59,045 research outputs found
A second order minimum-energy filter on the special orthogonal group
Abstract— This work documents a case study in the application
of Mortensen’s nonlinear filtering approach to invariant
systems on general Lie groups. In this paper, we consider the
special orthogonal group SO(3) of all rotation matrices. We
identify the exact form of the kinematics of the minimumenergy
(optimal) observer on SO(3) and note that it depends
on the Hessian of the value function of the associated optimal
control problem. We derive a second order approximation of
the dynamics of the Hessian by neglecting third order terms in
the expansion of the dynamics. This yields a Riccati equation
that together with the optimal observer equation form a second
order minimum-energy filter on SO(3). The proposed filter is
compared to the multiplicative extended Kalman filter (MEKF),
arguably the industry standard for attitude estimation, by
means of simulations. Our studies indicate superior transient
and asymptotic tracking performance of the proposed filter as
compared to the MEKF
Second-order-optimal filters on lie groups, in:
Abstract-We provide an explicit formula for the secondorder-optimal nonlinear filter for state estimation of systems on general Lie groups with disturbed measurements of inputs and outputs. Optimality is with respect to a deterministic cost measuring the cumulative energy in the unknown system disturbances (minimum-energy filtering). We show that the resulting filter will depend on the choice of affine connection, thus encoding the nonlinear geometry of the state space. For the case of attitude estimation, where we are given a second order (dynamic) mechanical system on the tangent bundle of the special orthogonal group SO(3), and where we choose the symmetric Cartan-Schouten (0)-connection, the resulting filter has the familiar form of a gradient observer combined with a matrix Riccati differential equation that updates the filter gain
Oversampling PCM techniques and optimum noise shapers for quantizing a class of nonbandlimited signals
We consider the efficient quantization of a class of nonbandlimited signals, namely, the class of discrete-time signals that can be recovered from their decimated version. The signals are modeled as the output of a single FIR interpolation filter (single band model) or, more generally, as the sum of the outputs of L FIR interpolation filters (multiband model). These nonbandlimited signals are oversampled, and it is therefore reasonable to expect that we can reap the same benefits of well-known efficient A/D techniques that apply only to bandlimited signals. We first show that we can obtain a great reduction in the quantization noise variance due to the oversampled nature of the signals. We can achieve a substantial decrease in bit rate by appropriately decimating the signals and then quantizing them. To further increase the effective quantizer resolution, noise shaping is introduced by optimizing prefilters and postfilters around the quantizer. We start with a scalar time-invariant quantizer and study two important cases of linear time invariant (LTI) filters, namely, the case where the postfilter is the inverse of the prefilter and the more general case where the postfilter is independent from the prefilter. Closed form expressions for the optimum filters and average minimum mean square error are derived in each case for both the single band and multiband models. The class of noise shaping filters and quantizers is then enlarged to include linear periodically time varying (LPTV)M filters and periodically time-varying quantizers of period M. We study two special cases in great detail
Nonlinear Attitude Filtering: A Comparison Study
This paper contains a concise comparison of a number of nonlinear attitude
filtering methods that have attracted attention in the robotics and aviation
literature. With the help of previously published surveys and comparison
studies, the vast literature on the subject is narrowed down to a small pool of
competitive attitude filters. Amongst these filters is a second-order optimal
minimum-energy filter recently proposed by the authors. Easily comparable
discretized unit quaternion implementations of the selected filters are
provided. We conduct a simulation study and compare the transient behaviour and
asymptotic convergence of these filters in two scenarios with different
initialization and measurement errors inspired by applications in unmanned
aerial robotics and space flight. The second-order optimal minimum-energy
filter is shown to have the best performance of all filters, including the
industry standard multiplicative extended Kalman filter (MEKF)
Orthogonal Codes for Robust Low-Cost Communication
Orthogonal coding schemes, known to asymptotically achieve the capacity per
unit cost (CPUC) for single-user ergodic memoryless channels with a zero-cost
input symbol, are investigated for single-user compound memoryless channels,
which exhibit uncertainties in their input-output statistical relationships. A
minimax formulation is adopted to attain robustness. First, a class of
achievable rates per unit cost (ARPUC) is derived, and its utility is
demonstrated through several representative case studies. Second, when the
uncertainty set of channel transition statistics satisfies a convexity
property, optimization is performed over the class of ARPUC through utilizing
results of minimax robustness. The resulting CPUC lower bound indicates the
ultimate performance of the orthogonal coding scheme, and coincides with the
CPUC under certain restrictive conditions. Finally, still under the convexity
property, it is shown that the CPUC can generally be achieved, through
utilizing a so-called mixed strategy in which an orthogonal code contains an
appropriate composition of different nonzero-cost input symbols.Comment: 2nd revision, accepted for publicatio
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