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Observability of Linear Time-Invariant Systems with Relative Measurements: A Geometric Approach

Ioannis Raptis

Abstract

This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables. We concentrate on linear time-invariant systems, in which the observation matrix serves as the algebraic representation of a graph object. This graph object encapsulates the availability of relative measurements. Utilizing algebraic graph theory and abstract linear algebra (geometric) tools, we establish a link between the structure of the graph of relative measurements and the system-theoretic observability subspace of linear systems. Special emphasis is given to multi-agent networked systems whose dynamics are governed by the linear consensus protocol. We demonstrate the importance of absolute information and its placement to the system's dynamics in achieving full-state estimation. Finally, the analysis shifts to the synthesis of a distributed observer with relative measurements for single integrator dynamics, exemplifying the relevance of the preceding analytical findings. We support our theoretical analysis with numerical simulations.

Observability of Linear Time-Invariant Systems with Relative Measurements: A Geometric Approach

Abstract

This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables. We concentrate on linear time-invariant systems, in which the observation matrix serves as the algebraic representation of a graph object. This graph object encapsulates the availability of relative measurements. Utilizing algebraic graph theory and abstract linear algebra (geometric) tools, we establish a link between the structure of the graph of relative measurements and the system-theoretic observability subspace of linear systems. Special emphasis is given to multi-agent networked systems whose dynamics are governed by the linear consensus protocol. We demonstrate the importance of absolute information and its placement to the system's dynamics in achieving full-state estimation. Finally, the analysis shifts to the synthesis of a distributed observer with relative measurements for single integrator dynamics, exemplifying the relevance of the preceding analytical findings. We support our theoretical analysis with numerical simulations.

Paper Structure

This paper contains 9 sections, 21 theorems, 37 equations, 4 figures.

Key Result

Theorem 1

The matrix pair $(A,C)$ is observable if and only if the rank of the $nm\times n$ observability matrix $\mathcal{O}$ in (eq:observability_matrix) is $n$.

Figures (4)

  • Figure 1: Examples of different graph topologies and observation symmetric anchor nodes: (a) only the anchor node $2$ is observation symmetric; (b) all the nodes of the graph are observation symmetric.
  • Figure 2: Information-sharing links and information-exchanged variables (local measurements and estimates) between node $i$ and its adjacent nodes for generating its estimate $\hat{x}_{i}$.
  • Figure 3: Gradual comparison between the actual and estimated states of a SIMA system at distinct time instances for $n=8960$. Each gray-scale pixel in the image grid represents the numerical value of a state-space variable, which maintains a constant value, e.g., $x_{i}(t)=c_{i}$, where $c_{i}\in\left[0\:255\right]$. The initial state estimates, $\hat{x}_{i}(0)$, are uniformly drawn from the gray-scale range interval $\left[0\:255\right]$.
  • Figure 4: Reference time-varying signal (dashed lines), actual states of the single-integrator (upper plot, solid lines), and estimated states (lower plot, solid lines), all plotted with respect to time.

Theorems & Definitions (45)

  • Theorem 1
  • proof
  • Theorem 2
  • proof
  • Corollary 3
  • proof
  • Proposition 4
  • proof
  • Proposition 5
  • proof
  • ...and 35 more