Newton-based maximum likelihood estimation in nonlinear state space models

Maximum likelihood (ML) estimation using Newton's method in nonlinear state space models (SSMs) is a challenging problem due to the analytical intractability of the log-likelihood and its gradient and Hessian. We estimate the gradient and Hessian using Fisher's identity in combination with a smoothing algorithm. We explore two approximations of the log-likelihood and of the solution of the smoothing problem. The first is a linearization approximation which is computationally cheap, but the accuracy typically varies between models. The second is a sampling approximation which is asymptotically valid for any SSM but is more computationally costly. We demonstrate our approach for ML parameter estimation on simulated data from two different SSMs with encouraging results.Comment: 17 pages, 2 figures. Accepted for the 17th IFAC Symposium on System Identification (SYSID), Beijing, China, October 201

Magnetometer calibration using inertial sensors

In this work we present a practical algorithm for calibrating a magnetometer for the presence of magnetic disturbances and for magnetometer sensor errors. To allow for combining the magnetometer measurements with inertial measurements for orientation estimation, the algorithm also corrects for misalignment between the magnetometer and the inertial sensor axes. The calibration algorithm is formulated as the solution to a maximum likelihood problem and the computations are performed offline. The algorithm is shown to give good results using data from two different commercially available sensor units. Using the calibrated magnetometer measurements in combination with the inertial sensors to determine the sensor's orientation is shown to lead to significantly improved heading estimates.Comment: 19 pages, 8 figure

Information-Driven Path Planning for UAV with Limited Autonomy in Large-scale Field Monitoring

This paper presents a novel information-based mission planner for a drone tasked to monitor a spatially distributed dynamical phenomenon. For the sake of simplicity, the area to be monitored is discretized. The insight behind the proposed approach is that, thanks to the spatio-temporal dependencies of the observed phenomenon, one does not need to collect data on the entire area. In fact, unmeasured states can be estimated using an estimator, such as a Kalman filter. In this context the planning problem becomes the one of generating a flight path that maximizes the quality of the state estimation while satisfying the flight constraints (e.g. flight time). The first result of this paper is to formulate this problem as a special Orienteering Problem where the cost function is a measure of the quality of the estimation. This approach provides a Mixed-Integer Semi-Definite formulation to the problem which can be optimally solved for small instances. For larger instances, two heuristics are proposed which provide good sub-optimal results. To conclude, numerical simulations are shown to prove the capabilities and efficiency of the proposed path planning strategy. We believe this approach has the potential to increase dramatically the area that a drone can monitor, thus increasing the number of applications where monitoring with drones can become economically convenient