Infinite horizon control and minimax observer design for linear DAEs

In this paper we construct an infinite horizon minimax state observer for a linear stationary differential-algebraic equation (DAE) with uncertain but bounded input and noisy output. We do not assume regularity or existence of a (unique) solution for any initial state of the DAE. Our approach is based on a generalization of Kalman's duality principle. The latter allows us to transform minimax state estimation problem into a dual control problem for the adjoint DAE: the state estimate in the original problem becomes the control input for the dual problem and the cost function of the latter is, in fact, the worst-case estimation error. Using geometric control theory, we construct an optimal control in the feed-back form and represent it as an output of a stable LTI system. The latter gives the minimax state estimator. In addition, we obtain a solution of infinite-horizon linear quadratic optimal control problem for DAEs.Comment: This is an extended version of the paper which is to appear in the proceedings of the 52nd IEEE Conference on Decision and Control, Florence, Italy, December 10-13, 201

Mammographic image restoration using maximum entropy deconvolution

An image restoration approach based on a Bayesian maximum entropy method (MEM) has been applied to a radiological image deconvolution problem, that of reduction of geometric blurring in magnification mammography. The aim of the work is to demonstrate an improvement in image spatial resolution in realistic noisy radiological images with no associated penalty in terms of reduction in the signal-to-noise ratio perceived by the observer. Images of the TORMAM mammographic image quality phantom were recorded using the standard magnification settings of 1.8 magnification/fine focus and also at 1.8 magnification/broad focus and 3.0 magnification/fine focus; the latter two arrangements would normally give rise to unacceptable geometric blurring. Measured point-spread functions were used in conjunction with the MEM image processing to de-blur these images. The results are presented as comparative images of phantom test features and as observer scores for the raw and processed images. Visualization of high resolution features and the total image scores for the test phantom were improved by the application of the MEM processing. It is argued that this successful demonstration of image de-blurring in noisy radiological images offers the possibility of weakening the link between focal spot size and geometric blurring in radiology, thus opening up new approaches to system optimization.Comment: 18 pages, 10 figure

Output Regulation for Systems on Matrix Lie-group

This paper deals with the problem of output regulation for systems defined on matrix Lie-Groups. Reference trajectories to be tracked are supposed to be generated by an exosystem, defined on the same Lie-Group of the controlled system, and only partial relative error measurements are supposed to be available. These measurements are assumed to be invariant and associated to a group action on a homogeneous space of the state space. In the spirit of the internal model principle the proposed control structure embeds a copy of the exosystem kinematic. This control problem is motivated by many real applications fields in aerospace, robotics, projective geometry, to name a few, in which systems are defined on matrix Lie-groups and references in the associated homogenous spaces

Observability/Identifiability of Rigid Motion under Perspective Projection

The "visual motion" problem consists of estimating the motion of an object viewed under projection. In this paper we address the feasibility of such a problem. We will show that the model which defines the visual motion problem for feature points in the euclidean 3D space lacks of both linear and local (weak) observability. The locally observable manifold is covered with three levels of lie differentiations. Indeed, by imposing metric constraints on the state-space, it is possible to reduce the set of indistinguishable states. We will then analyze a model for visual motion estimation in terms of identification of an Exterior Differential System, with the parameters living on a topological manifold, called the "essential manifold", which includes explicitly in its definition the forementioned metric constraints. We will show that rigid motion is globally observable/identifiable under perspective projection with zero level of lie differentiation under some general position conditions. Such conditions hold when the viewer does not move on a quadric surface containing all the visible points

Dynamic Estimation of Rigid Motion from Perspective Views via Recursive Identification of Exterior Differential Systems with Parameters on a Topological Manifold

We formulate the problem of estimating the motion of a rigid object viewed under perspective projection as the identification of a dynamic model in Exterior Differential form with parameters on a topological manifold. We first describe a general method for recursive identification of nonlinear implicit systems using prediction error criteria. The parameters are allowed to move slowly on some topological (not necessarily smooth) manifold. The basic recursion is solved in two different ways: one is based on a simple extension of the traditional Kalman Filter to nonlinear and implicit measurement constraints, the other may be regarded as a generalized "Gauss-Newton" iteration, akin to traditional Recursive Prediction Error Method techniques in linear identification. A derivation of the "Implicit Extended Kalman Filter" (IEKF) is reported in the appendix. The ID framework is then applied to solving the visual motion problem: it indeed is possible to characterize it in terms of identification of an Exterior Differential System with parameters living on a C0 topological manifold, called the "essential manifold". We consider two alternative estimation paradigms. The first is in the local coordinates of the essential manifold: we estimate the state of a nonlinear implicit model on a linear space. The second is obtained by a linear update on the (linear) embedding space followed by a projection onto the essential manifold. These schemes proved successful in performing the motion estimation task, as we show in experiments on real and noisy synthetic image sequences

Contracting Nonlinear Observers: Convex Optimization and Learning from Data

A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for one which minimizes a bound on state-estimation error on a simulated noisy data set. We construct convex sets of continuous-time and discrete-time observers, as well as contracting sampled-data observers for continuous-time systems. Convex bounds for learning are constructed using Lagrangian relaxation. The utility of the proposed methods are verified using numerical simulation.Comment: conference submissio

An application of eigenspace methods to symmetric flutter suppression

An eigenspace assignment approach to the design of parameter insensitive control laws for linear multivariable systems is presented. The control design scheme utilizes flexibility in eigenvector assignments to reduce control system sensitivity to changes in system parameters. The methods involve use of the singular value decomposition to provide an exact description of allowable eigenvectors in terms of a minimum number of design parameters. In a design example, the methods are applied to the problem of symmetric flutter suppression in an aeroelastic vehicle. In this example the flutter mode is sensitive to changes in dynamic pressure and eigenspace methods are used to enhance the performance of a stabilizing minimum energy/linear quadratic regulator controller and associated observer. Results indicate that the methods provide feedback control laws that make stability of the nominal closed loop systems insensitive to changes in dynamic pressure