Observers for linear time-varying systems

AbstractWe give characterizations and necessary and sufficient existence conditions for tracking and asymptotic observers for linear functions of the state of a linear finite-dimensional time-varying state space system. We specialize the results to affine parameter varying systems and bilinear control systems

Generalized Weiszfeld algorithms for Lq optimization

In many computer vision applications, a desired model of some type is computed by minimizing a cost function based on several measurements. Typically, one may compute the model that minimizes the L₂ cost, that is the sum of squares of measurement errors with respect to the model. However, the Lq solution which minimizes the sum of the qth power of errors usually gives more robust results in the presence of outliers for some values of q, for example, q = 1. The Weiszfeld algorithm is a classic algorithm for finding the geometric L1 mean of a set of points in Euclidean space. It is provably optimal and requires neither differentiation, nor line search. The Weiszfeld algorithm has also been generalized to find the L1 mean of a set of points on a Riemannian manifold of non-negative curvature. This paper shows that the Weiszfeld approach may be extended to a wide variety of problems to find an Lq mean for 1 ≤ q <; 2, while maintaining simplicity and provable convergence. We apply this problem to both single-rotation averaging (under which the algorithm provably finds the global Lq optimum) and multiple rotation averaging (for which no such proof exists). Experimental results of Lq optimization for rotations show the improved reliability and robustness compared to L₂ optimization.This research has been funded by National ICT Australia

An Equivariant Observer Design for Visual Localisation and Mapping

This paper builds on recent work on Simultaneous Localisation and Mapping (SLAM) in the non-linear observer community, by framing the visual localisation and mapping problem as a continuous-time equivariant observer design problem on the symmetry group of a kinematic system. The state-space is a quotient of the robot pose expressed on SE(3) and multiple copies of real projective space, used to represent both points in space and bearings in a single unified framework. An observer with decoupled Riccati-gains for each landmark is derived and we show that its error system is almost globally asymptotically stable and exponentially stable in-the-large.Comment: 12 pages, 2 figures, published in 2019 IEEE CD

Observers for invariant systems on Lie groups with biased input measurements and homogeneous outputs

This paper provides a new observer design methodology for invariant systems whose state evolves on a Lie group with outputs in a collection of related homogeneous spaces and where the measurement of system input is corrupted by an unknown constant bias. The key contribution of the paper is to study the combined state and input bias estimation problem in the general setting of Lie groups, a question for which only case studies of specific Lie groups are currently available. We show that any candidate observer (with the same state space dimension as the observed system) results in non-autonomous error dynamics, except in the trivial case where the Lie-group is Abelian. This precludes the application of the standard non-linear observer design methodologies available in the literature and leads us to propose a new design methodology based on employing invariant cost functions and general gain mappings. We provide a rigorous and general stability analysis for the case where the underlying Lie group allows a faithful matrix representation. We demonstrate our theory in the example of rigid body pose estimation and show that the proposed approach unifies two competing pose observers published in prior literature.Comment: 11 page

Gradient-like observer design on the Special Euclidean group SE(3) with system outputs on the real projective space

A nonlinear observer on the Special Euclidean group $\mathrm{SE(3)}$ for full pose estimation, that takes the system outputs on the real projective space directly as inputs, is proposed. The observer derivation is based on a recent advanced theory on nonlinear observer design. A key advantage with respect to existing pose observers on $\mathrm{SE(3)}$ is that we can now incorporate in a unique observer different types of measurements such as vectorial measurements of known inertial vectors and position measurements of known feature points. The proposed observer is extended allowing for the compensation of unknown constant bias present in the velocity measurements. Rigorous stability analyses are equally provided. Excellent performance of the proposed observers are shown by means of simulations

Controllability and Stabilizability of Networks of Linear Systems

We provide necessary and sufficient conditions for the node systems, the graph adjacency matrix, and the input matrix such that a heterogeneous network of multi-input multi-output linear time-invariant (LTI) node systems with constant linear couplings is controllable or stabilizable through the external input. We also provide specializations of these general conditions for homogeneous networks. Finally, we give a very simple, necessary and sufficient condition under which a homogeneous network of single-input single-output LTI node systems is stable in the absence of the external input