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# Output Feedback Control for Stabilizable and Incompletely Observable Nonlinear SystemsThis work was supported by NASA Glenn Research Center, Grant NAG3-2084.

## 1 Introduction

The area of nonlinear output feedback control has received much attention after the publication of the work , in which the authors developed a systematic strategy for the output feedback control of input-output linearizable systems with full relative degree, which employed two basic tools: an high-gain observer to estimate the derivatives of the outputs (and hence the system states in transformed coordinates), and control input saturation to isolate the peaking phenomenon of the observer from the system states. Essentially the same approach has later been applied in a number of papers by various researchers (see, e.g., ) to solve different problems in output feedback control. In most of the papers found in the literature, (see, e.g., ) the authors consider input-output feedback linearizable systems with either full relative degree or minimum phase zero dynamics. The work in  showed that for nonminimum phase systems the problem can be solved by extending the system with a chain of integrators at the input side. However, the results contained there are local. In , by putting together this idea with the approach found in , the authors were able to show how to solve the output feedback stabilization problem for general stabilizable and uniformly completely observable systems, provided that the inverse of the observability mapping is explicitly known. The recent work in  unifies all these approaches to prove a separation principle for a very general class of nonlinear systems. It appears that the largest class of nonlinear SISO systems for which the output feedback stabilization problem has been solved is that of locally stabilizable and completely observable systems. Moreover, when dealing with systems which are not feedback linearizable, the works  require the explicit knowledge of the inverse of the observability mapping, thus somewhat restricting the variety of problems to which their algorithm can be applied.

The objective of this paper is to relax the two restrictions above, by developing a new output feedback strategy for nonlinear SISO locally or globally stabilizable systems which are only observable on regions of the state space. Furthermore, for the implementation of our controller, the inverse of the observability mapping is not needed. These two features are achieved by means of a nonlinear observer instead of the standard high-gain observer found in the literature, and of a new projection algorithm which eliminates the peaking phenomenon in the observer states, thus avoiding the need to use control input saturation. To the best of our knowledge, this work, besides introducing a new methodology for output feedback control design, enlarges the class of SISO systems considered in the literature of the field so far.

## 2 Problem Formulation and Assumptions

Consider the following dynamical system,

$$\begin{array}{cc}& \dot{x}=f(x,u)\hfill \\ & y=h(x,u)\hfill \end{array}$$
(1)
where $`x^n,u,y`$, $`f`$ and $`h`$ are known smooth functions, and $`f(0,0)=0`$. Our control objective is to construct a stabilizing controller for (1) without the availability of the system states $`x`$. In order to do so, we need an observability assumption. Define

$$y_e\stackrel{\mathrm{}}{=}\left[\begin{array}{c}y\\ \mathrm{}\\ y^{(n1)}\end{array}\right]=(x,u,\mathrm{},u^{(n_u1)})\stackrel{\mathrm{}}{=}\left[\begin{array}{c}h(x,u)\\ \phi _1(x,u,u^{(1)})\\ \mathrm{}\\ \phi _{n1}(x,u,\mathrm{},u^{(n_u1)})\end{array}\right]$$
(2)
($`y^{(n1)}`$ is the $`n1`$-th derivative) where

$$\begin{array}{cc}& \phi _1(x,u,u^{(1)})=\frac{h}{x}f(x,u)+\frac{h}{u}u^{(1)}\hfill \\ & \phi _2(x,u,u^{(1)},u^{(2)})=\frac{\phi _1}{x}f(x,u)+\frac{\phi _1}{u}u^{(1)}+\frac{\phi _1}{u^{(1)}}u^{(2)}\hfill \\ & \mathrm{}\hfill \\ & \phi _{n1}(x,u,\mathrm{},u^{(n_u1)})=\frac{\phi _{n2}}{x}f(x,u)+\frac{\phi _{n2}}{u}u^{(1)}+\mathrm{}+\frac{\phi _{n2}}{u^{(n_u2)}}u^{(n_u1)}\hfill \end{array}$$
(3)
where $`0n_un`$ ($`n_u=0`$ indicates that there is no dependence on $`u`$). In the most general case, $`\phi _i=\phi _i(x,u,\mathrm{},u^{(i)})`$, $`i=1,2,\mathrm{},n1`$. In some cases, however, we may have that $`\phi _i=\phi _i(x,u)`$ for all $`i=1,\mathrm{},r1`$ and some integer $`r>1`$. This happens in particular when system (1) has a well-defined relative degree $`r`$. Here, we do not require the system to be input-output feedback linearizable, and hence to possess a well-defined relative degree. In the case of systems with well-defined relative degree, $`n_u=0`$ corresponds to having $`rn`$, while $`n_u=n`$ corresponds to having $`r=0`$. Now, we are ready to state our first assumption.

Assumption A1. System (1) is observable over the set $`𝒳\times 𝒰^n\times ^{n_u}`$ containing the origin, i.e., the mapping

$$y_e=(x,u,\mathrm{},u^{(n_u1)})$$
(4)
is invertible with respect to $`x`$ and its inverse is smooth, for all $`x𝒳`$, $`[u,u^{(1)},\mathrm{},u^{(n_u1)}]^{}𝒰`$.

Remark 1: In the existing literature, an assumption similar to A1 can be found in  and . It is worth stressing, however, that in that work the authors adopt a global observability assumption, i.e., the set $`𝒳\times 𝒰`$ is taken to be $`^n\times ^{n_u}`$. In many practical applications the system under consideration may be observable in some subset of $`^n\times ^{n_u}`$ only, thus preventing the use of most of the output feedback techniques found in the literature, including the ones found in , , and .

Next, augment the system with $`n_u`$ integrators on the input side, which corresponds to using a compensator of order $`n_u`$. System (1) can be rewritten as follows,

$$\begin{array}{cc}& \dot{x}=f(x,z_1)\hfill \\ & \dot{z}_1=z_2\hfill \\ & \mathrm{}\hfill \\ & \dot{z}_{n_u}=v\hfill \end{array}$$
(5)
Notice that the differential equation (5) is now affine in the new control $`v`$. Define the extended state variable $`\chi =[x^{},z^{}]^{}^{n+n_u}`$, and the associated extended system

$$\begin{array}{cc}& \dot{\chi }=f_e(\chi )+g_ev\hfill \\ & y=h_e(\chi )\hfill \end{array}$$
(6)
where $`f_e(\chi )=[f^{}(x,z_1),z_2,\mathrm{},z_{n_u},\mathrm{\hspace{0.17em}0}]^{}`$, $`g_e=[0,\mathrm{},\mathrm{\hspace{0.17em}1}]^{}`$, and $`h_e(\chi )=h(x,z_1)`$.

Assumption A2. The origin of (1) is locally stabilizable (stabilizable) by a static function of $`x`$, i.e., there exists a smooth function $`\overline{u}(x)`$ such that the origin is an asymptotically stable (globally asymptotically stable) equilibrium point of $`\dot{x}=f(x,\overline{u}(x))`$.

Remark 2: Assumption A2 implies that the origin of the extended system (6) is locally stabilizable (stabilizable) by a function of $`\chi `$ as well. A proof of the local stabilizability property for (6) may be found, e.g., in , while its global counterpart is a well known consequence of the integrator backstepping lemma (see, e.g., Theorem 9.2.3 in  or Corollary 2.10 in ). Therefore we conclude that for the extended system (6) there exists a smooth control $`\overline{v}(\chi )`$ such that its origin is asymptotically stable under closed-loop control. Let $`𝒟`$ be the domain of attraction of the origin of (6), and notice that, when A2 holds globally, $`𝒟=^n\times ^{(n_u)}`$.

Remark 3: In  the authors consider affine systems and use a feedback linearizability assumption in place of our A2. Here, we consider the more general class of non-affine systems for which the origin is locally stabilizable (stabilizable). In this respect, our assumption A2 relaxes also the stabilizability assumption found in , while it is essentially equivalent to Assumption 2 in . In conclusion, the class of systems satisfying A1 and A2 is, to the best of our knowledge, the largest class of SISO systems considered in the output feedback literature so far.

## 3 Nonlinear Observer: Its Need and Stability Analysis

Assumption A2 allows us to design a stabilizing state feedback control $`v=\varphi (x,z)`$. In order to perform output feedback control $`x`$ should be replaced by its estimate. Many researchers adopted an input-output feedback linearizability assumption (, , , , ) and transformed the system into normal form

$$\begin{array}{cc}& \dot{\pi }_i=\pi _{i+1},1ir1\hfill \\ & \dot{\pi }_r=\overline{f}(\pi ,\mathrm{\Pi })+\overline{g}(\pi ,\mathrm{\Pi })u\hfill \\ & \dot{\mathrm{\Pi }}=\mathrm{\Phi }(\pi ,\mathrm{\Pi }),\mathrm{\Pi }^{nr}\hfill \\ & y=\pi _1\hfill \end{array}$$
(7)
In this framework the problem of output feedback control finds a very natural formulation, as the first $`r`$ derivatives of $`y`$ are equal to the states of the $`\pi `$-subsystem (i.e., the linear subsystem). The works  solve the output feedback control problem for systems with no zero dynamics (i.e., $`r=n`$), so that the first $`n1`$ derivatives of $`y`$ provide the entire state of the system. In the presence of zero dynamics ($`\mathrm{\Pi }`$-subsystem), the use of input-output feedback linearization to put the system into normal form (7) forces the use of a minimum phase assumption (e.g, ) since the states of the $`\mathrm{\Pi }`$-subsystem cannot be estimated from the derivatives of the output and, hence, cannot be controlled by output feedback. It is for this reason that output feedback control of nonminimum phase systems is regarded as a particularly challenging problem. Researchers who have addressed this problem (e.g., , ) relied on the explicit knowledge of the inverse of the mapping $``$ in (4)

$$x=^1(y_e,z_1,\mathrm{},z_{n_u})$$

so that estimation of the first $`n1`$ derivatives of $`y`$ (the vector $`y_e`$) provides an estimate of $`x`$

$$\widehat{x}=^1(\widehat{y}_e,z_1,\mathrm{},z_{n_u})$$

since the vector $`z`$, being the state of the controller, is known. Next, to estimate the derivatives of $`y`$, they employed an high-gain observer. Both the works  and  (the latter dealing with the larger class of stabilizable systems) rely on the knowledge of $`^1`$ to prove closed-loop stability. In addition to this, the recent work  proves that a separation principle holds for a quite general class of nonlinear systems which includes (1) provided that $`^1`$ is explicitly known and that the system is uniformly completely observable. In order to develop a practical output feedback control algorithm, however, $`^1`$ cannot be assumed to be explicitly known. Hence, rather than designing an high-gain observer to estimate $`y_e`$ and using $`^1(,)`$ to get $`x`$, the approach adopted here is to estimate $`x`$ directly using a nonlinear observer for system (1) and using the fact that the $`z`$-states are known. In other words, we can regard our problem as that of building a reduced order observer for the closed-loop system states111Throughout this section we assume A1 to hold globally, since we are interested in the ideal convergence properties of the state estimates. In the next section we will show how to modify the observer equation in order to achieve the same convergence properties when A1 holds over the set $`𝒳\times 𝒰^n\times ^{n_u}`$.. The observer has the form

$$\begin{array}{cc}\hfill \dot{\widehat{x}}=f(\widehat{x},z_1)+& \left[\frac{(\widehat{x},z)}{\widehat{x}}\right]^1^1L[y(t)\widehat{y}(t)]\hfill \\ & \widehat{y}(t)=h(\widehat{x},z_1)\hfill \end{array}$$
(8)
where $`L`$ is a $`n\times 1`$ vector, $`=\text{diag}[\rho ,\rho ^2,\mathrm{},\rho ^n]`$, and $`\rho (0,1]`$ is a fixed design constant.

Notice that (8) does not require any knowledge of $`^1`$ and has the advantage of operating in $`x`$-coordinates. The observability assumption A1 implies that the Jacobian of the mapping $``$ with respect to $`x`$ is invertible, and hence the inverse of $`(\widehat{x},z)/\widehat{x}`$ in (8) is well defined. In the work , the authors used an observer structurally identical to (8), for the more restrictive class of input-output feedback linearizable systems with full relative degree. Here, by modifying the definition of the mapping $``$, we considerably relax these conditions by just requiring the general observability assumption A1 to hold. Furthermore, we propose a different proof than the one found in  which, besides being easier (in our view), clarifies the relationship among (8) and the high-gain observers commonly found in the output feedback literature. Next, we state the result and its proof.

###### Theorem 1

Consider system (5) and assume A1 is satisfied for $`𝒳=^n`$ and $`𝒰=^{n_u}`$, the state $`\chi `$ belongs to a compact invariant set $`\mathrm{\Omega }`$, and that $`|v(t)|M`$ for all $`t0`$, with $`M`$ a positive constant. Choose $`L`$ such that $`A_cLC_c`$, where $`(A_c,B_c,C_c)`$ is the controllable/observable canonical realization, is Hurwitz.

Under these conditions and using observer (8), the following two properties hold

* Asymptotic stability of the estimation error: There exists $`\overline{\rho }`$, $`0<\overline{\rho }1`$, such that for all $`\rho (0,\overline{\rho })`$, $`\widehat{x}x`$ as $`t+\mathrm{}`$.
* Arbitrarily fast rate of convergence: For each positive $`T,ϵ`$, there exists $`\rho ^{}`$, $`0<\rho ^{}1`$, such that for all $`\rho (0,\rho ^{}]`$, $`\widehat{x}xϵtT`$.

Proof. Consider the filtered transformation

$$\xi =(x,z)=\left[\begin{array}{c}h(x,z_1)\\ \phi _1(x,z_1,z_2)\\ \mathrm{}\\ \phi _{n1}(x,z_1,\mathrm{},z_{n_u})\end{array}\right]$$
(9)
A1 guarantees that $`x=^1(\xi ,z)`$ is well-defined, unique, and smooth. Let us express system (5) in new coordinates. By definition, $`\xi =[y,\dot{y},\mathrm{},y^{(n1)}]^{}`$ and, with $`\phi _{n1}`$ defined in (3),

$`y^{(n)}`$ $`=\left[{\displaystyle \frac{\phi _{n1}}{x}}f(^1(\xi ,z),z)+{\displaystyle \underset{k=1}{\overset{n_u1}{}}}{\displaystyle \frac{\phi _{n1}}{z_k}}(^1(\xi ,z),z)z_{k+1}\right]+\left[{\displaystyle \frac{\phi _{n1}}{z_{n_u}}}(^1(\xi ,z),z)\right]v`$
$`\stackrel{\mathrm{}}{=}\alpha (\xi ,z)+\beta (\xi ,z)v`$
Hence, in the new coordinates (5) becomes

$$\dot{\xi }=A_c\xi +B_c\left[\alpha (\xi ,z)+\beta (\xi ,z)v\right]$$
(10)
Next, transform the observer (8) to new coordinates $`\widehat{\xi }=[\widehat{y},\dot{\widehat{y}},\mathrm{},\widehat{y}^{(n1)}]^{}=(\widehat{x},z)`$ so that

$`\dot{\widehat{\xi }}_1`$ $`={\displaystyle \frac{h}{\widehat{x}}}f(\widehat{x},z_1)+{\displaystyle \frac{h}{\widehat{x}}}\left[{\displaystyle \frac{}{\widehat{x}}}\right]^1^1L[yh(\widehat{x},z_1)]+{\displaystyle \frac{h}{z_1}}\dot{z}_1`$
$`=\widehat{\xi }_2+{\displaystyle \frac{h}{\widehat{x}}}\left[{\displaystyle \frac{}{\widehat{x}}}\right]^1^1L[yh(\widehat{x},z_1)]`$ (11)
Similarly, for $`i=2,\mathrm{},n1`$

$$\dot{\widehat{\xi }_i}=\frac{\phi _{i1}}{\widehat{x}}(\widehat{x},z_1,\mathrm{},z_i)\left\{f(\widehat{x},z_1)+\left[\frac{}{\widehat{x}}\right]^1^1L(yh(\widehat{x},z_1))\right\}+\underset{k=1}{\overset{i}{}}\frac{\phi _{i1}}{z_k}z_{k+1}$$
(12)
By definition,

$$\widehat{\xi }_{i+1}=\phi _i(\widehat{x},z_1,\mathrm{},z_{i+1})=\frac{\phi _{i1}}{\widehat{x}}f(\widehat{x},z_1)+\underset{k=1}{\overset{i}{}}\frac{\phi _{i1}}{z_k}z_{k+1}$$

Hence, we conclude that

$$\dot{\widehat{\xi }_i}=\widehat{\xi }_{i+1}+\frac{\phi _{i1}}{\widehat{x}}\left[\frac{}{\widehat{x}}\right]^1^1L(yh(\widehat{x},z_1)),i=2,\mathrm{},n1$$
(13)
Finally,

$$\dot{\widehat{\xi }}_n=\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v+\frac{\phi _{n1}}{\widehat{x}}\left[\frac{}{\widehat{x}}\right]^1^1L[yh(\widehat{x},z_1)]$$
(14)
By using (11), (13), and (14) we can write, in compact form,

$`\dot{\widehat{\xi }}`$ $`=A_c\widehat{\xi }+B_c[\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v]+\left[{\displaystyle \frac{}{\widehat{x}}}\right]\left[{\displaystyle \frac{}{\widehat{x}}}\right]^1^1L[yh(\widehat{x},z_1)]`$
$`=A_c\widehat{\xi }+B_c[\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v]+^1L[\xi _1\widehat{\xi }_1]`$ (15)
Define the observer error in the new coordinates, $`\stackrel{~}{\xi }=\widehat{\xi }\xi `$. Then, the observer error dynamics are given by

$$\dot{\stackrel{~}{\xi }}=(A_c^1LC_c)\stackrel{~}{\xi }+B_c\left[\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v\alpha (\xi ,z)\beta (\xi ,z)v\right]$$
(16)
Next, define the coordinate transformation

$$\stackrel{~}{\nu }=^{}\stackrel{~}{\xi },^{}\stackrel{\mathrm{}}{=}\text{diag}[\frac{1}{\rho ^{n1}},\frac{1}{\rho ^{n2}},\mathrm{},1]$$
(17)
In the new domain the observer error equation becomes

$$\dot{\stackrel{~}{\nu }}=\frac{1}{\rho }(A_cLC_c)\stackrel{~}{\nu }+B_c\left[\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v\alpha (\xi ,z)\beta (\xi ,z)v\right]$$
(18)
where, by assumption, $`A_cLC_c`$ is Hurwitz. Let $`P`$ be the solution to the Lyapunov equation

$$P(A_cLC_c)+(A_cLC_c)^{}P=I$$
(19)
and consider the Lyapunov function candidate $`V_o(\stackrel{~}{\nu })=\stackrel{~}{\nu }^{}P\stackrel{~}{\nu }`$. Calculate the time derivative of $`V_o`$ along the $`\stackrel{~}{\nu }`$ trajectories:

$$\dot{V}_o=\frac{\stackrel{~}{\nu }^{}\stackrel{~}{\nu }}{\rho }+2\stackrel{~}{\nu }^{}PB_c\left[\alpha (\widehat{\xi },z)+\beta (\widehat{\xi },z)v\alpha (\xi ,z)\beta (\xi ,z)v\right]$$
(20)
Next, we seek to provide a bound to the bracketed term in (20). Without loss of generality let $`[\widehat{x}(0)^{},z(0)^{}]^{}`$ $`\mathrm{\Omega }`$ and define the compact set $`𝒦_{\stackrel{~}{\xi }}\stackrel{\mathrm{}}{=}\left\{\stackrel{~}{\xi }^n\right|\widehat{\xi },\xi (\mathrm{\Omega })\}`$. By definition, $`𝒦_{\stackrel{~}{\xi }}`$ contains the initial condition $`\stackrel{~}{\xi }(0)`$. Next, define the set $`\mathrm{\Lambda }_\kappa \stackrel{\mathrm{}}{=}\left\{\stackrel{~}{\xi }^n\right|V_o(^{}\stackrel{~}{\xi })\kappa \}`$ where $`\kappa `$ is chosen so that $`𝒦_{\stackrel{~}{\xi }}\mathrm{\Lambda }_\kappa `$. In the following we will prove that $`\mathrm{\Lambda }_\kappa `$ is invariant under (16), and that all trajectories originating in $`\mathrm{\Lambda }_\kappa `$ converge asymptotically to the origin. Recalling that $`\widehat{\xi }=\xi +\stackrel{~}{\xi }`$, let $`𝒦_{\widehat{\xi }}\stackrel{\mathrm{}}{=}\left\{\widehat{\xi }^n\right|\xi (\mathrm{\Omega }),\stackrel{~}{\xi }\mathrm{\Lambda }_\kappa \}`$, and notice that $`(\mathrm{\Omega })𝒦_{\widehat{\xi }}`$.

Due to the smoothness of $`\alpha +\beta v`$ and the boundedness of $`v`$, the following inequality holds true over the compact set $`𝒦_{\widehat{\xi }}`$:

$$\begin{array}{cc}& \underset{|v|M}{sup}\alpha (\xi ^1,z)+\beta (\xi ^1,z)v\alpha (\xi ^2,z)\beta (\xi ^2,z)v\gamma \xi ^1\xi ^2,\hfill \\ & \xi ^1,\xi ^2𝒦_{\widehat{\xi }},z\mathrm{\Omega }^z\stackrel{\mathrm{}}{=}\{z^{n_u}|\chi \mathrm{\Omega }\}\hfill \end{array}$$
(21)
Using this inequality in (20)

$$\dot{V}_o\frac{\stackrel{~}{\nu }^2}{\rho }+2P\gamma \stackrel{~}{\xi }\stackrel{~}{\nu }\frac{\stackrel{~}{\nu }^2}{\rho }+2P\gamma \stackrel{~}{\nu }^2$$
(22)
Defining $`\overline{\rho }=\mathrm{min}\{1/(2P\gamma ),1\}`$, we conclude that for all $`\rho <\overline{\rho }`$ the $`\stackrel{~}{\xi }`$ trajectories starting in $`𝒦_{\stackrel{~}{\xi }}`$ will converge asymptotically to the origin, and hence part (i) of the theorem is proved.

As for part (ii), note that $`\lambda _{\text{min}}(^{}P^{})\lambda _{\text{min}}(^{})^2\lambda _{\text{min}}(P)=\lambda _{\text{min}}(P)`$, since $`\lambda _{\text{min}}(^{})=1`$. Next, $`\lambda _{\text{max}}(^{}P^{})\lambda _{\text{max}}(^{})^2\lambda _{\text{max}}(P)=1/(\rho ^{2(n1)})\lambda _{\text{max}}(P)`$, since $`\lambda _{\text{max}}(^{})=1/\rho ^{(n1)}`$. Therefore

$$\lambda _{\text{min}}(P)\stackrel{~}{\xi }^2V_o=\stackrel{~}{\xi }^{}^{}P^{}\stackrel{~}{\xi }\frac{1}{\rho ^{2(n1)}}\lambda _{\text{max}}(P)\stackrel{~}{\xi }^2$$
(23)
Define $`\overline{ϵ}`$ so that $`\stackrel{~}{\xi }\overline{ϵ}`$ implies that $`\widehat{x}xϵ`$ (the smoothness of $`^1`$ guarantees that $`\overline{ϵ}`$ is well defined). By inequality (23) we have that $`V_o\overline{ϵ}^2\lambda _{\text{min}}(P)`$ implies that $`\stackrel{~}{\xi }\overline{ϵ}`$, and $`V_o(0)\stackrel{\mathrm{}}{=}V_o(\stackrel{~}{\nu }(0))(1/\rho ^{2(n1)})\lambda _{\text{max}}(P)\stackrel{~}{\xi }(0)^2`$. Moreover, from (22)

$$\dot{V}_o(t)\left(\frac{1}{\rho }2P\gamma \right)\stackrel{~}{\nu }^2\frac{1}{\lambda _{\text{min}}(P)}\left(\frac{1}{\rho }2P\gamma \right)V_o(t)$$
(24)
Therefore, by the Comparison Lemma (see, e.g., ), $`V_o(t)`$ satisfies the following inequality

$$\begin{array}{cc}\hfill V_o(t)& V_o(0)\mathrm{exp}\left\{\frac{1}{\lambda _{\text{min}}(P)}\left(\frac{1}{\rho }2P\gamma \right)t\right\}\hfill \\ & \frac{1}{\rho ^{2(n1)}}\lambda _{\text{max}}(P)\stackrel{~}{\xi }(0)^2\mathrm{exp}\left\{\frac{1}{\lambda _{\text{min}}(P)}\left(\frac{1}{\rho }2P\gamma \right)t\right\}\hfill \end{array}$$
(25)
which, for sufficiently small $`\rho `$, can be written as

$$V_o(t)\frac{a_1}{\rho ^{2n}}\mathrm{exp}\left\{\frac{a_2}{\rho }t\right\},a_1,a_2>0$$

An upper estimate of the time $`T`$ such that $`\widehat{x}xϵ`$ for all $`tT`$, is calculated as follows

$$\frac{a_1}{\rho ^{2n}}\mathrm{exp}\left\{\frac{a_2}{\rho }t\right\}\overline{ϵ}^2\lambda _{\text{min}}(P)\text{ for all }tT=\frac{2n\rho }{a_2}\mathrm{log}\left(\frac{a_1}{\overline{ϵ}\rho }\right)$$

Noticing that $`T0`$ as $`\rho 0`$, we conclude that $`T`$ can be made arbitrarily small by choosing a sufficiently small $`\rho ^{}`$, thus concluding the proof of part (ii).

$`\mathrm{}`$

Remark 4: Part (ii) of Theorem 1 implies that the observer convergence rate can be made arbitrarily fast. This property is essential for closed-loop stability.

Remark 5: Using inequality (25), we find the upper bound for the estimation error in $`\xi `$-coordinates

$$\stackrel{~}{\xi }\sqrt{\frac{\lambda _{\text{max}}(P)}{\lambda _{\text{min}}(P)}}\frac{1}{\rho ^{n1}}\stackrel{~}{\xi }(0)\mathrm{exp}\left\{\frac{1}{2\lambda _{\text{min}}(P)}\left(\frac{1}{\rho }2P\gamma \right)t\right\}$$
(26)
Hence, during the initial transient, $`\stackrel{~}{\xi }(t)`$ may exhibit peaking, and the size of the peak grows larger as $`\rho `$ decreases and the convergence rate is made faster. This phenomenon and its implications on output feedback control has been studied in the seminal work . The analysis in that paper shows that a way to isolate the peaking of the observer estimates from the system states is to saturate the control input outside of the compact set of interest. The same idea has then been adopted in several other works in the output feedback control literature (see, e.g., ). Rather than following this approach, in the next section we will present a new technique for isolating the peaking phenomenon which allows for the use of the weaker Assumption A1.

Remark 6: It is interesting to note that in $`\xi `$-coordinates the nonlinear observer (8) is identical to the standard high-gain observer found in the nonlinear output feedback control literature (see, e.g., ). Our observer, however, has the advantage of avoiding the knowledge of the inverse of the mapping $``$, as well as working in $`x`$ coordinates, directly.

## 4 Output Feedback Stabilizing Control

Consider system (6), by using assumption A2 and Remark 2 we conclude that there exists a smooth stabilizing control $`v=\varphi (x,z)=\varphi (\chi )`$ which makes the origin of (6) an asymptotically stable equilibrium point with domain of attraction $`𝒟`$. By the converse Lyapunov theorem found in , there exists a continuously differentiable function $`V`$ defined on $`𝒟`$ satisfying, for all $`\chi 𝒟`$,

$$\alpha _1(\chi )V(\chi )\alpha _2(\chi )$$
(27)
$$\underset{\chi 𝒟}{lim}\alpha _1(\chi )=\mathrm{}$$
(28)
$$\frac{V}{\chi }\left(f_e(\chi )+g_ev\right)\alpha _3(\chi )$$
(29)
where $`\alpha _i,i=1,2,3`$ are class $`𝒦`$ functions (see  for a definition), and $`𝒟`$ stands for the boundary of the set $`𝒟`$. Define compact sets $`\mathrm{\Omega }_{c_1}`$, $`\mathrm{\Omega }_{c_2}`$, $`\mathrm{\Omega }_{c_2}^x`$, and $`\mathrm{\Omega }_{c_2}^z`$ as follows

$$\mathrm{\Omega }_{c_1}\stackrel{\mathrm{}}{=}\{\chi |Vc_1\},\mathrm{\Omega }_{c_2}\stackrel{\mathrm{}}{=}\{\chi |Vc_2\},\mathrm{\Omega }_{c_2}^x\stackrel{\mathrm{}}{=}\{x^n|\chi \mathrm{\Omega }_{c_2}\},\mathrm{\Omega }_{c_2}^z\stackrel{\mathrm{}}{=}\{z^{n_u}|\chi \mathrm{\Omega }_{c_2}\}$$

where $`c_2>c_1>0`$. Next, the following assumption is needed.

Assumption A3. Assume $`c_2`$ can be selected so that the following conditions are satisfied:

$$\begin{array}{cc}1.\hfill & (\mathrm{\Omega }_{c_2}^x,z)C_\xi (z)(𝒳,z),\text{ for all }z\mathrm{\Omega }_{c_2}^z,\text{ for some convex compact }C_\xi (z)\hfill \\ 2.\hfill & \mathrm{\Omega }_{c_2}^z𝒰\hfill \end{array}$$

Remark 7: See Figure 1 for a pictorial representation of the sets in A3. This assumption represents a basic requirement for output feedback control. It is satisfied when there exists a sphere of dimension $`n+n_u`$, centered at the origin, which is contained in $`𝒳\times 𝒰`$; this requirement is satisfied in most practical examples. On the other hand, Assumption A3 fails when, for example, the origin belongs to the boundary of $`𝒳\times 𝒰`$, and thus there is no neighborhood centered at the origin and contained in $`𝒳\times 𝒰`$.

### 4.1 Observer Estimates Projection

As we already pointed out in Remark 4, in order to isolate the peaking phenomenon from the system states, the approach generally adopted in several papers is to saturate the control input to prevent it from growing above a given threshold. This technique, however, does not eliminate the peak in the observer estimate and, hence, cannot be used to control general systems like the ones satisfying assumption A1, since even when the system state lies in the observable region $`𝒳\times 𝒰^n\times ^{n_u}`$, the observer estimates may enter the unobservable domain where (8) is not well defined. It appears that in order to deal with systems that are not completely observable, one has to eliminate the peaking from the observer by guaranteeing its estimates to be confined in a prespecified compact set contained in $`𝒳`$.

A very common procedure used in the adaptive control literature (see ) to confine vectors of parameter estimates within a desired convex set is gradient projection. This idea cannot be directly applied to our problem, mainly because $`\dot{\widehat{x}}`$ is not proportional to the gradient of the observer Lyapunov function and, thus, the projection cannot be guaranteed to preserve the convergence properties of the estimate. Inspired by this idea, however, we propose a way to modify the $`\dot{\widehat{x}}`$ equation which confines $`\widehat{x}`$ to within a prespecified compact set while preserving its convergence properties.

Recall the coordinate transformation defined in (9) and let

$$\xi =(x,z),\widehat{\xi }=(\widehat{x},z),\stackrel{~}{\xi }=\widehat{\xi }\xi $$
(30)
Next, project222The projection defined in (31) is discontinuous in the variable $`\widehat{\xi }`$, therefore raising the issue of the existence and uniqueness of its solutions. We refer the reader to Remark 1, were this issue is addressed and a solution is proposed. the observer estimate as follows

$$\begin{array}{cc}& \dot{\widehat{x}}\text{P}=\left[\frac{}{\widehat{x}}\right]^1\left\{𝒫(\widehat{\xi },\dot{\widehat{\xi }},z,\dot{z})\frac{}{z}\dot{z}\right\}\hfill \\ & 𝒫(\widehat{\xi },\dot{\widehat{\xi }},z,\dot{z})=\{\begin{array}{cc}\dot{\widehat{\xi }}\mathrm{\Gamma }\frac{N(\widehat{\xi })\left(N(\widehat{\xi },z)^{}\dot{\widehat{\xi }}+N_z(\widehat{\xi },z)^{}\dot{z}\right)}{N(\widehat{\xi },z)^{}\mathrm{\Gamma }N(\widehat{\xi },z)}\hfill & \text{ if }N(\widehat{\xi },z)^{}\dot{\widehat{\xi }}+N_z(\widehat{\xi },z)^{}\dot{z}0\text{ and }\widehat{\xi }C_\xi (z)\hfill \\ \dot{\widehat{\xi }}\hfill & \text{ otherwise}\hfill \end{array}\hfill \end{array}$$
(31)
where $`\mathrm{\Gamma }=(S^{})^1(S^{})^1`$, $`S=S^{}`$ denotes the matrix square root of $`P`$ (defined in (19)) and $`N(\widehat{\xi },z)`$, $`N_z(\widehat{\xi },z)`$ are the normal vectors to the boundary of $`C_\xi (z)`$ with respect to $`\xi `$ and $`z`$, respectively. The following lemma shows that (31) guarantees boundedness and preserves convergence for $`\widehat{x}`$.

###### Lemma 1

: If A3 holds and (31) is used:

* Boundedness: $`\widehat{x}^P(t)^1(C_\xi (z),z)𝒳`$ for all $`t`$, and for all $`z\mathrm{\Omega }_{c_2}^z`$.

If, in addition, $`x\mathrm{\Omega }_{c_2}^x`$ and the assumptions of Theorem 1 are satisfied, then the following is also true

* Preservation of original convergence characteristics: properties (i) and (ii) established by Theorem 1 remain valid for $`\widehat{x}^P`$.

Proof. In order to prove part (i) we need another coordinate transformation, $`\zeta =S^{}\xi `$, (similarly, let $`\widehat{\zeta }=S^{}\widehat{\xi }`$, $`\stackrel{~}{\zeta }=S^{}\stackrel{~}{\xi }`$). Denote by $`C_\zeta (z)`$ the compact convex set in $`\zeta `$ coordinates, i.e., $`C_\zeta (z)\stackrel{\mathrm{}}{=}\left\{\zeta ^n\right|(^{})^1S^1\zeta C_\xi (z)\}`$, and let $`N^{}(\widehat{\zeta },z)`$, $`N_z^{}(\widehat{\zeta },z)`$ be the normal vectors to the boundary of $`C_\zeta (z)`$ with respect to $`\zeta `$ and $`z`$, respectively ($`N^{}(\widehat{\zeta },z)`$ is shown in Figure 1). Hence, it is sufficient to show that the projection (31) will keep $`\widehat{\zeta }`$ inside $`C_\zeta (z)`$, which in turn guarantees that $`\widehat{x}=^1(\widehat{\xi },z)`$ is contained in the compact set $`^1(C_\xi (z),z)𝒳`$. After coordinate transformation (30) we have that

$`\dot{\widehat{\xi }}\text{P}`$ $`={\displaystyle \frac{d}{dt}}\left\{(\widehat{x}^P,z)\right\}=\left[{\displaystyle \frac{}{\widehat{x}}}\dot{\widehat{x}}\text{P}+{\displaystyle \frac{}{z}}\dot{z}\right]`$ (32)
$`=𝒫(\widehat{\xi },\dot{\widehat{\xi }})`$ (33)
In order to relate $`N^{}(\widehat{\zeta },z)`$, $`N_z^{}(\widehat{\zeta },z)`$ to $`N(\widehat{\xi },z)`$, $`N_z^{}(\widehat{\zeta },z)`$, notice that the boundary of $`C_\xi (z)`$ can be expressed as the set $`C_\xi (z)=\{\xi ^n|b(\xi ,z)=0\}`$ for some continuous function $`b(\xi ,z)`$, and hence $`N(\widehat{\xi },z)=_\xi b|_{(\xi =\widehat{\xi },z)}`$, $`N_z(\widehat{\xi },z)=_zb|_{(\xi =\widehat{\xi },z)}`$. Similarly, the boundary of $`C_\zeta (z)`$ is the set $`C_\zeta (z)=\{\zeta ^n|b((S^{})^1\zeta ,z)=0\}`$ and $`N^{}(\widehat{\zeta },z)=(S^{})^1_\zeta b|_{(\xi =\widehat{\xi },z)}=(S^{})^1N(\widehat{\xi },z)`$, $`N_z^{}(\widehat{\zeta },z)=N_z(\widehat{\xi },z)`$. The expression of the projection (31) in $`\zeta `$ coordinates is found by noting that

$$\dot{\widehat{\zeta }}\text{P}=S^{}\dot{\widehat{\xi }}\text{P}=\{\begin{array}{cc}S^{}\dot{\widehat{\xi }}(S^{})^1\frac{N\left(N^{}\dot{\widehat{\xi }}+N_z^{}\dot{z}\right)}{N^{}\mathrm{\Gamma }N}\hfill & \text{ if }N^{}\dot{\widehat{\xi }}+N_z^{}\dot{z}0\text{ and }\widehat{\xi }C_\xi (z)\hfill \\ S^{}\dot{\widehat{\xi }}\hfill & \text{ otherwise}\hfill \end{array}$$
(34)
and then substituting $`N^{}=(S^{})^1N`$, $`N_z^{}=N_z`$, and $`\dot{\widehat{\xi }}=(S^{})^1\dot{\widehat{\zeta }}`$, to find that

$$\dot{\widehat{\zeta }}\text{P}=\{\begin{array}{cc}\dot{\widehat{\zeta }}\frac{N^{}\left(N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}\right)}{N^{}{}_{}{}^{}N_{}^{}}\hfill & \text{ if }N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}0\text{ and }\widehat{\zeta }C_\zeta (z)\hfill \\ \dot{\widehat{\zeta }}\hfill & \text{ otherwise}\hfill \end{array}$$
(35)
Next, we show that the domain $`C_\zeta (z)=\{\zeta ^n|b((S^{})^1\zeta ,z)0\}`$ is invariant for (35). In order to do that, consider the candidate Lyapunov function $`V_{C_\zeta }=\mathrm{max}\{b((S^{})^1\zeta ,z),0\}`$ which is positive definite with respect to the set $`C_\zeta (z)`$, and calculate its time derivative along the trajectory of (35) when $`\widehat{\zeta }^PC_\zeta (z)`$,

$`\dot{V}_{C_\zeta }`$ $`=N^{}(\widehat{\zeta },z)^{}\dot{\widehat{\zeta }}\text{P}+N_z^{}(\widehat{\zeta }^P,z)\dot{z}`$ (36)
$`=N^{}{}_{}{}^{}\dot{\widehat{\zeta }}{\displaystyle \frac{N^{}{}_{}{}^{}N_{}^{}\left(N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}\right)}{N^{}{}_{}{}^{}N_{}^{}}}+N_z^{}\dot{z}`$ (37)
$`=0`$ (38)
thus showing that $`C_\zeta (z)`$ is an invariant set for (35) and, hence, that $`\widehat{\zeta }^P(t)C_\zeta (z)`$ for all $`t`$, which in turn implies that $`\widehat{\xi }^P(t)C_\xi (z)`$ for all $`t`$ and, finally, $`\widehat{x}^P(t)^1(C_\xi (z),z)`$ for all $`t`$, thus proving part (i) of the theorem.

The proof of part (ii) is based on the knowledge of a Lyapunov function for the observer in $`\stackrel{~}{\nu }`$ coordinates (see (17)). Notice that $`\stackrel{~}{\zeta }=S\stackrel{~}{\nu }`$, and $`V_o=\stackrel{~}{\nu }^{}P\stackrel{~}{\nu }=(\stackrel{~}{\nu }^{}S)(S\stackrel{~}{\nu })=\stackrel{~}{\zeta }^{}\stackrel{~}{\zeta }`$. We want to show that, in $`\stackrel{~}{\zeta }`$ coordinates, $`\dot{V}_o<0`$ and $`\dot{\widehat{\zeta }}\text{P}=S^{}\dot{\widehat{\xi }}\text{P}`$ implies that $`\dot{V}_o^P\dot{V}_o`$, where $`\stackrel{~}{\zeta }^P=\widehat{\zeta }^P\zeta `$, and $`V_o^P=\stackrel{~}{\zeta }_{}^{P}{}_{}{}^{}\stackrel{~}{\zeta }^P`$.

From (35), when $`\widehat{\zeta }`$ is in the interior of $`C_\zeta (z)`$, or $`\widehat{\zeta }`$ is on the boundary of $`C_\zeta (z)`$ and $`N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}<0`$ (i.e., the update is pointed to the interior of $`C_\zeta (z)`$), we have that $`V_o=V_o^P`$. Let us consider all the remaining cases and, since $`\widehat{\zeta }^P=\widehat{\zeta }`$ and $`\stackrel{~}{\zeta }^P=\stackrel{~}{\zeta }`$ (projection only operates on $`\dot{\widehat{\zeta }}`$), we have

$$\dot{V}_o^P=2\stackrel{~}{\zeta }^P\dot{\stackrel{~}{\zeta }}\text{P}=2\stackrel{~}{\zeta }^{}\dot{\stackrel{~}{\zeta }}\text{P}=2\stackrel{~}{\zeta }^{}\left[\dot{\widehat{\zeta }}\dot{\zeta }p(\widehat{\zeta },\dot{\widehat{\zeta }},z,\dot{z})N^{}(\widehat{\zeta })\right]$$
(39)
where $`p(\widehat{\zeta },\dot{\widehat{\zeta }},z,\dot{z})={\displaystyle \frac{N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}}{N^{}(\widehat{\zeta })^{}N^{}(\widehat{\zeta })}}`$ is nonnegative since, by assumption, $`N^{}{}_{}{}^{}\dot{\widehat{\zeta }}+N_z^{}{}_{}{}^{}\dot{z}0`$. Thus,

$$\dot{V}_o^P=\dot{V}_o2p\stackrel{~}{\zeta }^{}N^{}$$
(40)
Since, by assumption, $`x\mathrm{\Omega }_{c_2}^x`$, we have that $`\zeta C_\zeta (z)`$ and, since $`\widehat{\zeta }`$ lies on the boundary of $`C_\zeta (z)`$, the vector $`\widehat{\zeta }\zeta `$ points outside of $`C_\zeta (z)`$ which, by the convexity of $`C_\zeta (z)`$, implies that $`\stackrel{~}{\zeta }^{}N^{}0`$, thus concluding the proof of part (ii).

$`\mathrm{}`$

Remark 8: In order to avoid the discontinuity in the right hand side of (31) introduced by $`𝒫`$, one can define $`𝒫`$ to be the smooth projection introduced in . In this case, part (i) of Lemma 1 would have to be modified to

$$\widehat{x}^P(t)^1(\overline{C}_\xi (z),z),z^{n_u}$$
(41)
where $`\overline{C}_\xi (z)C_\xi (z)`$ is a convex set which can be made arbitrarily close to $`C_\xi (z)`$, and condition 1 of A3 would have to be replaced by the following

$$\begin{array}{cc}1^{}.\hfill & (\mathrm{\Omega }_{c_2}^x,z)C_\xi (z)\overline{C}_\xi (z)(𝒳,z),\text{ for all }z\mathrm{\Omega }_{c_2}^z,\text{ for some convex compact sets }C_\xi (z)\text{ and }\overline{C}_\xi (z)\hfill \end{array}$$
(42)
Remark 9: From the proof of Lemma 1 we conclude that (31) performs a projection for $`\widehat{x}`$ over the compact set $`^1(C_\xi (z),z)`$ which, in general, is unknown since we do not know $`^1`$, and is generally not convex (see Figure 1). It is interesting to note that applying a standard gradient projection for $`\widehat{x}`$ over an arbitrary convex domain does not necessarily preserve the convergence result (ii) in Theorem 1.

### 4.2 Closed-Loop Stability

To perform output feedback control we replace the state feedback law $`v=\varphi (x,z)`$ with $`\widehat{v}=\varphi (\widehat{x}^P,z)`$ which, by the smoothness of $`\varphi `$ and the fact that $`\widehat{x}^P`$ is guaranteed to belong to the compact set $`^1(C_\xi (z),z)`$, is bounded provided that $`z`$ is confined to within a compact set. Furthermore, the limit (28) guarantees that for any compact set $`𝒟^{}`$ contained in the region of attraction $`𝒟`$, one can choose a large enough $`c_1`$ so that $`𝒟^{}\mathrm{\Omega }_{c_1}\mathrm{\Omega }_{c_2}𝒟`$. When the observability assumption A1 is satisfied globally, one can choose any compact $`𝒟^{}𝒟`$; hence, if A1 and A2 hold globally, $`𝒟^{}`$ can be any compact set in $`^n\times ^{n_u}`$. Taking in account the restriction on $`c_2`$ imposed by Assumption A3, choose $`𝒟^{}`$ to be an arbitrary compact set contained in $`\mathrm{\Omega }_{c_1}`$. In the following we will show that $`\widehat{v}`$ makes the origin of (6) asymptotically stable and that $`𝒟^{}`$ is contained in its region of attraction. The proof is divided in three steps:

1. (Lemma 2). Invariance of $`\mathrm{\Omega }_{c_2}`$ and ultimate boundedness: Using the arbitrarily fast rate of convergence of the observer (see part (ii) in Theorem 1), we show that any trajectory originating in $`\mathrm{\Omega }_{c_1}`$ cannot exit the set $`\mathrm{\Omega }_{c_2}`$ and converges in finite time to an arbitrarily small neighborhood of the origin. Here, Lemma 1 plays an important role, in that it guarantees $`\widehat{v}`$ to be bounded, and thus it allows us to use the same idea found in  to prove stability.
2. (Lemma 3). Asymptotic stability of the origin: By using Lemma 2 and the exponential stability of the observer estimate, we prove that the origin of the closed-loop system is asymptotically stable.
3. (Theorem 2). Closed-loop stability: Finally, by putting together the results of Lemma 2 and 3, we conclude the closed-loop stability proof.

Let $`\stackrel{~}{x}\stackrel{\mathrm{}}{=}\widehat{x}x`$, and $`\stackrel{~}{x}^P\stackrel{\mathrm{}}{=}\widehat{x}^Px`$, and note that part (ii) of Lemma 1 applies and $`\stackrel{~}{x}^P0`$ as $`t\mathrm{}`$ with arbitrarily fast rate, as long as $`\chi \mathrm{\Omega }_{c_2}`$. Moreover, the smoothness of the control law implies that

$$\varphi (\widehat{x},z)\varphi (x,z)\overline{\gamma }\stackrel{~}{x}$$
(43)
for all $`x,\widehat{x}^1(C_\xi (z),z)`$, for all $`z\mathrm{\Omega }_{c_2}^z`$ and some $`\overline{\gamma }>0`$. Assume that $`\widehat{x}(0)\mathrm{\Omega }_{c_2}^x`$, and let $`A`$ be a positive constant satisfying $`V/\chi A`$ for all $`\chi `$ in $`\mathrm{\Omega }_{c_2}`$ (its existence is guaranteed by $`V`$ being continuously differentiable). Now, we can state the following lemma.

###### Lemma 2

Suppose that the initial condition $`\chi (0)`$ is contained in $`𝒟^{}\mathrm{\Omega }_{c_1}`$, define the set $`\mathrm{\Omega }_ϵ\stackrel{\mathrm{}}{=}\{\chi :V(\chi )d_ϵ\}`$, where $`d_ϵ=\alpha _2\alpha _3^1(\mu A\overline{\gamma }ϵ)`$, and choose $`ϵ>0`$ and $`\mu >1`$ such that $`d_ϵ<c_1`$. Then, there exists a positive scalar $`\rho ^{},0<\rho ^{}1`$, such that, for all $`\rho (0,\rho ^{}]`$, the closed-loop system trajectories remain confined in $`\mathrm{\Omega }_{c_2}`$, the set $`\mathrm{\Omega }_ϵ\mathrm{\Omega }_{c_1}`$ is positively invariant, and is reached in finite time.

Proof. Since $`V(\chi (0))c_1<c_2`$, there exists a time $`T_1>0`$ such that $`V(\chi (t))c_2`$, for all $`t[0,T_1)`$. Choose $`T_0`$ such that $`0<T_0<T_1`$. Then, after noticing that, for all $`t[0,T_1)`$, $`z\mathrm{\Omega }_{c_2}^z`$ and $`\widehat{x}^P^1(C_\xi (z),z)`$ and hence $`v`$ is bounded, we can apply Theorem 1, part (ii), and conclude that for any positive $`ϵ`$ there exists a positive $`\rho ^{},0<\rho ^{}1`$ such that, for all $`\rho \rho ^{}`$, $`\stackrel{~}{x}^Pϵ,t[T_0,T_1)`$. Hence, for all $`t[T_0,T_1)`$, we have that $`V(\chi (t))c_2`$ and $`\stackrel{~}{x}^P(t)ϵ`$. In order for part (ii) in Theorem 1 to hold for all $`tT_0`$, $`\chi `$ must belong to $`\mathrm{\Omega }_{c_2}`$ for all $`t0`$. So far we can only guarantee that $`\chi \mathrm{\Omega }_{c_2}`$ for all $`t[0,T_1)`$ and hence the result of Theorem 1 applies in this time interval, only. Next, we will show that $`T_1=\mathrm{}`$, i.e., $`\mathrm{\Omega }_{c_2}`$ is an invariant set, so that the result of Theorem 1 will be guaranteed to hold for all $`t0`$.

Consider the Lyapunov function candidate $`V`$ defined in (27)-(29). Taking its derivative with respect to time and using (43),

$`\dot{V}`$ $`={\displaystyle \frac{V}{\chi }}\left[f_e(x,z)+g_e\varphi (x,z)\right]+{\displaystyle \frac{V}{\chi }}g_e\left[\varphi (\widehat{x}^P,z)\varphi (x,z)\right]`$
$`\alpha _3(\chi )+{\displaystyle \frac{V}{\chi }}\varphi (\widehat{x}^P,z)\varphi (x,z)`$
$`\alpha _3(\chi )+A\overline{\gamma }\stackrel{~}{x}^P`$
$`\alpha _3(\chi )+A\overline{\gamma }ϵ`$
$`\alpha _3\alpha _2^1(V)+A\overline{\gamma }ϵ`$
for all $`t[T_0,T_1)`$. When $`Vd_ϵ`$ we have that

$$\dot{V}(\mu 1)A\overline{\gamma }ϵ$$

hence $`V`$ decays linearly, which in turn implies that $`\chi (t)\mathrm{\Omega }_{c_2}`$ and that $`\mathrm{\Omega }_ϵ`$ is reached in finite time.

$`\mathrm{}`$

Remark 10: The use of the projection for the observer estimate plays a crucial role in the proof of Lemma 2. As $`\rho `$ is made smaller, the observer peak may grow larger, thus generating a large control input, which in turn might drive the system states $`\chi `$ outside of $`\mathrm{\Omega }_{c_1}`$ in shorter time. The boundedness of the control input makes sure that the exit time $`T_1`$ is independent of $`ϵ`$, since the maximum size of the $`\widehat{v}`$ will not depend on $`ϵ`$, thus allowing us to choose $`ϵ`$ independently of $`T_1`$.

Lemma 2 proves that the all the trajectories starting in $`\mathrm{\Omega }_{c_1}`$ will remain confined within $`\mathrm{\Omega }_{c_2}`$ and converge to an arbitrarily small neighborhood of the origin in finite time. Now, in order to complete the stability analysis, it remains to show that the origin of the output feedback closed-loop system is asymptotically stable, so that if $`\mathrm{\Omega }_ϵ`$ is small enough all the closed-loop system trajectories converge to it.

###### Lemma 3

There exists a positive scalar $`ϵ^{}`$ such that for all $`ϵ(0,ϵ^{}]`$ all the trajectories starting inside the compact set $`\mathrm{\Delta }_ϵ\stackrel{\mathrm{}}{=}\{[\chi ^{},\stackrel{~}{x}^{}]^{}|Vd_ϵ\text{ and }\stackrel{~}{x}ϵ\}`$ converge asymptotically to the origin.

Proof. Without loss of generality, assume $`ϵ`$ is small enough so that $`\widehat{x}^1(C_\xi (z),z)`$ and, hence, $`\stackrel{~}{x}^P=\stackrel{~}{x}`$. From the proof of Theorem 1 recall that $`\stackrel{~}{x}=^1(\widehat{\xi },z)^1(\xi ,z)`$. Using A1 we have that the mapping $`^1`$ is locally Lipschitz. Hence, there exists a neighborhood $`N_{\stackrel{~}{\xi }}`$ of the origin such that $`\stackrel{~}{x}k_0\stackrel{~}{\xi }`$, for all $`\stackrel{~}{\xi }N_{\stackrel{~}{\xi }}`$, and for some positive constant $`k_0`$, which, by (26), implies that the origin of the $`\stackrel{~}{x}`$ system is exponentially stable. By the converse Lyapunov theorem we conclude that there exists a Lyapunov function $`V_o^{}(\stackrel{~}{x})`$ and positive constants $`\overline{c}_1,\overline{c}_2,\overline{c}_3`$ such that

$$\overline{c}_1\stackrel{~}{x}^2V_o^{}\overline{c}_2\stackrel{~}{x}^2$$

$$\dot{V}_o^{}\overline{c}_3\stackrel{~}{x}^2$$

Define the positive scalar $`ϵ^{}`$ such that $`\stackrel{~}{x}ϵ^{}`$ implies $`\stackrel{~}{\xi }N_{\stackrel{~}{\xi }}`$ (the existence of $`ϵ^{}`$ is a direct consequence of the fact that $``$ is locally Lipschitz). Next, define the following composite Lyapunov function candidate

$$V_c(\chi ,\stackrel{~}{x})=V(\chi )+\lambda \sqrt{V_o^{}(\stackrel{~}{x})},\lambda >\frac{2\sqrt{\overline{c}_2}\overline{\gamma }A}{\overline{c}_3}$$

then,

$`\dot{V}_c`$ $`\alpha _3(\chi )+A\overline{\gamma }\stackrel{~}{x}{\displaystyle \frac{\lambda }{2\sqrt{V_o^{}(\stackrel{~}{x})}}}\overline{c}_3\stackrel{~}{x}^2`$
$`\alpha _3(\chi )\left({\displaystyle \frac{\overline{c}_3\lambda }{2\sqrt{\overline{c}_2}}}A\overline{\gamma }\right)\stackrel{~}{x}<0`$
where we have used the fact that $`[\chi ^{},\stackrel{~}{x}^{}]^{}\mathrm{\Delta }_ϵ`$ implies that $`\chi \mathrm{\Omega }_{c_2}`$ (provided $`ϵ`$ is small enough), and hence $`\frac{V}{\chi }A`$. Since $`\dot{V}_c`$ is negative definite, all the $`[\chi ^{},\stackrel{~}{x}^{}]^{}`$ trajectories starting in $`\mathrm{\Delta }_ϵ`$ will converge asymptotically to the origin.

$`\mathrm{}`$

We are now ready to state the following closed-loop stability theorem.

###### Theorem 2

For the closed-loop system (6), (8), (31), satisfying assumptions A1, A2, and A3, the control law $`\widehat{v}=\varphi (\widehat{x}^P,z)`$, guarantees that there exists a scalar $`\rho ^{},0<\rho ^{}1`$, such that, for all $`\rho (0,\rho ^{}]`$, the set $`𝒟^{}\times \mathrm{\Omega }_{c_2}^x`$ is contained in the region of attraction of the origin $`(x=0,z=0,\widehat{x}=0)`$.

Proof. By Lemma 3, there exists $`ϵ^{}>0`$ such that, for all $`ϵ(0,ϵ^{}]`$, $`\mathrm{\Delta }_ϵ`$ is a region of attraction for the origin. Use Lemma 2 and the fact that $`\chi (0)𝒟^{}\mathrm{\Omega }_{c_1}`$ to find $`\rho ^{},0<\rho ^{}1`$, so that for all $`\rho (0,\rho ^{}]`$ the state trajectories enter $`\mathrm{\Delta }_ϵ`$ in finite time. This concludes the proof of the theorem.

$`\mathrm{}`$

Remark 11: Theorem 2 proves regional stability of the closed-loop system, since given an observability subspace $`𝒳\times 𝒰`$, and provided condition 1 of A3 is satisfied, the control law $`\widehat{v}`$, together with (8) and (31), make the compact set $`𝒟^{}\times \mathrm{\Omega }_{c_2}^x`$ a basin of attraction for the origin of the closed-loop system. The size of the region of attraction $`𝒟^{}\times \mathrm{\Omega }_{c_2}^x`$ depends on the size of the set $`𝒳\times 𝒰`$ (see condition (4)). If A1 is satisfied globally (as in ), or $`𝒳\times 𝒰`$ is large enough, then Theorem 2 guarantees that the domain of attraction $`𝒟`$ of the closed-loop system under state feedback is recovered by the output feedback controller, in that $`𝒟^{}`$ can be chosen to be any arbitrary compact set contained in $`𝒟`$. If, besides being completely uniformly observable, system (1) is also stabilizable (and, therefore, A2 holds globally), then $`𝒟=^n\times ^{n_u}`$ and the result of Theorem 2 becomes semi-global, in that $`\mathrm{\Omega }_{c_1}`$ and $`\mathrm{\Omega }_{c_2}`$ can be chosen arbitrarily large, thus achieving the same property of the controller found in .

Remark 12: Analogous to the result in , Theorem 2 proves a separation principle for nonlinear systems: given a stabilizing state feedback controller, the performance of the output feedback controller recovers the one under state feedback provided that the parameter $`\rho `$ is chosen small enough. Furthermore, by slight modification of Theorem 3 in , it is easy to show that the closed-loop system trajectories under output feedback approach the trajectories under state feedback as $`\rho 0`$. In conclusion, the output feedback controller presented here achieves the same recovery properties of the one in  for the more general class of SISO incompletely observable systems. We must point out, however, that we assume to have perfect knowledge of the system dynamics, whereas the results in  admit model uncertainties. We opted not to include model uncertainties to better illustrate the underlying principles of our approach; it is an easy exercise to show that analogous results to the ones in  hold when the model uncertainty is included.

Remark 13: If system (1) is completely uniformly observable (and hence $`𝒳\times 𝒰=^n\times ^{n_u}`$), one can omit the observer estimates projection (31) and use the standard control input saturation in  and prove that, after minor modifications in Lemma 2 and 3, Theorem 2 would still be valid. In this case, the theory provided in this paper shows how to achieve output feedback stabilization with a nonlinear observer, thus avoiding the analytical knowledge of $`^1`$.

## 5 Example

Consider the following state feedback linearizable dynamical system:

$$\begin{array}{cc}& \dot{x}_1=x_2\hfill \\ & \dot{x}_2=(1+x_1)\mathrm{exp}(x_1^2)+u1\hfill \\ & y=(x_21)^2\hfill \end{array}$$
(44)
The control input appears in the first derivative of the output:

$$\dot{y}=2(x_21)(1+x_1)\mathrm{exp}(x_1^2)+2(x_21)(u1)$$

Notice, however, that the coefficient multiplying $`u`$ vanishes when $`x_2=1`$, and hence system (44) does not have a well-defined relative degree everywhere. The observability mapping $``$ is given by

$$y_e=\left[\begin{array}{c}y\\ \dot{y}\end{array}\right]=\left[\begin{array}{c}(x_21)^2\\ 2(x_21)(1+x_1)\mathrm{exp}(x_1^2)+2(x_21)(u1)\end{array}\right]$$
(45)
The first equation in (45) is invertible for all $`x_2<1`$, and its inverse is given by $`x_2=1\sqrt{y}`$. Substituting $`x_2`$ into the second equation in (45) and isolating the term in $`x_1`$, we get

$$(1+x_1)\mathrm{exp}(x_1^2)=\frac{\dot{y}+2\sqrt{y}(u1)}{2\sqrt{y}}$$
(46)
Since $`(1+x_1)\mathrm{exp}(x_1^2)`$ is a strictly increasing function, it follows that (46) is invertible for all $`x_1`$, however, an analytical solution to this equation cannot be found. In conclusion, Assumption A1 is satisfied on the domain $`𝒳\times 𝒰=\{x^2|x_2<1\}\times `$, but an analytical inverse $`x=^1(y_e,u)`$ is not known. The fact that system (44) is incompletely observable, together with the non-existence of an analytical inverse to (45), prevents the application of the output feedback control approaches in .

From (45) we have that $`n_u=1`$, therefore we add one integrator on the input side,

$$\dot{z}_1=v,u=z_1$$

The resulting extended system can be linearized by letting $`x_3=(1+x_1)\mathrm{exp}(x_1^2)+z_11`$ and rewriting the system in new coordinates $`x_e\stackrel{\mathrm{}}{=}[x_1,x_2,x_3]^{}`$:

$$\begin{array}{cc}& \dot{x}_1=x_2\hfill \\ & \dot{x}_2=x_3\hfill \\ & \dot{x}_3=x_2\mathrm{exp}(x_1^2)(2x_1^2+2x_1+1)+v\hfill \end{array}$$
(47)
Choose $`v=x_2\mathrm{exp}(x_1^2)(2x_1^2+2x_1+1)Kx_e`$, where $`K=[1,3,3]`$, so that the closed-loop system becomes $`\dot{x}_e=(A_cB_cK)x_e`$ with poles placed at $`1`$. Then, the origin $`x_e=0`$ is a globally asymptotically equilibrium point of (47), and Assumption A2 is satisfied with $`𝒟=^3`$.

Next, we will seek to find a set $`C_\xi (z)`$ satisfying Assumption A3. Let $`\overline{P}`$ be the solution of the Lyapunov equation associated to $`A_cB_cK`$, so that a Lyapunov function for system (47) is $`V=x_e^{}\overline{P}x_e`$, and any set $`\mathrm{\Omega }_c\stackrel{\mathrm{}}{=}\left\{x_e^3\right|V(x_e)c\}`$, with $`c>0`$, is a region of attraction for the origin. Observe further that $`\chi =[x_1,x_2,z_1]^{}=[x_1,x_2,x_3(1+x_1)\mathrm{exp}(x_1^2)+1]^{}`$, and choose $`c_2=\omega ^2\lambda _{\mathrm{min}}(\overline{P})`$, where $`0<\omega <1`$. This choice of $`c_2`$ makes sure that $`\mathrm{\Omega }_{c_2}`$ is contained in the sphere $`S_\omega \stackrel{\mathrm{}}{=}\{\chi ^3|x_e\omega \}`$ inside which we have $`x_2\omega `$, implying that $`x𝒳`$. When $`\chi S_\omega `$ it is easy to show that

$$(1\omega )^2y(1+\omega )^2$$

$$2\omega (\omega +1)\dot{y}2\omega (\omega +1)$$

and hence Assumption A3 is verified with $`c_2=\omega ^2\lambda _{\mathrm{min}}(\overline{P})`$ and

$$C_\xi =\left\{\xi ^2\right|(1\omega )^2\xi _1(1+\omega )^2,2\omega (\omega +1)\xi _22\omega (\omega +1)\}$$

Notice that here a set $`C_\xi `$ is found which is independent of $`z`$. In general, we allow $`C_\xi `$ to depend on $`z`$ to make condition 1 in A3 less restrictive.

For our simulations we choose $`\omega =0.9`$ and the initial condition of the extended system is set to $`x_1(0)=0.01,x_2(0)=0.2,z_1(0)=1.01`$, which is contained inside $`\mathrm{\Omega }_{c_2}`$, so that Theorem 2 can be applied. Finally, we choose the observer gain $`L`$ to be $`[4,4]^{}`$, so that its associated polynomial is Hurwitz with both poles placed at $`2`$. We present four different situations to illustrate four features of our output feedback controller:

1. Arbitrary fast rate of convergence of the observer. Figure 2 shows the evolution of the $`\chi `$-trajectory, as well as the control input $`v`$, for $`\rho =0.2`$ and $`\rho =0.05`$. The convergence in the latter case is faster, as predicted by Theorem 1 (see Remark 4).
2. Observer estimate projection. Figure 3 shows the evolution of $`\widehat{x}`$ and $`v`$ for $`\rho =10^3`$ with and without projection. The projection algorithm successfully eliminates the peak in the observer states, thus yielding a bounded control input, as predicted by the result of Lemma 1.
3. Observer estimate projection and closed-loop stability. In Figure 4 a phase plane plot for $`x`$ is shown with and without observer projection when $`\rho =10^4`$. The small value of $`\rho `$ generates a significant peak which, if projection is not employed, drives the output feedback trajectories away form the state feedback ones and, in general, may drive the system to instability (see Remark 10). On the other hand, using the observer projection, output feedback and state feedback trajectories are almost indistinguishable.
4. Trajectory recovery. The evolution of the $`\chi `$-trajectories for decreasing values of $`\rho `$, in Figure 5, shows that the output feedback trajectories approach the state feedback ones as $`\rho 0`$ (see Remark 12).


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# Trace anomaly and Casimir effect

## 1 Introduction

In the semiclassical approximation theory of quantum gravity we are involved with calculation the expectation value of energy momentum tensor in special vacuum, . However the usual expression for the stress tensor includes singular products of the field operators for stress tensor.Renormalization theory of the stress tensor claims to solve this problem, but it must be mentioned that the usual scheme of renormalization includes complexity and somewhat ambiguity. For instance, there is no conceptual support for a local measure of energy momentum of some given state without any reference to any global structure. We know in this frame energy is source of gravity and we are not allowed to subtract any unwanted part of energy even though it is infinite. So to consider the back reaction effect of the quantum field on the gravitational field, we must find a more elaborate renormalization scheme in which the dynamics of gravitational field is a vital component. In original Casimir effect discovered in 1948 by H.B.G Casimir  we are concerned about force and energy, but we are not usually interested in dynamics of the gravitational field. Even in many cases in curved boundary problems, energy is not our main concern. Because of unphysical nature of boundary condition the energy diverges approaching to curved boundary . The Casimir effect can be viewed as a polarization of vacuum by boundary conditions and external fields, such as gravitational field. In the present paper we are going to consider a simple example in which these two types of sources for vacuum polarization are present.There is several methods for calculating Casimir energy. For instance, we can mention mode summation, Green’s function method , heat kernel method along with appropriate regularization schemes such as point separation , dimensional regularization , zeta function regularization . But it must be remarked that practically all of the methods are successful only for boundary conditions with high symmetry in flat space time. In fact we don’t have any general procedure for renormalizing stress tensor in gravitational background with arbitrary boundary.

In this paper the Casimir stress tensor for scalar field in two dimensional analog of domain wall space time for two parallel conductor plates with Dirichlet boundary conditions, is calculated. The Casimir stress tensor is obtained by imposing only general requirements which is discussed in section 2.We show direct relation between trace anomaly and Casimir effect,although we have been aware of role of anomalous trace in gravitational background such as Hawking effect .

## 2 General properties of stress tensor

In semiclassical framework for yielding a sensible theory of back reaction Wald  has developed an axiomatic approach. There one tries to obtain an expression for the renormalized $`T_{\mu \nu }`$ from the properties (axioms) which it must fulfill. The axioms for the renormalized energy momentum tensor are as follow:

1-For off-diagonal elements standard results should be obtained.

2-In Minkowski space time standard results should be obtained.

3-Expectation values of energy momentum are conserved.

4-Causality holds .

5-Energy momentum tensor contains no local curvature tensor depending on derivatives of the metric higher than second order.

Two prescriptions that satisfy the first four axioms can differ at most by a conserved local curvature term.Wald, , showed any prescription for renormalized $`T_{\mu \nu }`$ which is consistent with axioms 1-4 must yield the given trace up to the addition of the trace of conserved local curvature .It must be noted (that trace anomalies in stress-tensor,that is,the nonvanishing $`T_\mu ^\mu `$ for a conformally invariant field after renormalization) are originated from some quantum behavior . In two dimensional space time one can show that a trace-free stress tensor can not be consistent with conservation and causality if particle creation occurs.A trace-free ,conserved stress tensor in two dimensions must always remain zero if it is initially zero. One can show that the ”Davies-Fulling-Unruh”  formula for the stress tensor of scalar field which yield an anomalous trace ,$`T_\mu ^\mu =\frac{R}{24\pi }`$, is the unique one which is consistent with the above axioms. In four dimensions, just as in two dimensions, a trace-free stress tensor which agrees with the formal expression for the matrix elements between orthogonal states can not be compatible with both conservation laws and causality . It must be noted that, as showed Wald, with Hadamard regularization in massless case axiom(5) can not be satisfied unless we introduce a new fundamental length scale for nature. Regarding all these axioms,thus, we are able to get an unambiguous prescription for calculation of stress tensor.

## 3 Vacuum expectation values of stress tensor

It has been shown in , that the gravitational field of the vacuum domain wall with a source of the form

$$T_\mu ^\nu (x)=\sigma \delta (x)diag(1,0,1,1)$$
(1)
does not correspond to any exact static solution of the Einstein’s equation (for domain wall solution of Einstein-scalar equation see). However a static solution of the Einstein’s equation representing a planar domain wall in an anisotropic background has been found . This solution matches in the weak-field region to the linearized solution of Vilenkin. The energy momentum tensor of the background has the form

$$T_\nu ^\mu =\frac{\alpha (\alpha 2\gamma )k^2(1+kx)^{2(\alpha +\gamma )}}{8\pi G}diag(1,\frac{3\alpha }{2\gamma \alpha },1,1)$$
(2)
For the energy density of the background to be positive we must have $`\gamma <\frac{\alpha }{2}`$, then we have the following Ricci tensor

$$R_\nu ^\mu =\alpha (\gamma 2\alpha )k^2(1+kx)^{2(\alpha +\gamma )}diag(1,\frac{3\gamma }{\gamma 2\alpha },1,1)$$
(3)
In this case we have the metric

$$ds^2=(1+kx)^{2\alpha }(dt^2dy^2dz^2)(1+kx)^{2(\alpha +\gamma +1)}dx^2$$
(4)
where $`\alpha ,\gamma ,k>0`$, This corresponds to a domain wall with surface tension $`\sigma =\frac{\alpha k}{2\pi G}>0`$. The space time on the domain wall is flat, and energy momentum tensor of the wall is invariant with respect to Lorentz boost in the $`yz`$ plane.The above metric representing a gravitational field which is homogeneous and isotropic in the $`yz`$ plane and has reflection symmetry with respect to the wall. In fact(4) is the special form of the following metric

$$ds^2=(1+k|x|)^{2\alpha }dt^2(1+k|x|)^{2(\alpha +\gamma +1)}dx^2+(1+k|x|)^{2\beta }(dy^2+dz^2)$$
(5)
The case $`\beta =0`$ and $`\gamma =\alpha `$ corresponds to the flat Kanser metric in Taub coordinates . In metric (4) we have $`\alpha =\beta `$. Now, just for the sake of simplicity, we consider two dimensions in which

$$d^2s=(1+kx)^{2\alpha }(d^2td^2X)$$
(6)
where

$$X=\frac{1(1+kx)^\gamma }{k\gamma }$$
(7)
Let’s define

$$\mathrm{\Omega }(x)=(1+kx)^{2\alpha }$$
(8)
and so we have

$$\frac{dx}{dX}=\mathrm{\Omega }(x)^k^{}k^{}=\frac{(\gamma +1)}{2\alpha }$$
(9)
From now on, our main goal is to determine for a general form of conserved energy momentum tensor, regarding trace anomaly for the metric $`(4)`$. For the non -zero Christoffel symbols of the metric $`(4)`$we have in (t,X) coordinate;

$$\mathrm{\Gamma }_{tt}^X=\mathrm{\Gamma }_{tX}^t=\mathrm{\Gamma }_{XX}^t=\mathrm{\Gamma }_{XX}^X=\frac{\mathrm{\Omega }^{k^{}1}(x)}{2}\frac{d\mathrm{\Omega }(x)}{dx}$$
(10)
Then the conservation equation takes the following form

$$_XT_t^X+\mathrm{\Gamma }_{tX}^tT_t^X\mathrm{\Gamma }_{tt}^XT_X^t=0$$
(11)
$$_XT_X^X+\mathrm{\Gamma }_{tX}^tT_X^X\mathrm{\Gamma }_{tX}^tT_t^t=0$$
(12)
in which,

$$T_X^t=T_t^XT_t^t=T_\beta ^\beta T_X^X$$
(13)
and $`T_\beta ^\beta `$ is anomalous trace in two dimension.Using the equations $`(1012)`$ it could be shown that

$$\frac{d(T_t^X\mathrm{\Omega }(x)^k^{})}{dx}=0$$
(14)
and

$$\frac{d(\mathrm{\Omega }^k^{}(x)T_X^X)}{dx}=(1/2\mathrm{\Omega }^{k^{}1}(x))(\frac{d\mathrm{\Omega }(x)}{dx})T_\beta ^\beta $$
(15)
Then equation $`(14)`$leads to:

$$T_t^X=\alpha ^{}\mathrm{\Omega }^k^{}(x)$$
(16)
where $`\alpha ^{}`$ is the constant of integration.The solution of Eq.(15) might be written in the following form

$$T_X^X(x)=(H(x)+\eta )\mathrm{\Omega }^k^{}(x)$$
(17)
where

$$H(x)=1/2_l^rT_\beta ^\beta (x^{})\mathrm{\Omega }^{k^{}1}(x^{})\frac{d\mathrm{\Omega }(x^{})}{dx^{}}𝑑x^{}$$
(18)
With $`l`$ being an arbitrary scale of length and considering

$$T_\beta ^\beta =\frac{R}{24\pi }=\frac{\alpha (\gamma 2\alpha )k^2(1+kx)^{2(\alpha +\gamma )}}{12\pi }$$
(19)
the function $`H(x)`$ produces the non-local contribution of the trace $`T_\beta ^\beta (x)`$ to the energy momentum tensor. Finding $`l`$ depends on the metric. For the metric $`(4)`$ we choose $`l=0`$(to be definite we shall consider right half space of domain wall geometry) because we want to incorporate the non-local effect of trace anomaly in all space time, so we reach

$$H(x)=\frac{(2\alpha \gamma )\alpha ^2k^2((kx+1)^{2\alpha +3\gamma +1}1)}{12\pi (2\alpha +3\gamma +1)}$$
(20)
Using the equations $`(13),(16)`$and $`(17)`$ it can be shown that energy momentum tensor takes the below form in (t,X)coordinates. So we have most general form of stress tensor field in our interesting background.

$$T_\nu ^\mu (x)=\left(\begin{array}{cc}T_\beta ^\beta \mathrm{\Omega }(x)^k^{}H(x)& 0\\ 0& \mathrm{\Omega }(x)^k^{}H(x)\end{array}\right)+\mathrm{\Omega }^k^{}\left(\begin{array}{cc}\eta & \alpha ^{}\\ \alpha ^{}& \eta \end{array}\right)$$
(21)
Now we are going to obtain two constants $`\alpha ^{^{}}`$ and $`\eta `$ by imposing the second axiom of renormalization scheme. So when we put $`k=0`$, we reach the special case of Minkowski space time. The type of boundary condition which we choose is Dirichlet $`\varphi (x_1)=\varphi (x_2)=0`$. The standard Casimir stress in Minkowski space time is as follows

$$reg<0|T_{\mu \nu }|0>=\frac{\pi }{24a^2}\delta _{\mu \nu }$$
(22)
where $`a`$ is proper distance between the plates. For example, it could be obtained by mode summation using Abel-Plana formula , without inserting any cut off. Comparing to $`(21)`$we obtain

$$\eta =\frac{\pi }{24a^2}\alpha ^{^{}}=0$$
(23)
Thus we have obtained the energy momentum tensor as direct sum of two terms;boundary term(second term) and term which presents the vacuum polarization in gravitational background in absence of boundaries(first term).

$$<T_\nu ^\mu >=<T_\nu ^{(g)\mu }>+<T_\nu ^{(b)\mu }>$$
(24)
where $`<T_\nu ^{(g)\mu }>`$ and $`<T_\nu ^{(b)\mu }>`$ stand for gravitational and boundary parts respectively. It should be noted that trace anomaly has contribution in first term which comes from background not boundary effect. However it has contribution in total Casimir energy momentum tensor. As in four dimension previously has been shown in the regions $`x<x_1`$and $`x>x_2`$the boundary part is zero and only gravitational polarization part is present,it is clear that the forces acting on plates are determined only by boundary part,when the effective pressure created by gravitational part is zero.

## 4 Conclusion

We have found the renormalized energy momentum tensor for scalar field with Dirichlet boundary conditions in domain wall background, only by making use of general properties of stress tensor. It is in close relation to what is done in,. We propose that if we know the stress tensor for a given boundary in Minkowski space time, Casimir effect in gravitational background can be calculated.The result contains two parts, one comes from boundary conditions and the other one comes from the effect of gravitational background over the vacuum of scalar field,this part carries the local and nonlocal contributions of anomalous trace in complete Casimir effect in curved background.

Acknowledgement

Our special gratitude goes to Dr.H.Salehi.In addition we would like to thank Mr.A.T.Rezakhani for helping us to prepare this Latex format of the paper.


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# Crystallization of hard spheres under gravity

## I Introduction

Sedimentation of colloidal particles in a gravitational field has been the subject of continued interest since the early work of Jean Perrin. The external gravitational field breaks the translational symmetry, producing an altitude dependent density profile. For a dilute suspension in which the interactions between the colloidal particles can be neglected, the density profile takes a simple exponentially decreasing form. In fact it was this observation which has first allowed Perrin in 1910 to obtain an estimate of the Avogadro number and the Boltzmann constant. This early work has stimulated much of the modern development of inhomogeneous fluid theory.

A few years ago it has been observed in Monte Carlo simulations that a system of hard spheres can become unstable under the action of a sufficiently strong gravitational field. This instability appeared as a sudden crystallization of the bottom layers of the sample confined to a tree dimensional rectangular box. In order to understand this transition the authors appealed to the Weighted Density Functional theory (WDF). Unfortunately the WDF is quite computationally demanding and is not very physically transparent. Perhaps it is for this reason that this work went unnoticed by the community of physicists studying granular materials. Thus, the fluid-solid condensation under the gravitational field has been recently rediscovered in the context of granular materials. Here the instability appeared as the break down of the Enskog kinetic theory for elastic hard spheres, which Hong associated with the formation of a solid layer at the bottom of a sample . We must stress, however, that the identification of the break down point of the Enskog equation with crystallization is far from obvious. In particular, it is possible to show that at equilibrium the Enskog theory is equivalent to the Local Density Approximation (LDA) . Within the liquid state theory it is well known that the LDA cannot be used to obtain reliable information about the fluid-solid coexistence. The reason for this is that the LDA fails to account for strong density variations in a highly structured phase, such as the solid . Furthermore, in the absence of an external field, the LDA for hard spheres reduces to the usual Carnahang-Starling equation of state , which carries no information about the entropy driven crystallization of a homogeneous hard sphere fluid. It is difficult, therefore, to understand how a theory which knows absolutely nothing about the existence of an instability in a homogeneous system, suddenly develops this “knowledge” in a presence of a gravitational field. Thus, it is dubious that the break down of the LDA — and, therefore, of the Enskog theory —can be associated with a phase transition, and not with the failure of the approximations underlying the theory.

In view of all this, it seems worth while to present a simple argument to account for crystallization of hard spheres under the action of an external gravitational field.

## II Lattice gas in a gravitational field

Before entering into the discussion of a phase transition in the system of hard spheres, we shall explore a much simpler model of fluid and granular matter  in a gravitational field — a non-interacting lattice gas. Consider a three dimensional rectangular volume $`V=L^2H`$, divided into cubic cells of volume $`a^3`$. Each cell can be occupied by at most one “cubic” particle of mass $`m`$ and volume $`a^3`$ equal to that of a unit cell. The constant gravitational field of strength $`g`$ acts in the $`z`$ direction. Since the particles do not interact, in the thermodynamic limit, it is a simple matter to write an exact Helmholtz free energy functional,

$$\frac{\beta a^2F[\sigma (z)]}{L^2}=\underset{z=0}{\overset{\mathrm{}}{}}\left\{\left[1\sigma (z)\right]\mathrm{ln}\left[1\sigma (z)\right]+\sigma (z)\mathrm{ln}\sigma (z)+\beta magz\sigma (z)\right\},$$
(1)
where $`\beta =1/k_BT`$, and $`\sigma (z)`$ is the average occupation of the row $`z`$. The equilibrium density profile can be obtained by minimizing the functional (1), subject to the constraint of conservation of the total number of particles $`N`$,

$$\underset{z=0}{\overset{\mathrm{}}{}}\sigma (z)=Na^2/L^2n.$$
(2)
Performing a simple calculation we find,

$$\sigma (z)=\frac{1}{1+\text{e}^{\beta magz+\beta \mu }},$$
(3)
where the chemical potential $`\mu `$ is the Lagrange multiplier associated with the constraint (2). It is convenient to define the reduced parameters, $`\beta ^{}=\beta mga`$ and $`\mu ^{}=\mu /mga`$. In the limit $`\beta \mu 1`$ the reduced chemical potential is very well approximated by $`\mu ^{}=n`$. The density profile now takes a particularly simple form,

$$\rho (z)=\frac{m}{a^3}\frac{1}{1+\text{e}^{\beta ^{}(zn)}}.$$
(4)
On the other hand the static pressure inside the lattice gas satisfies,

$$\frac{dP(z)}{dz}=ga\rho (z),$$
(5)
where to simplify the calculations we have passed to the continuum limit. Eq. 5 can now be integrated yielding,

$$P(z)=\frac{mg}{a^2}\left(n+\frac{\mathrm{ln}\left[1+\text{e}^{\beta ^{}(zn)}\right]}{\beta ^{}}z\right).$$
(6)
We note that the pressure is a uniformly decreasing function of the height $`z`$. At high altitudes — where the average density is small and the excluded volume constraint is irrelevant — the density profile reduces to the exponentially decreasing form first obtained by Perrin.

## III The hard sphere fluid in the gravitational field

It is evident from the analytic expressions derived above that the lattice gas — in spite of its hard core repulsion expressed through the constraint of one particle per lattice site — is completely stable for all temperatures. It is reasonable to suppose that to zeroth order the density profile of a hard sphere fluid in a gravitational field should also be well approximated by the Eq. (4). In fact it has been found that the Fermi-like distribution (4), provides an excellent fit for various granular materials including the hard spheres .

Unlike the non-interacting lattice gas, the homogeneous system of hard spheres is known to undergo a structural fluid-solid transition  when the bulk pressure reaches $`P_b14k_BT/a^3`$. This entropic transition was first observed in Monte Carlo simulations almost half a century ago , and has since been confirmed by various theoretical methods . In the presence of a gravitational field the pressure inside the suspension varies uniformly with maximum value located at $`z=0`$. In the limit $`\beta ^{}n1`$, the pressure at the bottom is well approximated by $`P(0)=mgn/a^2`$. Therefore, the first layer will crystallize when,

$$P(0)=\frac{mgn}{a^2}\frac{14k_BT}{a^3},$$
(7)
or when

$$T<T_c=\frac{mgan}{14k_B}.$$
(8)
This is a discontinuous first order transition. If the temperature is lowered further, additional fluid layers will solidify and a growing crystal will coexist with a diminishing fluid phase. The number of layers in the crystal can be determined by comparing $`P(z)`$ with $`P_b`$. We note that in the region of phase transition,

$$\beta ^{}n\beta ^{}\mu ^{}141,$$
(9)
so that all the approximations adopted above are indeed justified.

We have presented a simple argument for crystallization of hard spheres in a gravitational field. This transition is nothing more than a realization of the well known entropically driven liquid-solid phase separation of a homogeneous hard sphere fluid. The presence of a gravitational field leads to an altitude dependent pressure, which increases with the depth of suspension. If the temperature is reduced bellow the critical value $`T_c`$, the pressure on the bottom layers becomes so large as to lead to their crystallization.

A comment should be made about the real granular materials. For macroscopic particles, temperature is an irrelevant parameter. Thus, in order to study dynamic equilibrium or steady-state, kinetic energy must be supplied to the system through, say, a vibrating bed. If the collisions between the particles are elastic, in the disordered (fluid) state we can think of the kinetic energy as a form of “temperature”. Appealing to the same argument as above, we reach the conclusion that the granular materials also undergo phase separation under the action of a gravitational field. Some care, however, must be taken with this argument. It is well known that unlike for fluids, the pressure inside a container filled with packed granular matter saturates at some value . The excess pressure is transfered to the walls and is equilibrated by friction forces. At high packing fractions, where the solidification takes place, the stress is not uniform but is concentrated along force lines. This unusual characteristics can significantly affect the location of the phase transition in real granular materials.

## IV Acknowledgements

I would like to acknowledge many interesting conversations with J. Arenzon. This work was supported in part by Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Financiadora de Estudos e Projetos (FINEP).