Sequential Detection with Mutual Information Stopping Cost

This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision is characterized by a monotone policy on the partially ordered set of positive definite covariance matrices. This monotone structure implies that numerically efficient algorithms can be designed to estimate and implement monotone parametrized decision policies.The sequential detection problem is motivated by applications in radar scheduling where the aim is to maintain the mutual information of all targets within a specified bound. We illustrate the problem formulation and performance of monotone parametrized policies via numerical examples in fly-by and persistent-surveillance applications involving a GMTI (Ground Moving Target Indicator) radar

Stable state and signal estimation in a network context

Power grid, communications, computer and product reticulation networks are frequently layered or subdivided by design. The layering divides responsibilities and can be driven by operational, commercial, regulatory and privacy concerns. From a control context, a layer, or part of a layer, in a network isolates the authority to manage, i.e. control, a dynamic system with connections into unknown parts of the network. The topology of these connections is fully prescribed but the interconnecting signals, currents in the case of power grids and bandwidths in communications, are largely unavailable, through lack of sensing and even prohibition. Accordingly, one is driven to simultaneous input and state estimation methods. We study a class of algorithms for this joint task, which has the unfortunate issue of inverting a subsystem, which if it has unstable transmission zeros leads to an unstable and unimplementable estimator. Two modifications to the algorithm to ameliorate this problem were recently proposed involving replacing the troublesome subsystem with its outer factor from its inner-outer factorization or using a high-variance white signal model for the unknown inputs. Here, we establish the connections between the original estimation problem for state and input signal and the estimates from the algorithm applied solely to the outer factor. It is demonstrated that the state of the outer factor and that of the original system asymptotically coincide and that the estimate of the input signal to the outer factor has asymptotically stationary second-order statistics which are in one-to-one correspondence with those of the input signal to the original system, when this signal is itself stationary. Thus, the simultaneous input and state estimation algorithm applied just to the outer factor yields an unbiased state estimate for control and the statistics of the interface signals.Comment: 12 pages, 1 figur

The use of fake algebraic Riccati equations for co-channel demodulation

Copyright © 2003 IEEEThis paper describes a method for nonlinear filtering based on an adaptive observer, which guarantees the local stability of the linearized error system. A fake algebraic Riccati equation is employed in the calculation of the filter gain. The design procedure attempts to produce a stable filter at the expense of optimality. This contrasts with the extended Kalman filter (EKF), which attempts to preserve optimality via its linearization procedure, at the expense of stability. A passivity approach is applied to deduce stability conditions for the filter error system. The performance is compared with an EKF for a co-channel frequency demodulation application.Einicke, G.A.; White, L.B.; Bitmead, R.R

Adaptive Optimal Control The Thinking Man's GPC

Exploring connections between adaptive control theory and practice, this book treats the techniques of linear quadratic optimal control and estimation (Kalman filtering), recursive identification, linear systems theory and robust arguments

Preserving Linear Design Capabilities in the Nonlinear Control of Nonholonomic Autonomous Underwater Vehicles

We derive here an approach to the nonlinear control of a particular autonomous underwater vehicle architecture. This approach is based on state-variable feedback and estimation in the nonlinear setting but uses many techniques from Linear Quadratic Gaussian methods which are capable of preserving the design aspects of the formulation. The specific task that we consider is the tracking of an unknown ocean floor using current altitude measurements. By guarding the linear aspects as long as possible, we are able to formulate this problem as one of classical disturbance rejection in which {\em a priori} information about the ocean floor may be easily included. The migration from linear to nonlinear control is then performed so as to preserve as many linear design features as is possibl