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Non-linear Symmetry-preserving Observer on Lie Groups

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 Added by Pierre Rouchon
 Publication date 2008
  fields
and research's language is English




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In this paper we give a geometrical framework for the design of observers on finite-dimensional Lie groups for systems which possess some specific symmetries. The design and the error (between true and estimated state) equation are explicit and intrinsic. We consider also a particular case: left-invariant systems on Lie groups with right equivariant output. The theory yields a class of observers such that error equation is autonomous. The observers converge locally around any trajectory, and the global behavior is independent from the trajectory, which reminds of the linear stationary case.



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This paper presents three non-linear observers on three examples of engineering interest: a chemical reactor, a non-holonomic car, and an inertial navigation system. For each example, the design is based on physical symmetries. This motivates the theoretical development of invariant observers, i.e, symmetry-preserving observers. We consider an observer to consist in a copy of the system equation and a correction term, and we give a constructive method (based on the Cartan moving-frame method) to find all the symmetry-preserving correction terms. They rely on an invariant frame (a classical notion) and on an invariant output-error, a less standard notion precisely defined here. For each example, the convergence analysis relies also on symmetries consideration with a key use of invariant state-errors. For the non-holonomic car and the inertial navigation system, the invariant state-errors are shown to obey an autonomous differential equation independent of the system trajectory. This allows us to prove convergence, with almost global stability for the non-holonomic car and with semi-global stability for the inertial navigation system. Simulations including noise and bias show the practical interest of such invariant asymptotic observers for the inertial navigation system.
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We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A key element lies, specifically, in the use of quadratic expansion schemes for cost functions and dynamics defined on manifolds. The obtained algorithm iteratively optimizes local approximations of the control problem, until reaching a (sub)optimal solution. On the theoretical side, we also study the conditions under which convergence is attained. Details about the behavior and implementation of our method are provided through a simulated example on T SO(3).
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