
kP 2 e y k
where the scalar function ρ : R+ × Rp × Rm → R+ satisfies
ρ(t , y, u) ≥ r 1 kuk + α(t , y) + γ0 (3.48)
and γ0 is a positive scalar. If the state estimation error e 1 = x̂ 1 −x 1 , then it’s straightforward
to show
½
ė 1 (t ) = A 11 e 1 (t )
(3.49)
ė y (t ) = A 21 e 1 (t ) + A S22 e y (t ) + ν − E 2 d
Define Q 1 ∈ R(n−p)×(n−p) and Q 2 ∈ R(p×p) as symmetric positive definite design ma-
trices and define P 2 ∈ R(p×p) as the unique symmetric positive definite solution to the
Lyapunov equation
P 2 A S22 + (A S22 )T P 2 = −Q 2 (3.50)
Using the computed value of P 2 define
Q̂ = A T21 P 2Q 2−1 P 2 A 21 +Q 1 (3.51)
Note that Q̂ = Q̂ T > 0 and let P 1 ∈ R(n−p)×(n−p) be the unique symmetric positive definite
solution to the Lyapunov equation
P 1 A 11 + A T11 P 1 = −Q̂ (3.52)
Taking the quadratic form

V (e 1 , e y ) = e 1T P 1 e 1 + e Ty P 2 e y (3.53)
as a candidate Lyapunov function, and considering the derivative along the system trajec-
tory it result V̇ (e 1 , e y ) < 0 [16] for (e 1 , e y ) 6= 0, i.e., the error system is quadratically stable.
Therefore considering the hyperplane given in (3.24) then it result that An ideal Sliding
motion takes place on (3.24) in finite time. This finite time convergence property is a key
advantage of sliding mode observer schemes. Many other observer paradigms guarantee
only asymptotical properties.
If x̂(t ) represents the state estimate for x and e = x̂ − x, then the robust observer can
conveniently be written as
˙ ) = A x̂(t ) + Bu(t ) −G l C e(t ) +G n ν

x̂(t (3.54)
where the linear gain · ¸

A 12
G l = T0−1 . (3.55)
A 22 − A S22
and the non-linear gain · ¸

0
G n = kE 2 kT0−1 (3.56)
IP
and
P 2C e
ν = −ρ(t , y, u) (3.57)
kP 2C ek
A key development in this formulation of the sliding mode observer design frame-
work is that there is no requirement for (A,C ) to be observable. This is straightforward
to demonstrated as a SMO can be developed for a system that is unobservable as long as
the nominal triple (A, E ,C ) has r ank(C E ) = q and any invariant zeros of (A, E ,C ) lie in
C− . In many sense, the problem of sliding mode observer design for systems which can
be assumed to possess a core linear triple is solved. Clearly, when transmission zeros are
present in the representation, these will appear in the poles of the sliding mode dynamics
and only asymptotically stable error convergence will be possible [9].
3.2.2 HOSMO to weaken the 1-relative degree condition

The issue of broadening the class of systems so that the r ank(C E ) = q and/or the stability
condition on the invariant zeros of (A, E ,C ) is of ongoing interest. Floquet et. al. [24] show
that the relative degree condition can be weakened if a classical sliding mode observer
is combined with SM exact differentiators to essentially generate additional independent
output signals from the available measurements. It’s proved that the transmission zeros
of the nominal triple (A, E ,C ) still contribute to the dynamics of the error signal in the
sliding mode and thus the condition that any invariant zeros of (A, E ,C ) must lie in C−
still remains. We will refer to the linear time-invariant system subject to unknown inputs
or disturbances in 3.21, where the output takes the following expression
y = [y 1 . . . y p ]T = C x, yi = Ci x (3.58)
As for the previous case d (t , y, u) ∈ Rq stands for the bounded, unknown inputs. It is
further supposed that q ≤ p. Basing on Proposition 1, if r ank(C E ) = r ank(E ) = q, i.e.
observer matching condition hold, there exist a linear change of coordinates that puts the
original system into the canonical form given in 3.45 for which there exist an observer of
the form
˙ ) = A x̂(t ) + Bu(t ) +G l (y −C x̂) +G n ν
x̂(t (3.59)
where G l and G n are design gains and ν is an injection signal which depends on the
output estimation error in such a way that a sliding motion in the state estimation error
space is induced in finite time, and therefore the state estimation error e = x − x̂ is asymp-
totically stable and independent of the unknown signal d during the sliding motion.
Here the aim is to extend the previous result so that a sliding mode observer can be de-
signed for (3.58) when the standard matching condition is not satisfied, more in particular,
when rank(CE)<q. To this end, introduce the notation of relative degree µ j ∈ N + , 1 ≤ j ≤ p
of the system with respect to the output y j , that is to say the number of times the output
y j must be differentiated in order to have the unknown input d explicitly appear. Thus,
µ j is defined as follows:
C j Ak E = 0 f or al l k < µ j − 1
µ j −1 (3.60)
Cj A E 6= 0
without loss of generality, it is assumed that µ1 ≤ . . . ≤ µp . The following assumptions are
made:
• the invariant zeros of {A,E,C} lie in C−
• there exists a full rank matrix

 
C1
 .. 
 . 
 
 C A µα1 −1 
 1 
 .. 
Ca = 
 . 
 (3.61)
 
 Cp 
 .. 
 
 . 
µαp −1
Cp A
where the integers 1 ≤ µαi ≤ µi are such that r ank(C a E ) = r ank(E ) = q and the µαi
P
are chosen such that Pi=1 µαi is minimal.
Before describing the observer scheme proposed in [24] we introduce the following
lemma that in the cited article is also demonstrated.
Lemma 2: the invariant zeros of the triples {A, E ,C } and {A, E ,C a } are identical
The previous lemma, on which practically the main idea of the method under investiga-
tion stands, says that the invariant zeros of the triple {A, E ,C } and the newly created triple
with additional (derivative) outputs {A, E ,C a } are identical. Consequently, if the original
system is minimum phase the new triple {A, E ,C a } is both minimum phase and relative
degree one and hence a "classical" observer of the form given in (3.59) can be designed
for {A, E ,C a }.
The observer design is based in two step.

First a sliding mode observer is designed for a system described by the following triangu-
lar observable form: 

 ξ̇1 = ξ2 + b 1T u

 ξ̇ = ξ + b T u

 2 3

 2
 ..
. (3.62)

 ξ̇l −1 = ξl + b lT−1 u



 ξ̇l = b l +1 T θ + b lT u



y ξ = ξ1
where ξ = [ξ1 · · · ξl ]T ∈ Rl , (l>1) is the state vector, y ξ ∈ R is the output, u ∈ Rm is the known
input vector and θ ∈ Rq stands for some unknown inputs. The vectors b i , with i = 1, . . . , l ,
of appropriate dimension.
Assume that the system is bounded input bounded state in finite time and that the signal
output y ξ , the unknown input θ and θ̇ are bounded.
Most of the sliding mode observer designs for (3.62) are based on a step-by-step pro-
cedure using successive filtered values of the so-called equivalent output injections ob-
tained from recursive first-order sliding mode observers (see e.g. [3]). However, the ap-
proximation of the equivalent injections by low pass filters at each step will typically intro-
duce delays that lead to inaccurate estimates or to instability for high-order systems. To
overcome this problem it’s possible to replace the discontinuous first-order sliding mode
output injection by a continuous second-order sliding mode one. The observer is built as
follows:  ˙
 T
 ξ̂1 = ν(ξ̃1 − ξ̂1 ) + b 1 u





 ξ̂˙2 = E 1 ν(ξ̃2 − ξ̂2 ) + b 2T u

 ..
. (3.63)

 ˙ = E ν(ξ̃ − ξ̂ ) + b T u
ξ̂

 l −1 l −2 l −1 l −1 l −1

 ˙

 ξ̂ = E ν( ξ̃ − ξ̂ ) + b T
u

 l l −1 l l l
y ξ = ξ1
where ξ̃1 := y ξ and
ξ̃ j := ν(ξ̃ j −1 − ξ̂ j −1 ), 2≤ j ≤l (3.64)
where the continuous output error injection ν(·) is given by the so-called super twist-
ing algorithm [14, 15]:
1
ν(s) = ϕ(s) + λs |s| 2 si g n(s)
ϕ̇(s) = αs si g n(s) (3.65)
λs , αs > 0
For i = 1, . . . , l − 1, the scalar functions E i are defined as
Ei = 1 if |ξ̃ j − ξ̂ j | ≤ ² f or al l j ≤ i el se Ei = 0 (3.66)
Denoting ξ̄ = ξ − ξ̂, the error dynamic is given by




 ξ̄˙1 = ξ2 − ν(y ξ − ξ̂1 )

 ˙

 ξ̄2 = ξ3 − E 1 ν(ξ̃2 − ξ̂2 )

..
. (3.67)





 ξ̄˙l −1 = ξl − E l −2 ν(ξ̃l −1 − ξ̂l −1 )

 ˙
ξ̄l = b l +1 T θ − E l −1 ν(ξ̃l − ξ̂l )
As argued in [3] the sliding manifolds are reached one by one sequentially , from i = 1
to i = l . At each step, a sub-dynamic of dimension one is obtained and consequently no
peaking phenomena appear. It can be verified that with a suitable choice of gains λs and
αs , a sliding mode is attained in finite time on the manifold ξ̄1 = ξ̄2 , . . . , = ξ̄L = 0 and the
following equivalent output injection is obtained
ν(ξ̃l − ξ̂l ) = b lT+1 θ (3.68)
Note that the step-by-step observer achieves finite time recovery of the state components.
As second step, in order to estimate the state of system (3.58), the following SMO has
been proposed [24]
˙ ) = Az(t ) + Bu(t ) +G l (y a −C a z) +G n ν(y a −C a z)

ẑ(t (3.69)
where the auxiliary output y a is defined by
 
y1
 ν( ỹ 1 − y 11 ) 
 
 .. 
 . 
 
 
 ν( ỹ µα1 −1 − y µα1 −1 ) 
 1 1 
ya =  ..  (3.70)
 . 
 
 yp 
 
 .. 
 . 
 
µαp −1 µαp −1
ν( ỹ p − yp )
where the constituent signals in (3.70) are given from the step-by-step observer:
 1

 ẏ = ν( ỹ i1 − y i1 ) +C i Bu
 i2

 ẏ i = E 1 ν( ỹ i2 − y i2 ) +C i ABu
.. (3.71)

 .


 ẏ µαi −1 = E µα −1 µα −1 µα −2
ν( ỹ i − y i ) +C A i Bu
i µαi −2 i i i i
for 1 ≤ i ≤ p, with
ỹ i1 := y i
j j −1 j −1 (3.72)
ỹ i := ν( ỹ i − yi ), 2 ≤ j ≤ µαi − 1
where the injection operator ν(·) is defined by (3.65). The discontinuous output injection
νc in (3.69) could be defined by
P 2 (y a −C a z)
νc (y a −C a z) = −ρ (3.73)
kP 2 (y a −C a z)k
where ρ is a positive constant larger than the upper bound of d . The definition of the
symmetric positive matrix P 2 has been given in 3.50.
Let us define the state estimation error e = x −z and the augmented output estimation
error e y = C a x − ȳ, with
µαi −1 µαp −1 T
e y = [e 11 , . . . , e 1 , . . . , e p1 , . . . , e p ]
µα −1 µαp −1 T (3.74)
ȳ = [y 11 , . . . , y 1 i , . . . , y p1 , . . . , y p ]
where  1

 ė i = C i Ax − ν(y i − y i1 )


 ė i2 = C i A 2 x − E 1 ν( ỹ i2 − y i2 )
.. (3.75)

 .


 ė µαi −1 = C A µαi −1 x − E µαi −1 µα −1
− yi i )
i i µαi −2 ν( ỹ i
for i ≤ i ≤ p. Thus, choosing suitable output injections ν, the following relations hold
after a finite time T: 

 ν(y i − y i1 ) = C i Ax


 ν( ỹ i2 − y i2 ) = C i A 2 x
.. (3.76)

 .


 µα −1 α −1
ν( ỹ i i − y i i ) = C i A 2 x
for i ≤ i ≤ p. This means that y a = C a x
Then it is straightforward to show that
ė = Ae + D w −G l (y a −C a z) −G n νc (y a −C a z) (3.77)
Thus, for all t > T , the error dynamics (3.77) are given by
ė = (A −G l C a )e + E d −G n νc (C a e) (3.78)
Since by construction r ank(C a E ) = r ank(E ) and by assumption the invariant zeros of

the triple (A, E ,C a ) lie in the left half plane, the design methodology presented in §3.2.1
can be applied so that e = 0 is an asymptotically stable equilibrium point of (3.78) and

the dynamics are independent of d once a sliding motion on the sliding manifold {e : s =
C a e = 0} has been attained. In addition, the method here presented enables an estimation
of the unknown inputs. Define (v c )eq as the equivalent output error injection required to
maintain the sliding motion in 3.78, during the sliding motion
ṡ = C a ė = C a (A −G l C a )e +C a E d −C a G n v c (C a e) = 0 (3.79)
Since e → 0 and using (3.78)

C a G n (v c )eq → C a E d (3.80)
As C a E is full rank, an approximation dˆ of d can be obtained from v c eq by
dˆ = ((C a E )T C a E )−1 (C a E )T C a G n v c eq (3.81)

3.3 Non-linear approaches to Sliding Mode Observers

design
In this sections the problem of designing observers for state estimation of non-linear sys-
tems using sliding mode will be addressed [9]. Early contribution in this area were devel-
oped independently by Walcott and Zak ([10]-[11]) and Slotine et al. [12], where the latter
team considered a more extended class of system. Probably the next major breakthrough
in the development of SMO for non-linear systems appears in the article by Drakunov
and Utkin [2] where the equivalent injection concepts was introduced for observer design.
Barbot et al. [3] developed a sliding mode observer for a non-linear system in a triangu-
lar input form. Such systems were originally considered in the work of Drakunov and
Utkin [2] and are important because it is possible to develop an observer without using
input derivatives. It must be highlight that sliding mode observers, are usually designed
under the assumptions that the nominal uncertain system can be put into a triangular ob-
servable form, where the uncertain term act only on the last dynamics. This assumption
is usually known as the observability matching condition for analogy to the well-known
matching condition for a sliding mode controller to be insensitive to matched perturba-
tions. In [25] is considered the case of a step-by-step SMO for autonomous nonlinear
systems with unknown inputs, based on the hierarchical application of the supertwisting
algorithm in such a way similar to that presented in §3.2.2. In such approach the system
under observation is assumed already in triangular observable form. In this section will
be presented an approach to finite time HOSMO [31] that does not require the system to
be reduced to any normal form, which can be difficult to achieve in the presence of model
uncertainties.
An important implications of the former observer is the possibility of reconstruct the un-
certain term affecting the uncertain nonlinear system. Another method very useful when
the problem of the input reconstruction is considered, is associated to the the concept of
algebraic observability. The problem of the input reconstruction for non-linear time in-
variant dynamic system, making use on the concept of algebraic observability and sliding
mode differentiators, has been approached successfully in the work of Cannas et al. [36].
3.3. NON-LINEAR APPROACHES TO SLIDING MODE OBSERVERS DESIGN 59
3.3.1 Systems in the companion form

As in Slotine et al.[12], let us consider a non-linear system in companion form
x (n) = f (x, t ) (3.82)
where f (x, t ) is a non-linear, uncertain function of the system state and x 1 is the single
measurement available. Define a corresponding sliding mode observer
x̂˙1 = −α1 e 1 + x̂ 2 − k 1 sg n(e 1 )

x̂˙2 = −α2 e 1 + x̂ 3 − k 1 sg n(e 1 )
(3.83)
···
x̂˙n = −αn e 1 + fˆ − k n sg n(e 1 )
where e 1 = x̂ 1 − x 1 , fˆ is an estimate of f (x, t ) and the constant αi are chosen as for a

classical Luenbergher observer to ensure asymptotical error decay of a corresponding lin-
earized system representation, where k i = 0. The corresponding error dynamics are given
by
ė 1 = −α1 e 1 + e 2 − k 1 sg n(e 1 )
ė 2 = −α2 e 1 + e 3 − k 1 sg n(e 1 )
(3.84)
···
ė n = −αn e 1 + ∆ f − k n sg n(e 1 )
where ∆ f = fˆ − f is assumed bounded and
k (n) ≥ |∆ f | (3.85)
The sliding condition (d /d t )(e 1 )2 < 0 is satisfied in the region
e 2 ≤ k 1 + α1 e 1 if e1 > 0
(3.86)
e 2 ≥ −k 1 + α1 e 1 if e1 < 0
From first equation of (3.84), when a sliding mode is attained on e 1 = 0 it follows that in
Filippov sense the following hold
e 2 − k 1 sg n(e 1 ) = 0
and therefore
ė 2 = e 3 − kk12 e 2
···
ė n = ∆ f − kkn1 e 2
The values αi are thus seen to only affect the dynamic performance prior to the reach-
ing of this region, which is often called the sliding patch, and the dynamics on the patch
are determined by ¯  ¯
¯ − k2
1 0 · · · 0 ¯
¯ ¯
¯  kk13 ¯
¯  − 0 1 · · · 0 ¯
¯λI n−1 −  k1 ¯
¯  · · · · · · · · · · · · · · · ¯ = 0 (3.87)
¯  ¯
¯ ¯
¯ − kkn 0 0 · · · 1 ¯
1
Assuming k n is selected as a constant ratio with k 1 and that the poles defining the
dynamics on the patch are critically damped i.e. are real and equal to some constant
value γ, then Slotine et al. [12] show that
|e 2(i ) | ≤ (2γ)i k 1 i = 0, . . . , n − 2 (3.88)
from which the precision of the state estimates can be determined. As well as defining the
concept of the sliding patch, the contributions of Slotine et al. [12] discussed the effect
of measurement noise on sliding mode observer. It was demonstrated that, as would be
expected, the system does not attain a sliding mode in the presence of noise, but effec-
tively remains within a region of the sliding patch which is determined by the bound on
the noise. Moreover, it was demonstrated that the average dynamics can be modified by
selection of the k i which in turn can tailor the contribution of the noise to the state esti-
mates.
3.3.2 Triangular systems

As in [3], let us consider a non-linear system in the triangular input form
ξ̇1 = ξ2 + ḡ 1 (ξ1 , u)
ξ̇2 = ξ3 + ḡ 2 (ξ1 , ξ2 , u)
··· (3.89)
ξ̇n−1 = ξn + ḡ n−1 (ξ1 , ξ2 , . . . , ξn−1 , u)
ξ̇n = f¯n (ξ1 , ξ2 , . . . , ξn ) + ḡ n (ξ1 , ξ2 , . . . , ξn , u)
where y = ξ1 , the terms ḡ i (·) are assumed known, ḡ n (·, 0) = 0 for i = 1, . . . , n, and the system
is assumed bounded input bounded state (BIBS) in finite time.
As in Drakunov and Utkin [2], Barbot et al. [3] define the following SMO
ξ̂˙1 = ξ̂2 + ḡ 1 (ξ1 , u) + λ1 si g n(ξ1 − ξ̂1 )

ξ̂˙2 = ξ̂3 + ḡ 2 (ξ1 , ξ̃2 , u) + λ2 si g n(ξ̃2 − ξ̂2 )
··· (3.90)
ξ̂˙
n−1 = ξ̂ + ḡ
n n−1 1 2(ξ , ξ̃ , . . . , ξ̃ , u) + λ
n−1 n−1 si g n(ξ̃n−1 − ξ̂n−1 )
˙ ¯
ξ̂n = f n (ξ1 , ξ̃2 , . . . , ξ̃n ) + ḡ n (ξ1 , ξ̃2 , . . . , ξ̃n , u) + λn si g n(ξ̃n − ξ̂n )
where
ξ̃i = ξ̂i + λi −1 si g n(ξi −1 − ξ̂i −1 ) (3.91)
for i = 2, . . . , n − 1 and the si g n(·) function is computed using filtered version of argument
and the anti-peaking methodology of Khalil [13] is employed. Effectively the observation
error information is not used in the implementation before the corresponding sliding
manifold is reached. The manifolds are reached sequentially one by one and ξ̃i − ξ̂i con-
verges to zero if the error ξ̃ j − ξ̂ j , with j < i , have already converged to zero. The motiva-
tion for the above, which is effectively a sequential consideration of a series of first-order
dynamics, is easily seen by forming the error dynamics for e i = ξi − ξ̂i :
ė 1 = e 2 − λ1 si g n(ξ1 − ξ̂1 )
ė 2 = e 3 + ḡ 2 (ξ1 , ξ2 , u) − ḡ 2 (ξ1 , ξ̃2 , u) − λ2 si g n(ξ̃2 − ξ̂2 )
···
ė n−1 = e n + ḡ n−1 (ξ1 , ξ2 , . . . , ξn−1 , u) − ḡ n−1 (ξ1 , ξ̃2 , . . . , ξ̃n−1 , u) − λn−1 si g n(ξ̃n−1 − ξ̂n−1 )
ė n = f¯n (ξ1 , ξ2 , . . . , ξn−1 , u) − f¯n (ξ1 , ξ̃2 , . . . , ξ̃n , u)
+ḡ n (ξ1 , ξ2 , . . . , ξn , u) − ḡ n (ξ1 , ξ̃2 , . . . , ξ̃n , u) − λn si g n(ξ̃n − ξ̂n )
(3.92)
It can be verified that for sufficiently large λ1 , a sliding mode is attained on e 1 = 0 in
finite time and it follows that
e 2 = λ1 si g n(ξ1 − ξ̂1 ) (3.93)
which with 3.91 yields ξ̃2 = ξ2 . The observation error dynamics become
ė 1 = 0
ė 2 = e 3 − λ2 si g n(e 2 )
···
ė n−1 = e n + ḡ n−1 (ξ1 , ξ2 , . . . , ξn−1 , u) − ḡ n−1 (ξ1 , ξ2 , . . . , ξ̃n−1 , u) − λn−1 si g n(ξ̃n−1 − ξ̂n−1 )
ė n = f¯n (ξ1 , ξ2 , . . . , ξn−1 , u) − f¯n (ξ1 , ξ̃2 , . . . , ξ̃n , u)
+ḡ n (ξ1 , ξ2 , . . . , ξn , u) − ḡ n (ξ1 , ξ̃2 , . . . , ξ̃n , u) − λn si g n(ξ̃n − ξ̂n )
(3.94)
Proceeding as before it can be shown that for sufficiently large λ2 a sliding mode is
then attained on e 2 in finite time and it follows that
e 3 = λ2 si g n(ξ2 − ξ̂2 ) (3.95)
which yields ξ̃3 = ξ3 . Applying the same methodology up to the e n dynamic produce
ė 1 = 0
ė 2 = 0
··· (3.96)
ė n−1 = 0
ė n = −λn si g n(e n )
and it follows trivially that a sliding mode is finally attained on e n = 0 in finite time. This
finite time property of sliding mode observer is very attractive and has led to the develop-
ment of a number of application specific sliding mode observers.
3.3.3 Quasi-continuous HOSM observers

The referred nonlinear uncertain system is the following [31]
ẋ = f (x) + f˜(x)
(3.97)
y = h(x)
with the state vector x ∈ X ⊆ Rn and the scalar output y ∈ Y ⊆ R. The vector fields
f (x) : X → Rn and h(x) : X → Y represent the known nominal part of the system dynam-
ics, while f˜(x) : X → Rn is assumed to be uncertain.
The aim is that of designing a finite-time converging observer for the above system.
The following observer structure has been considered [31]
x̂˙ = f (x̂) + g (x̂)u

(3.98)
ŷ = h(x̂)
with observed state vector x̂ ∈ Rn and observed output variable ŷ ∈ R. The design of
the vector field g (·) and the corrective term u ∈ R are the main topics of the following
discussions. In particular, under a certain “ observability condition “ that is going to be
specified, we shall select the vector function g (·) in such a way that the observer output
has full relative degree n with respect to the observer input u.
To the aim of introducing some important concepts let us introduce the operator
d q(z) applied to a generic scalar function q with vector argument z defined on an open
set Ω ⊂ Rn , q(z) : Rn → R.
We denote · ¸
∂q(z) ∂q(z) ∂q(z) ∂q(z)
d q(z) = = , ,...,
∂z ∂z 1 ∂z 2 ∂z n
Now, let us define the matrix
 
d h(z)
 dL f (z) h(z) 
 
 .. 
M (z) = 
 . 
 (3.99)
 dL n−2 h(z) 
 f (z) 
dL n−1
f (z)
h(z)
where L f (z) h(z) is the so-called Lie derivative of h(z) along f (z) and is defined as
L f (z) h(z) = ∂h(z)
∂z
f (z) and the kth derivative of h(z) along f (z) is defined as L kf (z) h(z) =
∂L k−1
f (z)
h(z)
∂z
f (z).
The following assumption is assumed to hold
Assumption 1 The matrix M(z) is nonsingular for every possible value of z.
The vector g (x̂) in (3.98) will be designed according to equation
M (x̂)g (x̂) = [0, 0, . . . , 1]T (3.100)
from which, from assumption 1, descend
g (x̂) = M −1 (x̂) · [0, 0, . . . , 1]T (3.101)

i.e., g (x̂) is the last column of matrix M −1 (x̂).

In light of (3.101) the observer input/output dynamics is
   L   0 
ŷ f (x̂) h( x̂)
   L 2 h(x̂)   0 
d  ŷ˙
  f (x̂)  
 ..



= 
 .. .. + . u (3.102)
dt  .   .  



0
ŷ (n−1) L (n) h(x̂)
f (x̂) 1
which means that the observer output ŷ has full relative degree n with respect to the
observer input u.
Let us define the n-dimensional output error vector ε, containing the output error
e y = ŷ − y ∈ R and its first n − 1 derivatives:
   
ε1 ey
 ε2   ė y 
   
ε= .. = .. . (3.103)
 .   . 
εn e (n−1)
y
and the state observation error

 
e1
 e2 
 
e = x̂ − x =  .. .
 . 
en
It must be highlight that the observer output error possesses the same relative degree n
with respect to u.
In [31] has been demonstrated that, under assumption 1, the observer (3.98), (3.101)
can reconstruct the state of the nominal system (3.97) with f˜(x) = 0, i.e., the system is
perfectly known, exactly and in finite time, provided that the observer input u is selected
in such a way that the vector ε is steered to zero in finite time. In other words it means
that
ε=0 ⇔ e =0 (3.104)
It must be highlight that it is true for any uniformly observable system (see [32]), i.e.,
for systems which are observable independently of the inputs.
Taking into account the uncertain term f˜(x), not modeled in the observer structure,
an additional, necessary and sufficient, condition is needed to guaranty the preservation
of implication 3.104. Such condition, referring to the system (3.97), consists in the follow-
ing requirement
   
L f˜(x) h(x) 0
 L f˜(x) L f (x) h(x)   
   0 
 .. = ..  (3.105)
   
 .  .
n−2
L f˜(x) L f (x) h(x) 0
It means that the relative degree of the disturbance with respect the output, and there-
fore also with respect the output error e y , must be equal to n.
In order to design a robust state observer, for the system (3.97), of the form (3.98), (3.101),
under the condition 3.105, a controller which stabilizes in finite time the observation error
ε must be designed.
The observation output error dynamics takes the following Brunovsky canonical form

 ε̇1 = ε2


ε̇2 = ε3
(3.106)

 . ..

ε̇n = Φ̃(e, x̂) + u
where
Φ̃(e, x̂) = L nf (x̂) h(x̂) − L nf (x̂−e) h(x̂ − e) − L f˜(x̂−e) L n−1
f (x̂−e)
h(x̂ − e) (3.107)
for which the following assumption is meet
|Φ̃(e, x̂)| < Γ (3.108)

In [31], the “quasi-continuous “arbitrary-order sliding mode controller [33, 34], based on
the so-called “arbitrary-order" sliding-mode approach [33], was suggested in order to sta-
bilize (3.106)-(3.108) in finite time. For completeness, the cited algorithm is reported in
following.
Let i = 1, . . . , n − 1 and denote
ϕ0,n = e y , N0,n = |e y | (3.109)
Ψ0,n = ϕ0,n /N0,n = sign e y , (3.110)
ϕi ,n = e (iy ) + βi Ni(n−i
−1,n
)/(n−i +1)
Ψi −1,n , (3.111)
Ni ,n = |e (iy ) | + βi Ni(n−i
−1,n
)/(n−i +1)
, (3.112)
Ψi ,n = ϕi ,n /Ni ,n (3.113)
where β1 , ..., βn−1 are positive numbers. The quasi-continuous n-sliding controller is
u = −αΨn−1,n (e y , ė y , ..., e (n−1)
y ). (3.114)
It was shown in [33, 34] that provided that the tuning parameters β1 , ..., βn−1 , α are
chosen sufficiently large in the given order then the control law defined by (3.109)-(3.114)
stabilizes the system (3.106)-(3.108) in finite time.
Note that control defined by (3.109)-(3.114) is globally bounded (|u| ≤ α) and contin-
uous everywhere but the origin of the n-dimensional error space, from which the name
of the controller was derived. Following are reported example of second and third-order
quasi-continuous controllers:
ė y +|e y |1/2 sign e y
u = −α |ė y |+|e y |1/2
,
ë y +2(|ė y |+|e y | )2/3 −1/2
(ė y +|e y |2/3 sign e y )
(3.115)
u = −α |ë y |+2(|ė y |+|e y |2/3 )1/2
The n-th order quasi-continuous controller 3.114 requires the availability of the suc-
cessive derivatives of the output estimation error up to the order n − 1. In order to recon-
struct such derivatives exactly and in finite time, the well known Arbitrary-Order sliding-
mode differentiator by A. Levant [35] can be used.
The n-th order differentiator can be expressed in the following non-recursive form
n
ż 0 = v 0 = z 1 − κ0 |z 0 − e y (t )| n+1 si g n(z 0 − e y (t )),
n−1
ż 1 = v 1 = z 2 − κ1 |z 1 − v 0 | n si g n(z 1 − v 0 ),
...
n−i (3.116)
ż i = v i = z i − κi |z i − v i −1 | n−i +1 si g n(z i − v i −1 ),
...
ż n = −κn si g n(z n − v n−1 )
for suitable positive constant coefficients κi to be chosen recursively large in the given
order ([35]). Under the assumption that the n − 1th derivative of e y is Lipshitz, i.e., a real
positive a constant C exists such that |e (n)
y | ≤ C , the following equalities are true in the
absence of measurement noise after a finite time transient process:
|z i − e (iy ) (t )| = 0 i = 0, ..., n (3.117)
Clearly, for the considered closed-loop system (3.106)-(3.108) the C constant exists
and it is is overestimated by C = Γ + α. The separation and robustness results relevant to
the combined use of the above differentiator and any n-sliding homogenous controller
were discussed in [35]. It was demonstrated by Levant [35] that non-idealities like mea-
surement noise and finite frequency commutation cause a bounded error in the esti-
mated derivatives and, as a result, a bounded loss of accuracy for the controller that uses
the "noisy" derivative estimates [33], [34], [35].
An important implications of the presented observer is the possibility of reconstruct
the uncertain term f˜(x) of system 3.97. In the work of Davila et al. [31] a special instance
of the general uncertain dynamics f˜(x) represented by some bounded unknown input
term v(x, t ) ∈ R premultiplied by a known distribution matrix D of appropriate dimen-
sion, has been considered, and a technique aimed to reconstruct the exact unknown in-
put v(x, t ) has been proposed.
3.3.4 Algebraic observers

Let us introduce some concepts about the algebraic observability and the input recon-
struction by differential algebra [37]. Let we refer to the following non-linear system
ẋ = f (x, u(t ))
(3.118)
y = h(x)
where x is the n-dimensional state variable vector, u is a scalar input, y a scalar out-
put, and f and h, are algebraic function vectors in x. We assume that the state is not
directly available and only the scalar output is measured. The goal to be attained is the
reconstruction of the system input u by using only the information contained in y.
An algebraic observer for the input u of system 3.118 is a polynomial of the form
P = p(u, y, y (1) , . . . , y (m) ). (3.119)
with m ≤ n. In such cases the input of system 3.118 can be reconstructed if a smooth
function g exists such that u = g (y, y (1) , . . . , y (m) ).
The algebraic observability property can be easily tested within the differential alge-
bra context by resorting to the concept of "Characteristic Set" associated to the dynamic
equations. In order to define the Characteristic Set, we need to introduce some concepts
inherent to the Differential Algebra.
Remark 1
If one chooses the ranking of the variables and their derivatives
u < u (1) < u (2) < · · · < y < x 1 < x 2 < · · · < y (1) < x 1 (1) < x 2 (1) < · · · < y (n) < x n (2) < x 2 (n) < · · · (3.120)
for a system of the form 3.118, the Characteristic Set exhibit n +1 differential polynomials,
that is:
• an Input/Output (I/O) relation that is a differential polynomial in u, y and their

derivatives, and is denoted by k(u, y);
• n differential polynomials, triangular with respect to the state components, and de-
noted by the n-dimensional vector K (u, x, y).
Property 1
The input is algebraically observable if at least one of the following equivalent rela-
tions is verified:
1. derivatives of the input u do not appear in the Characteristic Set;
2. k(u, y) is of order n in the output y.
Proposition 1
A necessary condition for the finite time global reconstruction of the input of system
(1) is that the I /O relation k(u, y) is an algebraic observer of the input of the type P =
p(u, y, y (1) , . . . , y (m) )
It means that if the I/O relation is not an algebraic observer, it contains some deriva-
tives of the input, hence the input is the solution of a differential equation whose initial
conditions are unknown, therefore if no further information is available the input admits
infinite solutions. Conversely, if the I/O relation is an algebraic observer, the number of
solutions is finite.
Proposition 2
The input function can be globally recovered in a finite time iff it appears in the I/O
relation with order zero and degree one.
Therefore, considering the reference dynamic system described by Eq. 3.118 and as-
suming that the input is algebraically observable, there exists an algebraic I /O relation
between the input u and the output y with its first m ≤ n derivatives, i.e.,
ξ(y, y (1) , y (2) , · · · , y (n) , u) = 0 (3.121)

For a globally recoverable input, Eq. 3.121 can be written as
u = g (y, y (1) , y (2) , · · · , y (n) ) (3.122)
Thus, in the case of global reconstruction, an m-order differentiator, realized for in-
stance with the Arbitrary-Order sliding-mode differentiator by A. Levant [35] in 3.116, al-
lows one to determine the input to the system uniquely by starting from the output mea-
sures and independently of the initial conditions. Conversely, in the case of local recon-
struction, the state of the system and the input signal are determined uniquely, provided
that the initial conditions of the reconstructor are close to the initial conditions of the
system [24] and [36].
Chapter 4
Sliding Modes for FDI
It is well known that the core element of model-based fault detection in control systems
is the generation of residual signals which act as indicators of faults. The residual signals
are generated through comparison between measurement estimates and real measured
quantities. For the design of residual generators, various approaches have been discussed
in the literature. In particular, the basic idea behind the use of the observer for fault detec-
tion is to estimate the outputs of the system from the measurements by using some type
of observer, and then construct the residual by a properly weighted output estimate er-
ror. The residual is then examined for the likelihood of faults by using a fixed or adaptive
threshold. When, in the observer-based approaches, a full order observer is used in resid-
ual generator design, the main design procedure becomes an equivalent state feedback
control problem because of the dual relation between the state feedback control and the
full order observer design. Based on this idea, some well-established approaches for state
feedback control can be readily applied to robust fault detection using full order unknown
input observers. Because of the existence of system complexities such as nonlinearities,
disturbances, and uncertainties in a typical complex control system, fault diagnosis for
such dynamical systems still pose a number of challenging problems. Amongst various
uncertainties, unknown inputs are one type of uncertainty that has received consider-
able attention. To deal with the unknown inputs, robust approaches are often employed.
Furthermore when the system under consideration is subject to unknown disturbance
or unknown inputs, to achieve effective fault detection, the effect of the disturbance has
to be de-coupled from the residual signal to avoid false alarms in detection. This prob-
lem is known in the literature as robust fault detection or fault detection using unknown
input observers. Sliding mode techniques have good robustness and are completely in-
sensitive to so-called matched uncertainty [16]-[7]. It has been shown that sliding mode
techniques can also be used to deal with both structural and unmatched uncertainty [18],
therefore the application of sliding mode techniques for robust FDI offers good potential.
A sliding mode observer was used for FDI in the early nineties [21] where Sreedhar, Fer-
nandez and Masada consider a model-based sliding mode observer approach although in
their design procedure it is assumed that the states of the system are available. A different
approach is adopted by Hermans and Zarrop [22], who attempt to design an observer in
such a way that in the presence of a fault the sliding motion is destroyed. More recently
69
70 CHAPTER 4. SLIDING MODES FOR FDI
Edwards et al.(2000) [4] proposed an approach based on the concept of equivalent output
injection in which the resulting reconstruction signal can approximate the actuator faults
to any required accuracy (this is called ’precise’ fault reconstruction). In [4] the authors
consider the practical situation when the system states are not available. The observer is
designed to maintain a sliding motion even in the presence of faults which are detected
and identified by analyzing the so-called equivalent output injection. The novelty lies in
the manipulation of the equivalent output injection signal to explicitly reconstruct fault
signals rather than detect the presence of a fault through a residual signal (This may be al-
lied to the equivalent control signal which appears in the analysis of sliding mode). Fault
reconstruction is a powerful alternative to the detection of a fault via the use of a resid-
ual signal as long as the location of the fault effect on the system is known. The residual
approach is more suited to the combined problem of fault detection and fault isolation,
when the structure of the fault influence on the system is not perfectly known. A bank of
dissimilar (but redundant) residual signals can then be used to infer the location of the
fault in the system. On the other hand, the fault estimation approach is a direct way of
providing fault information which, when compared with other fault estimation signals
(from the same system), can be used to isolate all faults. The fault estimation method
also provides a direct estimate of the size and severity of the fault, which can be impor-
tant in many applications. Later, it was extended by Tan and Edwards (2002) [19] where
sensor faults were considered. However, uncertainty was not considered in these early
papers. It is well-known that the observer-based approach is very dependent on the sys-
tem model. In practice a precise and accurate model for a real system is often not avail-
able due to unknown exogenous disturbances and/or time-varying parameters (compo-
nent aging). Modelling uncertainty can cause false and missed alarms, which may make
the FDI system useless. Hence, it is very important to consider robustness when imple-
menting FDI schemes. A FDI scheme for a class of linear systems with uncertainty was
proposed by Tan and Edwards (2003) [20] which focused on minimizing the L2 gain be-
tween the uncertainty and the fault reconstruction signal by using linear matrix inequal-
ities (LMI). A robust fault detection method for nonlinear systems with disturbances was
considered in Floquet et. al. 2004 [23] where strict geometric conditions are exploited
to the aim of design a residual generator when the faults cannot be decoupled from the
disturbance inputs. It should be emphasized that ’precise’ fault reconstruction is very
challenging for nonlinear systems especially in the presence of uncertainty. When uncer-
tainty is considered, all the results concerning sliding mode observer-based fault recon-
struction only provide an estimate of the fault signal. It is a valuable meaningful task to
establish an approach for fault reconstruction in nonlinear systems, or to find conditions
under which ’precise’ fault reconstruction is feasible. Moreover, since FDI is required to
take place on-line in real engineering systems, this requires the reconstruction fault sig-
nal to be based only on the available measured information. Recently Yan and Edwards
(2007) [5] extends previous result, Edwards et al. (2000) [4], for a class of nonlinear un-
certain systems where the uncertainty is allowed to have a nonlinear bound. A sufficient
condition based on LMIs is presented for the existence and stability of a robust sliding
mode observer. Then, fault estimation and fault reconstruction methods are presented
using the equivalent output injection approach. It is shown that, under certain geometric
conditions associated to the uncertainty structure matrix and the fault distribution ma-
trix, ’precise’ fault reconstruction is available for a class of nonlinear systems by exploit-
71
ing the features of the sliding motion and the structure of the uncertainty. The proposed
reconstruction signal converges to the fault with arbitrary accuracy even in the presence
of uncertainty. If the geometric condition does not hold, then a strategy is presented to
estimate the fault signal, and the estimation error depends on the bounds on the uncer-
tainty. The proposed fault estimation/reconstruction signals are only based on the avail-
able plant input/output information and can be calculated on-line. It must be highlight
that the main limitation of the fault diagnosis schemes, that make use of conventional
first order SMOs, is that the relative degrees from the inputs and/or the unknown inputs
to the outputs must be one. Furthermore for the fault reconstruction signals, obtained
by processing the so called "equivalent output error injection", the use of low pass filters
is needed and the observer guaranties the exact reconstruction of fault only in Filippov
sense. Because many physical systems such as satellite control systems, and mechani-
cal systems can not satisfy this condition, new fault diagnosis beyond using conventional
first order SMOs are needed. One promising strategy is to use the recently developed high
order sliding mode techniques such as high order sliding mode observers and differentia-
tors. Based on high order sliding modes, arbitrary-order exact robust differentiators have
been studied in the literature. The proposed differentiators can provide exact estimation
for the derivatives of a signal of any order if there is no measurement noise. When noise
is present, the estimation errors of the derivatives will be small if the magnitude of the
noise is small. These properties make high order sliding mode differentiators appealing
in fault diagnosis. Although high order sliding mode observers and differentiators have
appealing properties that could be used in fault diagnosis, their great potential has not
been well recognized in the fault diagnosis community and there are very few results in
this direction.
4.1 SMO for faults reconstruction

As previously discuss, fault reconstruction is a powerful alternative to the detection of a
fault via the use of a residual signal as long as the location of the fault effect on the system
is known. Based on the approach described in §3.2.1, where an observer for linear system
is designed to maintain a sliding motion even in the presence of matched unknown input,
in this section will be presented a method [16] to detected and identified such unknown
inputs by analyzing the so-called equivalent output injection. More precisely the manip-
ulation of the equivalent output injection signal will be used to explicitly reconstruct fault
signals rather than detect the presence of a fault through a residual signal.
In this section we consider a nominal linear system subject to certain faults described
by ½
ẋ = Ax(t ) + Bu(t ) + E f i (t )
(4.1)
y = C x(t ) + f o (t )
where A ∈ Rnxn , B ∈ Rnxm ,C ∈ Rpxn and E ∈ Rnxq with q ≤ p < n, and matrices B,C and D
are of full rank.
It must be highlight that in 4.1 we denote with E the fault distribution matrix in order to
apply directly the results presented in §3.2.1. The functions f i (t ) and f o (t ) are deemed
to represent actuator and sensor faults, respectively, and are assumed to be bounded. It’s
further assumed that the states of the system are unknown, i.e. p < n and only the signals
u(t ) and y(t ) are available. As one can see the fault signal f i (t ) takes the place of the distur-
bance term d (t , y, u) of the uncertain dynamical system considered in 3.21, furthermore
. The objective is to synthesize an observer to generate a state estimate x̂(t ) and output
estimate ŷ = C x̂ such that a sliding mode is established in which the output error
e y (t ) = ŷ(t ) − y(t ) (4.2)

is forced to zero in finite time. The particular observer structure described in section 3.2.1
will be considered, namely
ż(t ) = Az(t ) + Bu(t ) −G l e y (t ) +G n ν (4.3)

where G l and G n are defined in (3.55) and (3.56) respectively.
The discontinuous output injection term ν, designed according the works [4]-[16] in
which a first order SM control law has been proposed, takes the following form
P2e y
ν = −ρ(t , y, u) (4.4)
kP 2 e y k
where the upperbounding function ρ(t , y, u) and the symmetric positive design matrix
P 2 are introduced in 3.48 and 3.50, respectively. It will be shown that, provided a sliding
motion can be attained, estimates of f i (t ) and f o (t ) can be computed from approximating
the so-called equivalent output injection signal required to maintain the sliding motion.
4.1. SMO FOR FAULTS RECONSTRUCTION 73
4.1.1 SMO for reconstructing of the input fault signals

Consider first the case when only actuator faults are presents, i.e., f o = 0. Assume that an
observer has been designed as in §3.2.1 and that a sliding motion has been established
so that e y = ė y = 0 (in mean value). Therefore, in appropriate coordinates, the equation
(3.49) becomes
0 = A 21 e 1 (t ) − E 2 f i (t ) + νeq (4.5)
where νeq is the equivalent control that represent the average behavior of the discontin-
uous component ν and represents the effort necessary to maintain the motion on the
sliding surface. From (3.49) - (3.53) it result that the error system is quadratically stable
and therefore, after a finite time, it result that
νeq −→ E 2 f i (t ) (4.6)
A commonly used approach to reconstruct the equivalent injection is by the use of a
low pass filter [7]. Since r ank(E 2 ) = q it follows from (4.6) that
f i (t ) ≈ (E 2T E 2 )−1 E 2T νeq (4.7)

The key point is that the signal on the right-hand side of the equation above can be
computed on-line and depends only on the output estimation error e y , thus the fault f i
can be approximated to any degree of accuracy.
4.1.2 SMO for reconstructing of the output fault signals

Now consider the case when only sensor faults are presents, i.e., f i = 0. In such situation
since y(t ) = C x(t ) + f o (t ) it follows that
e y (t ) = C e(t ) − f o (t ) (4.8)
therefore, assuming the referred system 4.1 in a the normal form of 3.45 and considering
the particular observer structure given in 3.46, it follows a state estimation error of the
form
½
ė 1 (t ) = A 11 e 1 (t ) + A 12 f o (t )
(4.9)
ė y (t ) = A 21 e 1 (t ) + A S22 e y (t ) + A 22 f o (t ) − f˙o (t ) + ν
Note that f o (t ) and f˙o (t ) appear as output disturbances and thus ρ(·) in equation (4.4)
must be chosen to be sufficiently large to maintain sliding in the presence of these dis-
turbances. Provided a sliding motion can be attained, making the assumption ė y = 0, the
following holds
0 = A 21 e 1 (t ) + A 22 f o (t ) − f˙o (t ) + νeq (4.10)
Thus for slowly varying faults, i.e. f˙o (t ) ' 0, provided the dynamics of the sliding mo-
tion are sufficiently fast, from the first component of the error dynamic 4.9, and assuming
ė 1 = 0, we obtain e 1 = A −1
11 A 12 f o (t ). Substituting such expression into the second compo-
nent of the error dynamic and imposing e y = ė y = 0, the following holds
νeq ≈ −(A 22 − A 21 A −1
11 A 12 ) f o (t ) (4.11)
As in the previous paragraph, the equivalent output injection νeq can be calculated
from (4.4) and consequently if (A 22 − A 21 A −1
11 A 12 ) is non-singular, the fault signal can be
obtained from equation (4.11).
Note that from Schur expansion
det (A) = d et (A 11 )det (A 22 − A 21 A −1

11 A 12 ) (4.12)
and thus (A 22 − A 21 A −1
11 A 12 ) is nonsingular if and only if d et (A) 6= 0.
However even if (A 22 −A 21 A −1 11 A 12 ) is singular, inference can still be made about certain
fault channels depending on the precise nature of the rank deficiency.
4.2. FILTRATION-FREE FAULT RECONSTRUCTION VIA FULL ORDER HOSMO 75
4.2 Filtration-free fault reconstruction via full or-

der HOSMO
Based on the same concepts, but applied in a nonlinear framework, in this section is pre-
sented an observer for a class of nonlinear uncertain systems, which contains a corrective
term designed on a second-order sliding mode control algorithm featuring global conver-
gence properties. Such observer allow the reconstruction in finite time of the actuator
faults performed directly from the continuous observer output injection signal without
require any filtration.
Let us consider the class of uncertain nonlinear systems ([5],[82]) described by
ẋ = Ax + G(x, u) + E Ψ(x, u, t ) + D f (y, u, t ) (4.13)

y = Cx (4.14)
where x ∈ Rn , u ∈ Rm and y ∈ Rp are the state, input and output vectors, respectively.
A ∈ Rnxm , E ∈ R nxr , D ∈ Rnxq and C ∈ Rpxn (q ≤ p < n) are known constant matrices with
D and C having both full rank. The known nonlinear vector field G(x, u) is assumed to be
Lipschitz, the unknown nonlinear term Ψ(x, u, t ) ∈ Rr represent all model uncertainties
and disturbance affecting the system, and the unknown functions f (y, u, t ) ∈ Rq repre-
sents the actuators faults to be identified.
Some assumption are met about the uncertain terms affecting system (4.13)-(4.14).
Let known function τ(t ), ξ(t ), τd (t ), ξd (t ) , possibly depending on the system inputs/outputs,
exist such that
k f (y, u, t )k ≤ τ(t ), kΨ(x, u, t )k ≤ ξ(t ) (4.15)
k f˙(y, u, t )k ≤ τd (t ), kΨ̇(x, u, t )k ≤ ξd (t ) (4.16)
It is assumed that the known control input vector u(t ) contains smooth functions. In
particular it is assumed to know a positive function Ud (y, t ) such that
ku̇(t )k ≤ Ud (y, t ) (4.17)
The following assumption is also met:
r ank(C [E D ]) = r ank([E D ]) ≤ p (4.18)
Under assumption (4.18) it was shown [5] that it can be found a linear transformation,
with matrix T0 , such that, in the new coordinates system, the system equations become
ẋ 1 = A 1 x 1 + A 2 x 2 + G 1 (x, u) (4.19)
ẋ 2 = A 3 x 1 + A 4 x 2 + G 2 (x, u) + E 2 Ψ(x, u, t ) + D 2 f (y, u, t ) (4.20)
y = C 2 x2 (4.21)
where x = [x 1 , x 2 ]T with x 1 ∈ Rn−p , G 1 (x, u) and G 2 (x, u) are known nonlinear vector fields.
The triple (A, [E D],C ) assume therefore the following form
µ · ¸ · ¸ ¶
A1 A2 0(n−p)×(r +q) £ ¤
, , 0p×(n−p) C2 (4.22)
A3 A4 E2 D2
where A 1 ∈ R(n−p)×(n−p) , and C 2 ∈ Rp×p is non singular.

If, furthermore, r ank([E D ]) = q̃ ≥ q, then the transformation matrix can be selected
in such a way that E 2 and D 2 have the following structure
· ¸ · ¸
0(p−q̃)×r 0(p−q̃)×q
E2 = , D2 = (4.23)
E 22 D 22
where E 22 ∈ Rq̃×r , furthermore the matrix D 22 ∈ Rq̃×q is of full rank (see [4] and [5]).
Under the assumption that the invariant zeros of the triple (4.22) lie in C− , there exist
a matrix L ∈ R(n−p)×p of the form
£ ¤
L = L 1 0(n−p)× q̃ (4.24)
with L 1 ∈ R(n−p)×(p−q̃) such that A 1 + L A 3 is Hurwitz [5].
Let us consider system (4.19)-(4.21), and introduce a new coordinate transformation

z = T x where · ¸
I (n−p) L
T =: (4.25)
0 Ip
and L is given by (4.24). Then, in the new coordinates the transformed dynamics become
ż 1 = M 0 z 1 + M 1 z 2 + [I n−p L]G(T −1 z, u) (4.26)
−1 −1
ż 2 = A 3 z 1 + M 2 z 2 + G 2 (T z, u) + E 2 Ψ(T z, u, t ) + D 2 f (y, u, t ) (4.27)
y = C 2 z2 (4.28)
where z = [z 1 z 2 ]T , with z 1 ∈ Rn−p and z 2 ∈ Rp , and
M0 = A 1 + L A 3
M 1 = A 2 + L A 4 − (A 1 + L A 3 )L
M2 = A 4 − A 3 L
As said before, Matrix M 0 is Hurwitz, it’ll have important consequences on the next
developments.
For the system (4.26)-(4.28), consider a dynamical observer of the following form
ẑ˙1 = M 0 ẑ 1 + M 1C 2 −1 y + [I n−p L]G(T −1 ẑ, u) (4.29)
ẑ˙2 = A 3 ẑ 1 + M 2 ẑ 2 +G 2 (T −1 ẑ, u) − K (y −C 2 ẑ) + w (4.30)
ŷ = C 2 ẑ 2 (4.31)
where ẑ = [ẑ 1 C 2 −1 y]T , ŷ is the observer output, and w is an appropriate control law to be
designed.
Let e 1 = z 1 − ẑ 1 and e y = y − ŷ then the error dynamics becomes

ė 1 = M 0 e 1 + [I n−p L](G(T −1 z, u) − G(T −1 ẑ, u)) (4.32)
−1 −1
ė y = C 2 A 3 e 1 +C 2 M y e y +C 2 (G 2 (T z, u) −G 2 (T ẑ, u))
+C 2 E 2 Ψ(T −1 z, u, t ) +C 2 D 2 f (y, u, t ) −C 2 w (4.33)
where M y = (A 4 − A 3 L)C 2 −1 + K and K ∈ Rp×p is a gain matrix selected to guarantee the

stability of the linear part of the state estimation error dynamics, i.e., in order to make the
following matrix an Hurwitz one
· ¸
M0 0
(4.34)
C 2 M2 C 2 M y
Proposition 1: Consider system (4.32). If the following LMI is feasible

1
Ā T P̄ T + P̄ Ā + P̄ P̄ T + ²LG 2 I n−p + αP < 0 (4.35)
²
· ¸
A1
P̄ := P [I n−p L], Ā := (4.36)
A3
with P > 0, ² and α are positive constants, LG is the Lipschitz constant of G(x, u) with
respect to x, and L has the structure in (4.24), then e 1 tends asymptotically to zero fulfilling
the following inequality during the transient
ke 1 (t )k ≤ e 1max (t ) ≡ M ke 1 (0)kexp{−α t /2} (4.37)

p
where M := λmax (P )/λmi n (P ).
Proof: see [5].
Remark 1: The LMI (4.35) follows from a Lyapunov approach with candidate function
V = e 1 T P e 1 , and, in particular, by imposing V̇ ≤ −αV .
Proposition 1 explain that vector e 1 tends to zero asymptotically. It means that in order
to reconstruct the system state implementing the equation (4.29) would be enough, but,
in order to reconstruct the fault vector, additional dynamics are required.
Then, the main problem here is to design the observer control w in such a way that
vectors e y and ė y tends exactly to zero in finite time. In [5] a solution was suggested based
on standard first order sliding mode control. Such an approach opens the way to achieve
the fault reconstruction via using the equivalent control principle (i.e., via low pass filter-
ing) and it is therefore an approximate method [7],[4],[5].
Here we propose a different approach based on second-order sliding modes that en-
able us to reconstruct the fault without any filtration, therefore leading to an exact solu-
tion.
Consider the following well-defined transformation:
e ∗y = C 2 −1 e y (4.38)
and write the expression for the second derivative of e ∗y
e¨∗y = A 3 ė 1 + M y C 2 e˙y ∗ + Ġ y + E 2 Ψ̇ + D 2 f˙ − ẇ (4.39)
were G y is compactly defined as follows
Gy = (G 2 (T −1 z, u) −G 2 (T −1 ẑ, u)) (4.40)

Considering (4.32)-(4.33) together with the transformation (4.38) yields to rewrite (4.39)
as
e¨∗y = (A 3 M 0 + M y C 2 A 3 )e 1 + (M y C 2 )2 e ∗y + ([I n−p L] + M y C 2 )G y

+M y C 2 E 2 Ψ + M y C 2 D 2 f + Ġ y + E 2 Ψ̇ + D 2 f˙ − M y C 2 w − ẇ
= ϕ(e 1 , e ∗y , u, w, t ) − ẇ (4.41)
with implicit definition of the drift term ϕ(·).
The equation (4.41) defines p scalar subsystems having the following form
½
γ̇1i = γ2i , i = 1..p
(4.42)
γ̇2i = ϕ i (·, t ) + v i
where γ1i and ϕ i (·, t ) are the i-th entry, for i = 1..p, of vectors e y ∗ and ϕ(·, t ), respectively,
and v i = −ẇ i .
The problem is to find a set of discontinuous controls laws v i stabilizing the uncertain
SISO systems (5.15) in finite time. To solve this problem the second-order sliding mode
control approach appears to be particularly appropriate because of systems (5.15) have
relative degree two. The boundedness properties of the drift term ϕ i plays a crucial role.
In the standard literature on 2-SMC it was often assumed the existence of a constant up-
perbound Φ∗i , known a-priori, such that |ϕi | ≤ Φ∗i .
Here we refer to a recently proposed "Global" version [30, 8] of the suboptimal algo-
rithm which can work under the more general assumption
|ϕi (·, t )| ≤ Φi (t ) (4.43)
where Φi (t ) is a (possibly time-depending) function given in real time. The proposed

solution is sumarized in the following Theorem 1.
Theorem 1: Consider system (5.15), whose uncertain dynamics satisfies (4.43). Apply
the control law
 £ ¤ ¡ ¢

 − Φi (t ) + χ sign γ1i (t ) − γ1i (0)



 0 ≤ t ≤ t Mi j





 − £Φ (t ) + χ¤ sign (γ (t ))

i 1i M i j
v i (t ) = (4.44)

 t Mi j < t ≤ t ci j





 £ ¤

 Φi (t ) + Π + χ sign (γ1i (t Mi j ))


 t ci < t ≤ t Mi , j +1
where
1 2
Π ≥ η (4.45)
3
χ and η are positive arbitrary constants t Mi j ( j = 1, 2, . . .) is the sequence of time instants
at which γ2i (t ) = 0, and t ci j is the first time instant subsequent t Mi j at which one of the
following relationships is verified
γ1i (t ci j ) = 12 γ1 (t Mi j )
q (4.46)
γ2i (t ci j ) = η |γ1i (t Mi j )|
where γ2i (t ), which represents an instantaneous upperbound of |γ2i (t )|, is defined as
γ2i (t Mi j ) = 0 j = 1, 2, . . .

 2(Φi (t ) + χ) t Mi j ≤ t ≤ t ci j (4.47)
γ̇2i (t ) =

0 t ci j < t < t Mi , j +1
Then, the global finite-time attainment of conditions
γ1i = γ2i = 0 (4.48)
is provided.
Proof of Theorem 1: See [30, 8].
Remark 2: The parameter η, which is free to be chosen according to the desired tran-
sient specifications, defines the prescribed upperbound for the modulus of γ2i during the
transient process. Note that the smaller η is, the slower the convergence process. Fur-
thermore, it must be highlight that, the proposed algorithm requires the sequence of the
values of γ1i at the time instants at which γ2i is zero. The corresponding time instants
can be detected, with an arbitrarily-small delay, by existing peak-detector devices. In pre-
vious works [6], the sub-optimal algorithm has been shown to be robust against the ap-
proximate detection of the singular points, and the same considerations still apply to the
actual case.
Let Φi (t ) be positive functions fulfilling (4.43). Define
Φ(t ) = col (Φ1 (t ), Φ2 (t ), ..., Φp (t )) (4.49)
Let us derive an expression for the norm of the upperbounding vector Φ(t ) that is
required for the synthesis of the control law. By (4.41) we can rewrite the drift term ϕ(·, t ) =
col (ϕ1 (·, t ), ϕ2 (·, t ), ..., ϕp (·, t )) as
ϕ(·, t ) = M̄ e 1 + (M y C 2 )2 e ∗y + ([I n−p L] + M y C 2 )G y +

+ M y C 2 E 2 Ψ + M y C 2 D 2 f + Ġ y + E 2 Ψ̇ + D 2 f˙ − M y C 2 w
(4.50)
where M̄ ≡ A 3 M 0 + M y C 2 A 3 . It is worth noting that whilst e ∗y is known and measurable,

e 1 is unknown, and, in order to evaluate explicitly an upperbound to (4.50), it must be
overestimated. To this end, the following proposition is useful.
From (4.24) and (4.25), it can be concluded that
kx − x̂k ≡ kT −1 z − T −1 ẑk = ke 1 k (4.51)
in light of which it follows from (4.40) that
kG y k = kG 2 (T −1 z, u) −G 2 (T −1 ẑ, u)k ≤ LG ke 1 k (4.52)
Furthermore we are interested in finding an upperbound of kĠ y k, so expliciting the

derivative of Ġ y :
∂G 2 ∂G 2
Ġ y (x, x̂, u) = (x, u)ẋ − (x̂, u)x̂˙ +
∂x ∂x̂
∂G 2 ∂G 2
(x, u)u̇ − (x̂, u)u̇ (4.53)
∂u ∂u
∂G 2 ˙
Adding and subtracting the term ∂x (x, u)x̂, and making some manipulations, yields
the following inequality
˙ + L kRe 1 u̇k
kĠ y k ≤ L G 2x kR ė 1 k + LĠ 2x kRe 1 x̂k (4.54)
Ġ 2u
where R is an appropriate matrix, and LG 2x , L Ġ 2x , LĠ 2u represent the Lipschitz con-

∂G 2 ∂G 2
stants with respect to x, uniformly for u, of G 2 , ∂x and ∂u , respectively.
Eq. (4.54) together with (4.32) implies that
˙ + L K ku̇k}ke 1 k
kĠ y k ≤ {kRkL G 2x (kM 0 k + L G k[I n−p L]k) + kRkL Ġ 2x kx̂k (4.55)
Ġ 2u
that can be rewritten in compact form as
kĠ y k ≤ Ġ y max ke 1 k (4.56)
Now we have all the ingredients to evaluate the upper bounding function (4.49). By
(4.50), and considering the initial assumptions (4.15) − (4.17) together with (4.56), (4.52)
and (4.37), it can be found a scalar function Φ∗ (t ) such that Φ∗ (t ) ≥ Φi (t ) ∀i which has
the following structure
Φ∗ (t ) = (kM̄ k + Ġ y max + Γ1 )e 1max (t ) + k(M y C 2 )2 k ke y ∗ k

Γ2 ξ(t ) + Γ3 τ(t ) + kE 2 kξd (t ) + kD 2 kτd (t )
+kM y C 2 kkwk (4.57)
where the positive constants Γi (i = 1, 2, 3) are defined as
Γ1 = k([I n−p L] + M y C 2 )kLG

Γ2 = kM y k kC 2 k kE 2 k
Γ3 = kM y k kC 2 k kD 2 k (4.58)
The upperbound defined in (4.57)-(4.58) is available in real time and can be used in
all the control laws in Theorem 1 (in other words, the conservative approximation Φi (t ) =
Φ∗ (t ) could be made, for the simplicity sake, when implementing the proposed observer).
4.2.1 Actuator faults reconstruction

We address in this section the problem of reconstructing the vector f (y, u, t ) representing
the actuator faults. This procedure is conventionally approached by resorting to the equiv-
alent control method [4]-[5] and, more precisely, by exploiting the possibility of achieving
on-line an estimate of the equivalent control by means of low pass filtering.
In this contest the use of second order sliding mode control, that provides a continu-
ous observer control signal w steering to zero both e y and ė y in finite time, allows us to
reconstruct the fault without filtration.
T
Assume that I m(E 22 ) I m(D 22 ) = {0}, where the matrices E 22 and D 22 are those given
in (4.23). Then [5] there exist a nonsingular matrix W ∈ Rq̃×q̃ such that
· ¸
H1 0
W [E 22 D 22 ] = (4.59)
0 H2
where H1 ∈ R(q̃−q)×r and H2 ∈ R(q×q) . If (4.59) holds, the effect of the faults can be “separated"
from the effect of the uncertainty, thus permitting the precise reconstruction of the fault
vector.
From (4.33) and (4.38), imposing the conditions e ∗y = ė ∗y = 0, it yields that
A 3 e 1 +G y (z, ẑ, u, t ) + E 2 Ψ(T −1 z, u, t ) + D 2 f (y, u, t ) − w = 0 (4.60)
From the latter, taking into account (4.52), (4.37) and (4.23) it derives that
E 22 Ψ(T −1 z, u, t ) + D 22 f (y, u, t ) − w q̃ = 0 (4.61)
where w q̃ denotes the last q̃ elements of vector w. By (4.59),

· ¸ · ¸
Ψ(T −1 z, u, t ) H1 Ψ(T −1 z, u, t )
W w q̃ = W [E 22 D 22 ] = (4.62)
f (y, u, t ) H2 f (y, u, t )
Let Wq denote the last q rows of W ; then it follows the following formula for recon-
structing the fault vector
fˆ = H2 −1Wq w q̃ (4.63)
T
Remark 3: If I m(E 22 ) I m(D 22 ) 6= {0} the exact reconstruction of the faults is no longer
possible and the application of the given fault reconstruction formula gives rise to an esti-
mation error overestimated as follows [5] k fˆ(t )− f (y, u, t )k ≤ kD 2 + E 2 kξ(x, u, t )+D 2 LG ke 1 k
where D 2 + is the left pseudo-inverse of D 2 (which exists since D 2 is full column rank).
Simulative and experimental analysis of the proposed full order observer scheme is
widely given in chapter 6, "Application Results".
4.3 Filtration-free fault reconstruction via reduced

order HOSMO
In this section, by dispensing with the request of estimating the state vector, in other
words by only aiming to the reconstruction of the faults, a reduced order observer will
be designed. Also for such case, as in previous section, the output injection of the pro-
posed observer is built by means of a second-order sliding mode control algorithm, fea-
turing global convergence properties, that permit the reconstruction of the actuator fault
without requiring any filtration.
Let us consider the same class of uncertain nonlinear systems of the former case (4.13)−
(4.14), except for the nonlinear vector G(·), for which, in this discussion, it may depend
only from the output vector y and the control inputu.
The same assumption (4.15)−(4.18) are meet, furthermore we assume that the system
is BIBS and that a controller, acting on the system, guarantees the following constraints
kx 1 k ≤ Γ(kyk, kuk) (4.64)
where Γ : (R+ × R+ ) → R+ is a positive scalar function.

It worth noting that, under the rank condition (4.18) it can be found a linear transfor-
mation, such that the reference system in the new coordinates become
ẋ 1 = A 1 x 1 + A 2 x 2 +G 1 (y, u) (4.65)
ẋ 2 = A 3 x 1 + A 4 x 2 +G 2 (y, u) + E 2 Ψ(x, u, t ) + D 2 f (y, u, t ) (4.66)
y = C 2 x2 (4.67)
where x = [x 1 , x 2 ]T with x 1 ∈ Rn−p , G 1 (y, u) and G 2 (y, u) are known nonlinear vector fields,
and C 2 ∈ Rpxp is non singular.
As one can see, in (4.66) only the disturbance vector Ψ(x, u, t ) is dependent from the
whole state vector x.
4.3.1 Fault observer design

The aim is to design a dynamical system allowing us to reconstruct the actuator faults in
finite time by dispensing with the request of estimating the whole state vector. Consider
system (4.65)-(4.67) and rewrite (4.66) as follows by embedding the state vector compo-
nent x 1 into the new, larger, “disturbance" vector ζ
ẋ 2 = A 4 x 2 +G 2 (y, u) + P ζ(x, u, t ) + D 2 f (y, u, t ) (4.68)

y = C 2 x2 (4.69)
where
P = [A 3 E 2 ] P ∈ Rp×(n−p+r ) (4.70)
· ¸
x1
ζ(x, u, t ) = ζ ∈ R(n−p+r )×1 (4.71)
Ψ(x, u, t )
4.3. FILTRATION-FREE FAULT RECONSTRUCTION VIA REDUCED ORDER HOSMO 83
Consider the following reduced-order observer
x̂˙ 2 = A 4 x 2 +G 2 (y, u) + w (4.72)

ŷ = C 2 x̂ 2 (4.73)
where ŷ is the observer output and w is an appropriate control law. The aim is to recon-
struct the actuator fault vector f (y, u, t ) exactly and in finite time.
Let e y = y − ŷ, and consider the following transformation:
e ∗y = C 2 −1 e y ≡ x 2 − x̂ 2 (4.74)
from (4.68), (4.72) and (4.74) it results
ė ∗y = P ζ(x, u, t ) + D 2 f (y, u, t ) − w (4.75)
The second derivative of e y ∗ is
ë ∗y = P ζ̇(x, u, t ) + D 2 f˙(y, u, t ) − ẇ (4.76)

= ϕ(·, t ) − ẇ (4.77)
with implicit definition of the drift term vector field ϕ(·).

The problem of stabilizing e y ∗ and ė ∗y , exactly and in finite time, is formally equiva-
lent to that considered for the system 4.41 and therefore can be solved by using the same
approach.
Let Φi (t ) be positive functions fulfilling (4.43). Define Φ∗ (t ) as a positive scalar func-
tion such that
Φ∗ (t ) ≥ Φi (t ) ∀i = 1, 2, ..., p (4.78)
Let us derive an expression for Φ(t ) which is required for the synthesis of the control
law. By (4.77) we can rewrite the drift term ϕ(·, t ) = col (ϕ1 (·, t ), ϕ2 (·, t ), ..., ϕp (·, t )) as
ϕ(·, t ) = P ζ̇(x, u, t ) + D 2 f˙(y, u, t ) (4.79)
First, from the expression for ζ given in (4.71), it follows that

· ¸
ẋ 1
ζ̇(x, u, t ) = (4.80)
Ψ̇(x, u, t )
so that, from (4.16)

kζ̇(x, u, t )k ≤ kẋ 1 k + ξd (t ) (4.81)
Now considering the system equation (4.65), in conjunction with assumption (4.64), it
follows that
kẋ 1 k ≤ kA 1 kkx 1 k + kA 2 kkx 2 k + kG 1 (y, u)k

≤ kA 1 kΓ(kyk, kuk) + K (y, u) ≡ Γd (kyk, kuk)
(4.82)
with implicit definition of the positive scalar function Γd

Now we have all ingredients to evaluate the upper bounding function Φ∗ (t ), according
to (4.78), as follows
Φ∗ (t ) = kP k [Γd (kyk, kuk) + ξd (t )] + kD 2 kτd (t ) (4.83)
The upperbound defined in (4.83) can be used in all the control laws in Theorem 1 (in
other words, the conservative approximation Φi (t ) = Φ∗ (t ) could be made, for the sim-
plicity sake, when implementing the proposed observer).
4.3.2 Actuator fault reconstruction

Now we address the problem of reconstructing the vector f (y, u, t ) representing the actu-
ator faults. As for the full order observer case, §4.2.1, the use of second order sliding mode
control, that provides a continuous observer control signal w steering to zero both e y and
ė y exactly and in finite time, allows us to reconstruct the fault without filtration.
T
Assume that I m(P ) I m(D 2 ) = {0}, then [5] there exist a nonsingular matrix W ∈ Rp×p
such that
· ¸
H1 0
W [P D 2 ] = (4.84)
0 H2
where H2 ∈ R(q×q) .
If (4.84) holds, the effect of the faults can be “separated" from the effect of the uncer-
tainty, thus permitting the precise reconstruction of the fault vector [5].
From (4.75), imposing the condition e ∗y = ė ∗y = 0 , the following holds after a finite time
P ζ(x, u, t ) + D 2 f (y, u, t ) − w = 0 (4.85)
Bringing w into the left hand side and multiplying both sides for W , it results
· ¸
ζ(x, u, t )
W w = W [P D 2 ] (4.86)
f (y, u, t )
Let W2 denote the last q rows of W , then it follows the following formula for reconstructing
the fault vector
fˆ = H2 −1W2 w (4.87)
Remark 4: It must be highlight that, unlike the approaches in [4]-[5] where ė y = 0 is
true only in Filippov sense, here the condition e y = ė y = 0 is attained in finite time, and,
since the control signal w is already continuous, no filtering of discontinuous signal is
necessary anymore.
4.3.3 Simulation results

The effectiveness of the suggested observation and fault reconstruction scheme is tested
on a simple example. Consider a system in the general form (4.13)-(4.14) with n = 4, m = 1,
p = 3 and the following matrices and vector fields:
 
−2 −1 0 −1  
  1 1 0 0
 1 0 0 −1 
A= , C =  0 0 1 1 
 −4 −1 −2 0 
1 0 0 0
2 1 0 −2
 
y12 + u
 
 si n(y 2 ) − 3u 
G(y, u) =  
 −u 
0
As one can see the nonlinear vector G(·) depend only from the output vector. Intro-
duce a linear transformation with matrix
 
0 0 0 1
 
 1 1 0 0 
T0 =  
 0 0 1 1 
1 0 0 0
The matrices of the transformed dynamic system become

 
−2 1 0 1
· ¸  
A1 A2  −2 −1 0 0 
= 
A3 A4  0 0 −2 −2 
−1 −1 0 −1
 
0
 
 si n(y 2 ) + y 22 − 2u 
G(y, u) = col (G 1 ,G 2 ) =  
 −u 
2
y1 + u
 
0  
· ¸   1 0 0
0  −2 
D= =  C = 0 1 0 
D2  −1  2
0 0 1
1
 
0
· ¸  
0  0.1 
E= = 
E2  0.2 
0
and Ψ(x, u, t ) = kxksi n 2 x 3 . The P in (4.70) takes the following form
 
−2 0.1
P =  0 0.2 
−1 0
Let us design the observer according to (4.72)-(4.73). For the system under analysis, it
T
result that I m(P ) I m(D 2 ) = {0}, so there exist a matrix W ∈ R3x3 , as in (4.84), that allows
to decouple uncertainties from faults thereby permitting to reconstruct the fault signals
from w in accordance with the formula (4.87). A suitable choice for decoupling matrix
conduce to £ ¤
W2 = 1 −0.5 −2 H2 = −3.5
The reconstruction of fault is made via (4.87).
A fault signal, shown in the top plot of Figure 2, has been introduced in input channel.
Figure 4.1: The state variable and the state observation error.
The initial conditions of the state variables are x 1 (0) = x 2 (0) = x 3 (0) = x 4 (0) = 1.0, while
the initial conditions of the observed states are x̂ 2 (0) = x̂ 3 (0) = x̂ 4 (0) = 0.0. Fig.4.1 shows
the actual state variables, and the state observation errors. Fig.4.2 shows the actual and
reconstructed fault signal and the reconstruction error. The finite time convergence of
the estimate, and the high accuracy of the estimate, are both apparent from the analysis
of Fig.4.2.
Figure 4.2: The actual fault and the reconstructed signal fault.
Chapter 5
Discrete state reconstruction via

HOSMO
5.1 Introduction
As explained in Chapter 1 the knowledge of a model for the system under investigation,
the better possible accurate, is the main point in model based FDI systems, either for
techniques based on residual generation or not. In particular it is well-known that the
observer-based approaches are very dependent on the system model since modelling un-
certainty can cause false and missed alarms, which may make the FDI system useless.
It must be highlighted that many process, in real applications, show nonlinear dynamic
behavior, especially if wide areas of operation are involved during the functioning.
It’s a common practice, in several engineering fields, to refer to non-linear processes
that operate at different regimes as distinct models each associated to an admissible op-
erating condition.
Based on these assumptions we focalize our attention into those cases in which the
system under diagnosis is characterized by different nonlinear dynamics, varying accord-
ing to an unknown logic. In such a case the use of a prefixed FDI scheme based on a
unique model could led to a residual strongly dependent from model mismatches. Assum-
ing indeed to know the active nonlinear model and its parameter, and also to be able of
designing an appropriate FDI scheme for each single nonlinear model, the overall scheme
will be obviously more accurate and the false alarm rate will strongly decrease. Further-
more, it could be possible to associate a specific model for the faulty system. In this case,
the detection of the actual dynamics leads to fault detection, directly. In this respect a cru-
cial issue in model based FDI is the capability to identifying the actual nonlinear dynamic
of systems that could be described appropriately by a switched system. A switched sys-
tem has a discrete dynamics represented by a finite state machine that evolves according
to the occurrence of discrete events. To each discrete state (or "mode") a continuous dy-
namics is associated. In the last decade the control community has devoted a great deal
of attention to the study of switched systems [71],[72],[73].
Therefore, a problem of great interest is the reconstruction of the discrete-state through
the observation of measurable system outputs. The techniques developed in this frame-
work can be applied to several problems where the discrete events are not observable.
89
90 CHAPTER 5. DISCRETE STATE RECONSTRUCTION VIA HOSMO
In the framework of discrete event systems, several approaches have been proposed to
estimate the discrete state [74],[75]. In a more general hybrid context, the discrete state
estimation has been discussed in [76],[77].
In this chapter we investigate the problem of the discrete state reconstruction for
switched systems building on the idea that a general class of switched systems can be
modeled by nonlinear systems with an affine boolean input representing the system dis-
crete state.
Objective of the present work [81] is to reconstruct such a boolean input despite bounded
uncertainties affecting the system dynamics. To this aim we propose a 2-SM based tech-
nique, that exhibit remarkable properties of robustness against uncertainties and distur-
bances [7], for reconstructing the unmeasurable quantities affecting the system.
5.2. PROBLEM FORMULATION 91
5.2 Problem formulation

In this paper we examine the class of switched systems that can be represented in the
form:
ẋ(t ) = G(x, u, t ) + D(x, u, t )δ(σ(t )) + ε(x, t ) (5.1)
where x(t ) ∈ X ⊂ Rn is the continuous state, u(t ) ∈ U ⊂ Rp is the input to the system,
G(x, u, t ) ∈ Rn and D(x, u, t ) ∈ Rn×L are known vector fields, and ε(x, t ) ∈ Rn is an uncertain
term representing model mismatches and/or external disturbances.
The piecewise-constant integer function σ(t ) ∈ {0, . . . , k − 1} represents the unknown
discrete state of system (5.1). Vector δ(σ(t )) ∈ {0, 1}L contains boolean elements. It maps
the discrete state σ(t ) into an L-dimensional boolean vector which “encodes" the actual
discrete state.
Model (5.1) can represent switched systems with, at most, k ≤ 2L different dynamics.
The problem tackled in this paper is the reconstruction of the discrete state σ(t ).
5.2.1 Assumptions
We now specify the assumptions which are met about the considered class of systems (5.1).
The continuous state x(t ) is supposed to be fully measurable, and G(x, u, t ), D(x, u, t ) are
supposed to be known.
The dimension L of vector δ(t ) must not exceed the dimension of the continuous state:
L≤n (5.2)
The boolean vector δ(t ) is not available due to the uncertainty in the discrete state.
The discrete state σ(t ) can be uniquely recovered from the boolean vector δ(t ), and vicev-
ersa. Let the time evolutions of the continuous state x and exogenous input u variables
be a-priori confined in the compact domains X and U.
Assumption with respect the smoothness and norm-bounded are made with respect
the full-rank matrix D(x, u, t ) and the unmeasurable, state dependent, uncertainty term
ε(x, t )
kD(x, u, t )k ≤ D 0 kḊ(x, u, t )k ≤ D 1 (5.3)
k[D T (x, u, t )D(x, u, t )]−1 D T (x, u, t )k ≥ D 2 (5.4)
kε(x, t )k ≤ ε̄0 kε̇(x, t )k ≤ ε̄1 (5.5)

Note that no boundedness or smoothing requirements are met on the vector field
G(x, u, t ).
5.2.2 Comments on the considered class of systems

We now show that the considered class of switched systems (5.1) is general enough to
represent the following continuous-time switched nonlinear dynamics
ẋ(t ) = G σ(t ) (x, u, t ) + ε(x, t ) (5.6)

where σ(t ) ∈ {0, . . . , k −1} is the discrete state. A simple systematic procedure to put system
(5.6) into the form (5.1) is now given. Define the matrices D(x, u, t ) and G(x, u, t ) as follows
(omitting the dependence of its entries from x, u and t )
£ ¤
D(x, u, t ) = G 1 − G 0 G 2 − G 0 · · · G k−1 −G 0
(5.7)
G(x, u, t ) = G 0 (x, u, t )
and let
δ(σ(t )) = [δ1 (σ(t )), δ2 (σ(t )), ..., δL (σ(t ))]T (5.8)
where ½
1 if j = σ(t ) j = 1, 2, ..., L
δ j (σ(t )) = (5.9)
0 otherwise
One can readily verify that system (5.6) is equivalent to (5.1),(5.7)-(5.9), whose main
characteristics is that of being affine in the boolean vector δ(σ(t )) defining the current
mode of operation.
5.3 Discrete state observer design

The proposed discrete state estimator (which assumes the knowledge of the continuous
system state) takes the following form:
ż = G(x, u, t ) + w(t ) (5.10)
where z represents the observer state and w is an observer input to be designed. Let
e = x − z be the observer error variable. Then, from (5.1) and (5.10), the observer error
dynamics is
ė = D(x, u, t )δ(t ) + ²(x, t ) − w(t ) (5.11)
5.3.1 Observer input design

Our objective is to design an observer control vector w = [w 1 , w 2 , . . . , w n ]T guaranteeing
the finite-time convergence to zero of e and ė.
A second-order sliding modes based approach, that enables us to reconstruct the dis-
crete state, will be proposed. Must be highlight that, dissimilar to other works [5] within
a distinct framework related to a fault diagnosis, such an approach, theoretically exact,
exhibits a solution converging in finite time.
Consider the second time derivative of the error variable e
d
ë = Ḋ(x, u, t )δ(t ) + D δ(t ) − ε̇(x, t ) − ẇ(t ) (5.12)
dt
which can be rewritten in compact form as follows:
ë = ϕ(x, u, t ) − ẇ(t ) (5.13)
The uncertain “drift term" ϕ(·) = [ϕ1 (·), ϕ2 (·), ..., ϕn (·)]T takes the following form
5.3. DISCRETE STATE OBSERVER DESIGN 93
d
ϕ(x, u, t ) = Ḋ(x, u, t )δ(t ) + D δ(t ) − ε̇(x, t ) (5.14)
dt
which depend from δ(t ) that must be reconstructed.
Denote v(t ) = [v 1 , v 2 , ..., v n ]T ≡ −ẇ(t ), y i ,1 = e i and y i ,2 = ė i , where e i and ė i represent
the i -th entry of vectors e and ė. Then it is possible to rewrite system (5.13) in terms of n
de-coupled single input subsystems having the following form
½
ẏ i ,1 = y i ,2 , i = 1, 2, .., n
(5.15)
ẏ i ,2 = ϕ i (x, u, t ) + v i
The problem is to find a set of control inputs v i stabilizing the uncertain SISO sys-
tems (5.15) in finite time. To solve this problem, the second-order sliding mode control
approach [15], [29] appears to be particularly appropriate because of systems (5.15) have
relative degree two with respect to the inputs v i ’s which are treated as auxiliary control
variables. The control task is complicated by the two issues: (a) variables y i ,2 (i = 1, 2, ..., n)
are not measurable, and (b) the drift terms ϕ i (x, u, t ) are uncertain.
Let the mode switching sequence of the hybrid dynamics have a dwell time t d . This
means that t i +1 − t i ≥ t d , for i ≥ 0. The main idea is to use the discontinuous controller in
[26]. Under the condition that a constant upperbound Φi to the drift term magnitude can
be computed
|ϕ i (x, u, t )| ≤ Φi ∀t (5.16)
such controller is able to stabilize the uncertain SISO systems (5.15) in a finite time t ∗ <<
t d starting from any initial conditions (y i ,1 (0), y i ,2 (0)) norm bounded by arbitrarily large
constants.
Denote as t i (i = 1, 2, ...) switching instants at which the active dynamics is commut-
ing. The discrete state σ(t ), and then also the vector δ(t ), are piecewise constant during
the time intervals Ti = (t i , t i +1 ) between two adjacent mode switchings. The effect of the
impulsive term ddt δ(t ) at the switching instants t i is a jump in the (e, ė) state trajectories
p
of system (5.13), and in particular, from (5.12), it result kėk = kD(x, u, t )kkδ(t )k ≤ D 0 n,
p
since the norm of the n-dimensional boolean vector δ will never exceed the value n. So,
considering the single i-th decoupled subsystem (5.15), at the first switching instant t 1 the
point (y i ,1 (t 1 ), y i ,2 (t 1 )) will leave the origin according to (0, y i ,2 (t 1+ )) with
ky i ,2 (t 1+ )k ≤ D 0 (5.17)
After a new transient whose duration can be made less than t ∗ the system will be steered
back to the origin. Thus, at any time t ∈ [t 1 + t ∗ , t 2 ) and any i = 1, .., n, the conditions
y i ,1 (t ) = y i ,2 (t ) = 0, i.e., e(t ) = ė(t ) = 0 will be satisfied. The reasoning is repeated over all
the successive switching intervals. The key point is the capability of the robust controller
presented in [26], that will be specified in the sequel, of steering to zero the SISO systems
(5.15)arbitrarily fast during the time interval between two adjacent mode switchings.
Along any interval Ti ≡ (t i −1 , t i ), (i = 1, 2, ...), t 0 ≡ 0, the drift term (5.14) can be upper
bounded in the form
p
kϕ(x, u, t )k ≤ Φ̄ ≡ D 1 n + ε̄1 , t ∈ (t i −1 , t i ) (5.18)
The existence of such a constant upper bound allows for designing a robust controller
featuring the desired finite time convergence properties. Next theorem outlines the main
result by introducing the so-called “ Suboptimal“ second-order sliding mode control al-
gorithm [26, 27], together with the tuning rules that allow to obtain an arbitrarily fast con-
vergence, which is a basic requirement of the present problem.
Theorem 1: Consider system (5.15) and the control law

¡ ¢
v i (t ) = −VM si g n y i ,1 (t ) − 12 y i ,1 (ξi , j ) ξi , j ≤ t < ξi , j +1
(5.19)
j = 1, 2, ...
where ξi ,0 = t 0 ≡ 0, ξi , j is the sequence of time instants at which y i ,2 (t ) = 0, and
VM = ΓΦ̄ (5.20)
Denote the sequence of the switching instants as t h , h = 1, 2, .... Then there is Γ∗ such that,
for any Γ ≥ Γ∗ , the following conditions are provided.
y i ,1 (t ) = y i ,2 (t ) = 0, t ∈ (t h + t ∗ , t h+1 ) (5.21)
where i = 1, 2, ..., n and with t ∗ being arbitrarily small.
Proof of Theorem 1. The proof exploits the basic convergence properties of the subop-
timal second-order sliding mode control algorithm [27]. Let us consider the single i − t h
decoupled subsystem (5.15) and denote with t 1 the first switching instant. At t = t 1 , when
the y i ,1 and y i ,2 variables are assumed both zero, on the basis of (5.17), we can infer that
y i ,2 undergoes a jump that, for the worst case, lead the system states (y i ,1 (t 1+ ), y i ,2 (t 1+ ))
D0
in the point (0, D 0 ). Starting from here, after a the time t M 1 ≤ Φ̄(Γ−1) , the extremal point
2
D0
( 2Φ̄(Γ−1) , 0) is reached . The suboptimal control strategy, with the additional constraint
Γ > 2, causes the generation of a sequence of states, with coordinates (y i ,1 M 1 , 0), featuring
the following contraction property:
1
|y i ,1 M 1+ j | ≤ α|y i ,1 M 1 |, j = 1, 2, .....,
∈ [0, 1) α= (5.22)
Γ−1
Such sequence converge to the origin at finite time t ∗ that can be made arbitrarily
small opportunely tuning the gain parameter Γ. By imposing the following condition t ∗ <
t d , descend
r
D02
2ΓΦ̄
D0 2Φ̄(Γ−1)1
+ p q < td (5.23)
Φ̄(Γ − 1) (Γ − 1) Φ̄(Γ + 1) 1 − 1
Γ−1
From (5.23) it follows the rule for selecting Γ in such a way that the convergence time
t ∗ fulfills the inequality t ∗ < t d . An admissible interval for Γ exist due to the fact that the
left and side, i.e. t ∗ , converge to zero for Γ −→ ∞. On the basis of previous observations,
denoting with Γ∗ the value of Γ such that t ∗ = t d , choosing the tuning parameter Γ ∈
]Γ∗ , ∞), the the condition t ∗ < t d is guarantees.
¤
5.3. DISCRETE STATE OBSERVER DESIGN 95
5.3.2 Discrete state reconstruction

It was shown in the previous Section that there is t ∗ such that, in every “inter-switching"
interval Ti ≡ (t i −1 , t i ) the next conditions hold
e = ė = 0, t ∈ [t i −1 + t ∗ , t i ) (5.24)
From the definition (5.11) of ė, its zeroing implies that
D(x, u, t )δ(t ) + ²(x, t ) − w(t ) = 0 (5.25)
Notice that the observer input w(t ) is obtained integrating the discontinuous signal
v(t ), whose sign switches at very high (theoretically infinite) frequency (Zeno behaviour),
then w(t ) is a continuous signal.
By neglecting the uncertainty ²(x, t ) in (5.25) it yields naturally the following recon-
struction formula that defines a non-thresholded estimate of the boolean vector δ.
δ̃(t ) = [D T (x, u, t )D(x, u, t )]−1 D T (x, u, t )w(t ) (5.26)
The non-thresholded estimate is not robust against the uncertainty ²(x, t ). By (5.25),
the estimation error δ̃(t ) − δ(t ) will be such that
kδ̃(t ) − δ(t )k ≤ k[D T (x, u, t )D(x, u, t )]−1 D T (x, u, t )kk²k

(5.27)
It can be fruitfully exploited the boolean nature of the vector δ(t ) by introducing a
thresholding that rounds the value of δ̃(t ) to the closest integer value between 0 and 1. It
yields the thresholded estimate δ̂(t ) defined according to
½
1 δ̃i (t ) > 0.5
δ̂i (t ) = (5.28)
0 δ̃i (t ) ≤ 0.5
where δ̃i (t ) and δ̂i (t ) are the i-th entries of vectors δ̃(t ) and δ̂(t ) respectively. The
thresholded estimate results to be robust against any error (δ̃i (t ) − δi (t )) less, in magni-
tude, than 0.5. Thus it can be explicitly given a bound to the maximal tolerated magnitude
for the uncertainty term.
From the requirement that kδ̃(t )−δ(t )k ≤ 0.5 it yields by (5.27), (5.4), (5.5) the following
maximal acceptable bound for the norm of the uncertainty term
0.5
k²(x, t )k ≤ ε0 ≤ (5.29)
D2
The fulfillment of (5.29) guarantees the insensitivity of the estimate δ̂ against the un-
certainty, namely the condition
δ̂(t ) = δ(t ), t ∈ [t i −1 + t ∗ , t i ), i = 1, 2, ... (5.30)
Lemma 1 Under the condition that the norm of the uncertain term ²(x, t ) fulfills the
restriction (5.29), the proposed estimation procedure given by (5.26), (5.28) provides for
the exact reconstruction of the boolean vector δ in the time intervals t ∈ [t i −1 + t ∗ , t i ),

according to (5.30)
Remark 1 The requirement of providing the observer convergence within the arbitrar-
ily small transient time t ∗ << t d would correspond, in the linear context, to locate the
eigenvalues of the error dynamics far away from the origin. Generally, this strongly dete-
riorates the robustness against the measurement noise of the resulting linear “high gain"
observer. It can be argued, due to the analysis made in [28, 29], that the magnification
of the noise in the considered 2-SMC observer could be less severe than in the linear ob-
server counterpart. This topic will be addressed in more detail in next research activities.
Chapter 6
Application results
6.1 Three-tank system case study

As one of popular experimental systems in control laboratories, the three-tank water pro-
cess is regarded as a valuable setup for investigating, theoretically and experimentally,
nonlinear multivariable feedback control as well as fault diagnosis schemes ([38],[39],[40]).
The multi-tank system that we shall consider, see in Fig.6.1, is composed of three tanks
of different shape disposed vertically, so that the potential energy of water allows the wa-
ter to flow from one tank to another in a lower position. A variable-velocity pump that
supplies the upper tank1, and three automatic (electrical) regulation valves RV1 , RV2 and
RV3 allow for regulating the outflow from each tank. A reflux tank is present below the
lower tank3. Furthermore, three manual valves MV1 , MV2 and MV3 are also present be-
sides the electrically controlled ones.
The three tanks are equipped with piezo-resistive pressure transducers (P Z1 , P Z2 , P Z3 )

which permit to measure the water levels H 1, H 2 and H 3. As depicted in figure 6.2, we
select, as the modifiable control inputs, the water inflow to the tank 1 (provided by the
variable-speed DC pump) and the opening of the valves RV1 , RV2 and RV3 .
The input variables U (t ),U1 (t ), U2 (t ) and U3 (t ) (whose exact meaning shall be ex-
plained later on) control the DC pump and the regulation valves RV1 , RV2 and RV3 re-
spectively.
Concerning the FDI aspects, we’ll investigate the effectiveness of the FDI proposed
scheme, discussed in Chapter 4, against additive faults f p , f 1 , f 2 and f 3 acting on the
pump and the three regulation valves RV1 , RV2 and RV3 respectively.
6.1.1 Mathematical model

The flow balance equations leads to the following system model
p
V̇1 = q −C 1 H1 (6.1)
p p
V̇2 = C 1 H1 −C 2 H2 (6.2)
p p
V̇3 = C 2 H2 −C 3 H3 (6.3)
97
98 CHAPTER 6. APPLICATION RESULTS
Figure 6.1: Configuration of the considered three-tank system
Figure 6.2: System input-output
where V1 ,V2 ,V3 represent the actual volume of water contained in the three tanks, q is
the in-flow to the upper tank provided by the pump, H1 , H2 , H3 are the nonnegative water
levels, and C 1 ,C 2 ,C 3 are the outflow coefficients of the valves that can be adjusted.
The time derivatives of the actual volumes of water depend on the time derivatives of
the water levels inside the tanks according to the simple relationships
V̇i = βi (Hi ) Ḣi , i = 1, 2, 3 (6.4)
where βi , i = 1, 2, 3 represent the cross sectional area of tank i at the level height Hi .
6.1. THREE-TANK SYSTEM CASE STUDY 99
Figure 6.3: Shape of tank 1
An expression for cross-sectional areas is now given in explicit form. Taking into ac-
count the shapes of the tanks in Fig. 6.3- 6.5, which are derived from the experimental
setup provided by Inteco [78], the following relationships hold, where a,b,c,w,R,Hmax are
constant parameters reported in the Table 1.
β1 = aw (6.5)
β2 (H2 ) = cw + bw(H2 /Hmax ) (6.6)
q
β3 (H3 ) = w R 2 − (R − H3 )2 (6.7)
Clearly, all the above functions are strictly positive. It yields the simple model
p
Ḣ1 = (q −C 1 H1 )β−1 (6.8)
p p1
Ḣ2 = (C 1 H1 −C 2 H2 )β−1
2 (H2 ) (6.9)
p p
Ḣ3 = (C 2 H2 −C 3 H3 )β−1
3 (H3 ) (6.10)
The coefficients C 1 , C 2 , C 3 actually depends on the valves opening. Obviously when

the generic valve RVi is in fully closed position, the corresponding coefficient C i is equal
to zero. Vice versa if the valve is in fully opened condition C i = C i∗ . Therefore seems
appropriate to represent such outflow coefficients by the notation C i = C i (t ) = C i∗Ui (t ),
where Ui (t ) ∈ [0, 1] is time-varying and represents the relative actual valve opening. We
assume that U (t ), U1 (t ), U2 (t ) and U3 (t ), the input references for the system actuators,
are user-modifiable and therefore known. We also denote the adjustable water inflow
generated by the DC pump as
q = C ∗U (t ) U (t ) ∈ [0, 1] (6.11)
It results the following model

p
Ḣ1 = (C ∗U (t ) − C 1 ∗U1 (t ) H1 )β−1
1 (6.12)
p p
∗
Ḣ2 = (C 1 U1 (t ) H1 −C 2 U2 (t ) H2 )β−1
∗
2 (H2 ) (6.13)
p p
Ḣ3 = (C 2 ∗U2 (t ) H2 −C 3 ∗U3 (t ) H3 )β−1
2 (H2 ) (6.14)
In the following additive actuator faults will be induced both manually, making use of
the manual values MV1 , MV2 , MV3 depicted in Fig. 6.1, or numerically by additive terms
corrupting the adjustable reference signals according to Fig.6.6.
Figure 6.6: Fault topology

6.2. SIMULATION RESULTS 101
6.2 Simulation results

The effectiveness of the suggested fault reconstruction scheme and of the discrete state
identification is studied preliminarily by making some simulative analysis.
The parameter values used for simulating tests have been evaluated through a proce-
dure of system identification. The dimensional parameters a, w, b, c, R have been directly
measured and an identification procedure, described later, has been applied to evaluate
appropriate values for C ∗ , C 1 ∗ , C 2 ∗ ,C 3 ∗ . The obtained values are
Table 6.1: Parameters of the Three Tank System
Parameter Value Unit

∗ −4 m3
C 1.296 ∗ 10 s
m3
C1∗ 6.1 ∗ 10−5 s
m3
C2∗ 6.5 ∗ 10−5 s
m3
C3∗ 6.4 ∗ 10−5 s
a 0.035 m
w 0.035 m
b 0.348 m
c 0.1 m
R 0.365 m
Hi −max 0.35 m
6.2.1 Fault reconstruction via HOSM

In this paragraph we address the problem of detecting and exactly identifying certain
faults and disturbances acting on a three tank system [80]. For this purpose we exploit a ro-
bust model-based technique based on 2-order SMO, and more precisely, on the manipula-
tion of the equivalent output injection signal to explicitly reconstruct fault signals. Based
on the particular structure of the system under investigation, the method presented in
§4.2, for a class of nonlinear uncertain systems, seems particularly suitable. It is straight-
forward noting that the proposed scheme enables us to reconstruct certain additive faults
and external disturbances without any filtering, therefore leading to a solution converging
in finite time and theoretically exact.
As depicted in figure 6.7, we select, as the modifiable control inputs, the water inflow
to the Tank 1 (provided by the variable-speed DC pump) and the opening of the valves RV1
and RV2 . Considered faults are associated to a malfunctioning in the control valves RV1
and RV2 . The outflow through the valve RV3 is regarded as a disturbance term. This term,
to be treated as an external disturbance, will be reconstructed by the proposed observer.
Concerning the FDI aspects, it is our aim to detect and reconstruct additive faults f 1 and f 2
on the regulation valves RV1 and RV2 . Pumping systems are often redundant in practice,
so that there is a limited possibility of pump fault.
Figure 6.7: System inputs, outputs and disturbances
In the following we denote, according to Eq. (6.3), the overall outflow from the lower
tank 3 in compact form as p
ψ(·) = C 3 H3 (6.15)
we also denote the adjustable water inflow generated by the DC pump as
q(t ) = C ∗U (t ) U (t ) ∈ [0, 1] (6.16)

According to (6.12) − (6.14), the following model results

p
Ḣ1 = (C ∗U (t ) −C 1 ∗U1 (t ) H1 )β−1
1 (6.17)
p p
Ḣ2 = (C 1 U1 (t ) H1 −C 2 U2 (t ) H2 )β−1
∗ ∗
2 (H2 ) (6.18)
∗
p −1
Ḣ3 = (C 2 U2 (t ) H2 − ψ(·))β3 (H3 ) (6.19)
As previously said, we assume that actuator faults (such as permanent or intermittent

biases, or gain degradation) and component faults (such as leakage in the tanks and clogs
in the pipes) can occur in the valves RV1 and RV2 .
Our aim is to realize an Observer-Based FDI scheme guaranteeing the precise recon-
struction of the (possibly simultaneous) additive actuator faults f 1 and f 2 that can be oc-
cur in control valves RV1 and RV2 , and of the disturbance term ψ(t ). It worth noting that
an estimate of the flow disturbance ψ(t ) would be very useful for level control purpose.
The actuator fault signals can be modeled by additive terms corrupting the adjustable
valve signals U1 (t ) and U2 (t ). Thus, by including such possible fault signals in the model
one can rewrite system (6.17)-(6.19) according the general form (4.13)-(4.14).
ẋ = G(x, u) + D(x) f (x, u, t ) + E (x)Ψ(x, t ) (6.20)

y = Cx (6.21)
where x = [H1 , H2 , H3 ]T , u = [U ,U1 ,U2 ]T , C = I 3 being the identity matrix, and G(x, u) =
G ∗ (x)u with
 ∗
p 
C∗
β1
− C 1 β1 H 1 0
 p
C 1 ∗ H1 ∗
p 
G ∗ (x) = 
 0 − Cβ22 (HH 2 
(6.22)
β2 (H2 ) p 2) 
C 2 ∗ H2
0 0 β3 (H3 )
 C ∗ pH 
− 1 β1 1 0
 C ∗ pH p 
C 2 ∗ H2 
D(x) =  1
 β2 (H2 )
1
− β2p (H2 ) 
(6.23)
C 2 ∗ H2
0 β3 (H3 )
 
0
 0 
E (x) =   , f (x, u, t ) = [ f 1 , f 2 ]T (6.24)
1
− β3 (H3 )
Ψ(x, t ) = ψ(·) (6.25)
The nonlinear vector fields G ∗ (x), D(x), E (x) are assumed to be known, while vec-
tors f (x, u, t ) and Ψ(x, t ) represent the considered actuators faults and the external dis-
turbance, respectively.
As one can see, the measurements actually represent the complete state vector. Nev-
ertheless, the design of an appropriate observer is necessary to identify and reconstruct
signal faults and disturbance term. Assuming that an appropriate closed-loop control
system has been designed, capable of guaranteeing that the tanks never become empties
(i .e., Hi > 0, i = 1, 2, 3), the follows hold
Hi ≡ x i 6= 0; f or i = 1, 2, 3 ⇒ no lost of full rank for E (x) and D(x) (6.26)

Observing the structure of (6.20) - (6.25), the system can be reviewed as
ẏ = C [G(x, u) + D(x) f (x, u, y) + E (x)Ψ(x, t )] (6.27)

or equivalently in the following compact form
ẏ = C {G(x, u) + [D(x) E (x)]τ(x, u, t )} (6.28)

with implicit definition of the uncertainty term and disturbance distribution matrix
 C ∗ pH 
1 1
· ¸ − β1 0 0
f (x, u, t )  C ∗p ∗
p 
τ(x, u, t ) = 
; [D(x) E (x)] =  β (HH)1 − Cβ2 (HH)2
1
0  (6.29)
Ψ(x, t ) 2 2 2p 2 
∗
C 2 H2
0 β3 (H3 ) −1/β 3 (H 3 )
Under the full column-rank condition (6.26) for the matrices E (x) and D(x), the fol-
lowing assumption is globally met:
r ank(C [E (x) D(x) ]) = r ank([E (x) D(x) ]) ≤ p ≡ 3 (6.30)
Therefore, from (6.27)-(6.30), we can infer that the propagation of the overall uncer-
tainty vector term τ(x, u, t ) through the output is governed by a transfer function charac-
terized by a relative degree one, i.e., all the uncertain element of τ(x, u, t ) acting on the
first derivative of the correspondent signal output. Furthermore, in view of applying the
method presented in §4.2, we should verify that all invariant zeros of the triple (A,[E D], C)
lie in C− . The check, from which follows that no invariant zeros are present, is trivial and
will be omitted.
Making the assumption the non linear term G(x, u) is Lipschitz with respect to x uni-
formly for u (that belong to an admissible control set) and that the unknown nonlinear
term τ(x, u, t ) and its first derivative is norm bounded, with known bounds , the assump-
tions stated in §4.2 and §4.3 are met, so the proposed observer, making use of a 2SM
based output injection control low, can be used to reconstruct in finite time the vector
signal τ(x, u, t ).
In the following it will be assumed that the system in (6.20) − (6.21) is under feedback
control and the signals u(t ) are (smooth) functions of the states x(t ).
In the absence of faults it is assumed that the controller has been well designed so that
x(t ) is close to its required operating point. If a fault occurs it is assumed that x(t ) lies in
a bounded compact set for at least a finite time t f > 0, starting from the onset of the fault,
which allows time for detection to take place.
The proposed observer has the following form:
x̂˙ = G(x̂, t ) + ν (6.31)

ŷ = C x̂ (6.32)
From (6.28) and (6.31-6.32), and considering that C = I , descend the following obser-
vation error dynamics:
ė y = ẏ − ŷ˙ = ẋ − x̂˙ = [G(x, t ) −G(x̂, t )] + [D(x) E (x)]τ(x, u, t ) − ν (6.33)

where ν is the continuous control vector whose realization should be capable of guaran-
teeing the required global and finite-time convergence to zero of e y and ė y .
The approach based on second-order sliding modes, presented in §4.2, has been used in
order to enable us to reconstruct the fault in finite time without any filtration, therefore
leading to an exact solution.
Two simulative tests has been performed with sampling time T s = 0.001s. In the first
test (Test 1) noise-free measurements are used. In the second test (Test 2), a band-limited
additive white noise is taken into account. Fault and disturbance signals of different shape
and magnitude have been considered. Note that a fault of magnitude of 0.5 represent an
error which is the 50% of the overall valve opening run.
In the figures (6.8) and (6.9) the results of the two simulation tests are shown. A precise
reconstruction of the faults and disturbances is achieved in both tests.
Figure 6.8: Test 1. Faults and disturbance reconstruction performance

Figure 6.9: Test 2. Reconstructed faults and disturbance in presence of noisy measures
6.2.2 Discrete state estimation via HOSM

Let us show that the three-tank water process can be modeled as a switched affine system
[81] according to the general formulation in Eq. 5.1.
The vertical multi-tank system that we shall consider has three on-off valves V 1sw ,
V 2sw , V 3sw that determine whether an outflow from each Tank exists or not. The on-off
state of the three valves define the 8 possible operating mode of the considered system.
Referring to the schematic representation in Fig. 6.1, signal q(t ), the inflow to the
upper tank, represent a measurable input to the system, the binary signals U1 ,U2 and U3
are the unknown states of the on-off valves, and H1 , H2 and H3 are the water levels which
represent the continuous state of the three-tank system. It is our aim to present a scheme,
based on the approach described in chapter 5, for reconstructing the states of the three
on-off valves by assuming the knowledge of the water levels and of the input inflow q(t )
to the upper tank.
Let us consider the system formulation in (6.17-6.19) where the three boolean vari-
ables U1 (t ),U2 (t ),U3 (t ) represent the status of the three valves. Due to the on-off behavior
of the valves, the C i (t ) coefficients (i = 1, 2, 3) can assume two values only according to
½
0 when valve V i sw is OFF
C i (t ) = (6.34)
C i∗ when valve V i sw is ON
Collecting into a boolean vector the discrete states of the on-off valves as follows
δ(t ) = [U1 (t ),U2 (t ),U3 (t )]T ∈ {0, 1}3 (6.35)
it is straightforward to put the model (6.17)-(6.19) in the form (5.1) with x = [H1 , H2 , H3 ]T ,
u = q(t ) and
 q(t ) 
 β1 
G(x, u, t ) =  0  (6.36)
0
 C ∗ pH 
− 1 β1 1 0 0
 C ∗ pH p
C 2 ∗ H2

D(x, u, t ) =  1
 β2 (H2 )
1
− β2p (H2 )
0 
 (6.37)
∗ ∗p
C 2 H2 C 3 H3
0 β3 (H3 ) − β3 (H3 )
According to the notation introduced in chapter 5, it must be highlighted that in our
case a particular instance for (6.35) represents one of the possible k = 8 discrete states
σ(t ) in which the three-tank system could be found.
In the derived three tank system the dimension L of vector δ(t ) is L = 3 which does not
exceed the dimension n = 3 of the continuous state, as required in assumption (5.2).
The assumptions (5.3) on the matrix D(x, u, t ) are trivially satisfied since the water
levels H1 (t ), H2 (t ), H3 (t ) remain strictly positive during the observation process. Further-
more the assumption (5.4) requires that the square matrix D(x, u, t ) is nonsingular. Since
C 1 ∗C 2 ∗C 3 ∗ p
det D(x, u, t ) = − H1 H2 H3 (6.38)
β1 (H1 )β2 (H2 )β3 (H3 )
again the assumption (5.4) is fulfilled if none of the water levels become zero during the
observation process. Assuming that an appropriate closed-loop supervisory system has
been designed, capable of guaranteeing that Hi (t ) ≥ Hi∗ > 0, i = 1, 2, 3, the proposed ob-
server can provide for the reconstruction of the binary signal vector δ(t ).
An additive error term ²(x, t ) may take into account possible discrepancies between
the actual and nominal system model as well as possible external disturbances. It has
been stated, in the Lemma 1 of §5.3.2, that the discrete state can be still reconstructed
exactly provided that the norm of ²(x, t ) is sufficiently small.
It is worth noting that the discrete state σ(t ) ∈ {0, 1, · · · , 7} can be reconstructed from
the thresholded estimates δ̂1 (t ), δ̂2 (t ), δ̂3 (t ) by means of the following expression
σ̂(t ) = δ̂1 (t ) · 22 + δ̂2 (t ) · 21 + δ̂3 (t ) · 20 (6.39)
The effectiveness of the suggested discrete state observer, presented in §5.3, is now
studied by means of some simulative analysis conducted on the three tank model (6.12)-
(6.14).
The inflow input q(t ) = C ∗U (t ) and the binary state δ(t ) have been selected in such a
way that the tanks never become empty, that would cause the loss of observability for the
system.
The parameter values used in the simulations, evaluated by means of an identification
procedure, are reported in the Table 1.
Euler integration method with the fixed sampling time T s = 0.001s has been used. A
disturbance vector with elements of the form
εi (x, t ) = 0.1(|H1 (t )| + |H2 (t )| + |H3 (t )|)si n(ωt ), i = 1, 2, 3 (6.40)
is considered, and a band-limited additive white noise is added to the level measurements
H1 , H2 , H3 . The binary signal inputs U1 (t ),U2 (t ),U3 (t ) defining the discrete state of the
system have been selected as shown in the plot of the next figure 6.10 (the same profile
for all the simulation tests has been used). It can be noted that a dwell time of 0.5s has
been used.
In the first test (Test 1), the disturbance vector ε(x, t ) and the measurement noise are
not included. The plots in the figure 6.10 show the actual δi (t ) values together with the
non-thresholded reconstructed ones δ̃i (t ). Figure 6.11 makes the same comparison by
considering the thresholded reconstructed values δ̂i (t ). Figure 6.12 shows the actual and
reconstructed discrete states σ(t ) and σ̂(t ). It can be seen that the suggested method
provides a prompt identification of the active mode.
In "Test 2" it is shown that by increasing the VM observer parameter it can be achieved
an arbitrarily fast identification of the current mode after the mode switchings. To this end
three different values of VM have been considered, and a zoom across some switching
instant is made in the Fig. 6.13. The differences in the transient duration confirm the
expected performance.
In the last test (Test 3), disturbances and measurement noise are considered. Figure
6.14 shows that signals δ1i (t ) are corrupted by the noise as compared with the Test 1. But,
since the resulting errors are less than 0.5, the successive thresholding removes the errors
and recovers the correct discrete state estimates according to Lemma 1 (see figure 6.15)
Actual and reconstructed (non-thresholded) binary states

1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
Time (sec)
Figure 6.10: Test 1. δi (t ) vs. δ̃i (t ). From top to bottom: i = 1, 2, 3.
Actual and reconstructed (thresholded) bynary states

1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
Time (sec)
Figure 6.11: Test 1. δi (t ) vs. δ̂i (t ). From top to bottom: i = 1, 2, 3.

Actual and reconstructed discrete state

8
0 2 4 6 8 10
Time (sec)
Figure 6.12: Test 1. Actual σ(t ) and reconstructed σ̂(t )
Actual and reconstructed discrete state
VM=0.1
VM=1.0
1
VM=10
0
0 0.5 1 1.5
Time (sec)
Figure 6.13: Test 2. σ(t ) (solid) and σ̂(t ) (dashed) varying observer gain
Actual and Reconstructed (non thresholded) binary states

1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
1.5
1
0.5
0
-0.5
0 2 4 6 8 10
Time (sec)
Figure 6.14: Test 3. Actual δi (t ) vs. δ̃i (t ) discrete inputs
Actual and reconstructed discrete states

8
0 2 4 6 8 10
Time (sec)
Figure 6.15: Test 3. Actual σ(t ) vs. σ̂(t ) discrete states

6.3 Experimental results

Experimental results using the three-tank laboratory-size setup apparatus by Inteco [78]
are presented and commented in this section. A picture of the experimental setup is
shown in the figure 6.16.
Figure 6.16: The experimental setup
The multi-tank system is interfaced with an external PC-based data acquisition and
control system. The development of, both, the controller and observer systems is made
in the MATLAB/Simulink environment, and the associated executable code is automati-
cally generated by the RTW/RTWI rapid prototyping environment. The water level in the
tanks are measured with piezo resistive pressure transducer and acquired by a DAC mul-
tipurpose I/O board. There are four control signals sent out from the DAC board to the
multi-tank system: the three valve control signals and the DC pump control signal.
The sampling time is set to 0.01 s. The closed-loop control system is made up of anti
wind-up PI controllers. The identification of the plant, sensor and actuator parameters,
is carried out in order to minimize the discrepancies between the real process and its
mathematical model.
6.3.1 System identification

A parameter identification procedure has been carried out for:
• i. Level sensors characteristic curves.
• ii. Dc pump actuator characteristic curves.
• iii. Proportional valve actuator characteristic curves.

6.3. EXPERIMENTAL RESULTS 113
• iv. Parameter identification of the mathematical model.
Points i, ii and iii are basically carried out with inflow and outflow experiment for each
tank, that led us to properly calibrate the piezo-resistive transducers and to determine, for
the pump and the automatic valves, look-up tables that should be used in real-time exper-
iments. However, it must be highlighted that, controlling the actuators only with on/off
values, i.e. U (t ) and Ui (t ) ∈ {0, 1} as explained later, identification procedures, concerning
DC pump and proportional valve actuator characteristic curves, are not necessary. Fur-
thermore, the piezo-resistive water level transducers offer characteristic curves almost
linear, therefore only a bias calibration is necessary.
The parameters C ∗ , C 1∗ , C 2∗ , and C 3∗ of the mathematical model (6.12)-(6.14), were
identified experimentally. For each tank the outflow experiment has been performed, the
data are collected and the characteristic curves has been fitted to the data Fig.(6.17).
Figure 6.17: Principle of parameters identification
For this purpose FMINS procedure from MATLAB Optimization toolbox was applied
for the objective function given as
X
3 X
N
J = wk (Hk (i ) − Hkm (i ))2 (6.41)
k=1 i =1
where Hk (i ) are the measurements for k-tank at i-time point Hkm (i ) are the simulation
results for k-tank and w k is a weighting coefficient for k-tank
The overall obtained values are reported in the Table 1.
6.3.2 Fault reconstruction via HOSM

Two different tests has been conducted:
Test 1 involving faults f 1 , f 2 and f 3
Test 2 involving faults f p , f 2 and f 3
Figure 6.18: Test 1- Reference signals
The signal references and outputs concerning the Test 1, during which faults f 1 and f 2
and f 3 have been generated, are depicted in Fig. 6.18 and 6.19 respectively. In particular,
according to equations 6.12-6.14, Fig. 6.18 shows the reference signals U ,U1 ,U2 ,U3 , i.e.
vector u ∗ in Fig.6.6, and the fault signals f p , f 1 , f 2 , f 3 .
It worth noting that, according to Fig. 6.6, the experimental tests have been conducted
providing inputs U + f p , U1 + f 1 , U2 + f 2 and U3 + f 3 to the respective actuators.
As we can see f 1 , acting between 20 and 30 second and 70 and 80, represents a stuck in
position of full opened of the respective valve in correspondence to the instant in which
the command reference to the valve switch from 1 to 0. Equivalently the reasoning hold
for f 3 . The fault f 2 , acting from 60 to 80 seconds, with its negative value represent a stuck
of the respective valve in position of full closed, despite the command reference is 1.
In Fig. 6.19 the measured water levels are shown.
The signal references and outputs concerning the Test 2, during which faults f p and f 2
and f 3 have been generated, are depicted in Fig. 6.20 and 6.21 respectively. As we can see
valve 1 is not affected by faults. As for Test 1, all the additive faults could represent a stuck
of the pump/valve, in particular for the considered case, faults f p and f 3 represents stuck
in position of full open for the pump and the valve 3. Additive fault f 2 , that acting nega-
tively respect to the reference signal for the valve 3, correspond to a stuck in completely
closed position for the valve.
It must be highlight that the particular time-occurrence of the faults, that contempo-
rary occurs, makes more difficult the issue of FDI.
Figure 6.19: Test 1- Measured signals
Figure 6.20: Test 2- Reference signals
Our aim is to realize an Observer-Based FDI scheme guaranteeing the precise recon-
struction of the (possibly simultaneous) additive actuator faults triplet f 1 , f 2 and f 3 , or the
triplet f p , f 2 and f 3 . First to proceed showing the followed FDI methodology, it must be
highlight that, for our system, the number of faults that we can diagnose simultaneously
are maximum three, since there are only three measured variables. Furthermore since
faults f p and f 1 , acting on the pump and on the valve 1 respectively, are booth present
on the first differential equation of the system model (6.12), it’s straightforward to un-
derstand that the fault isolability is not permitted if such faults act on the system contem-
porarily. This is the reason why only the formers triplets of faults are considered. However,
Figure 6.21: Test 2- Measured signals
it must be highlight that, this is not always true, especially for those faults acting on the
system with different frequencies behavior that could allow the faults to be identified.
The actuators fault signals can be modeled by additive terms corrupting the adjustable
signals U (t ), U1 (t ) −U3 (t ). Thus, by including all such possible fault signals in the model,
the system (6.12)-(6.14) can be rewrite in the general form
ẋ = G(x, u) + D(x) f (x, u, t ) + Ψ(x, t ) (6.42)

y = Cx (6.43)
where x = [H1 , H2 , H3 ]T , u = [U ,U1 ,U2 ,U3 ]T , C = I3 being the identity matrix, and G(x, u) =
G ∗ (x)u(t ) with
 ∗
p 
C∗
− C 1 β1
H1
β1 0 0
 p
C 1 ∗ H1 ∗
p 
G ∗ (x) = 
 0 β2 (H2 )
− Cβ22 (HH 2
0 
 (6.44)
p 2) p
C 2 ∗ H2 C ∗ H
0 0 β3 (H3 ) − β33 (H3 )3
 ∗
p 
C∗
β1 (H1 )
− Cβ11 (HH
1)
1
0 0
 p
C 1 ∗ H1 ∗
p 
D(x) = 
 0 β2 (H2 ) − Cβ22 (HH 2
0 
 (6.45)
p 2) p
C 2 ∗ H2 C ∗ H
0 0 β3 (H3 ) − β33 (H3 )3
 
Ψ1 (x, t )
Ψ(x, t ) = Ψ2 (x, t ) , f (x, u, t ) = [ f p , f 1 , f 2 , f 2 ]T (6.46)
Ψ3 (x, t )
The nonlinear vector fields G ∗ (x) and D(x) are assumed to be known, while vectors
f (x, u, t ) and Ψ(x, t ) represent the considered actuators faults and the external distur-
bance, respectively.
As one can see, the measurements actually represent the complete state vector. Nev-
ertheless, the design of an appropriate observer is necessary to identify and reconstruct
signal faults and disturbance term.
The proposed observer assume the following form [80]:
x̂˙ = G(x̂, t ) + ν (6.47)

ŷ = C x̂ (6.48)
where x̂ is the estimated vector state and ν is an appropriate control law to be de-
signed. It is worth noting that in 6.47 we used G(x̂, u), instead of G(x, u), although in
the actual case the full state vector is directly accessible for measurement. This choice
is made in order to attenuate the effects of the measurement noise in the piezo-resistive
transducers. It has to to designed an observer control vector ν capable of guaranteeing
the required global and finite-time convergence to zero of e and ė y .
Here the output injection ν will be designed according a second order sliding modes
algorithm, like SuperTwisting or Sub-Obtimal controllers, in order to obtain a continuous
control signal allowing to reconstruct the faults without any filtration.
From (6.42)-(6.43) and (6.47)-(6.48) descend the following observation error dynam-
ics:
ė y = ẏ − ŷ˙ = ẋ − x̂˙ = [G(x, t ) − G(x̂, t )] + D(x) f (x, u, t ) + Ψ(x, t ) − ν (6.49)
where ν is the continuous control vector, designed according a 2-SM control algorithm,
whose realization is capable of guaranteeing the global and finite-time convergence to
zero of e y and ė y ([83]).
Therefore if we assume that ė y is guaranteed in finite time, by neglecting the uncertain
term Ψ(x, t ), we obtain
D(x) fˆ(x, u, t ) − ν = 0 (6.50)

Assuming that an appropriate control system guarantees that the tanks never become
empties, i.e. Hi > 0(i = 1, 2, 3), and considering that at maximum three simultaneous fault
can be reconstructed since only three measures are available, the faults reconstruction
formulas can be obtained from
fˆTest 1 (x, u, t ) = D 1 (x)−1 ν (6.51)

fˆTest 2 (x, u, t ) = D 2 (x)−1 ν (6.52)
where matrices D 1 and D 2 are obtained removing from matrix D the first and the sec-
ond column, respectively.
The reconstruction formulas take the following expressions (6.53)-(6.56)
ν1 β1
fp = (6.53)
C∗
ν1 β1
f1 = − ∗ (6.54)
C 1
ν1 β1 + ν2 β2
f2 = − p (6.55)
C ∗ 2 H1
p
−ν3 β3 + f 2C ∗ 2 H2
f3 = p (6.56)
C ∗ 3 H3
The following figures (6.22) and (6.22) shown the results obtained with the method
described in previous section. As one can see the proposed FDI scheme performs good
results for the considered case, even in presence of the following issues:
1. Presence of measurement noise
2. Presence of model mismatches, unmodelled nonlinearities
3. Sampling period is not so small
4. Strongly coupled system equations
5. Abrupt fault signals
6. Simultaneous faults (worst case between 70 and 80 seconds of test 1)
7. FDI scheme applied in real time.
Figure 6.22: Test 1- Reconstructed faults

Figure 6.23: Test 2- Reconstructed faults

6.3.3 Discrete state estimation via HOSM

According to the corresponding simulative section §6.2, now we’ll present some experi-
mental result for the case of discrete state estimation. In Fig 6.24 it is shown a generic
trend of the binary state δ1 (t ) of valve V 1sw and the corresponding reconstructed one
δ̃1 (t ). It must be highlighted that, after an initial transient time, the reconstructed signal
matches quite precisely the signal δ1 (t ).
Actual and reconstructed (non thresolded) first binary state

1.5
0.5
−0.5
0 10 20 30 40 50
Time (sec)
Figure 6.24: Actual δ1 (t ) and non-thresholded reconstructed δ̃1 (t ) discrete inputs
Figure 6.25 shows how, after the thresholding procedure (5.28), apart from a tran-
sient time depending on the magnitude VM of corresponding injection signal, the current
mode can be precisely reconstructed. In particular, as shown in Fig. 6.25, two different
values for VM have been used, and as expected, increasing VM the transient time can be
reduced.
It must be highlighted that differently from what stated in the theoretical analysis, the
transient time cannot be made arbitrarily small. This is due to several reasons, like dis-
cretization ad noise effect. Furthermore sensors and actuators are unavoidably affected
by unmodelled dynamic effects.
The plots in Fig. 6.26 show the actual δi (t ) values together with the thresholded recon-
structed ones δ̂i (t ).
Figure 6.27 shows the actual and reconstructed discrete states σ(t ) and σ̂(t ). It can be
seen that the suggested method provides for a prompt identification of the active mode.
Actual and reconstracted (thresolded) first binary state

1.5
0.5
V =10
M
0
VM=20
−0.5
10 15 20 25 30
Time (sec)
Figure 6.25: δ1 (t ) (solid) and δ̂1 (t ) (dashed) varying observer gain
Actual and Reconstructed (thresolded) binary states

1.5
1
0.5
0
−0.5
0 20 40 60 80 100
1.5
1
0.5
0
−0.5
0 20 40 60 80 100
1.5
1
0.5
0
−0.5
0 20 40 60 80 100
Time (sec)
Figure 6.26: δi (t ) vs δ̂i (t ). From top to bottom: i = 1, 2, 3.

Actual and Reconstructed discrete states

8
0
0 20 40 60 80 100
Figure 6.27: Actual σ(t ) and reconstructed σ̂(t ) discrete state
Chapter 7
Concluding remarks
The first part of the thesis, Chapter 1 and 2, has been devoted to introduce some indis-
pensable concepts inherent the model based FDI. The main methods for residual genera-
tion and fault detection have been described with particular attention to observer-based
techniques, well known in literature, and for schemes based on UIOs (Unknown Input Ob-
servers). Furthermore, the concepts of structural fault detectability, isolability and identi-
fiability were reviewed to describe the structural property of a system from the FDI point
of view. Chapter 3 provides an overview of various SM observer approaches for linear
and nonlinear uncertain systems. Particular attention has been given to the structural
properties for a system to be observable with a classical SMO and some techniques to
broadening the class of those systems. In order to be useful for FDI purpose, the chapter
focuses on those observation techniques that enable the estimation of the unknown in-
put uncertainties acting on the system. Furthermore, the chapter gives an explanation of
some important paradigms like the step-by-step observers and HOSM differentiators.
In Chapter 4 two HOSMOs for the additive actuator faults reconstruction in nonlinear
systems affected by simultaneous faults and disturbance signals were presented. The first
scheme, involving a full order observer, under certain condition and on the basis of a coor-
dinate transformation aimed to put the system into a canonical form, makes use of a cor-
rective output injection term, based on a 2-SMC algorithm. It allows for the precise fault
reconstruction by means of the continuous corrective term and therefore avoiding any
filtering requirement despite of the uncertain term, under certain conditions. Further-
more, by dispensing with the request of estimating the state vector, in other words by only
aiming to the reconstruction of the faults, a reduced order observer was designed. Also
for such case, as for the full order case, the output injection of the proposed observer is
built by means of a second-order sliding mode control algorithm, featuring global conver-
gence properties, that permits the reconstruction of the actuator fault without requiring
any filtration.
In Chapter 5, we focalized our attention into those cases in which the system under di-
agnosis is characterized by different nonlinear dynamics. In fact the identification of the
current dynamic can be fruitfully used to cope with the FDI problems for many reasons,
first of all the possibility of associate a specific dynamic to a system affected by specified
faults. In this case, the detection of the actual dynamics leads to fault detection, directly.
123
124 CHAPTER 7. CONCLUDING REMARKS
On the basis of these considerations, since the problem can be described as that of the
current discrete state identification for switched systems evolving according to the occur-
rence of discrete events, we investigated the problem of the discrete state reconstruction
for switched systems. The base idea is that a general class of switched systems can be
modeled by nonlinear systems with an affine Boolean input representing the system dis-
crete state. With the aim to reconstruct such a binary input, despite bounded uncertain-
ties affecting the system dynamics and making use of the intrinsic robustness of Boolean
signals, we proposed an observer with a corrective output injection term, based on a 2-
SMC algorithm, that exhibit remarkable properties of robustness against uncertainties
and disturbances for reconstructing the unmeasurable quantities affecting the system. In
Chapter 6 the three tank water process system has been introduced to the aim of pro-
vide a benchmark system respect to which the methods of FDI presented in Cap.4 and 5
could be tested and evaluated. Two schemes for the simultaneous reconstruction of actu-
ator faults and for the discrete state reconstruction have been applied to the real process.
The proposed observers, which makes use of a second order sliding mode controller algo-
rithm, permits the direct reconstruction of the faults and of the discrete states, from the
continuous observer output injection signal, avoiding the delays and intrinsic errors as-
sociated to any filtration process. Experimental results made on the laboratory size setup
confirm the effectiveness of the proposed schemes despite the presence of measurement
noise, unmodelled nonlinear phenomena and not very small sampling period.
Among possible lines for future investigations it appears interesting to embed the sug-
gested FDI approaches into novel, HOSM based, fault tolerant control systems for nonlin-
ear uncertain processes.
More significant and practically relevant industrial applications of the developed ap-
proaches are devised in the framework of the previously mentioned PRODI project.
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List of Publications Related to
the Thesis
Published papers
Journal papers
[79] G. Bartolini , N. Orani, A. Pisano, E. Punta , E. Usai, “A combined first/second order sliding-
mode technique in the control of a jet propelled vehicle“, International Journal of Robust and
Nonlinear Control, 18:4-5, pp. 570 - 585, 2007. [cited at p. -]
[80] N. Orani, A.Pisano, E. Usai, “Fault Detection and Reconstruction for a Three-Tank Sys-
tem via high-order sliding-mode Observer“, Advances in Nonlinear Observation and
Identification for Dynamic Systems. Journal of the Franklin Institute, published on line
doi:10.1016/j.jfranklin.2009.11.010. [cited at p. 102, 117]
Conference papers
[81] N. Orani, A.Pisano, M. Franceschelli, A. Giua and E. Usai . “Robust reconstruction of the
discrete state for a class of nonlinear uncertain switched systems“, ADHS09: 3rd IFAC Con-
ference on Analysis and Design of Hybrid Systems. Zaragoza, Spain September 16-18, 2009
[cited at p. 90, 107]
[82] N. Orani, A.Pisano, E. Usai. “Exact reconstruction of actuator faults by reduced-order sliding
mode observer“. IEEE Multi-conference on Systems and Control. Saint Petersburg, Russia, July
8-10, 2009. [cited at p. 75]
[83] N. Orani, A.Pisano, E. Usai. “Fault Detection and Reconstruction for a Three-Tank System
via high-order sliding-mode observer“. IEEE Multi-conference on Systems and Control. Saint
Petersburg, Russia, July 8-10, 2009. [cited at p. 117]
Submitted papers
[84] N. Orani, A.Pisano, M. Franceschelli, A. Giua and E. Usai. “Robust reconstruction of the dis-
crete state for a class of nonlinear uncertain switched systems“. Special issue of the IFAC af-
filiated Journal Nonlinear Analysis: Hybrid Systems, published by Elsevier [cited at p. -]
131

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Ph.D.

in Electronic and Computer Engineering

HIGHER-ORDER SLIDING MODE

Advisor: Elio Usai

HIGHER-ORDER SLIDING MODE

Advisor: Elio Usai

Special thanks to my supervisor Elio Usai.

2 Structural fault detectability, isolability and identifiability 35

3 Sliding Mode Observers 43

4 Sliding Modes for FDI 69

4.2.1 Actuator faults reconstruction . . . . . . . . . . . . . . . . . . . . . . 81

5 Discrete state reconstruction via HOSMO 89

7 Concluding remarks 123

1.1 The fault topology in the controlled system . . . . . . . . . . . . . . . . . . . . . 8

3.1 Utkin Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

4.1 The state variable and the state observation error. . . . . . . . . . . . . . . . . . 86

6.1 Configuration of the considered three-tank system . . . . . . . . . . . . . . . . . 98

6.11 Test 1. δi (t ) vs. δ̂i (t ). From top to bottom: i = 1, 2, 3. . . . . . . . . . . . . . . . . 109

1.1 Fault Signature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

6.1 Parameters of the Three Tank System . . . . . . . . . . . . . . . . . . . . . . . . . 101

for nonlinear uncertain switched system has been proposed.

States and Signals

Fault An unpermitted deviation of at least one characteristic property or parameter of

Failure A permanent interruption of a system’s ability to perform a required function un-

Malfunction An intermittent irregularity in the fulfillment of a system’s desired function.

Disturbance An unknown and uncontrolled input acting on a system.

Perturbation An input acting on a system, which results in a temporary departure from

Residual A fault indicator, based on a deviation between measurements and model-equation-

Symptom A change of an observable quantity from normal behavior.

Fault identification Determination of the size and time-variant behavior of a fault. It

Monitoring A continuous real-time task to determining the conditions of a physical sys-

Protection Means by which a potentially dangerous behavior of the system is suppressed

Reliability Ability of a system to perform a required function under stated conditions,

Time dependency of faults

Intermittent fault Combination of impulses with different amplitudes.

1. Early detection of small faults with abrupt or incipient time behavior;

2. Diagnosis of faults in the actuator, process components or sensors;

3. Detection of faults in closed loops;

4. Supervision of processes in transient states.

1.3 Fault diagnosis

1.3.1 Modelling of faulty systems

• Process or system components

Figure 1.1: The fault topology in the controlled system

Figure 1.2: The monitored system and fault topology

y(t ) + a 1 y (1) (t ) + · · · + a n y (n) (t ) = b 0 u(t ) + b 1 u (1) (t ) + · · · + b m u (m) (t ) (1.1)

Figure 1.3: Time-dependency of faults : a)abrupt; b)incipient; c)intermittent

Figure 1.4: Linear input output model and faults

Figure 1.5: Basic model faults: additive(a); multiplicative (b)

where x ∈ Rn , u ∈ Rp , y ∈ Rm and with the corresponding transfer function matrix

y(s) = G yu (s)u(s) +G y f (s) f (s) (1.5)

with known matrices E , F . Then we have

• sensor faults f s : these faults directly act on the process measurement

• actuator faults f a : these faults cause changes in the actuator response

where A i , B i ,C i , D i are matrices of known and of appropriate dimensions, and θ A i , θB i ,

1.4 (Process) Model-Based Fault Detection Meth-

1. Observers-based approach (Output Observers, State Observers, estimators, filters);

3. Identification and parameter estimation

An important aspect of these methods is the kind of fault to be detected. As noted in

2. Spectral analysis (FFT);

The characteristic quantities or features generated by fault detection methods show

1. Mean and variance estimation;

1.5 Residual generation