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Matlab Computation @@ -35,50 +35,50 @@

Table of Contents

@@ -89,27 +89,27 @@ This document is arranged as follows:

-
-

1 Sensor Description

+
+

1 Sensor Description

- +

-In Figure 1 is shown a schematic of a sensor model that is used in the following study. +In Figure 1 is shown a schematic of a sensor model that is used in the following study. In this example, the measured quantity \(x\) is the velocity of an object.

- - +
Table 1: Description of signals in Figure 1
+@@ -155,11 +155,29 @@ In this example, the measured quantity \(x\) is the velocity of an object. + + + + + + + + + + + + + + + + + +
Table 1: Description of signals in Figure 1
Estimate of \(x\) from the sensor \([m/s]\)
\(\Phi_n(\omega)\)Power Spectral Density of \(n\)\([\frac{(m/s)^2}{Hz}]\)
\(\phi_n(\omega)\)Amplitude Spectral Density of \(n\)\([\frac{m/s}{\sqrt{Hz}}]\)
\(\sigma_n\)Root Mean Square Value of \(n\)\([m/s\ rms]\)
- - +
Table 2: Description of Systems in Figure 1
+@@ -203,18 +221,18 @@ In this example, the measured quantity \(x\) is the velocity of an object.
Table 2: Description of Systems in Figure 1
-
+

sensor_model_noise_uncertainty.png

Figure 1: Sensor Model

-
-

1.1 Sensor Dynamics

+
+

1.1 Sensor Dynamics

- + Let’s consider two sensors measuring the velocity of an object.

@@ -223,12 +241,12 @@ The first sensor is an accelerometer. Its nominal dynamics \(\hat{G}_1(s)\) is defined below.

-
m_acc = 0.01; % Inertial Mass [kg]
-c_acc = 5;    % Damping [N/(m/s)]
-k_acc = 1e5;  % Stiffness [N/m]
-g_acc = 1e5;  % Gain [V/m]
+
m_acc = 0.01; % Inertial Mass [kg]
+c_acc = 5;    % Damping [N/(m/s)]
+k_acc = 1e5;  % Stiffness [N/m]
+g_acc = 1e5;  % Gain [V/m]
 
-G1 = g_acc*m_acc*s/(m_acc*s^2 + c_acc*s + k_acc); % Accelerometer Plant [V/(m/s)]
+G1 = g_acc*m_acc*s/(m_acc*s^2 + c_acc*s + k_acc); % Accelerometer Plant [V/(m/s)]
 
@@ -236,23 +254,23 @@ G1 = g_acc*m_acc*s/(m_acc*s^2 + c_acc*s + k_acc); % Accelerometer Plant [V/(m/s) The second sensor is a displacement sensor, its nominal dynamics \(\hat{G}_2(s)\) is defined below.

-
w_pos = 2*pi*2e3; % Measurement Banwdith [rad/s]
-g_pos = 1e4; % Gain [V/m]
+
w_pos = 2*pi*2e3; % Measurement Banwdith [rad/s]
+g_pos = 1e4; % Gain [V/m]
 
-G2 = g_pos/s/(1 + s/w_pos); % Position Sensor Plant [V/(m/s)]
+G2 = g_pos/s/(1 + s/w_pos); % Position Sensor Plant [V/(m/s)]
 

These nominal dynamics are also taken as the model of the sensor dynamics. -The true sensor dynamics has some uncertainty associated to it and described in section 1.2. +The true sensor dynamics has some uncertainty associated to it and described in section 1.2.

-Both sensor dynamics in \([\frac{V}{m/s}]\) are shown in Figure 2. +Both sensor dynamics in \([\frac{V}{m/s}]\) are shown in Figure 2.

-
+

sensors_nominal_dynamics.png

Figure 2: Sensor nominal dynamics from the velocity of the object to the output voltage

@@ -260,12 +278,12 @@ Both sensor dynamics in \([\frac{V}{m/s}]\) are shown in Figure -

1.2 Sensor Model Uncertainty

+
+

1.2 Sensor Model Uncertainty

- -The uncertainty on the sensor dynamics is described by multiplicative uncertainty (Figure 1). + +The uncertainty on the sensor dynamics is described by multiplicative uncertainty (Figure 1).

@@ -277,29 +295,29 @@ The true sensor dynamics \(G_i(s)\) is then described by \eqref{eq:sensor_dynami \end{equation}

-The weights \(W_i(s)\) representing the dynamical uncertainty are defined below and their magnitude is shown in Figure 3. +The weights \(W_i(s)\) representing the dynamical uncertainty are defined below and their magnitude is shown in Figure 3.

-
W1 = createWeight('n', 2, 'w0', 2*pi*3,   'G0', 2, 'G1', 0.1,     'Gc', 1) * ...
-     createWeight('n', 2, 'w0', 2*pi*1e3, 'G0', 1, 'G1', 4/0.1, 'Gc', 1/0.1);
+
W1 = createWeight('n', 2, 'w0', 2*pi*3,   'G0', 2, 'G1', 0.1,     'Gc', 1) * ...
+     createWeight('n', 2, 'w0', 2*pi*1e3, 'G0', 1, 'G1', 4/0.1, 'Gc', 1/0.1);
 
-W2 = createWeight('n', 2, 'w0', 2*pi*1e2, 'G0', 0.05, 'G1', 4, 'Gc', 1);
+W2 = createWeight('n', 2, 'w0', 2*pi*1e2, 'G0', 0.05, 'G1', 4, 'Gc', 1);
 

-The bode plot of the sensors nominal dynamics as well as their defined dynamical spread are shown in Figure 4. +The bode plot of the sensors nominal dynamics as well as their defined dynamical spread are shown in Figure 4.

-
+

sensors_uncertainty_weights.png

Figure 3: Magnitude of the multiplicative uncertainty weights \(|W_i(j\omega)|\)

-
+

sensors_nominal_dynamics_and_uncertainty.png

Figure 4: Nominal Sensor Dynamics \(\hat{G}_i\) (solid lines) as well as the spread of the dynamical uncertainty (background color)

@@ -307,12 +325,12 @@ The bode plot of the sensors nominal dynamics as well as their defined dynamical
-
-

1.3 Sensor Noise

+
+

1.3 Sensor Noise

- -The noise of the sensors \(n_i\) are modelled by shaping a white noise with unitary PSD \(\tilde{n}_i\) \eqref{eq:unitary_noise_psd} with a LTI transfer function \(N_i(s)\) (Figure 1). + +The noise of the sensors \(n_i\) are modelled by shaping a white noise with unitary PSD \(\tilde{n}_i\) \eqref{eq:unitary_noise_psd} with a LTI transfer function \(N_i(s)\) (Figure 1).

\begin{equation} \Phi_{\tilde{n}_i}(\omega) = 1 \label{eq:unitary_noise_psd} @@ -326,19 +344,19 @@ The Power Spectral Density of the sensor noise \(\Phi_{n_i}(\omega)\) is then co \end{equation}

-The weights \(N_1\) and \(N_2\) representing the amplitude spectral density of the sensor noises are defined below and shown in Figure 5. +The weights \(N_1\) and \(N_2\) representing the amplitude spectral density of the sensor noises are defined below and shown in Figure 5.

-
omegac = 0.15*2*pi; G0 = 1e-1; Ginf = 1e-6;
-N1 = (Ginf*s/omegac + G0)/(s/omegac + 1)/(1 + s/2/pi/1e4);
+
omegac = 0.15*2*pi; G0 = 1e-1; Ginf = 1e-6;
+N1 = (Ginf*s/omegac + G0)/(s/omegac + 1)/(1 + s/2/pi/1e4);
 
-omegac = 1000*2*pi; G0 = 1e-6; Ginf = 1e-3;
-N2 = (Ginf*s/omegac + G0)/(s/omegac + 1)/(1 + s/2/pi/1e4);
+omegac = 1000*2*pi; G0 = 1e-6; Ginf = 1e-3;
+N2 = (Ginf*s/omegac + G0)/(s/omegac + 1)/(1 + s/2/pi/1e4);
 
-
+

sensors_noise.png

Figure 5: Amplitude spectral density of the sensors \(\sqrt{\Phi_{n_i}(\omega)} = |N_i(j\omega)|\)

@@ -346,42 +364,42 @@ N2 = (Ginf*s/omegac + G0)/(s/omegac + 1)/(1 + s/2/pi/1e4);
-
-

1.4 Save Model

+
+

1.4 Save Model

All the dynamical systems representing the sensors are saved for further use.

-
save('./mat/model.mat', 'freqs', 'G1', 'G2', 'N2', 'N1', 'W2', 'W1');
+
save('./mat/model.mat', 'freqs', 'G1', 'G2', 'N2', 'N1', 'W2', 'W1');
 
-
-

2 Introduction to Sensor Fusion

+
+

2 Introduction to Sensor Fusion

- +

-
-

2.1 Sensor Fusion Architecture

+
+

2.1 Sensor Fusion Architecture

- +

-The two sensors presented in Section 1 are now merged together using complementary filters \(H_1(s)\) and \(H_2(s)\) to form a super sensor (Figure 6). +The two sensors presented in Section 1 are now merged together using complementary filters \(H_1(s)\) and \(H_2(s)\) to form a super sensor (Figure 6).

-
+

sensor_fusion_noise_arch.png

Figure 6: Sensor Fusion Architecture

@@ -405,11 +423,11 @@ The super sensor estimate \(\hat{x}\) is given by \eqref{eq:super_sensor_estimat
-
-

2.2 Super Sensor Noise

+
+

2.2 Super Sensor Noise

- +

@@ -440,15 +458,15 @@ And the Root Mean Square (RMS) value of the super sensor noise \(\sigma_n\) is g

-
-

2.3 Super Sensor Dynamical Uncertainty

+
+

2.3 Super Sensor Dynamical Uncertainty

- +

-If we consider some dynamical uncertainty (the true system dynamics \(G_i\) not being perfectly equal to our model \(\hat{G}_i\)) that we model by the use of multiplicative uncertainty (Figure 7), the super sensor dynamics is then equals to: +If we consider some dynamical uncertainty (the true system dynamics \(G_i\) not being perfectly equal to our model \(\hat{G}_i\)) that we model by the use of multiplicative uncertainty (Figure 7), the super sensor dynamics is then equals to:

\begin{equation} @@ -460,18 +478,18 @@ If we consider some dynamical uncertainty (the true system dynamics \(G_i\) not \end{equation} -
+

sensor_model_uncertainty.png

Figure 7: Sensor Model including Dynamical Uncertainty

-The uncertainty set of the transfer function from \(\hat{x}\) to \(x\) at frequency \(\omega\) is bounded in the complex plane by a circle centered on 1 and with a radius equal to \(|W_1(j\omega) H_1(j\omega)| + |W_2(j\omega) H_2(j\omega)|\) as shown in Figure 8. +The uncertainty set of the transfer function from \(\hat{x}\) to \(x\) at frequency \(\omega\) is bounded in the complex plane by a circle centered on 1 and with a radius equal to \(|W_1(j\omega) H_1(j\omega)| + |W_2(j\omega) H_2(j\omega)|\) as shown in Figure 8.

-
+

uncertainty_set_super_sensor.png

Figure 8: Super Sensor model uncertainty displayed in the complex plane

@@ -480,23 +498,16 @@ The uncertainty set of the transfer function from \(\hat{x}\) to \(x\) at freque
-
-

3 Optimal Super Sensor Noise: \(\mathcal{H}_2\) Synthesis

+
+

3 Optimal Super Sensor Noise: \(\mathcal{H}_2\) Synthesis

- +

In this section, the complementary filters \(H_1(s)\) and \(H_2(s)\) are designed in order to minimize the RMS value of super sensor noise \(\sigma_n\).

- -
-

sensor_fusion_noise_arch.png -

-

Figure 9: Optimal Sensor Fusion Architecture

-
-

The RMS value of the super sensor noise is (neglecting the model uncertainty):

@@ -509,26 +520,26 @@ The RMS value of the super sensor noise is (neglecting the model uncertainty):

The goal is to design \(H_1(s)\) and \(H_2(s)\) such that \(H_1(s) + H_2(s) = 1\) (complementary property) and such that \(\left\| \begin{matrix} H_1 N_1 \\ H_2 N_2 \end{matrix} \right\|_2\) is minimized (minimized RMS value of the super sensor noise). -This is done using the \(\mathcal{H}_2\) synthesis in Section 3.1. +This is done using the \(\mathcal{H}_2\) synthesis in Section 3.1.

-
-

3.1 \(\mathcal{H}_2\) Synthesis

+
+

3.1 \(\mathcal{H}_2\) Synthesis

- +

-Consider the generalized plant \(P_{\mathcal{H}_2}\) shown in Figure 10 and described by Equation \eqref{eq:H2_generalized_plant}. +Consider the generalized plant \(P_{\mathcal{H}_2}\) shown in Figure 9 and described by Equation \eqref{eq:H2_generalized_plant}.

-
+

h_two_optimal_fusion.png

-

Figure 10: Architecture used for \(\mathcal{H}_\infty\) synthesis of complementary filters

+

Figure 9: Architecture used for \(\mathcal{H}_\infty\) synthesis of complementary filters

\begin{equation} \label{eq:H2_generalized_plant} @@ -558,7 +569,7 @@ We then have that the \(\mathcal{H}_2\) synthesis applied on \(P_{\mathcal{H}_2} The generalized plant \(P_{\mathcal{H}_2}\) is defined below

-
PH2 = [N1 -N1;
+
PH2 = [N1 -N1;
        0   N2;
        1   0];
 
@@ -568,7 +579,7 @@ The generalized plant \(P_{\mathcal{H}_2}\) is defined below The \(\mathcal{H}_2\) synthesis using the h2syn command

-
[H2, ~, gamma] = h2syn(PH2, 1, 1);
+
[H2, ~, gamma] = h2syn(PH2, 1, 1);
 
@@ -576,44 +587,48 @@ The \(\mathcal{H}_2\) synthesis using the h2syn command Finally, \(H_1(s)\) is defined as follows

-
H1 = 1 - H2;
+
H1 = 1 - H2;
 

-The obtained complementary filters are shown in Figure 11. +The obtained complementary filters are shown in Figure 10.

-
+

htwo_comp_filters.png

-

Figure 11: Obtained complementary filters using the \(\mathcal{H}_2\) Synthesis

+

Figure 10: Obtained complementary filters using the \(\mathcal{H}_2\) Synthesis

-
-

3.2 Super Sensor Noise

+
+

3.2 Super Sensor Noise

- +

-The Power Spectral Density of the individual sensors’ noise \(\Phi_{n_1}, \Phi_{n_2}\) and of the super sensor noise \(\Phi_{n_{\mathcal{H}_2}}\) are computed below and shown in Figure 12. +The Power Spectral Density of the individual sensors’ noise \(\Phi_{n_1}, \Phi_{n_2}\) and of the super sensor noise \(\Phi_{n_{\mathcal{H}_2}}\) are computed below.

-
PSD_S1 = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
-PSD_S2 = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
-PSD_H2 = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
-         abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
+
PSD_S1 = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
+PSD_S2 = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
+PSD_H2 = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
+         abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
 

-The RMS value of the individual sensors and of the super sensor are listed in Table 3. +The obtained ASD are shown in Figure 11.

- + +

+The RMS value of the individual sensors and of the super sensor are listed in Table 3. +

+
@@ -646,44 +661,44 @@ The RMS value of the individual sensors and of the super sensor are listed in Ta
Table 3: RMS value of the individual sensor noise and of the super sensor using the \(\mathcal{H}_2\) Synthesis
-
+

psd_sensors_htwo_synthesis.png

-

Figure 12: Power Spectral Density of the estimated \(\hat{x}\) using the two sensors alone and using the optimally fused signal

+

Figure 11: Power Spectral Density of the estimated \(\hat{x}\) using the two sensors alone and using the optimally fused signal

A time domain simulation is now performed. The measured velocity \(x\) is set to be a sweep sine with an amplitude of \(0.1\ [m/s]\). -The velocity estimates from the two sensors and from the super sensors are shown in Figure 13. -The resulting noises are displayed in Figure 14. +The velocity estimates from the two sensors and from the super sensors are shown in Figure 12. +The resulting noises are displayed in Figure 13.

-
+

super_sensor_time_domain_h2.png

-

Figure 13: Noise of individual sensors and noise of the super sensor

+

Figure 12: Noise of individual sensors and noise of the super sensor

-
+

sensor_noise_H2_time_domain.png

-

Figure 14: Noise of the two sensors \(n_1, n_2\) and noise of the super sensor \(n\)

+

Figure 13: Noise of the two sensors \(n_1, n_2\) and noise of the super sensor \(n\)

-
-

3.3 Discrepancy between sensor dynamics and model

+
+

3.3 Discrepancy between sensor dynamics and model

-If we consider sensor dynamical uncertainty as explained in Section 1.2, we can compute what would be the super sensor dynamical uncertainty when using the complementary filters obtained using the \(\mathcal{H}_2\) Synthesis. +If we consider sensor dynamical uncertainty as explained in Section 1.2, we can compute what would be the super sensor dynamical uncertainty when using the complementary filters obtained using the \(\mathcal{H}_2\) Synthesis.

-The super sensor dynamical uncertainty is shown in Figure 15. +The super sensor dynamical uncertainty is shown in Figure 14.

@@ -691,20 +706,20 @@ It is shown that the phase uncertainty is not bounded between 100Hz and 200Hz. As a result the super sensor signal can not be used for feedback applications about 100Hz.

-
+

super_sensor_dynamical_uncertainty_H2.png

-

Figure 15: Super sensor dynamical uncertainty when using the \(\mathcal{H}_2\) Synthesis

+

Figure 14: Super sensor dynamical uncertainty when using the \(\mathcal{H}_2\) Synthesis

-
-

4 Robust Sensor Fusion: \(\mathcal{H}_\infty\) Synthesis

+
+

4 Robust Sensor Fusion: \(\mathcal{H}_\infty\) Synthesis

- +

We initially considered perfectly known sensor dynamics so that it can be perfectly inverted. @@ -712,18 +727,18 @@ We initially considered perfectly known sensor dynamics so that it can be perfec

We now take into account the fact that the sensor dynamics is only partially known. -To do so, we model the uncertainty that we have on the sensor dynamics by multiplicative input uncertainty as shown in Figure 16. +To do so, we model the uncertainty that we have on the sensor dynamics by multiplicative input uncertainty as shown in Figure 15.

-
+

sensor_fusion_arch_uncertainty.png

-

Figure 16: Sensor fusion architecture with sensor dynamics uncertainty

+

Figure 15: Sensor fusion architecture with sensor dynamics uncertainty

-As explained in Section 1.2, at each frequency \(\omega\), the dynamical uncertainty of the super sensor can be represented in the complex plane by a circle with a radius equals to \(|H_1(j\omega) W_1(j\omega)| + |H_2(j\omega) W_2(j\omega)|\) and centered on 1. +As explained in Section 1.2, at each frequency \(\omega\), the dynamical uncertainty of the super sensor can be represented in the complex plane by a circle with a radius equals to \(|H_1(j\omega) W_1(j\omega)| + |H_2(j\omega) W_2(j\omega)|\) and centered on 1.

@@ -745,7 +760,7 @@ In order to specify a wanted upper bound on the dynamical uncertainty, a weight \end{align}

-The choice of \(W_u\) is presented in Section 4.1. +The choice of \(W_u\) is presented in Section 4.1.

@@ -763,15 +778,15 @@ The objective is to design \(H_1(s)\) and \(H_2(s)\) such that \(H_1(s) + H_2(s)

-This is done using the \(\mathcal{H}_\infty\) synthesis in Section 4.2. +This is done using the \(\mathcal{H}_\infty\) synthesis in Section 4.2.

-
-

4.1 Weighting Function used to bound the super sensor uncertainty

+
+

4.1 Weighting Function used to bound the super sensor uncertainty

- +

@@ -784,41 +799,41 @@ This is done using the \(\mathcal{H}_\infty\) synthesis in Section 17. +The uncertainty bounds of the two individual sensor as well as the wanted maximum uncertainty bounds of the super sensor are shown in Figure 16.

-
Dphi = 10; % [deg]
+
Dphi = 10; % [deg]
 
-Wu = createWeight('n', 2, 'w0', 2*pi*4e2, 'G0', 1/sin(Dphi*pi/180), 'G1', 1/4, 'Gc', 1);
+Wu = createWeight('n', 2, 'w0', 2*pi*4e2, 'G0', 1/sin(Dphi*pi/180), 'G1', 1/4, 'Gc', 1);
 
-
+

weight_uncertainty_bounds_Wu.png

-

Figure 17: Uncertainty region of the two sensors as well as the wanted maximum uncertainty of the super sensor (dashed lines)

+

Figure 16: Uncertainty region of the two sensors as well as the wanted maximum uncertainty of the super sensor (dashed lines)

-
-

4.2 \(\mathcal{H}_\infty\) Synthesis

+
+

4.2 \(\mathcal{H}_\infty\) Synthesis

- +

-The generalized plant \(P_{\mathcal{H}_\infty}\) used for the \(\mathcal{H}_\infty\) Synthesis of the complementary filters is shown in Figure 18 and is described by Equation \eqref{eq:Hinf_generalized_plant}. +The generalized plant \(P_{\mathcal{H}_\infty}\) used for the \(\mathcal{H}_\infty\) Synthesis of the complementary filters is shown in Figure 17 and is described by Equation \eqref{eq:Hinf_generalized_plant}.

-
+

h_infinity_robust_fusion.png

-

Figure 18: Architecture used for \(\mathcal{H}_\infty\) synthesis of complementary filters

+

Figure 17: Architecture used for \(\mathcal{H}_\infty\) synthesis of complementary filters

\begin{equation} \label{eq:Hinf_generalized_plant} @@ -837,8 +852,8 @@ The generalized plant \(P_{\mathcal{H}_\infty}\) used for the \(\mathcal{H}_\inf The generalized plant is defined below.

-
P = [Wu*W1 -Wu*W1;
-     0      Wu*W2;
+
P = [Wu*W1 -Wu*W1;
+     0      Wu*W2;
      1      0];
 
@@ -847,7 +862,7 @@ The generalized plant is defined below. And the \(\mathcal{H}_\infty\) synthesis is performed using the hinfsyn command.

-
H2 = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'DISPLAY', 'on');
+
H2 = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'DISPLAY', 'on');
 
@@ -877,28 +892,28 @@ The \(\mathcal{H}_\infty\) is successful as the \(\mathcal{H}_\infty\) norm of t \(H_1(s)\) is then defined as the complementary of \(H_2(s)\).

-
H1 = 1 - H2;
+
H1 = 1 - H2;
 

-The obtained complementary filters as well as the wanted upper bounds are shown in Figure 19. +The obtained complementary filters as well as the wanted upper bounds are shown in Figure 18.

-
+

hinf_comp_filters.png

-

Figure 19: Obtained complementary filters using the \(\mathcal{H}_\infty\) Synthesis

+

Figure 18: Obtained complementary filters using the \(\mathcal{H}_\infty\) Synthesis

-
-

4.3 Super sensor uncertainty

+
+

4.3 Super sensor uncertainty

-The super sensor dynamical uncertainty is displayed in Figure 20. +The super sensor dynamical uncertainty is displayed in Figure 19. It is confirmed that the super sensor dynamical uncertainty is less than the maximum allowed uncertainty defined by the norm of \(W_u(s)\).

@@ -907,42 +922,43 @@ The \(\mathcal{H}_\infty\) synthesis thus allows to design filters such that the

-
+

super_sensor_dynamical_uncertainty_Hinf.png

-

Figure 20: Super sensor dynamical uncertainty (solid curve) when using the \(\mathcal{H}_\infty\) Synthesis

+

Figure 19: Super sensor dynamical uncertainty (solid curve) when using the \(\mathcal{H}_\infty\) Synthesis

-
-

4.4 Super sensor noise

+
+

4.4 Super sensor noise

-We now compute the obtain Power Spectral Density of the super sensor’s noise (Figure 21). -

- -

-The obtained RMS of the super sensor noise in the \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) case are shown in Table 4. -As expected, the super sensor obtained from the \(\mathcal{H}_\infty\) synthesis is much noisier than the super sensor obtained from the \(\mathcal{H}_2\) synthesis. +We now compute the obtain Power Spectral Density of the super sensor’s noise. +The Amplitude Spectral Densities are shown in Figure 20.

-
PSD_S2   = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
-PSD_S1   = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
-PSD_Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
-           abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
+
PSD_S2   = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
+PSD_S1   = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
+PSD_Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
+           abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
 
+

+The obtained RMS of the super sensor noise in the \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) case are shown in Table 4. +As expected, the super sensor obtained from the \(\mathcal{H}_\infty\) synthesis is much noisier than the super sensor obtained from the \(\mathcal{H}_2\) synthesis. +

-
+ +

psd_sensors_hinf_synthesis.png

-

Figure 21: Power Spectral Density of the estimated \(\hat{x}\) using the two sensors alone and using the

+

Figure 20: Power Spectral Density of the estimated \(\hat{x}\) using the two sensors alone and using the

- +
@@ -971,8 +987,8 @@ PSD_Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ... -
-

4.5 Conclusion

+
+

4.5 Conclusion

Using the \(\mathcal{H}_\infty\) synthesis, the dynamical uncertainty of the super sensor can be bounded to acceptable values. @@ -985,25 +1001,25 @@ However, the RMS of the super sensor noise is not optimized as it was the case w

-
-

5 Optimal and Robust Sensor Fusion: Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

+
+

5 Optimal and Robust Sensor Fusion: Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

- +

The (optima) \(\mathcal{H}_2\) synthesis and the (robust) \(\mathcal{H}_\infty\) synthesis are now combined to form an Optimal and Robust synthesis of complementary filters for sensor fusion.

-The sensor fusion architecture is shown in Figure 22 (\(\hat{G}_i\) are omitted for space reasons). +The sensor fusion architecture is shown in Figure 21 (\(\hat{G}_i\) are omitted for space reasons).

-
+

sensor_fusion_arch_full.png

-

Figure 22: Sensor fusion architecture with sensor dynamics uncertainty

+

Figure 21: Sensor fusion architecture with sensor dynamics uncertainty

@@ -1015,18 +1031,18 @@ The goal is to design complementary filters such that:

-To do so, we can use the Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis presented in Section 5.1. +To do so, we can use the Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis presented in Section 5.1.

-
-

5.1 Mixed \(\mathcal{H}_2\) / \(\mathcal{H}_\infty\) Synthesis

+
+

5.1 Mixed \(\mathcal{H}_2\) / \(\mathcal{H}_\infty\) Synthesis

- +

-The synthesis architecture that is used here is shown in Figure 23. +The synthesis architecture that is used here is shown in Figure 22.

@@ -1038,10 +1054,10 @@ The filter \(H_2(s)\) is synthesized such that it: -

+

mixed_h2_hinf_synthesis.png

-

Figure 23: Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

+

Figure 22: Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

@@ -1057,12 +1073,12 @@ with \(H_1(s)= 1 - H_2(s)\) The generalized plant \(P_{\mathcal{H}_2/\mathcal{H}_\infty}\) is defined below

-
W1u = ss(W2*Wu); W2u = ss(W1*Wu); % Weight on the uncertainty
-W1n = ss(N2); W2n = ss(N1); % Weight on the noise
+
W1u = ss(W2*Wu); W2u = ss(W1*Wu); % Weight on the uncertainty
+W1n = ss(N2); W2n = ss(N1); % Weight on the noise
 
-P = [Wu*W1 -Wu*W1;
-     0      Wu*W2;
-     N1    -N1;
+P = [Wu*W1 -Wu*W1;
+     0      Wu*W2;
+     N1    -N1;
      0      N2;
      1      0];
 
@@ -1072,66 +1088,66 @@ P = [Wu*W1 -Wu*W1; And the mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis is performed.

-
[H2, ~] = h2hinfsyn(ss(P), 1, 1, 2, [0, 1], 'HINFMAX', 1, 'H2MAX', Inf, 'DKMAX', 100, 'TOL', 1e-3, 'DISPLAY', 'on');
+
[H2, ~] = h2hinfsyn(ss(P), 1, 1, 2, [0, 1], 'HINFMAX', 1, 'H2MAX', Inf, 'DKMAX', 100, 'TOL', 1e-3, 'DISPLAY', 'on');
 
-
H1 = 1 - H2;
+
H1 = 1 - H2;
 

-The obtained complementary filters are shown in Figure 24. +The obtained complementary filters are shown in Figure 23.

-
+

htwo_hinf_comp_filters.png

-

Figure 24: Obtained complementary filters after mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis

+

Figure 23: Obtained complementary filters after mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis

-
-

5.2 Obtained Super Sensor’s noise

+
+

5.2 Obtained Super Sensor’s noise

-The Power Spectral Density of the super sensor’s noise is shown in Figure 25. +The Amplitude Spectral Density of the super sensor’s noise is shown in Figure 24.

-A time domain simulation is shown in Figure 26. +A time domain simulation is shown in Figure 25.

-The RMS values of the super sensor noise for the presented three synthesis are listed in Table 5. +The RMS values of the super sensor noise for the presented three synthesis are listed in Table 5.

-
PSD_S2     = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
-PSD_S1     = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
-PSD_H2Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
-             abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
+
PSD_S2     = abs(squeeze(freqresp(N2,    freqs, 'Hz'))).^2;
+PSD_S1     = abs(squeeze(freqresp(N1,    freqs, 'Hz'))).^2;
+PSD_H2Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ...
+             abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2;
 
-
+

psd_sensors_htwo_hinf_synthesis.png

-

Figure 25: Power Spectral Density of the Super Sensor obtained with the mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis

+

Figure 24: Power Spectral Density of the Super Sensor obtained with the mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis

-
+

super_sensor_time_domain_h2_hinf.png

-

Figure 26: Noise of individual sensors and noise of the super sensor

+

Figure 25: Noise of individual sensors and noise of the super sensor

-
Table 4: Comparison of the obtained RMS noise of the super sensor
+
@@ -1165,24 +1181,24 @@ PSD_H2Hinf = abs(squeeze(freqresp(N1*H1, freqs, 'Hz'))).^2 + ... -
-

5.3 Obtained Super Sensor’s Uncertainty

+
+

5.3 Obtained Super Sensor’s Uncertainty

-The uncertainty on the super sensor’s dynamics is shown in Figure 27. +The uncertainty on the super sensor’s dynamics is shown in Figure 26.

-
+

super_sensor_dynamical_uncertainty_Htwo_Hinf.png

-

Figure 27: Super sensor dynamical uncertainty (solid curve) when using the mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

+

Figure 26: Super sensor dynamical uncertainty (solid curve) when using the mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) Synthesis

-
-

5.4 Conclusion

+
+

5.4 Conclusion

The mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis of the complementary filters allows to: @@ -1195,18 +1211,18 @@ The mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) synthesis of the complementary fi

-
-

6 Matlab Functions

+
+

6 Matlab Functions

- +

-
-

6.1 createWeight

+
+

6.1 createWeight

- +

@@ -1214,20 +1230,20 @@ This Matlab function is accessible here.

-
function [W] = createWeight(args)
-% createWeight -
-%
-% Syntax: [in_data] = createWeight(in_data)
-%
-% Inputs:
-%    - n  - Weight Order
-%    - G0 - Low frequency Gain
-%    - G1 - High frequency Gain
-%    - Gc - Gain of W at frequency w0
-%    - w0 - Frequency at which |W(j w0)| = Gc
-%
-% Outputs:
-%    - W - Generated Weight
+
function [W] = createWeight(args)
+% createWeight -
+%
+% Syntax: [in_data] = createWeight(in_data)
+%
+% Inputs:
+%    - n  - Weight Order
+%    - G0 - Low frequency Gain
+%    - G1 - High frequency Gain
+%    - Gc - Gain of W at frequency w0
+%    - w0 - Frequency at which |W(j w0)| = Gc
+%
+% Outputs:
+%    - W - Generated Weight
 
     arguments
         args.n  (1,1) double {mustBeInteger, mustBePositive} = 1
@@ -1235,34 +1251,34 @@ This Matlab function is accessible here.
         args.G1 (1,1) double {mustBeNumeric, mustBePositive} = 10
         args.Gc (1,1) double {mustBeNumeric, mustBePositive} = 1
         args.w0 (1,1) double {mustBeNumeric, mustBePositive} = 1
-    end
+    end
 
   mustBeBetween(args.G0, args.Gc, args.G1);
 
-  s = tf('s');
+  s = tf('s');
 
-  W = (((1/args.w0)*sqrt((1-(args.G0/args.Gc)^(2/args.n))/(1-(args.Gc/args.G1)^(2/args.n)))*s + (args.G0/args.Gc)^(1/args.n))/((1/args.G1)^(1/args.n)*(1/args.w0)*sqrt((1-(args.G0/args.Gc)^(2/args.n))/(1-(args.Gc/args.G1)^(2/args.n)))*s + (1/args.Gc)^(1/args.n)))^args.n;
+  W = (((1/args.w0)*sqrt((1-(args.G0/args.Gc)^(2/args.n))/(1-(args.Gc/args.G1)^(2/args.n)))*s + (args.G0/args.Gc)^(1/args.n))/((1/args.G1)^(1/args.n)*(1/args.w0)*sqrt((1-(args.G0/args.Gc)^(2/args.n))/(1-(args.Gc/args.G1)^(2/args.n)))*s + (1/args.Gc)^(1/args.n)))^args.n;
 
-  end
+  end
 
-  % Custom validation function
-  function mustBeBetween(a,b,c)
-      if ~((a > b && b > c) || (c > b && b > a))
-          eid = 'createWeight:inputError';
-          msg = 'Gc should be between G0 and G1.';
+  % Custom validation function
+  function mustBeBetween(a,b,c)
+      if ~((a > b && b > c) || (c > b && b > a))
+          eid = 'createWeight:inputError';
+          msg = 'Gc should be between G0 and G1.';
           throwAsCaller(MException(eid,msg))
-      end
-  end
+      end
+  end
 
-
-

6.2 plotMagUncertainty

+
+

6.2 plotMagUncertainty

- +

@@ -1270,21 +1286,21 @@ This Matlab function is accessible here.

-
function [p] = plotMagUncertainty(W, freqs, args)
-% plotMagUncertainty -
-%
-% Syntax: [p] = plotMagUncertainty(W, freqs, args)
-%
-% Inputs:
-%    - W     - Multiplicative Uncertainty Weight
-%    - freqs - Frequency Vector [Hz]
-%    - args  - Optional Arguments:
-%      - G
-%      - color_i
-%      - opacity
-%
-% Outputs:
-%    - p - Plot Handle
+
function [p] = plotMagUncertainty(W, freqs, args)
+% plotMagUncertainty -
+%
+% Syntax: [p] = plotMagUncertainty(W, freqs, args)
+%
+% Inputs:
+%    - W     - Multiplicative Uncertainty Weight
+%    - freqs - Frequency Vector [Hz]
+%    - args  - Optional Arguments:
+%      - G
+%      - color_i
+%      - opacity
+%
+% Outputs:
+%    - p - Plot Handle
 
 arguments
     W
@@ -1292,32 +1308,32 @@ arguments
     args.G = tf(1)
     args.color_i (1,1) double {mustBeInteger, mustBePositive} = 1
     args.opacity (1,1) double {mustBeNumeric, mustBeNonnegative} = 0.3
-    args.DisplayName char = ''
-end
+    args.DisplayName char = ''
+end
 
-% Get defaults colors
-colors = get(groot, 'defaultAxesColorOrder');
+% Get defaults colors
+colors = get(groot, 'defaultAxesColorOrder');
 
-p = patch([freqs flip(freqs)], ...
-          [abs(squeeze(freqresp(args.G, freqs, 'Hz'))).*(1 + abs(squeeze(freqresp(W, freqs, 'Hz')))); ...
-           flip(abs(squeeze(freqresp(args.G, freqs, 'Hz'))).*max(1 - abs(squeeze(freqresp(W, freqs, 'Hz'))), 1e-6))], 'w', ...
-          'DisplayName', args.DisplayName);
+p = patch([freqs flip(freqs)], ...
+          [abs(squeeze(freqresp(args.G, freqs, 'Hz'))).*(1 + abs(squeeze(freqresp(W, freqs, 'Hz')))); ...
+           flip(abs(squeeze(freqresp(args.G, freqs, 'Hz'))).*max(1 - abs(squeeze(freqresp(W, freqs, 'Hz'))), 1e-6))], 'w', ...
+          'DisplayName', args.DisplayName);
 
-p.FaceColor = colors(args.color_i, :);
-p.EdgeColor = 'none';
+p.FaceColor = colors(args.color_i, :);
+p.EdgeColor = 'none';
 p.FaceAlpha = args.opacity;
 
-end
+end
 
-
-

6.3 plotPhaseUncertainty

+
+

6.3 plotPhaseUncertainty

- +

@@ -1325,21 +1341,21 @@ This Matlab function is accessible here

-
function [p] = plotPhaseUncertainty(W, freqs, args)
-% plotPhaseUncertainty -
-%
-% Syntax: [p] = plotPhaseUncertainty(W, freqs, args)
-%
-% Inputs:
-%    - W     - Multiplicative Uncertainty Weight
-%    - freqs - Frequency Vector [Hz]
-%    - args  - Optional Arguments:
-%      - G
-%      - color_i
-%      - opacity
-%
-% Outputs:
-%    - p - Plot Handle
+
function [p] = plotPhaseUncertainty(W, freqs, args)
+% plotPhaseUncertainty -
+%
+% Syntax: [p] = plotPhaseUncertainty(W, freqs, args)
+%
+% Inputs:
+%    - W     - Multiplicative Uncertainty Weight
+%    - freqs - Frequency Vector [Hz]
+%    - args  - Optional Arguments:
+%      - G
+%      - color_i
+%      - opacity
+%
+% Outputs:
+%    - p - Plot Handle
 
 arguments
     W
@@ -1347,27 +1363,27 @@ arguments
     args.G = tf(1)
     args.color_i (1,1) double {mustBeInteger, mustBePositive} = 1
     args.opacity (1,1) double {mustBeNumeric, mustBePositive} = 0.3
-    args.DisplayName char = ''
-end
+    args.DisplayName char = ''
+end
 
-% Get defaults colors
-colors = get(groot, 'defaultAxesColorOrder');
+% Get defaults colors
+colors = get(groot, 'defaultAxesColorOrder');
 
-% Compute Phase Uncertainty
-Dphi = 180/pi*asin(abs(squeeze(freqresp(W, freqs, 'Hz'))));
-Dphi(abs(squeeze(freqresp(W, freqs, 'Hz'))) > 1) = 360;
+% Compute Phase Uncertainty
+Dphi = 180/pi*asin(abs(squeeze(freqresp(W, freqs, 'Hz'))));
+Dphi(abs(squeeze(freqresp(W, freqs, 'Hz'))) > 1) = 360;
 
-% Compute Plant Phase
-G_ang = 180/pi*angle(squeeze(freqresp(args.G, freqs, 'Hz')));
+% Compute Plant Phase
+G_ang = 180/pi*angle(squeeze(freqresp(args.G, freqs, 'Hz')));
 
-p = patch([freqs flip(freqs)], [G_ang+Dphi; flip(G_ang-Dphi)], 'w', ...
-          'DisplayName', args.DisplayName);
+p = patch([freqs flip(freqs)], [G_ang+Dphi; flip(G_ang-Dphi)], 'w', ...
+          'DisplayName', args.DisplayName);
 
-p.FaceColor = colors(args.color_i, :);
-p.EdgeColor = 'none';
+p.FaceColor = colors(args.color_i, :);
+p.EdgeColor = 'none';
 p.FaceAlpha = args.opacity;
 
-end
+end
 
@@ -1381,7 +1397,7 @@ end

Author: Thomas Dehaeze

-

Created: 2020-10-02 ven. 18:35

+

Created: 2020-10-05 lun. 11:45

diff --git a/matlab/index.org b/matlab/index.org index 5b58eff..e298902 100644 --- a/matlab/index.org +++ b/matlab/index.org @@ -23,6 +23,10 @@ #+LATEX_CLASS: cleanreport #+LATEX_CLASS_OPTIONS: [tocnp, minted, secbreak] +#+LATEX_HEADER_EXTRA: \usepackage[cache=false]{minted} +#+LATEX_HEADER_EXTRA: \usemintedstyle{autumn} +#+LATEX_HEADER_EXTRA: \setminted[matlab]{linenos=true, breaklines=true, tabsize=4, fontsize=\scriptsize, autogobble=true} + #+LATEX_HEADER: \newcommand{\authorFirstName}{Thomas} #+LATEX_HEADER: \newcommand{\authorLastName}{Dehaeze} #+LATEX_HEADER: \newcommand{\authorEmail}{dehaeze.thomas@gmail.com} @@ -71,13 +75,16 @@ In this example, the measured quantity $x$ is the velocity of an object. #+caption: Description of signals in Figure [[fig:sensor_model_noise_uncertainty]] #+attr_latex: :environment tabular :align clc #+attr_latex: :center t :booktabs t :float t -| *Notation* | *Meaning* | *Unit* | -|---------------+---------------------------------+---------| -| $x$ | Physical measured quantity | $[m/s]$ | -| $\tilde{n}_i$ | White noise with unitary PSD | | -| $n_i$ | Shaped noise | $[m/s]$ | -| $v_i$ | Sensor output measurement | $[V]$ | -| $\hat{x}_i$ | Estimate of $x$ from the sensor | $[m/s]$ | +| *Notation* | *Meaning* | *Unit* | +|------------------+-----------------------------------+---------------------------| +| $x$ | Physical measured quantity | $[m/s]$ | +| $\tilde{n}_i$ | White noise with unitary PSD | | +| $n_i$ | Shaped noise | $[m/s]$ | +| $v_i$ | Sensor output measurement | $[V]$ | +| $\hat{x}_i$ | Estimate of $x$ from the sensor | $[m/s]$ | +| $\Phi_n(\omega)$ | Power Spectral Density of $n$ | $[\frac{(m/s)^2}{Hz}]$ | +| $\phi_n(\omega)$ | Amplitude Spectral Density of $n$ | $[\frac{m/s}{\sqrt{Hz}}]$ | +| $\sigma_n$ | Root Mean Square Value of $n$ | $[m/s\ rms]$ | #+name: tab:sensor_dynamical_blocks #+caption: Description of Systems in Figure [[fig:sensor_model_noise_uncertainty]] @@ -144,8 +151,8 @@ Both sensor dynamics in $[\frac{V}{m/s}]$ are shown in Figure [[fig:sensors_nomi plot(freqs, abs(squeeze(freqresp(G1, freqs, 'Hz'))), '-', 'DisplayName', '$G_1(j\omega)$'); plot(freqs, abs(squeeze(freqresp(G2, freqs, 'Hz'))), '-', 'DisplayName', '$G_2(j\omega)$'); set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); - ylabel('Magnitude $[\frac{V}{m/s}]$'); set(gca, 'XTickLabel',[]); - legend('location', 'northeast'); + ylabel('Magnitude $\left[\frac{V}{m/s}\right]$'); set(gca, 'XTickLabel',[]); + legend('location', 'northeast', 'FontSize', 8); hold off; % Phase @@ -163,7 +170,7 @@ Both sensor dynamics in $[\frac{V}{m/s}]$ are shown in Figure [[fig:sensors_nomi #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/sensors_nominal_dynamics.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/sensors_nominal_dynamics.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:sensors_nominal_dynamics @@ -201,11 +208,11 @@ The bode plot of the sensors nominal dynamics as well as their defined dynamical xlabel('Frequency [Hz]'); ylabel('Magnitude'); ylim([0, 5]); xlim([freqs(1), freqs(end)]); - legend('location', 'northwest'); + legend('location', 'northwest', 'FontSize', 8); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/sensors_uncertainty_weights.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/sensors_uncertainty_weights.pdf', 'width', 'half', 'height', 'short'); #+end_src #+name: fig:sensors_uncertainty_weights @@ -228,8 +235,9 @@ The bode plot of the sensors nominal dynamics as well as their defined dynamical set(gca, 'XTickLabel',[]); ylabel('Magnitude $[\frac{V}{m/s}]$'); ylim([1e-2, 2e3]); - legend('location', 'northeast'); + legend('location', 'northwest', 'FontSize', 8, 'NumColumns', 2); hold off; + ylim([1e-2, 1e4]) % Phase ax2 = subplot(2,1,2); @@ -250,7 +258,7 @@ The bode plot of the sensors nominal dynamics as well as their defined dynamical #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/sensors_nominal_dynamics_and_uncertainty.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/sensors_nominal_dynamics_and_uncertainty.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:sensors_nominal_dynamics_and_uncertainty @@ -285,14 +293,14 @@ The weights $N_1$ and $N_2$ representing the amplitude spectral density of the s plot(freqs, abs(squeeze(freqresp(N1, freqs, 'Hz'))), '-', 'DisplayName', '$|N_1(j\omega)|$'); plot(freqs, abs(squeeze(freqresp(N2, freqs, 'Hz'))), '-', 'DisplayName', '$|N_2(j\omega)|$'); set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); - xlabel('Frequency [Hz]'); ylabel('Amplitude Spectral Density $\left[ \frac{m/s}{\sqrt{Hz}} \right]$'); + xlabel('Frequency [Hz]'); ylabel('ASD $\left[ \frac{m/s}{\sqrt{Hz}} \right]$'); hold off; xlim([freqs(1), freqs(end)]); - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/sensors_noise.pdf', 'width', 'normal', 'height', 'normal'); + exportFig('figs/sensors_noise.pdf', 'width', 'half', 'height', 'short'); #+end_src #+name: fig:sensors_noise @@ -387,10 +395,6 @@ The uncertainty set of the transfer function from $\hat{x}$ to $x$ at frequency ** Introduction :ignore: In this section, the complementary filters $H_1(s)$ and $H_2(s)$ are designed in order to minimize the RMS value of super sensor noise $\sigma_n$. -#+name: fig:sensor_fusion_noise_arch -#+caption: Optimal Sensor Fusion Architecture -[[file:figs-tikz/sensor_fusion_noise_arch.png]] - The RMS value of the super sensor noise is (neglecting the model uncertainty): \begin{equation} \begin{aligned} @@ -479,7 +483,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_comp_filters]] set(gca, 'XTickLabel',[]); ylabel('Magnitude'); hold off; - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8); % Phase ax2 = subplot(2,1,2); @@ -496,7 +500,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_comp_filters]] #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/htwo_comp_filters.pdf', 'width', 'full', 'height', 'tall'); + exportFig('figs/htwo_comp_filters.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:htwo_comp_filters @@ -507,7 +511,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_comp_filters]] ** Super Sensor Noise <> -The Power Spectral Density of the individual sensors' noise $\Phi_{n_1}, \Phi_{n_2}$ and of the super sensor noise $\Phi_{n_{\mathcal{H}_2}}$ are computed below and shown in Figure [[fig:psd_sensors_htwo_synthesis]]. +The Power Spectral Density of the individual sensors' noise $\Phi_{n_1}, \Phi_{n_2}$ and of the super sensor noise $\Phi_{n_{\mathcal{H}_2}}$ are computed below. #+begin_src matlab PSD_S1 = abs(squeeze(freqresp(N1, freqs, 'Hz'))).^2; PSD_S2 = abs(squeeze(freqresp(N2, freqs, 'Hz'))).^2; @@ -515,6 +519,8 @@ The Power Spectral Density of the individual sensors' noise $\Phi_{n_1}, \Phi_{n abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2; #+end_src +The obtained ASD are shown in Figure [[fig:psd_sensors_htwo_synthesis]]. + The RMS value of the individual sensors and of the super sensor are listed in Table [[tab:rms_noise_H2]]. #+begin_src matlab :exports results :results value table replace :tangle no :post addhdr(*this*) data2orgtable([sqrt(trapz(freqs, PSD_S1)); sqrt(trapz(freqs, PSD_S2)); sqrt(trapz(freqs, PSD_H2))], ... @@ -536,18 +542,18 @@ The RMS value of the individual sensors and of the super sensor are listed in Ta #+begin_src matlab :exports none figure; hold on; - plot(freqs, PSD_S1, '-', 'DisplayName', '$\Phi_{n_1}$'); - plot(freqs, PSD_S2, '-', 'DisplayName', '$\Phi_{n_2}$'); - plot(freqs, PSD_H2, 'k-', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2}}$'); + plot(freqs, sqrt(PSD_S1), '-', 'DisplayName', '$\phi_{n_1}$'); + plot(freqs, sqrt(PSD_S2), '-', 'DisplayName', '$\phi_{n_2}$'); + plot(freqs, sqrt(PSD_H2), 'k-', 'DisplayName', '$\phi_{n_{\mathcal{H}_2}}$'); set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); - xlabel('Frequency [Hz]'); ylabel('Power Spectral Density $\left[ \frac{(m/s)^2}{Hz} \right]$'); + xlabel('Frequency [Hz]'); ylabel('ASD $\left[ \frac{m/s}{\sqrt{Hz}} \right]$'); hold off; xlim([freqs(1), freqs(end)]); - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 2); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/psd_sensors_htwo_synthesis.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/psd_sensors_htwo_synthesis.pdf', 'width', 'half', 'height', 'short'); #+end_src #+name: fig:psd_sensors_htwo_synthesis @@ -585,12 +591,12 @@ The resulting noises are displayed in Figure [[fig:sensor_noise_H2_time_domain]] plot(t, v, 'k--', 'DisplayName', '$x$'); hold off; xlabel('Time [s]'); ylabel('Velocity [m/s]'); - legend('location', 'southwest'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 2); ylim([-0.3, 0.3]); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/super_sensor_time_domain_h2.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/super_sensor_time_domain_h2.pdf', 'width', 'half', 'height', 'normal'); #+end_src #+name: fig:super_sensor_time_domain_h2 @@ -609,12 +615,12 @@ The resulting noises are displayed in Figure [[fig:sensor_noise_H2_time_domain]] plot(t, (lsim(H1, n1, t)+lsim(H2, n2, t)), '-', 'DisplayName', '$n$'); hold off; xlabel('Time [s]'); ylabel('Sensor Noise [m/s]'); - legend(); + legend('FontSize', 8); ylim([-0.2, 0.2]); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/sensor_noise_H2_time_domain.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/sensor_noise_H2_time_domain.pdf', 'width', 'half', 'height', 'normal'); #+end_src #+name: fig:sensor_noise_H2_time_domain @@ -647,7 +653,7 @@ As a result the super sensor signal can not be used for feedback applications ab set(gca, 'XTickLabel',[]); ylabel('Magnitude'); ylim([1e-2, 1e1]); - legend('location', 'southeast'); + legend('location', 'southeast', 'FontSize', 8); hold off; % Phase @@ -667,7 +673,7 @@ As a result the super sensor signal can not be used for feedback applications ab #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/super_sensor_dynamical_uncertainty_H2.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/super_sensor_dynamical_uncertainty_H2.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:super_sensor_dynamical_uncertainty_H2 @@ -777,7 +783,7 @@ The uncertainty bounds of the two individual sensor as well as the wanted maximu set(gca, 'XTickLabel',[]); ylabel('Magnitude'); ylim([1e-2, 1e1]); - legend('location', 'southeast'); + legend('location', 'southeast', 'FontSize', 8); hold off; % Phase @@ -797,7 +803,7 @@ The uncertainty bounds of the two individual sensor as well as the wanted maximu #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/weight_uncertainty_bounds_Wu.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/weight_uncertainty_bounds_Wu.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:weight_uncertainty_bounds_Wu @@ -878,16 +884,15 @@ The obtained complementary filters as well as the wanted upper bounds are shown hold on; plot(freqs, 1./abs(squeeze(freqresp(Wu*W1, freqs, 'Hz'))), '--', 'DisplayName', '$1/|W_uW_1|$'); plot(freqs, 1./abs(squeeze(freqresp(Wu*W2, freqs, 'Hz'))), '--', 'DisplayName', '$1/|W_uW_2|$'); - set(gca,'ColorOrderIndex',1) - plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$H_1$'); - plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$H_2$'); + plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$|H_1|$'); + plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$|H_2|$'); hold off; set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); ylabel('Magnitude'); set(gca, 'XTickLabel',[]); - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 2); ax2 = subplot(2,1,2); hold on; @@ -903,7 +908,7 @@ The obtained complementary filters as well as the wanted upper bounds are shown #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/hinf_comp_filters.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/hinf_comp_filters.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:hinf_comp_filters @@ -942,7 +947,7 @@ The $\mathcal{H}_\infty$ synthesis thus allows to design filters such that the s set(gca, 'XTickLabel',[]); ylabel('Magnitude'); ylim([1e-2, 1e1]); - legend('location', 'southeast'); + legend('location', 'southeast', 'FontSize', 8); hold off; % Phase @@ -964,7 +969,7 @@ The $\mathcal{H}_\infty$ synthesis thus allows to design filters such that the s #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/super_sensor_dynamical_uncertainty_Hinf.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/super_sensor_dynamical_uncertainty_Hinf.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:super_sensor_dynamical_uncertainty_Hinf @@ -973,10 +978,8 @@ The $\mathcal{H}_\infty$ synthesis thus allows to design filters such that the s [[file:figs/super_sensor_dynamical_uncertainty_Hinf.png]] ** Super sensor noise -We now compute the obtain Power Spectral Density of the super sensor's noise (Figure [[fig:psd_sensors_hinf_synthesis]]). - -The obtained RMS of the super sensor noise in the $\mathcal{H}_2$ and $\mathcal{H}_\infty$ case are shown in Table [[tab:rms_noise_comp_H2_Hinf]]. -As expected, the super sensor obtained from the $\mathcal{H}_\infty$ synthesis is much noisier than the super sensor obtained from the $\mathcal{H}_2$ synthesis. +We now compute the obtain Power Spectral Density of the super sensor's noise. +The Amplitude Spectral Densities are shown in Figure [[fig:psd_sensors_hinf_synthesis]]. #+begin_src matlab PSD_S2 = abs(squeeze(freqresp(N2, freqs, 'Hz'))).^2; @@ -985,6 +988,9 @@ As expected, the super sensor obtained from the $\mathcal{H}_\infty$ synthesis i abs(squeeze(freqresp(N2*H2, freqs, 'Hz'))).^2; #+end_src +The obtained RMS of the super sensor noise in the $\mathcal{H}_2$ and $\mathcal{H}_\infty$ case are shown in Table [[tab:rms_noise_comp_H2_Hinf]]. +As expected, the super sensor obtained from the $\mathcal{H}_\infty$ synthesis is much noisier than the super sensor obtained from the $\mathcal{H}_2$ synthesis. + #+begin_src matlab :exports none H2_filters = load('./mat/H2_filters.mat', 'H2', 'H1'); @@ -995,19 +1001,19 @@ As expected, the super sensor obtained from the $\mathcal{H}_\infty$ synthesis i #+begin_src matlab :exports none figure; hold on; - plot(freqs, PSD_S1, '-', 'DisplayName', '$\Phi_{n_1}$'); - plot(freqs, PSD_S2, '-', 'DisplayName', '$\Phi_{n_2}$'); - plot(freqs, PSD_H2, 'k-', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2}}$'); - plot(freqs, PSD_Hinf, 'k--', 'DisplayName', '$\Phi_{n_{\mathcal{H}_\infty}}$'); + plot(freqs, sqrt(PSD_S1), '-', 'DisplayName', '$\phi_{n_1}$'); + plot(freqs, sqrt(PSD_S2), '-', 'DisplayName', '$\phi_{n_2}$'); + plot(freqs, sqrt(PSD_H2), 'k-', 'DisplayName', '$\phi_{n_{\mathcal{H}_2}}$'); + plot(freqs, sqrt(PSD_Hinf), 'k--', 'DisplayName', '$\phi_{n_{\mathcal{H}_\infty}}$'); set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); - xlabel('Frequency [Hz]'); ylabel('Power Spectral Density $\left[ \frac{(m/s)^2}{Hz} \right]$'); + xlabel('Frequency [Hz]'); ylabel('ASD $\left[ \frac{m/s}{\sqrt{Hz}} \right]$'); hold off; xlim([freqs(1), freqs(end)]); - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 2); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/psd_sensors_hinf_synthesis.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/psd_sensors_hinf_synthesis.pdf', 'width', 'half', 'height', 'normal'); #+end_src #+name: fig:psd_sensors_hinf_synthesis @@ -1135,7 +1141,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_hinf_comp_filt ylabel('Magnitude'); set(gca, 'XTickLabel',[]); ylim([1e-3, 2]); - legend('location', 'southwest'); + legend('location', 'southeast', 'FontSize', 8); ax2 = subplot(2,1,2); hold on; @@ -1151,7 +1157,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_hinf_comp_filt #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/htwo_hinf_comp_filters.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/htwo_hinf_comp_filters.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:htwo_hinf_comp_filters @@ -1160,7 +1166,7 @@ The obtained complementary filters are shown in Figure [[fig:htwo_hinf_comp_filt [[file:figs/htwo_hinf_comp_filters.png]] ** Obtained Super Sensor's noise -The Power Spectral Density of the super sensor's noise is shown in Figure [[fig:psd_sensors_htwo_hinf_synthesis]]. +The Amplitude Spectral Density of the super sensor's noise is shown in Figure [[fig:psd_sensors_htwo_hinf_synthesis]]. A time domain simulation is shown in Figure [[fig:super_sensor_time_domain_h2_hinf]]. @@ -1190,20 +1196,20 @@ The RMS values of the super sensor noise for the presented three synthesis are l #+begin_src matlab :exports none figure; hold on; - plot(freqs, PSD_S1, '-', 'DisplayName', '$\Phi_{n_1}$'); - plot(freqs, PSD_S2, '-', 'DisplayName', '$\Phi_{n_2}$'); - plot(freqs, PSD_H2, 'k-', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2}}$'); - plot(freqs, PSD_Hinf, 'k--', 'DisplayName', '$\Phi_{n_{\mathcal{H}_\infty}}$'); - plot(freqs, PSD_H2Hinf, 'k-.', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2/\mathcal{H}_\infty}}$'); + plot(freqs, sqrt(PSD_S1), '-', 'DisplayName', '$\Phi_{n_1}$'); + plot(freqs, sqrt(PSD_S2), '-', 'DisplayName', '$\Phi_{n_2}$'); + plot(freqs, sqrt(PSD_H2), 'k-', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2}}$'); + plot(freqs, sqrt(PSD_Hinf), 'k--', 'DisplayName', '$\Phi_{n_{\mathcal{H}_\infty}}$'); + plot(freqs, sqrt(PSD_H2Hinf), 'k-.', 'DisplayName', '$\Phi_{n_{\mathcal{H}_2/\mathcal{H}_\infty}}$'); set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log'); - xlabel('Frequency [Hz]'); ylabel('Power Spectral Density [$(m/s)^2/Hz$]'); + xlabel('Frequency [Hz]'); ylabel('ASD $\left[ \frac{m/s}{\sqrt{Hz}} \right]$'); hold off; xlim([freqs(1), freqs(end)]); - legend('location', 'northeast'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 3); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/psd_sensors_htwo_hinf_synthesis.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/psd_sensors_htwo_hinf_synthesis.pdf', 'width', 'half', 'height', 'normal'); #+end_src #+name: fig:psd_sensors_htwo_hinf_synthesis @@ -1236,12 +1242,12 @@ The RMS values of the super sensor noise for the presented three synthesis are l plot(t, v, 'k--', 'DisplayName', '$x$'); hold off; xlabel('Time [s]'); ylabel('Velocity [m/s]'); - legend('location', 'southwest'); + legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 3); ylim([-0.3, 0.3]); #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/super_sensor_time_domain_h2_hinf.pdf', 'width', 'wide', 'height', 'normal'); + exportFig('figs/super_sensor_time_domain_h2_hinf.pdf', 'width', 'half', 'height', 'normal'); #+end_src #+name: fig:super_sensor_time_domain_h2_hinf @@ -1294,7 +1300,7 @@ The uncertainty on the super sensor's dynamics is shown in Figure [[fig:super_se set(gca, 'XTickLabel',[]); ylabel('Magnitude'); ylim([1e-2, 1e1]); - legend('location', 'southeast'); + legend('location', 'southeast', 'FontSize', 8); hold off; % Phase @@ -1316,7 +1322,7 @@ The uncertainty on the super sensor's dynamics is shown in Figure [[fig:super_se #+end_src #+begin_src matlab :tangle no :exports results :results file replace - exportFig('figs/super_sensor_dynamical_uncertainty_Htwo_Hinf.pdf', 'width', 'full', 'height', 'full'); + exportFig('figs/super_sensor_dynamical_uncertainty_Htwo_Hinf.pdf', 'width', 'half', 'height', 'tall'); #+end_src #+name: fig:super_sensor_dynamical_uncertainty_Htwo_Hinf diff --git a/matlab/index.pdf b/matlab/index.pdf index 1bbc32b..9c94669 100644 Binary files a/matlab/index.pdf and b/matlab/index.pdf differ
Table 5: Comparison of the obtained RMS noise of the super sensor