diff --git a/matlab/index.org b/matlab/index.org index d3ea427..42a0f44 100644 --- a/matlab/index.org +++ b/matlab/index.org @@ -819,7 +819,89 @@ We see that the blue complementary filters with a lower maximum norm permits to [[file:figs/tf_super_sensor_comp.png]] ** TODO More Complete example with model uncertainty -* Complementary filters using analytical formula +* Equivalent Super Sensor + +The goal here is to find the parameters of a single sensor that would best represent a super sensor. + +** Sensor Fusion Architecture +Let consider figure [[fig:sensor_fusion_full]] where two sensors are merged. +The dynamic uncertainty of each sensor is represented by a weight $w_i(s)$, the frequency characteristics each of the sensor noise is represented by the weights $N_i(s)$. +The noise sources $\tilde{n}_i$ are considered to be white noise: $\Phi_{\tilde{n}_i}(\omega) = 1, \ \forall\omega$. + +#+name: fig:sensor_fusion_full +#+caption: Sensor fusion architecture ([[./figs/sensor_fusion_full.png][png]], [[./figs/sensor_fusion_full.pdf][pdf]]). +#+RESULTS: +[[file:figs-tikz/sensor_fusion_full.png]] + + +\begin{align*} + \hat{x} &= H_1(s) N_1(s) \tilde{n}_1 + H_2(s) N_2(s) \tilde{n}_2 + \Big(H_1(s) \big(1 + w_1(s) \Delta_1(s)\big) + H_2(s) \big(1 + w_2(s) \Delta_2(s)\big)\Big) x \\ + &= H_1(s) N_1(s) \tilde{n}_1 + H_2(s) N_2(s) \tilde{n}_2 + \big(1 + H_1(s) w_1(s) \Delta_1(s) + H_2(s) w_2(s) \Delta_2(s)\big) x +\end{align*} + +To the dynamics of the super sensor is: +\begin{equation} + \frac{\hat{x}}{x} = 1 + H_1(s) w_1(s) \Delta_1(s) + H_2(s) w_2(s) \Delta_2(s) +\end{equation} + +And the noise of the super sensor is: +\begin{equation} + n_{ss} = H_1(s) N_1(s) \tilde{n}_1 + H_2(s) N_2(s) \tilde{n}_2 +\end{equation} + +** Equivalent Configuration +We try to determine $w_{ss}(s)$ and $N_{ss}(s)$ such that the sensor on figure [[fig:sensor_fusion_equivalent]] is equivalent to the super sensor of figure [[fig:sensor_fusion_full]]. + +#+name: fig:sensor_fusion_equivalent +#+caption: Equivalent Super Sensor ([[./figs/sensor_fusion_equivalent.png][png]], [[./figs/sensor_fusion_equivalent.pdf][pdf]]). +#+RESULTS: +[[file:figs-tikz/sensor_fusion_equivalent.png]] + +** Model the uncertainty of the super sensor +At each frequency $\omega$, the uncertainty set of the super sensor shown on figure [[fig:sensor_fusion_full]] is a circle centered on $1$ with a radius equal to $|H_1(j\omega) w_1(j\omega)| + |H_2(j\omega) w_2(j\omega)|$ on the complex plane. +The uncertainty set of the sensor shown on figure [[fig:sensor_fusion_equivalent]] is a circle centered on $1$ with a radius equal to $|w_{ss}(j\omega)|$ on the complex plane. + +Ideally, we want to find a weight $w_{ss}(s)$ so that: +#+begin_important + \[ |w_{ss}(j\omega)| = |H_1(j\omega) w_1(j\omega)| + |H_2(j\omega) w_2(j\omega)|, \quad \forall\omega \] +#+end_important + +** Model the noise of the super sensor +The PSD of the estimation $\hat{x}$ when $x = 0$ of the configuration shown on figure [[fig:sensor_fusion_full]] is: +\begin{align*} + \Phi_{\hat{x}}(\omega) &= | H_1(j\omega) N_1(j\omega) |^2 \Phi_{\tilde{n}_1} + | H_2(j\omega) N_2(j\omega) |^2 \Phi_{\tilde{n}_2} \\ + &= | H_1(j\omega) N_1(j\omega) |^2 + | H_2(j\omega) N_2(j\omega) |^2 +\end{align*} + +The PSD of the estimation $\hat{x}$ when $x = 0$ of the configuration shown on figure [[fig:sensor_fusion_equivalent]] is: +\begin{align*} + \Phi_{\hat{x}}(\omega) &= | N_{ss}(j\omega) |^2 \Phi_{\tilde{n}} \\ + &= | N_{ss}(j\omega) |^2 +\end{align*} + +Ideally, we want to find a weight $N_{ss}(s)$ such that: +#+begin_important + \[ |N_{ss}(j\omega)|^2 = | H_1(j\omega) N_1(j\omega) |^2 + | H_2(j\omega) N_2(j\omega) |^2 \quad \forall\omega \] +#+end_important + +** First guess +We could choose +\begin{align*} + w_{ss}(s) &= H_1(s) w_1(s) + H_2(s) w_2(s) \\ + N_{ss}(s) &= H_1(s) N_1(s) + H_2(s) N_2(s) +\end{align*} + +But we would have: +\begin{align*} + |w_{ss}(j\omega)| &= |H_1(j\omega) w_1(j\omega) + H_2(j\omega) w_2(j\omega)|, \quad \forall\omega \\ + &\neq |H_1(j\omega) w_1(j\omega)| + |H_2(j\omega) w_2(j\omega)|, \quad \forall\omega +\end{align*} +and +\begin{align*} + |N_{ss}(j\omega)|^2 &= | H_1(j\omega) N_1(j\omega) + H_2(j\omega) N_2(j\omega) |^2 \quad \forall\omega \\ + &\neq | H_1(j\omega) N_1(j\omega)|^2 + |H_2(j\omega) N_2(j\omega) |^2 \quad \forall\omega \\ +\end{align*} + * Methods of complementary filter synthesis ** Complementary filters using analytical formula :PROPERTIES: