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Robust and Optimal Sensor Fusion

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Abstract   ignore

Abstract text to be done

Keywords   ignore

Complementary Filters, Sensor Fusion, H-Infinity Synthesis

Introduction

<<sec:introduction>>

Optimal Super Sensor Noise: $\mathcal{H}_2$ Synthesis

<<sec:optimal_fusion>>

Sensor Model

Sensor Fusion Architecture

/tdehaeze/dehaeze20_optim_robus_compl_filte/src/commit/e63f256600f23cf33be0fffb1e2f263030f88fea/paper/figs/sensor_fusion_noise_arch.pdf

Let note $\Phi$ the PSD. $\tilde{n}_1$ and $\tilde{n}_2$ are white noise with unitary power spectral density:

\begin{equation} \Phi_{\tilde{n}_i}(\omega) = 1 \end{equation} \begin{equation} \hat{x} = \left( H_1 \hat{G}_1^{-1} G_1 + H_2 \hat{G}_2^{-1} G_2 \right) x + \left( H_1 \hat{G}_1^{-1} N_1 \right) \tilde{n}_1 + \left( H_2 \hat{G}_2^{-1} N_2 \right) \tilde{n}_2 \end{equation}

Suppose the sensor dynamical model $\hat{G}_i$ is perfect:

\begin{equation} \hat{G}_i = G_i \end{equation}

Complementary Filters

\begin{equation} H_1(s) + H_2(s) = 1 \end{equation} \begin{equation} \hat{x} = x + \left( H_1 \hat{G}_1^{-1} N_1 \right) \tilde{n}_1 + \left( H_2 \hat{G}_2^{-1} N_2 \right) \tilde{n}_2 \end{equation}

Perfect dynamics + filter noise

Super Sensor Noise

Let's note $n$ the super sensor noise.

Its PSD is determined by:

\begin{equation} \Phi_n(\omega) = \left| H_1 \hat{G}_1^{-1} N_1 \right|^2 + \left| H_2 \hat{G}_2^{-1} N_2 \right|^2 \end{equation}

$\mathcal{H}_2$ Synthesis of Complementary Filters

The goal is to design $H_1(s)$ and $H_2(s)$ such that the effect of the noise sources $\tilde{n}_1$ and $\tilde{n}_2$ has the smallest possible effect on the noise $n$ of the estimation $\hat{x}$.

And the goal is the minimize the Root Mean Square (RMS) value of $n$:

\begin{equation} \sigma_{n} = \sqrt{\int_0^\infty \Phi_{\hat{n}}(\omega) d\omega} \end{equation}

The goal is to minimize the $\mathcal{H}_2$ norm between $w$ and $[z_1\ z_2]$:

\begin{equation} \left\| \begin{matrix} w/z_1 \\ w/z_2 \end{matrix} \right\|_2 = \left\| \begin{matrix} \hat{G}_1^{-1} N_1 (1 - H_2) \\ \hat{G}_2^{-1} N_2 H_2 \end{matrix} \right\|_2 \end{equation}

By defining:

\begin{equation} H_1 = 1 - H_2 \end{equation} \begin{equation} \left\| \begin{matrix} w/z_1 \\ w/z_2 \end{matrix} \right\|_2 = \left\| \begin{matrix} \hat{G}_1^{-1} N_1 H_1 \\ \hat{G}_2^{-1} N_2 H_2 \end{matrix} \right\|_2 = \sqrt{\int_0^\infty \left| H_1 \hat{G}_1^{-1} N_1 \right|^2 + \left| H_2 \hat{G}_2^{-1} N_2 \right|^2 d\omega} = \sigma_n \end{equation}

The $\mathcal{H}_2$ synthesis of the complementary filters thus minimized the RMS value of the super sensor noise.

/tdehaeze/dehaeze20_optim_robus_compl_filte/src/commit/e63f256600f23cf33be0fffb1e2f263030f88fea/paper/figs/h_two_optimal_fusion.pdf

Example

Robustness Problem

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

Experimental Validation

<<sec:experimental_validation>>

Experimental Setup

Sensor Noise and Dynamical Uncertainty

Mixed $\mathcal{H}_2/\mathcal{H}_\infty$ Synthesis

Super Sensor Noise and Dynamical Uncertainty

Conclusion

<<sec:conclusion>>

Acknowledgment

Bibliography   ignore

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