Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userKoopman Linearization for Data-Driven Batch State Estimation of Control-Affine Systems
84
0
0.0
(
0
)
Added by
Zi Cong Guo
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
We present the Koopman State Estimator (KoopSE), a framework for model-free batch state estimation of control-affine systems that makes no linearization assumptions, requires no problem-specific feature selections, and has an inference computational cost that is independent of the number of training points. We lift the original nonlinear system into a higher-dimensional Reproducing Kernel Hilbert Space (RKHS), where the system becomes bilinear. The time-invariant model matrices can be learned by solving a least-squares problem on training trajectories. At test time, the system is algebraically manipulated into a linear time-varying system, where standard batch linear state estimation techniques can be used to efficiently compute state means and covariances. Random Fourier Features (RFF) are used to combine the computational efficiency of Koopman-based methods and the generality of kernel-embedding methods. KoopSE is validated experimentally on a localization task involving a mobile robot equipped with ultra-wideband receivers and wheel odometry. KoopSE estimates are more accurate and consistent than the standard model-based extended Rauch-Tung-Striebel (RTS) smoother, despite KoopSE having no prior knowledge of the systems motion or measurement models.
rate research
Read More
Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness (and/or safety) guarantees for systems the dynamics of which are extracted via the Koopman operator. In this paper, we propose a way to quantify the prediction error because of noisy measurements when the Koopman operator is approximated via Extended Dynamic Mode Decomposition. We further develop an enhanced robot control strategy to endow robustness to a class of data-driven (robotic) systems that rely on Koopman operator theory, and we show how part of the strategy can happen offline in an effort to make our algorithm capable of real-time implementation. We perform a parametric study to evaluate the (theoretical) performance of the algorithm using a Van der Pol oscillator and conduct a series of simulated experiments in Gazebo using a non-holonomic wheeled robot.
Methods for constructing causal linear models from nonlinear dynamical systems through lifting linearization underpinned by Koopman operator and physical system modeling theory are presented. Outputs of a nonlinear control system, called observables, may be functions of state and input, $phi(x,u)$. These input-dependent observables cannot be used for lifting the system because the state equations in the augmented space contain the time derivatives of input and are therefore anticausal. Here, the mechanism of creating anticausal observables is examined, and two methods for solving the causality problem in lifting linearization are presented. The first method is to replace anticausal observables by their integral variables $phi^*$, and lift the dynamics with $phi^*$, so that the time derivative of $phi^*$ does not include the time derivative of input. The other method is to alter the original physical model by adding a small inertial element, or a small capacitive element, so that the systems causal relationship changes. These augmented dynamics alter the signal path from the input to the anticausal observable so that the observables are not dependent on inputs. Numerical simulations validate the effectiveness of the methods.
In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation via Dynamic Mode Decomposition, a quantization approach was recently proposed in [Peitz & Klus, Automatica 106, 2019]. This way, control of nonlinear dynamical systems can be realized by means of switched systems techniques, using only a finite set of autonomous Koopman operator-based reduced models. These individual systems can be approximated very efficiently from data. The main idea is to transform a control system into a set of autonomous systems for which the optimal switching sequence has to be computed. In this article, we extend these results to continuous control inputs using relaxation. This way, we combine the advantages of the data efficiency of approximating a finite set of autonomous systems with continuous controls. We show that when using the Koopman generator, this relaxation --- realized by linear interpolation between two operators --- does not introduce any error for control affine systems. This allows us to control high-dimensional nonlinear systems using bilinear, low-dimensional surrogate models. The efficiency of the proposed approach is demonstrated using several examples with increasing complexity, from the Duffing oscillator to the chaotic fluidic pinball.
We consider sensor transmission power control for state estimation, using a Bayesian inference approach. A sensor node sends its local state estimate to a remote estimator over an unreliable wireless communication channel with random data packet drops. As related to packet dropout rate, transmission power is chosen by the sensor based on the relative importance of the local state estimate. The proposed power controller is proved to preserve Gaussianity of local estimate innovation, which enables us to obtain a closed-form solution of the expected state estimation error covariance. Comparisons with alternative non data-driven controllers demonstrate performance improvement using our approach.
Nowadays, the prevalence of sensor networks has enabled tracking of the states of dynamic objects for a wide spectrum of applications from autonomous driving to environmental monitoring and urban planning. However, tracking real-world objects often faces two key challenges: First, due to the limitation of individual sensors, state estimation needs to be solved in a collaborative and distributed manner. Second, the objects movement behavior is unknown, and needs to be learned using sensor observations. In this work, for the first time, we formally formulate the problem of simultaneous state estimation and behavior learning in a sensor network. We then propose a simple yet effective solution to this new problem by extending the Gaussian process-based Bayes filters (GP-BayesFilters) to an online, distributed setting. The effectiveness of the proposed method is evaluated on tracking objects with unknown movement behaviors using both synthetic data and data collected from a multi-robot platform.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
