Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces

© 2007 EUCA.A novel online-computation approach to optimal control of nonlinear, noise-affected systems with continuous state and control spaces is presented. In the proposed algorithm, system noise is explicitly incorporated into the control decision. This leads to superior results compared to state-of-the-art nonlinear controllers that neglect this influence. The solution of an optimal nonlinear controller for a corresponding deterministic system is employed to find a meaningful state space restriction. This restriction is obtained by means of approximate state prediction using the noisy system equation. Within this constrained state space, an optimal closed-loop solution for a finite decision-making horizon (prediction horizon) is determined within an adaptively restricted optimization space. Interleaving stochastic dynamic programming and value function approximation yields a solution to the considered optimal control problem. The enhanced performance of the proposed discrete-time controller is illustrated by means of a scalar example system. Nonlinear model predictive control is applied to address approximate treatment of infinite-horizon problems by the finite-horizon controller

Counter-Adversarial Learning with Inverse Unscented Kalman Filter

In counter-adversarial systems, to infer the strategy of an intelligent adversarial agent, the defender agent needs to cognitively sense the information that the adversary has gathered about the latter. Prior works on the problem employ linear Gaussian state-space models and solve this inverse cognition problem by designing inverse stochastic filters. However, in practice, counter-adversarial systems are generally highly nonlinear. In this paper, we address this scenario by formulating inverse cognition as a nonlinear Gaussian state-space model, wherein the adversary employs an unscented Kalman filter (UKF) to estimate the defender's state with reduced linearization errors. To estimate the adversary's estimate of the defender, we propose and develop an inverse UKF (IUKF) system. We then derive theoretical guarantees for the stochastic stability of IUKF in the mean-squared boundedness sense. Numerical experiments for multiple practical applications show that the estimation error of IUKF converges and closely follows the recursive Cram\'{e}r-Rao lower bound.Comment: 6 pages, 1 figur

UKF Based filters in INS/GPS integrated navigation systems: Novel application results

The filtering problem in the INS/GPS integrated navigation system is investigated in this study. Firstly, the nonlinear model of the INS/GPS integrated navigation system is proposed. Then the applications of the EKF, the UKF and the modified adaptive UKF are put in practice based on the model. A sample set of computer simulation results for the three filter algorithms, obtained by using MATLAB platform, are given to illustrate the effectiveness of the proposed algorithm with regard to the convergence rate and the estimation precision. Copyright © 2007 IFAC Keywords: Adaptive signal processing, integrated navigation system, INS/GPS, trace tracking, unscented Kalman filter, nonlinear control system

Odometry and Low-Cost Sensor Fusion in Tmm Dataset

The aim of this study is to identify the most powerful motion model and filtering technique to represent an urban terrestrial mobile mapping (TMM) survey and ultimately to obtain the best representation of the car trajectory. The authors want to test how far a motion model and a more or less refined filtering technique could bring benefits in the determination of the car trajectory. To achieve the necessary data for the application of the motion models and the filtering techniques described in the article, the authors realized a TMM survey in the urban centre of Turin by equipping a vehicle with various instruments: a low-cost action-cam also able to record the GPS trace of the vehicle even in the presence of obstructions, an inertial measurement system and an odometer. The results of analysis show in the article indicate that the Unscented Kalman Filter (UKF) technique provides good results in the determination of the vehicle trajectory, especially if the motion model considers more states (such as the positions, the tangential velocity, the angular velocity, the heading, the acceleration). The authors also compared the results obtained with a motion model characterized by four, five and six states. A natural corollary to this work would be the introduction to the UKF of the photogrammetric information obtained by the same camera placed on board the vehicle. These data would permit to establish how photogrammetric measurements can improve the quality of TMM solutions, especially in the absence of GPS signals (like urban canyons)

Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces

A novel online-computation approach to optimal control of nonlinear, noise-affected systems with continuous state and control spaces is presented. In the proposed algorithm, system noise is explicitly incorporated into the control decision. This leads to superior results compared to state-of-the-art nonlinear controllers that neglect this influence. The solution of an optimal nonlinear controller for a corresponding deterministic system is employed to find a meaningful state space restriction. This restriction is obtained by means of approximate state prediction using the noisy system equation. Within this constrained state space, an optimal closed-loop solution for a finite decisionmaking horizon (prediction horizon) is determined within an adaptively restricted optimization space. Interleaving stochastic dynamic programming and value function approximation yields a solution to the considered optimal control problem. The enhanced performance of the proposed discrete-time controller is illustrated by means of a scalar example system. Nonlinear model predictive control is applied to address approximate treatment of infinite-horizon problems by the finite-horizon controller