Estimation of Noise Means and Covariance Matrices for Linear Time-Varying Models

Author(s):  
Oliver Kost ◽  
Jindrich Dunik ◽  
Ondrej Straka
2017 ◽  
Vol 36 (13-14) ◽  
pp. 1554-1578 ◽  
Author(s):  
Feng Tan ◽  
Winfried Lohmiller ◽  
Jean-Jacques Slotine

This paper solves the classical problem of simultaneous localization and mapping (SLAM) in a fashion that avoids linearized approximations altogether. Based on the creation of virtual synthetic measurements, the algorithm uses a linear time-varying Kalman observer, bypassing errors and approximations brought by the linearization process in traditional extended Kalman filtering SLAM. Convergence rates of the algorithm are established using contraction analysis. Different combinations of sensor information can be exploited, such as bearing measurements, range measurements, optical flow, or time-to-contact. SLAM-DUNK, a more advanced version of the algorithm in global coordinates, exploits the conditional independence property of the SLAM problem, decoupling the covariance matrices between different landmarks and reducing computational complexity to O(n). As illustrated in simulations, the proposed algorithm can solve SLAM problems in both 2D and 3D scenarios with guaranteed convergence rates in a full nonlinear context.


2008 ◽  
Vol 24 (10) ◽  
pp. 1286-1292 ◽  
Author(s):  
Jongrae Kim ◽  
Declan G. Bates ◽  
Ian Postlethwaite ◽  
Pat Heslop-Harrison ◽  
Kwang-Hyun Cho

Author(s):  
Jonas Sjo¨berg ◽  
Per-Olof Gutman ◽  
Mukul Agarwal ◽  
Mike Bax

A novel algorithm for tuning controllers for nonlinear plants is presented. The algorithm iteratively minimizes a criterion of the control performance. For each controller update iteration, one experiment is performed with a reference signal slightly different from the previous reference signal. The input-output signals of the plant are used to identify a linear time-varying model of the plant which is then used to calculate an update of the controller parameters. The algorithm requires an initial feedback controller that stabilizes the closed loop for the desired reference signal and in its vicinity, and that the closed-loop outputs are similar for the previous and current reference signals. The tuning algorithm is successfully tested on a laboratory set-up of the Furuta pendulum.


2017 ◽  
Vol 55 (2) ◽  
pp. 741-759 ◽  
Author(s):  
Karthik S. Gurumoorthy ◽  
Colin Grudzien ◽  
Amit Apte ◽  
Alberto Carrassi ◽  
Christopher K. R. T. Jones

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