Computing Different Realizations of Linear Dynamical Systems with Embedding Eigenvalue Assignment

In this paper we investigate realizability of discrete time linear dynamical systems (LDSs) in fixed state space dimension. We examine whether there exist different Θ = (A,B,C,D) state space realizations of a given Markov parameter sequence Y with fixed B, C and D state space realization matrices. Full observation is assumed in terms of the invertibility of output mapping matrix C. We prove that the set of feasible state transition matrices associated to a Markov parameter sequence Y is convex, provided that the state space realization matrices B, C and D are known and fixed. Under the same conditions we also show that the set of feasible Metzler-type state transition matrices forms a convex subset. Regarding the set of Metzler-type state transition matrices we prove the existence of a structurally unique realization having maximal number of non-zero off-diagonal entries. Using an eigenvalue assignment procedure we propose linear programming based algorithms capable of computing different state space realizations. By using the convexity of the feasible set of Metzler-type state transition matrices and results from the theory of non-negative polynomial systems, we provide algorithms to determine structurally different realization. Computational examples are provided to illustrate structural non-uniqueness of network-based LDSs.

Observability Analysis and Observer Design for a Nonlinear Three-Tank System: Theory and Experiments

This paper addresses the observability analysis and observer design for a nonlinear interacting three-tank system. The plant configuration is first described using the process and instrumentation diagram (P&ID) and a state–space realization is derived; some insights about the behavior of the nonlinear system, considering equilibrium points and the phase portrait are provided. Then, observability in the Hermann–Krener sense is analyzed. A high-gain observer (HGO) is then designed, using the equivalence of the original state–space realization with its observability canonical form, in order to guarantee convergence of the state estimation. The performance was validated through simulation and experiments in a multipurpose plant equipped with real sensors; the HGO response was compared to a Luenberger observer (for a linear approximation of the plant) and the Extended Kalman Filter (for which convergence is not guaranteed), considering nonlinearities, interaction, disturbances and noise. Theoretical and experimental results show that the HGO can provide robust estimation and disturbance rejection, despite the sensitivity of HGOs to noisy variables in processes such as level of liquids.