NDLI: Variational integrators in linear optimal filtering

Content Provider	IEEE Xplore Digital Library
Author	Flabkamp, K. Murphey, T.D.
Copyright Year	2015
Description	Author affiliation: McCormick Sch. of Eng. & Appl. Sci., Northwestern Univ., Evanston, IL, USA (Flabkamp, K.; Murphey, T.D.)
Abstract	Discrete-time estimation and control techniques play a crucial role in digital control architectures. These methods rely on accurate approximations of continuous-time system behavior. For mechanical systems, this includes not only the system state, but also mechanical properties such as symplecticity or the long-term energy behavior. Additionally, we aim to preserve the Hamiltonian structure of optimally controlled or filtered systems. In this contribution, it is discussed how these requirements can be met when replacing the standard discretization schemes by variational integrators. We show that if one chooses a symplectic discretization scheme for a Kalman filtering problem, the discretization inherits the Hamiltonian structure of the continuous-time linear quadratic problem. Numerical experiments with this filter show better results than obtained with standard discretization.
Starting Page	5140
Ending Page	5145
File Size	557345
Page Count	6
File Format	PDF
e-ISBN	9781479986842
DOI	10.1109/ACC.2015.7172141
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-07-01
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Kalman filters Oscillators Trajectory Covariance matrices Harmonic analysis Mathematical model Estimation
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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