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2010-11-02 (15.00) : Geometrical methods in observer design : observers and symmetries

At Euler building

Organized by Mathematical Engineering

Speaker : Bonnabel, Silvère
Abstract : Observers compute a real-time estimation of the state of a dynamical system from several sensor's (noisy) measurements. Most famous observers are the Luenberger observer and the Kalman filter, both of them having been designed for linear systems. For systems described by non-linear differential equations, there is no general method to design observers. In this talk, we propose to focus on a special class of nonlinear systems : systems possessing symmetries (or invariances). For those systems we propose a general method to build candidate observers which respect the symmetries. For instance the conservation laws involved in the models of chemical reactors are independent of the choice of physical units (mol, kg, ...). In this case, the method allows to find all observers which are also invariant to a change of units. We will apply the method to the example of multisensor fusion for mobile vehicles, in which the symmetries are the Galilean invariances. The theory only deals with a limited number of symmetries (for instance a change of physical units). At the end of the talk, we will also consider the problem of designing a velocity observer for conservative Lagrangian systems with configuration (position) measurements, invariant to all possible change of coordinates (infinite number of symmetries). We will use the Jacobi metric, and we will view the Lagrangian dynamics of a conservative system as a geodesic flow on a manifold. This work is based on the paper by Aghannan and Rouchon (IEEE-TAC, 2003).
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