A BEHAVIORAL APPROACH TO

ESTIMATION AND DEAD-BEAT OBSERVER DESIGN

WITH APPLICATIONS TO STATE-SPACE MODELS
∗ † ‡
MAURO BISIACCO , MARIA ELENA VALCHER , AND JAN C. WILLEMS

Abstract. The observer design problem is here investigated in the context of linear left shift invariant
discrete behaviors, whose trajectories have support on Z+ . Necessary and sufficient conditions for the
existence of a (consistent or not) dead-beat observer of some relevant variables from some measured ones, in
the presence of some unmeasured (and irrelevant) variables, are introduced, and a complete parametrization
of all dead-beat observers is given. A characterization of those behaviors which admit non-consistent dead-
beat observers is also provided. Equivalent conditions for the existence of causal dead-beat observers are
then derived. Finally, several classical problems addressed for state-space models, like state estimation, the
design of unknown input observers or the design of fault detectors and identifiers (possibly in the presence
of disturbances), are casted in this general framework, and the aforementioned equivalent conditions and
parametrizations are tailored to all these special instances.

Key words. Behavior, nilpotent autonomous system, observability, reconstructibility, observer, un-
known input observer (UIO), fault detector and isolator (FDI).

1. Introduction

The original theory of state observers was concerned with the problem of estimating the
state from the corresponding inputs and outputs. This problem has been later generalized
in various ways, and in relatively recent years there has been a great deal of research aiming
at designing state observers in the presence of unknown inputs (disturbances) [8, 15, 21].
Another research issue, which originated in the eighties and flourished in the nineties
[2, 9], but still represents a very lively research topic [3, 4] is the fault detection and
isolation (FDI) problem. The problem of detecting and identifying the faults affecting
the system functioning, possibly in the presence of disturbances, is naturally stated and
addressed as an estimation problem.
The last few years have witnessed a renewed interest in these two issues. In some recent
papers, estimation problems and observer synthesis, in a deterministic context, have been
investigated for wider classes of dynamic systems, described either in a behavioral set-
ting or by means of polynomial/rational models, thus enlightening interesting connections
between the problem solutions obtained via different approaches [5, 6, 17, 18].
∗
Dip. di Ingegneria dell’Informazione, Univ. di Padova, via Gradenigo 6/B, 35131 Padova, Italy,
e-mail:bisiacco@dei.unipd.it
†
Author for correspondence: Dip. di Ingegneria dell’Informazione, Univ. di Padova, via Gradenigo
6/B, 35131 Padova, Italy, phone: +39-049-827-7795 - fax: +39-049-827-7614, e-mail:meme@dei.unipd.it
‡
Department of Electrical Engineering, K.U. Leuven, Kasteelpark Arenberg 10, B-3001 Leuven, Bel-
gium, email:Jan.Willems@esat.kuleuven.ac.be. This research is supported by the Belgian Federal Gov-
ernment under the DWTC program Interuniversity Attraction Poles, Phase V, 2002–2006, Dynamical
Systems and Control: Computation, Identification and Modelling, by the KUL Concerted Research Action
(GOA) MEFISTO–666, and by several grants and projects from IWT-Flanders and the Flemish Fund for
Scientific Research.

1
 The goal of this paper is twofold: as a first step, we aim to fully explore the behavioral
approach to a generic (deterministic) estimation problem for linear left shift invariant
discrete systems. As a consequence, we will be able to provide an extremely powerful
setting where all classical estimation problems for (discrete-time) state space models can
be casted, thus providing a uniform technique for testing the problems solvability and,
when such problems are solvable, a homogeneous parametrization of all (transfer matrices
which provide) the desired solutions. These results extend the analysis started in [17, 18].
In the second part of the paper, these general results are applied to state-space models
for formalizing, and hence solving, a wide variety of classical estimation problems (state
estimation, state estimation in the presence of disturbances, fault detection and isolation,
...), which therefore turn out to be rather trivial instances of the general problem addressed
in the behavioral setting. A preliminary version of these results can be found in [1].
We remark that the choice of dealing with dead-beat observers instead of asymptotic
observers (possibly under some additional robustness constraint, which may confine the
system zeros within some open circle |z| < r < 1) is just motivated by the sake of simplicity.
Indeed, the analysis carried on here could be easily adjusted to deal with the asymptotic
case, by simply replacing everywhere in the paper the right monomicity property with the
constraint that the given polynomial matrix is of full column rank in every point z ∈ C
with |z| ≥ 1 (with |z| ≥ r in the robust case). All the results could be immediately
extended to these setting, but the proofs and the details would be a little more tedious.
Also, we would like to underline that the analysis would not change at all if we assumed
that all the system trajectories take values on any (possibly finite) field. In this way, the
results could be immediately use in other contexts, like convolutional coding (see [14]).
In convolutional coding surely the problem of dead-beat estimation is of higher relevance
with respect to asymptotic estimation.

Before entering the core of the paper, it is convenient to introduce some notation.
We consider here polynomial matrices with entries in R[z] (and, occasionally, Laurent
(L-polynomial, for short) polynomial matrices, having entries in R[z, z −1 ]). A polynomial
matrix M (z) ∈ R[z]p×q is right monomic [5, 7] if rank M (λ) = q for every λ ∈ C \ {0}.
This means that M (z) is of full column rank and the GCD of its maximal order minors
is a monomial. M (z) is right monomic if and only if it admits a Laurent polynomial left
inverse or, equivalently, the diophantine equation

X(z)M (z) = z N Iq ,

in the unknown polynomial matrix X(z), is solvable for some nonnegative integer N .
M (z) ∈ R[z]p×q is right prime if rank M (λ) = q for every λ ∈ C. Right prime matrices are
special cases of right monomic matrices. Actually, right primeness characterizations can be
obtained by simply replacing in the previous equivalent conditions the word “monomial”
with “unit” and the integer N by zero. Left monomic and left prime matrices are similarly
defined and characterized.

The concepts of left annihilator and, in particular, of minimal left annihilator (MLA,
for short) of a given polynomial matrix M (z) have been introduced in [12] and can be
summarized as follows: if M (z) is a p × q polynomial matrix of rank r, a polynomial

2
matrix H(z) is a left annihilator of M (z) if H(z)M (z) = 0. A left annihilator Hm (z) of
M (z) is an MLA if it is of full row rank and for any other left annihilator H(z) of M (z)
we have H(z) = P (z)Hm (z) for some polynomial matrix P (z). It can be easily proved
that unless M (z) is of full row rank, an MLA always exists (if M (z) is of full row rank,
its left annihilators are zero matrices with an arbitrary number of rows), it is a (p − r) × p
left prime matrix and is uniquely determined modulo a unimodular left factor. Right
annihilators and minimal right annihilators (MRAs) can be similarly defined and enjoy
analogous properties.
In the following, for the sake of simplicity, the size of any vector will be denoted by
means of the same typewritten letter that is used for denoting the vector itself. In other
words, wm := dim(wm ), wr := dim(wr ), u := dim(u), x := dim(x), etc.

2. Basic results about behaviors with trajectories in in (Rw )Z+

In this paper, all trajectories will be assumed defined on the set Z+ of nonnegative integers.
The left (backward) shift operator on (Rv )Z+ , the set of trajectories defined on Z+ and
taking values in Rv , is defined as

σ : (Rv )Z+ → (Rv )Z+ : (v0 , v1 , v2 , · · ·) 7→ (v1 , v2 , v3 , · · ·).

If M (z) = L i
i=0 Mi z ∈ RP [z]p×q is a polynomial matrix, we associate with it the polynomial
P

matrix operator M (σ) = L i

i=0 Mi σ . The first results about polynomial matrix operators
q Z+
acting on (R ) , at our knowledge, can be found in [19], where these results have been
derived with (and compared to) those about the more common set-up of polynomial matrix
operators acting on (Rq )Z . Further comparisons between these two settings have been later
carried on in [14] and in [16], where the few differences between the two environments have
been pointed out. In this section, we only recall a few fundamental results. As a first fact,
it can be proved that M (σ) describes an injective map from (Rq )Z+ to (Rp )Z+ if and only
if M (z) is a right prime matrix, and a surjective map if and only if M (z) is of full row
rank.
Within this paper, by a behavior B ⊆ (Rw )Z+ we mean the linear and left shift invariant
set of solutions w = {w(t)}t∈Z+ of a system of difference equations

(2.1) R0 w(t) + R1 w(t + 1) + · · · + RL w(t + L) = 0, t ∈ Z+ ,

with Ri ∈ Rp×w . This system is equivalently described as

(2.2) R(σ)w = 0,

where R(z) := L i
i=0 Ri z belongs to R[z]
p×w , and this leads to the short-hand notation
P

B = ker R(σ).
It has been shown [19] that ker R1 (σ) ⊆ ker R2 (σ) if and only if R2 (z) = P (z)R1 (z)
for some polynomial matrix P (z).
A behavior B = ker R(σ) ⊆ (Rw )Z+ , with R(z) ∈ R[z]p×w , is said to be autonomous if
it is a finite dimensional vector subspace of (Rw )Z+ , and this happens if and only if R(z)
is of full column rank [19, 17]. Every autonomous behavior in (Rw )Z+ can be expressed as

3
ker R(σ) for some nonsingular square polynomial matrix R(z). Autonomous behaviors for
which there exists some N ∈ N such that all their trajectories have (compact) supports
included in [0, N − 1] are called nilpotent autonomous and they are kernels of polynomial
matrix operators R(σ) corresponding to right monomic matrices [17]. In particular, if
R(z) is nonsingular square, then ker R(σ) is nilpotent if and only if det R(z) = c · z N , for
some c ∈ R \ {0} and some N ∈ Z+ . Of course, ker R(σ) is the zero behavior if and only
if det R(z) = c 6= 0, namely R(z) is unimodular. It is worthwhile to remark a significant
difference between behaviors defined on Z+ and the more traditional ones, defined on
Z. When dealing with these latter, nilpotency cannot arise [17]. In fact, the only finite
support trajectory of an autonomous behavior defined on Z is the zero one, and the kernel
(on Z) of a monomic matrix coincides with the zero behavior.
A behavior described as B = ker R(σ), for some left prime polynomial matrix R(z) ∈
R[z]p×w , admits also an image representation1 . Indeed, for every polynomial matrix
M (z) ∈ R[z]w×m of rank w − p which is a right annihilator of R(z) (or, equivalently,
having R(z) as an MLA), one gets ker R(σ) = im M (σ). This fact will turn out to be very
useful in the sequel.

3. Observability and reconstructibility

Consider a dynamic system Σ = (Z+ , Rw , B), whose behavior B is described as in (2.2),

for some polynomial matrix R(z). Independently of the physical meaning of the system
variables which are grouped together in the vector w, when dealing with any type of
estimation problem a first natural distinction is introduced between measured variables,
denoted by wm , and unmeasured variables. These latter, in turn, may be naturally split
into the subvector of all system variables which are (unmeasured and) the target of our
estimation problem (the “relevant” variables for the specific estimation problem), wr ,
and the subvector of all variables which are both unmeasured (for instance because they
represent disturbances or modeling errors) and “irrelevant” for our estimation problem.
We refer to such a subvector as wi . As a consequence, the vector w is naturally split into
three subvectors as follows:
wr (t)
 

w(t) =  wm (t)  .
wi (t)
The polynomial matrix R(z) can be accordingly block-partitioned, thus leading to the
following description of the behavior trajectories:

wr (t)
 

(3.1) [ Rr (σ) −Rm (σ) −Ri (σ) ] wm (t)  = 0,

 t ∈ Z+ ,
wi (t)

or, equivalently

(3.2) Rr (σ)wr (t) = Rm (σ)wm (t) + Ri (σ)wi (t), t ∈ Z+ .

1
This type of behaviors are known in the literature as controllable behaviors [19, 20]. Our interest here,
however, is only in the following technical result and not in the controllability property, so we skip further
details on this issue.

4
 With respect to this partition of the system variables, the notions of observability and
reconstructibility are easily introduced as follows.

Definition 3.1. [17, 18] Given a dynamic system Σ = (Z+ , Rw , B) whose behavior
is described as in (3.2), we say that wr is reconstructible from wm , if (wr , wm , wi ), (w̄r ,
wm , w̄i ) ∈ B implies that there exists N ∈ Z+ such that wr (t) − w̄r (t) = 0, ∀ t ≥
N. In particular, when N = 0, wr is said to be observable from wm . Σ is said to be
reconstructible (observable) if every trajectory wr is reconstructible (observable) from the
corresponding wm .
Characterizations of reconstructibility and observability have been obtained in [17].
It is worthwhile to remark that when a system is reconstructible a common nonnegative
integer N can be found such that all relevant trajectories can be exactly evaluated (from
the corresponding measured trajectories) after N steps. So, the index N does not depend
on the specific pair (wr , wm ) but represents a system property.

Consider the dynamic system Σ described by (3.2), with wm the measured variable,
wr the to-be-estimated variable and wi the irrelevant one. A dead-beat observer (DBO)
of wr from wm is a system that, corresponding to every trajectory (wr , wm , wi ) in B,
produces an estimate ŵr of the trajectory wr (based on the measured variable wm alone),
that coincides with the sequence wr except, possibly, in a finite number of initial time
instants. In particular, a dead-beat observer for Σ which produces an estimate ŵr of wr
which coincides with wr at each time instant t ∈ Z+ (and hence is not affected by any
“estimation error”) is an “exact” observer. These notions are formalized in the following
definition.

Definition 3.2. [17] Consider the dynamic system Σ, whose behavior B is described
as in (3.2). The system represented by the difference equation

(3.3) Q(σ)ŵr = P (σ)wm ,

with P (z) and Q(z) polynomial matrices of suitable dimensions, is said to be

• a dead-beat observer (DBO) of wr from wm for Σ if

(a) for every (wr , wm , wi ) ∈ B there exists ŵr such that (ŵr , wm ) satisfies (3.3), and

(b) there exists N ∈ Z+ such that for every (wr , wm , wi ) in B and (ŵr , wm ) satisfying
(3.3), we have wr (t) − ŵr (t) = 0 for every t ≥ N ;

• a consistent dead-beat observer (cDBO) of wr from wm for Σ if it is a dead-beat

observer and for every (wr , wm , wi ) in B the trajectory (wr , wm ) always satisfies (3.3);
• an exact observer (EO) of wr from wm for Σ if (a) holds, and (b) holds for N = 0.

Remarks i) For an observer described by (3.3), the difference variable e := wr − ŵr

represents the estimation error. So, the previous definitions can be paraphrasized by
saying that an observer is dead-beat (exact) if the estimation error trajectories belong to
a nilpotent autonomous behavior (to the zero behavior).

5
 ii) The concept of consistent DBO may sound somewhat strange and redundant.
Simple examples prove that this is not the case. In fact, consider the elementary system

0
   
σ
(3.4) wr (t) = wm (t).
1 1

It is easily seen that wr (t) = 0, ∀t ≥ 1 and hence ŵr (t) = 0, t ≥ 0, represents a DBO
for the system. However, it is not consistent, since all trajectories (wr (t), wm (t)) which
are identically zero for t ≥ 1, but at t = 0 take a different value, i.e., (wr (0), wm (0)) =
(a, a), a 6= 0, belong to the system behavior but do not satisfy the observer equations. As
we will see, however, if a DBO exists then also a cDBO may be found. Of course, this
distinction does not make sense when dealing with exact observers, which are by definition
consistent.

The following theorem provides an extensive characterization of those systems which

admit DBOs, thus significantly extending the results obtained in [17] and [18].

Theorem 3.3. Consider a dynamic system, whose behavior B is described as in

(3.2), and let Hi (z) denote a minimal left annihilator of Ri (z). The following facts are
equivalent:

ia) there exists a consistent DBO for Σ;

ib) there exists a DBO for Σ;

ii) B is reconstructible.

iii) Γ(z) := Hi (z)Rr (z) is right monomic;

iv) there exist N ∈ Z+ and a polynomial matrix L(z) such that

(3.5) L(z) [ Rr (z) −Ri (z) ] = [ z N Iwr 0];

Proof. ia) ⇒ ib) Obvious.

ib) ⇒ ii) If B were not reconstructible, there would be two trajectories (wr , wm , wi ),
(w̄r , wm , w̄i ) in B such that wr (t) − w̄r (t) is an infinite support sequence. If (ŵr , wm )
is any pair satisfying (3.3), by property b) of a DBO, the trajectory ŵr should differ in a
finite number of time instants both from wr and from w̄r . This is clearly impossible.
ii) ⇒ iii) If Γ(z) were not right monomic, there would be an infinite support trajectory
wr ∈ ker Γ(σ). Consequently, by the definition of Γ(z) and the relationship between
kernel and image representations previously recalled, Rr (σ)wr ∈ ker Hi (σ) = im Ri (σ).
So, there would be wi such that Rr (σ)wr = Ri (σ)wi . This would imply that both (0, 0, 0)
and (wr , 0, wi ) belong to B, thus contradicting the reconstructibility assumption.
iii) ⇒ iv) If Γ(z) is right monomic, there exists a polynomial matrix S(z) such that
S(z)Γ(z) = z N I for some N ∈ N. The matrix L(z) := S(z)Hi (z) satisfies (3.5).
iv) ⇒ ia) Let L(z) be a polynomial matrix satisfying (3.5). We aim to show that by
assuming (Q(z), P (z)) = (L(z)Rr (z), L(z)Rm (z)) = (z N Iwr , L(z)Rm (z)) we get a cDBO.

6
If (wr (t), wm (t), wi (t)) is any trajectory in B, and hence satisfies (3.2), premultiplication
by L(σ) leads to
(3.6) σ N wr (t) − L(σ)Rm (σ)wm (t) = 0.
So, condition (a) is satisfied by simply choosing ŵr = wr . On the other hand, for any
other ŵr satisfying (3.6) we have σ N [wr (t) − ŵr (t)] = 0, thus proving (b).

Corollary 3.4, below, is easily proved along the same lines of the previous Theorem.

Corollary 3.4. Consider a dynamic system, whose behavior B is described as in

(3.2), and let Hi (z) denote a minimal left annihilator of Ri (z). The following facts are
equivalent:

i) there exists an EO for Σ;

ii) B is observable.

iii) Γ(z) is right prime;

iv) there exists a polynomial matrix L(z) such that L(z) [ Rr (z) −Ri (z) ] = [ Iwr 0].

Remark It is worth enlightening two limit cases of the previous results.

1) When no irrelevant variables are involved in the behavior description (i.e. there is
no Ri ), then Hi reduces to the identity matrix and hence the existence of a DBO (EO) is
equivalent to the right monomicity (primeness) of Rr (z).
2) When Ri is of full row rank, then Hi is not defined. When so, Theorem 3.3 (and
henceforth Corollary 3.4) can be read in a negative sense, since none of the equivalent
conditions can be satisfied.

4. A parametrization of all dead-beat (exact) observers

Consider, again, a behavior B, described as in (3.1), and assume without loss of generality
that [ Rr (z) −Rm (z) −Ri (z) ] is of full row rank p. When B admits a DBO (EO), we
can provide a complete parametrization of all its (consistent or not) DBOs (EOs). To this
end, we first recall the concept of equivalent observers and a useful technical lemma [18].
Given a DBO (EO), its behavior B̂ is the set of all solutions (ŵr , wm ) of the difference
equation (3.3). Among all the trajectories of B̂, however, we are interested only in those
produced corresponding to the trajectories of B, namely in the set {(ŵr , wm ) ∈ B̂ : wm ∈
Pm B}, where Pm B := {wm : ∃ wr , wi s.t. (wr , wm , wi ) ∈ B}. So, by assuming this point
of view, it is reasonable to regard as equivalent two observers (3.3), for the same system,
not if their behaviors B̂1 and B̂2 coincide, but if they satisfy the following condition

{(ŵr , wm ) ∈ B̂1 : wm ∈ Pm B} = {(ŵr , wm ) ∈ B̂2 : wm ∈ Pm B}.

Of course, two equivalent observers are either both consistent or both non-consistent. We
can now introduce the following result about equivalent observers.

7
 Lemma 4.1. [18] If Q(σ)ŵr = P (σ)wm is a DBO (in particular, an EO) for Σ,
there exists an equivalent DBO (EO) Q̄(σ)ŵr = P̄ (σ)wm with Q̄ nonsingular square and
monomic (unimodular).

Thanks to this lemma, from now on, we will steadily focus on the parametrization
of all those observers whose matrix Q(z) is nonsingular square. Aiming at this goal, it
is convenient to reduce the original behavior description to a more suitable one. If B
satisfies any of the equivalent conditions
 of Theorem
 3.3, and we let S(z) be a left prime
S(z)
polynomial matrix such that U (z) = is unimodular, then B can be equivalently
Hi (z)
described as
S(σ)Rr (σ) S(σ)Rm (σ) S(σ)Ri (σ)
     
(4.1) wr = wm + wi ,
Γ(σ) Φ(σ) 0

where S(z)Ri (z) is of full row rank, Γ(z) = Hi (z)Rr (z) and Φ(z) := Hi (z)Rm (z). If V (z)
is a unimodular matrix such that
∆(z)
 
V (z)Γ(z) = ,
0

with ∆(z) square monomic (unimodular), we can conformably partition V (z)Φ(z) as

L1 (z)
 
V (z)Φ(z) = .
L0 (z)

The behavior B can then be equivalently described as follows:

S(σ)Rr (σ) S(σ)Rm (σ) S(σ)Ri (σ)

     

(4.2)  ∆(σ)  wr =  L1 (σ)  wm +  0  wi .

0 L0 (σ) 0

Notice that S(σ)Ri (σ) defines a surjective map, and hence

Pr,m B := {(wr , wm ) : ∃ wi s.t. (wr , wm , wi ) ∈ B} = ker [ Γ(σ) −Φ(σ) ] = kerZ(σ),

where
∆(z) −L1 (z)
 
Z(z) := .
0 −L0 (z)
Notice that both [ Γ(σ) −Φ(σ) ] and Γ(z) are of full row rank, as a consequence of the
full row rank assumption on the initial system description (3.1).
Once we have singled out Pr,m B, by keeping in mind that the DBOs (the EOs) do not
involve wi , we may resort to Theorem 5.4 of [17], thus obtaining the following parametriza-
tion of all consistent DBOs (EOs)2 .

Theorem 4.2. [17] Consider a system Σ whose behavior B is described as in (4.2),

with S(z)Ri (z) of full row rank and ∆(z) square monomic (unimodular). If P and Q are
2
It is worthwhile to remark that in [17, 18] the possibility of resorting to non-consistent DBOs had not
been contemplated. So, all results and parametrizations appearing there implicitly assume consistency.

8
polynomial matrices, with Q nonsingular square, then Q(σ)ŵr = P (σ)wm is a consistent
(exact) dead-beat observer for Σ if and only if

(4.3) [ Q(z) −P (z) ] = [ Y (z) X(z) ] Z(z),

with Y (z) a monomic (unimodular) polynomial matrix and X(z) a polynomial matrix.

We can now provide an extension of the previous parametrization to the whole class
of DBOs, thus including also non-consistent DBOs.

Theorem 4.3. Consider a system Σ whose behavior B is described as in (4.2), with

S(z)Ri (z) of full row rank and ∆(z) square monomic. If P and Q are polynomial matrices,
with Q nonsingular square, then Q(σ)ŵr = P (σ)wm is a DBO for Σ if and only if

(4.4) [ Q(z) −P (z) ] = [ Y (z, z −1 ) X(z, z −1 ) ] Z(z),

with Y (z, z −1 ) and X(z, z −1 ) L-polynomial matrices such that Q(z) = Y (z, z −1 )∆(z) is
(square polynomial and) monomic.
Proof. Assume, first, that the polynomial pair (Q(z), P (z)) satisfies (4.4) and Q(z)
is square monomic, and let (wr , wm , wi ) be any trajectory in B. Clearly, Q(z) defines a
surjective map and hence, corresponding to the assigned wm , there exists ŵr such that
Q(σ)ŵr = P (σ)wm . We aim, now, to show that property b) holds. To this end, let k ∈ Z+
be a nonnegative integer such that Ȳ (z) := z k ·Y (z, z −1 ) and X̄(z) := z k ·X(z, z −1 ) are both
polynomial matrices. Clearly, any such ŵr satisfies the difference equation σ k Q(σ)ŵr =
σ k P (σ)wm , which defines, by Theorem 4.2, a consistent DBO. Consequently, ŵr coincides
with wr after a finite number of steps.
Conversely, suppose that the polynomial pair (Q(z), P (z)) defines a DBO and, accord-
ing to Definition 3.2, let N be a nonnegative integer such that wr (t) − ŵr (t) = 0, ∀ t ≥ N,
or, equivalently, σ N (wr (t) − ŵr (t)) = 0, ∀ t ≥ 0. Clearly, each trajectory (ŵr , wm ) satis-
fying Q(σ)ŵr = P (σ)wm , also satisfy

(4.5) σ N Q(σ)ŵr = σ N P (σ)wm ,

thus ensuring σ N Q(σ)wr = σ N P (σ)wm . So, (4.5) represents a consistent DBO and this
implies, by Theorem 4.2, that polynomial matrices Ȳ (z) and X̄(z) can be found such that

[ z N · Q(z) −z N · P (z) ] = [ Ȳ (z) X̄(z) ] Z(z).

Consequently, (4.4) holds for Y (z, z −1 ) = z −N · Ȳ (z) and X(z, z −1 ) = z −N · X̄(z).

Remarks i) Since Z(z) is of full row rank, as previously remarked, equation (4.4)
establishes a bijective correspondence between polynomial pairs (Q(z), P (z)) and the cor-
responding pairs (Y, X) ∈ R[z, z −1 ]wr ×wr × R[z, z −1 ]wr ×ℓ in (4.4), ℓ denoting the number
of rows of L0 (z).
ii) An equivalent parametrization of all DBOs can be easily obtained by referring to the
behavior description (4.1). Indeed, the polynomial pair (Q(z), P (z)), with Q nonsingular
square, defines a DBO (3.3) for Σ if and only if

(4.6) [ Q(z) −P (z) ] = Y (z, z −1 ) [ Γ(z) −Φ(z) ] ,

9
with Y (z, z −1 ) an L-polynomial matrix such that Y (z, z −1 )Γ(z) is square polynomial and
monomic, while Y (z, z −1 )Φ(z) is polynomial. On the other hand, if we are interested in
consistent DBOs, then the above parametrization is still true, provided that Y (z, z −1 ) is
strictly polynomial.
iii) One may wonder why we are interested in non-consistent DBOs when, under the
same conditions, we can always resort to consistent ones. The only reason that may lead
to choose this solution is complexity. Indeed, by choosing L-polynomial matrices X and
Y , instead of polynomial ones, we may reduce the degree of the polynomial matrices Q(z)
and P (z), and this leads to an autoregressive model of lower complexity. This fact is
enlightened, for instance, by the simple example (3.4) we provided in section 3. Further
examples, supporting this claim, will be provided in section 6.
As an important corollary of Theorem 4.3, it turns out that the class of the transfer
matrices of all DBOs coincides with the class of the transfer matrices of all consistent
DBOs, since it is immediate to obtain, as we did within the proof, a consistent DBO
starting from a generic one. Specifically, the DBO transfer matrices are parametrized,
according to (4.4) as

Ŵ (z) = Q(z)−1 P (z) = ∆−1 (z)L1 (z) + ∆−1 (z)Y −1 (z, z −1 )X(z, z −1 )L0 (z)

as Y (z, z −1 ) and X(z, z −1 ) vary over the set of all Laurent polynomial matrices of suitable
sizes (under the constraint that Q(z) = Y (z, z −1 )∆(z) is polynomial and square monomic,
and the corresponding P (z) is polynomial, too). Upon setting Ŵ0 (z) := ∆−1 (z)L1 (z),
which can be seen as a “particular” transfer matrix, and noting that T (z, z −1 ) := ∆−1 (z)
Y −1 (z, z −1 )X(z, z −1 ) is an arbitrary Laurent polynomial matrix3 (by the monomicity of
Y (z, z −1 )∆(z)), the previous parametrization becomes

(4.7) Ŵ (z) = Ŵ0 (z) + T (z, z −1 )L0 (z), T (z, z −1 ) ∈ R[z, z −1 ]wr ×ℓ .

Starting from the parametrization (4.3) for consistent DBOs, we get exactly the same
result. So, consistency is just a property that affects the free observer evolution, as it
depends on the choice of the initial samples of ŵr , but not the forced evolution, which is
uniquely determined by the observer transfer matrix (which is always L-polynomial) and
by the specific wm .

As a further corollary of Theorem 4.3 above, one may deduce conditions for a system
Σ, whose behavior B is described as in (4.2), to admit non-consistent DBOs.

Theorem 4.4. Consider a system Σ whose behavior B is described as in (4.2), with

S(z)Ri (z) of full row rank and ∆(z) monomic.The following facts are equivalent:

i) the class of DBOs coincides with the class of consistent DBOs;

ii) Z(0) is of full row rank;

3
Indeed, one way is obvious. On the other hand, if ∆ is monomic and T is an arbitrary L-polynomial
matrix, then we can always find L-polynomial matrices X and Y such that Y ∆ is polynomial and monomic,
and ∆(z)T (z, z −1 ) = Y −1 (z, z −1 )X(z, z −1 ). Consequently, the corresponding Q and P are polynomial
matrices with Q square monomic.

10
 iii) [ Γ(0) −Φ(0) ] is of full row rank.

Proof. i) ⇒ ii) If Z(0) were not of full row rank, (the full row rank matrix) Z(z) could
be expressed as Z(z) = T (z)Z̄(z), for some square monomic (but not unimodular) T (z)
and some polynomial matrix Z̄(z) such that Z̄(0) is of full row rank. It is a matter of
simple calculations to show that we can assume w.l.o.g.
¯
∆(z) −L̄1 (z) T11 (z) T12 (z)
  
Z̄(z) = and T (z) = ,
0 −L̄0 (z) 0 T22 (z)
¯
with T11 (z), T22 (z) and ∆(z) square monomic. If T11 (0) is singular, corresponding to the
strictly L-polynomial pair

[ Y (z, z −1 ) X(z, z −1 ) ] = [ T11 (z)−1 −T11 (z)−1 T12 (z)T22 (z)−1 ] ,

we get a non-consistent DBO (4.4). On the other hand, if T11 (0) is nonsingular, then T22 (0)
is. So, a non-consistent DBO is obtained corresponding to the strictly L-polynomial pair

[ Y (z, z −1 ) X(z, z −1 ) ] = [ Iwr −T22 (z)−1 ] .

ii) ⇒ i) If Z(0) is of full row rank, it admits a right inverse, say ZR (0). Then for every
L-polynomial pair (Y, X) in R[z, z −1 ]wr ×wr × R[z, z −1 ]wr ×ℓ such that the corresponding pair

[ Q(z) −P (z) ] = [ Y (z, z −1 ) X(z, z −1 ) ] Z(z)

is polynomial, with Q(z) monomic, we get

[ Q(0) −P (0) ] ZR (0) = [ Y (z, z −1 ) X(z, z −1 ) ]|z=0 .

Since the left-hand side is finite, so is the right-hand side. This ensures that (Y, X) is in
R[z]wr ×wr × R[z]wr ×ℓ .
ii) ⇔ iii) Obvious.

Remark In the example (3.4) provided in section 3 it was

0 0 0
   
z
[ Γ(z) −Φ(z) ] = ⇒ [ Γ(0) −Φ(0) ] = .
1 −1 1 −1

So, condition iii) of the previous Theorem is not satisfied and in fact, as already seen, the
system admits a non-consistent DBO.

5. Causal dead-beat observers

If the task we have in mind is simply that of obtaining a “behavioral approach” to the
solution of various types of estimation problems, and a parametric (kernel) description
of all available solutions, the results of the previous sections already provide satisfactory
answers. If we aim at applying the previous general results to the specific problems one
may address in the state-space setting, however, it is extremely important to investigate
the existence of a DBO which admits a state-space realization. This requires the observer

11
L-polynomial transfer matrix Ŵ (z) := Q−1 (z)P (z) to be proper, and this is the case if
and only if it is a polynomial matrix in the negative powers of z (i.e. an F.I.R. filter).
If we refer to the behavior description (4.1), and hence Pr,m B is described by

(5.1) Γ(σ)wr = Φ(σ)wm ,

the parametrization (4.6) can be fruitfully exploited to investigate this issue. Since we
already remarked that the class of DBOs does not provide additional transfer matrices
with respect to those obtained corresponding to cDBOs, we will assume that the matrix
Y appearing in (4.6) is polynomial and hence denote it by Y (z). So, the general expression
of the observer transfer matrix is

Ŵ (z) = [Y (z)Γ(z)]−1 [Y (z)Φ(z)] ,

with Y (z) a polynomial matrix such that Y (z)Γ(z) is square and monomic.

The characterization of those behaviors which admit a consistent DBO endowed with a
proper transfer matrix, obtained in [18], can be easily adjusted to the case when irrelevant
variables are involved in the behavior description, thus leading to the following result4 .

Theorem 5.1. [18] Consider a dynamic system Σ with behavior B described as in

(4.1), with wr reconstructible from wm . Suppose without loss of generality that

(5.2) [ Γ(z) −Φ(z) ] ∈ R[z](wr +ℓ)×(wr +wm )

is row reduced [10] with row degrees µ1 , µ2 , . . . , µwr +ℓ , so that

z µ1
 
 z µ2 
(5.3) [ Γ(z) −Φ(z) ]= .. [ Γ0 −Φ0 ] + [ Γlr (z) −Φlr (z) ] ,
 . 
z µwr +ℓ

where [ Γ0 −Φ0 ] is a full row rank constant matrix and [ Γlr (z) −Φlr (z) ] is a polynomial
matrix whose entries in the ith row have degrees smaller than µi , i = 1, 2, . . . , wr . A
necessary and sufficient condition for the existence of a consistent DBO endowed with a
proper transfer matrix Ŵ (z) is that Γ0 is of full column rank.

Remark. It is worthwhile remarking (see [18, 1] for the details) that the assumption
that the polynomial matrix (5.2) is row reduced plays a role only in the necessity part of the
proof of the previous theorem. Actually, if we start with a representation corresponding
to a polynomial matrix (5.2) which is not row reduced, but Γ0 is of full column rank,
then a causal DBO exists. Notice that since the proof is a constructive one, it is easy to
explicitly obtain such a DBO. Clearly, if Γ0 is not of full column rank in a row reduced
description, it cannot exhibit this property in any other representation.

4
An explicit proof of this theorem has been presented in [1].

12
6. Applications to state-space models

In this section we will show how the observer theory, here developed within the behavioral
approach, allows to treat in a homogeneous way several classical estimation problems
for state-space systems. To this end we will consider the most general expression of a
state-space model (in a deterministic setting), including not only the usual state, input
and output variables, but also disturbances and additive faults. Additive faults are typ-
ically adopted in the literature for modeling abrupt changes in the system functioning,
like changes in the entries of the system matrices, sensor and/or actuator failures, etc.
[2, 3, 4, 9]. Once we will cast the state-space model in the behavioral framework, by dif-
ferently choosing the measured, the relevant and the irrelevant variables, we will be able
to formalize the following traditional problems:

1. the state estimation when neither disturbances nor faults affect the system;

2. the state estimation when only disturbances affect the system. This leads to the
well-known concept of unknown input observer (UIO);

3. the fault detection and isolation when no disturbance affects the system (but faults,
of course, do) (FDI);

4. the fault detection and isolation in the presence of disturbances (dFDI).

A general state-space model is described by the following equations:

(6.1) x(t + 1) = Ax(t) + Bu u(t) + Bd d(t) + Bf f (t),

(6.2) y(t) = Cx(t) + Du u(t) + Dd d(t) + Df f (t), t ∈ Z+

where x denotes the state, u the controlled input, y the measured output, d the distur-
bance (i.e., the uncontrollable input) and f the fault. The state-space model (6.1)-(6.2)
can be rewritten in behavioral form as
 
x(t)
 y(t) 
σIx − A 0 −Bu −Bd −Bf 
 
(6.3)  u(t)  = 0, t ∈ Z+ .
 
C −Iy Du Dd Df 
 d(t) 


f (t)

It is worthwhile to remark that the polynomial matrix involved in the system description
(6.3) is always of full row rank.
Before proceeding, an algorithm for obtaining a DBO (an EO,) possibly by means of
a standard state-space model, may be fruitfully sketched:

1. Check whether Γ(z) is right monomic (right prime). If not, a DBO (an EO) is not
available.

2. If the answer is positive, put the polynomial matrix (5.2) in row reduced form and
evaluate the column rank of Γ0 .

13
 3. If Γ0 is of full column rank, the transfer matrix of a causal DBO (EO) can be
obtained (see [18]), and this transfer function can be realized by means of a finite
memory system of the form

v(t + 1) = F v(t) + Gwm (t), ŵr (t) = Hv(t) + Jwm (t).

4. When causal DBOs are not available, by resorting to the parametrization of the
DBO transfer matrices given in (4.7), we obtain some transfer matrix Ŵ (z) =
z i · W̃ (z −1 ), with W̃ (z −1 ) a polynomial matrix in the variable z −1 and i a positive
integer. If we realize W̃ (z −1 ) by means of a state-space model, we obtain a “de-
layed” DBO, as the DBO outputis ŵr (t − i), instead of ŵr (t). In other words, the
estimation is performed with a fixed delay of i steps.

6.1. Standard state estimation

If neither faults f nor disturbances d affect the system, we are reduced to the case of
plain state estimation from the controlled input and the measured output. When so, the
h iT
relevant variable is wr = x, the available measurements are wm = yT uT , and there
are no irrelevant variables wi . The behavioral equation takes the form

x x
   
− σIx − A 0 −Bu −
 
(6.4) [ Rr (σ) −Rm (σ) ]   =
    = 0.
y C −Iy Du y
u u

As previously remarked, in this case there is no Ri (z) and hence Hi (z) = Ix+y , while
Rr (z) =: O(z). So, reconstructibility (observability), and hence the existence of a dead-
beat (an exact) state observer, corresponds to the right monomicity (right primeness) of
the PBH observability matrix O(z), a well-known result [10, 11, 13]. When so, both causal
and non-causal DBO (EO) can be constructed. Indeed, the polynomial matrix

[ Γ(z) −Φ(z) ] = [ Rr (z) −Rm (z) ]

 
I
is row reduced and the constant matrix Γ0 = x is of full column rank. Consequently,
C
DBOs endowed with a proper transfer matrix always exist. A subclass of all dead-beat
cDBOs endowed with a proper transfer matrix is represented by Luenberger (full or-
der) observers, which are obtained by assuming in the parametrization (4.6) Y (z, z −1 ) =
[ Ix −L ] for some suitable L such that A + LC is nilpotent (equivalently, zIx − A − LC
is square nilpotent).
We may wonder whether non-consistent DBOs exist. Since [ Γ(0) −Φ(0) ] is of full
row rank if and only if [ A B ] is, nonconsistent DBOs exist if and only if the state x can
be partitioned (possibly after a change of basis) as x = [ xT1 xT2 ]T , where the evolution of
the first subvector x1 is independent of u and vanishes in a finite number of steps. Indeed,
in this case, the choice x̂1 (t) = 0, together with a DBO for x2 (t) alone, allows to implement
a non-consistent DBO of lower complexity w.r.t. the complexity of any consistent DBO.
In particular, when A is a nilpotent matrix and B = 0, x̂(t) = 0 represents a (static)

14
non-consistent DBO of minimal complexity (see Remark iii) in section 4). Clearly, this
result finds no counterpart in the classical Luenberger observer synthesis.

0 1
 
Example 1. Consider a state-space model (6.4) with A = , C = [ 0 1 ], and
1 1
assume that no controlled input acts on the system. As Hi (z) = I3 , it follows that

z −1 0
 
zI2 − A 0
 
[ Γ(z) −Φ(z) ] = [ Rr (z) −Rm (z) ] = = −1 z − 1
 0.
C I1
0 1 1

By applying the unimodular matrix

0 −1 z−1
 

U (z) =  0 0 1 
1 z 1 + z − z2

one may obtain the behavior description (4.2) with

1 0 z−1
   
∆(z) = , L1 (z) = , L0 (z) = 1 + z − z 2 .
0 1 1

Notice that the constraint L0 (σ)y(t) = 0, namely y(t + 2) − y(t + 1) − y(t) = 0, t ≥ 0, is

just the auto-regressive equation satisfied by the free output evolution. The DBO transfer
matrix parametrization leads to

z−1 p(z, z −1 )
   
Ŵ (z) = + [1 + z − z 2 ]
1 q(z, z −1 )

where p(z, z −1 ) and q(z, z −1 ) are arbitrary Laurent polynomials. The causality condition is
satisfied (as it may be seen by direct inspection) if and only if p(z, z −1 ) = z −1 [1+z −1 p̄(z −1 )]
and q(z, z −1 ) = z −2 q̄(z −1 ), with p̄, q̄ arbitrary polynomials in the variable z −1 alone. As
interesting special cases, it is worth mentioning:
z−1
 
1) when (p, q) = (0, 0) then Ŵ (z) = . Correspondingly, we obtain the non-
1
y(t + 1) − y(t)
 
causal EO x̂(t) = ;
y(t)  −1 
z
2) when (p, q) = (z −1 , 0) then Ŵ (z) = . Correspondingly, we obtain the
1
causal DBO  (coinciding with the classical reduced order dead-beat observer) x̂(t + 1) =
y(t)

;
y(t + 1)
z −1
 
3) when (p, q) = (z −1 , z −2 ) then Ŵ (z) = . Correspondingly, we obtain
z −1 + z −2
the causal DBO (coinciding with the classical Luenberger DBO of gain matrix LT =
y(t + 1)

[ −1 −1 ]) x̂(t + 2) = .
y(t + 1) + y(t)

15
6.2. Unknown input observers (UIOs)
When faults f are not contemplated, but disturbances d affect the system dynamics,
we are reduced to the problem of designing an UIO: the relevant variable is wr = x,
h iT
while the available measurements are wm = yT uT . The irrelevant variables are of
course represented by the disturbances wi = d. The behavioral equations can be block-
partitioned in the following form

x x
   
−   −
y σIx − A 0 −Bu −Bd  y 
   
(6.5) [ Rr (σ) −Rm (σ) −Ri (σ) ]  =   = 0.
u C −Iy Du Dd  u 
− −
   
d d
 
Bd
Upon introducing an MLA of Ri (z) = , which can always be assumed a constant
−Dd
matrix so that Hi (z) = [ HiB HiD ], a dead-beat (an exact) UIO exists if and only if the
polynomial matrix [ HiB HiD ] Rr (z) = HiB (zIx − A) + HiD C =: Γx (z) is right monomic
(right prime). In this case

zIx − A 0 −Bu
 
[ Γ(z) −Φ(z) ] =[ HiB HiD ]
C −Iy Du

is not necessarily row reduced. Moreover, causal (dead-beat or exact) UIOs may not exist,
as shown in the following example.

Example 2. Consider a state-space model (6.5) with

0 0 0 0 1 0 0 −1
       
A= ,C = , Bd = , Dd = ,
1 0 0 1 0 1 0 0

which represents an observable system devoid of controlled inputs but affected by distur-
bances. In this case
z 0 0 0
   
   
zI2 − A  −1 z 0 0 0
Rr (z)= =  , Rm (z)= = ,
C 0 0 I2 1 0
0 1 0 1
1 0
 
   
Bd 0 1 0 1 −1 0
Ri (z)= = , Hi (z) = .
−Dd 0 1 0 0 0 1
0 0

−1 z −1 0
   
Since Γ(z) = is unimodular, ∆(z) = Γ(z), L1 (z) = Φ(z) = , while
0 1 0 1
1 z

−1
L0 (z) does not exist. The DBO transfer matrix Ŵ (z) = ∆ (z)L1 (z) = is
0 1
uniquely
 determined and is not a proper rational matrix, so a corresponding DBO x̂(t) =
1 σ

y(t) is a non-causal EO.
0 1

16
 Another interesting problem, even though less explored in the literature, is that of
obtaining estimates both for the state and for the disturbance: in this case the relevant
h iT
variable is wr = [xT dT ]T , the measured variable is wm = yT uT and no irrelevant
variables are involved in the system description. This situation coincides, as a matter
of fact, with the first FDI problem analyzed in section 6.3, below, provided that the
disturbance d(t) is regarded as a fault.

6.3. Fault detection and isolation (FDI)

Suppose, first, that disturbances d may be neglected. When so, we may face to two
interesting problems: the first problem is the design of an observer-based FDI, which
h iT
corresponds to assuming as relevant variables both x and f , i.e. wr = xT f T , while
h iT
using as measurements wm = yT uT . If so, no irrelevant variables appear in the
system description and Hi (z) = Ix+y . The behavioral description can be block-partitioned
as follows
   
x x
f    f 
  σIx − A −Bf 0 −Bu  

[ Rr (σ) −Rm (σ) ]  −  =  −  = 0,
  
C Df −Iy Du  
y y
 

u u

and a dead-beat (exact) FDI exists if and only if the system matrix [13]

zIx − A −Bf
 
Rr (z) = =: Γx,f (z)
C Df

is right monomic (right prime).

The second problem one may want to address is the design of an FDI which allows
to estimate just the faults, disregarding the state evolution (standard FDI). In this case f
becomes the only relevant variable wr , while x becomes the irrelevant variable wi :

f f
   
− −
    
u −Bf 0 −Bu σIx − A 
u

[ Rr (σ) −Rm (σ) −Ri (σ) ]   =   = 0.
 
y Df −Iy Du C y
   
− −
x x

Now Ri (z) is just the PBH observability matrix and once we select any left coprime matrix
fraction description DL (z)−1 NL (z) of the state to output transfer matrix C(zIx − A)−1 ,
we get Hi (z) = [ −NL (z) DL (z)  ] as an
 MLA of Ri (z). Consequently, a dead-beat (exact)
−Bf
FDI exists if and only if Hi (z) = NL (z)Bf + DL (z)Df =: Γf (z) is right monomic
Df
(right prime).

17
6.4. Fault detection and isolation in presence of disturbances (dFDI)
Similarly to the previous subsection, two different FDI problems in the presence of distur-
bances may be considered: one may be interested in estimating both x and f (observer-
h iT
based dFDI problem), i.e. wr = xT f T , making use of the measurements wm =
h iT
yT uT , and disregarding wi = d. When so, the behavioral equation takes the form
x x
  
f  f 
− −
    
σIx − A −Bf 0 −Bu −Bd  
[ Rr (σ) −Rm (σ) −Ri (σ) ] y  =  y  = 0.
 
C Df −Iy Du Dd  
u u
 
− −
   
d d
Upon denoting by Hi (z) = [ HiB HiD ] (a constant matrix) an MLA of Ri (z), the exis-
tence of an observer-based FDI which produces exact estimates of both the state and the
fault after a finite number of steps (after 0 steps) corresponds to the right monomicity
(primeness) of
zIx − A −Bf
 
[ HiB HiD ] =: Γx,f (z).
C Df
The other case corresponds to the problem of estimating the faults, from the input and
output measurements, by neglecting the state dynamics and the disturbances (standard
h iT h iT
dFDI problem). In this case wr = f , wm = yT uT and wi = xT dT . Consequently,
we can write
f f
  
− −
y y
    
−Bf 0 −Bu σIx − A −Bd  
[ Rr (σ) −Rm (σ) −Ri (σ) ] u  =  u  = 0.
 
Df −Iy Du C Dd  
− −
 
x x
   
d d
The polynomial matrix Hi (z) represents, in this case, an MLA of the system matrix
−Ri (z), and the existence of a (non-observer based) dead-beat (exact) FDI in the presence
of disturbances is equivalent to the right monomicity (primeness) of Hi (z)Rr (z) =: Γf (z).
In order to better enlighten various aspects of the FDI and dFDI problems (both
in their observer-based and in their standard versions), which can be obtained in this
behavioral framework, let us consider the following concluding example.
0 1
 
Example 3. Consider a state-space model (6.3) with A = , C = [0 1],
0 0
1 0
   
Bd = , Dd = [ 0 ] , Bf = , Df = [ 1 − a ] , a ∈ R, and assume that no controlled
0 a
input acts on the system. Let us first consider the case when disturbances may be neglected
(and hence there are no Bd and Dd ). For determining whether an observer-based FDI
exists, we evaluate
z −1 0 0
   

Γx,f (z) = 0 z
 −a , Φ(z) = 0  ,
 
0 1 1−a 1

18
and since det Γx,f (z) = z[z(1 − a) + a], Γx,f (z) is monomic (and hence the problem is
solvable) if and only if a = 0 or a = 1. Notice, however, that for a = 0, 1, Γx,f is
square monomic but not unimodular, and hence EOs are not available. Also, ∆(z) =
Γx,f (z), L1 (z) = Φ(z), L0 (z) = ∅. So, the DBO transfer matrix is uniquely determined as
Ŵ (z) = Γ−1
x,f (z)Φ(z).

If a = 0, then Ŵ (z) = [ 0 0 1 ]T , which corresponds to x̂(t) = 0, f̂ (t)= y(t). This

1 0 0


is a causal DBO, and in fact [ Γx,f (z) −Φ(z) ] is row-reduced, with Γ0 =  0 1 0  of

0 1 1
full column rank.
y(t − 1)
 
On the other hand, for a = 1, Ŵ (z) = [ z −1 1 z ]T , x̂(t) = , f̂ (t) = y(t +
y(t)
1 0 0
 

1), which represents a non-causal DBO, in agreement with the fact that Γ0 =  0 1 0 
0 1 0
is now not of full column rank.
If we are interested in estimating the fault f alone (namely we search for an stan-
dard FDI), we can choose as a left coprime matrix fraction description DL (z)−1 NL (z) of
C(zIx − A)−1 the one associated with DL (z) = [ z ] and NL (z) = [ 0 1 ] . Consequently,
[ Γf (z) −Φ(z) ] = [ z(1 − a) + a −z ]. As before, a necessary condition for the problem
solvability is that the real parameter a takes only the values 0 or 1.
If a = 0, then Ŵ (z) = 1, i.e. f̂ (t) = y(t), which represents a causal DBO (but not an
EO). In fact, Γ0 = [1] is trivially of full column rank. On the other hand, if a = 1, then
Ŵ (z) = z and f̂ (t) = y(t + 1), which is a non-causal EO (indeed, in this case, Γ0 = [0]).
In this specific example, therefore, estimating (x, f ) or f alone lead to the same result
for f̂ (t), but in general the case can occur that (x, f ) cannot be estimated (for instance, if
the pair (A, C) does not correspond to a reconstructible system) while f can.
Now, we consider the disturbed FDI problem. For the observer-based dFDI, we have
0 1 0 0 z −a
  
[ HiB HiD ] = , so that Γx,f (z) = . As this matrix is not of full
0 0 1 0 1 1−a
column rank, the estimation problem for the pair (x, f ) is not solvable.
We may now try to estimate f alone. This requires to determine an MLA Hi (z) of the
z −1 1


polynomial matrix Ri (z) =  0 z 0 . A possible choice is Hi (z) = [ 0 1 −z ]. Cor-

0 1 0
respondingly, we get [ Γf (z) −Φ(z) ] = [ −[a + z(1 − a)] −z ]. Therefore the problem is
solvable, again, only for a = 0, 1.
If a = 0, Γ0 = [−1] and, in fact, Ŵ (z) = 1 represents a causal DBO (but not an
EO). For a = 1, Γ0 = [0], a causal dDBO does not exist, however Ŵ (z) = z represents a
non-causal EO.
Remark. To conclude, it is worthwhile noticing that all the characterizations pro-
vided in this section have been expressed in terms of polynomial matrices which never
involve the two constant matrices Bu and Du which weight the controlled input contri-
bution to the system dynamics. This result is well-known and very intuitive, as one can

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always compensate the effect of the controlled input when trying to estimate the other
variables.

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