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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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In contrast to the Euler-Poincar{e} reduction of geodesic flows of left- or right-invariant metrics on Lie groups to the corresponding Lie algebra (or its dual), one can consider the reduction of the geodesic flows to the group itself. The reduced vector field has a remarkable hydrodynamic interpretation: it is a velocity field for a stationary flow of an ideal fluid. Right- or left-invariant symmetry fields of the reduced field define vortex manifolds for such flows. Consider now a mechanical system, whose configuration space is a Lie group and whose Lagrangian is invariant to left translations on that group, and assume that the mass geometry of the system may change under the action of internal control forces. Such system can also be reduced to the Lie group. With no controls, this mechanical system describes a geodesic flow of the left-invariant metric, given by the Lagrangian, and thus its reduced flow is a stationary ideal fluid flow on the Lie group. The standard control problem for such system is to find the conditions, under which the system can be brought from any initial position in the configuration space to another preassigned position by changing its mass geometry. We show that under these conditions, by changing the mass geometry, one can also bring one vortex manifold to any other preassigned vortex manifold.
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In this paper, we study graphical conditions for structural controllability and accessibility of drifted bilinear systems over Lie groups. We consider a bilinear control system with drift and controlled terms that evolves over the special orthogonal group, the general linear group, and the special unitary group. Zero patterns are prescribed for the drift and controlled dynamics with respect to a set of base elements in the corresponding Lie algebra. The drift dynamics must respect a rigid zero-pattern in the sense that the drift takes values as a linear combination of base elements with strictly non-zero coefficients; the controlled dynamics are allowed to follow a free zero pattern with potentially zero coefficients in the configuration of the controlled term by linear combination of the controlled base elements. First of all, for such bilinear systems over the special orthogonal group or the special unitary group, the zero patterns are shown to be associated with two undirected or directed graphs whose connectivity and connected components ensure structural controllability/accessibility. Next, for bilinear systems over the special unitary group, we introduce two edge-colored graphs associated with the drift and controlled zero patterns, and prove structural controllability conditions related to connectivity and the number of edges of a particular color.
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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