Nonlinear observers based on the well-known concept of minimum energy estimation are discussed. The approach relies on an output injection operator determined by a Hamilton-Jacobi-Bellman equation and is subsequently approximated by a neural network. A suitable optimization problem allowing to learn the network parameters is proposed and numerically investigated for linear and nonlinear oscillators.
In this paper, we investigate a constrained optimal coordination problem for a class of heterogeneous nonlinear multi-agent systems described by high-order dynamics subject to both unknown nonlinearities and external disturbances. Each agent has a private objective function and a constraint about its output. A neural network-based distributed controller is developed for each agent such that all agent outputs can reach the constrained minimal point of the aggregate objective function with bounded residual errors. Two examples are finally given to demonstrate the effectiveness of the algorithm.
This paper considers the problem of attitude, position and linear velocity estimation for rigid body systems relying on landmark measurements. We propose two hybrid nonlinear observers on the matrix Lie group $SE_2(3)$, leading to global exponential stability. The first observer relies on fixed gains, while the second one uses variable gains depending on the solution of a continuous Riccati equation (CRE). These observers are then extended to handle biased angular velocity measurements. Both simulation and experimental results are presented to illustrate the performance of the proposed observers.
This paper deals with the simultaneous estimation of the attitude, position and linear velocity for vision-aided inertial navigation systems. We propose a nonlinear observer on $SO(3)times mathbb{R}^{15}$ relying on body-frame acceleration, angular velocity and (stereo or monocular) bearing measurements of some landmarks that are constant and known in the inertial frame. Unlike the existing local Kalman-type observers, our proposed nonlinear observer guarantees almost global asymptotic stability and local exponential stability. A detailed uniform observability analysis has been conducted and sufficient conditions are derived. Moreover, a hybrid version of the proposed observer is provided to handle the intermittent nature of the measurements in practical applications. Simulation and experimental results are provided to illustrate the effectiveness of the proposed state observer.
In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable for state estimation, the existing solutions are either local or relatively conservative when applying to physical systems. To address this, we show that this problem can be translated into an off-line search for a coordinate transformation after which the dynamics is (transversely) contracting. The obtained sufficient condition consists of some easily verifiable differential inequalities, which, on one hand, identify a very general class of detectable nonlinear systems, and on the other hand, can be expressed as computationally efficient convex optimization, making the design procedure more systematic. Connections with some well-established approaches and concepts are also clarified in the paper. Finally, we illustrate the proposed method with several numerical and physical examples, including polynomial, mechanical, electromechanical and biochemical systems.
We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural networks, while the Hessian is approximated by automatic differentiation of the gradient at previous step. This methodology extends to the fully nonlinear case the approach recently proposed in cite{HPW19} for semi-linear PDEs. Numerical tests illustrate the performance and accuracy of our method on several examples in high dimension with nonlinearity on the Hessian term including a linear quadratic control problem with control on the diffusion coefficient, Monge-Amp{`e}re equation and Hamilton-Jacobi-Bellman equation in portfolio optimization.