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Abstract and Keywords ignore
Sensor have limited bandwidth and are accurate only in a certain frequency band. In many applications, the signals of different sensor are fused together in order to either enhance the stability or improve the operational bandwidth of the system. The sensor signals can be fused using complementary filters. The tuning of complementary filters is a complex task and is the subject of this paper. The filters needs to meet design specifications while satisfying the complementary property. This paper presents a framework to shape the norm of complementary filters using the $\mathcal{H}_\infty$ norm minimization. The design specifications are imposed as constraints in the optimization problem by appropriate selection of weighting functions. The proposed method is quite general and easily extendable to cases where more than two sensors are fused. Finally, the proposed method is applied to the design of complementary filter design for active vibration isolation of the Laser Interferometer Gravitation-wave Observatory (LIGO).
Sensor fusion \sep{} Optimal filters \sep{} $\mathcal{H}_\infty$ synthesis \sep{} Vibration isolation \sep{} Precision
Introduction
<<sec:introduction>>
New introduction ignore
Introduction to Sensor Fusion ignore
- cite:bendat57_optim_filter_indep_measur_two roots of sensor fusion
Advantages of Sensor Fusion ignore
- Increase the bandwidth: cite:zimmermann92_high_bandw_orien_measur_contr
- Increased robustness: cite:collette15_sensor_fusion_method_high_perfor
- Decrease the noise:
Applications ignore
- UAV: cite:pascoal99_navig_system_desig_using_time, cite:jensen13_basic_uas
- Gravitational wave observer: cite:hua05_low_ligo,hua04_polyp_fir_compl_filter_contr_system,lucia18_low_frequen_optim_perfor_advan,heijningen18_low,akutsu21_vibrat_isolat_system_beam_split
Kalman Filtering or Complementary filters ignore
- cite:brown72_integ_navig_system_kalman_filter alternate form of complementary filters => Kalman filtering
- cite:higgins75_compar_compl_kalman_filter Compare Kalman Filtering with sensor fusion using complementary filters
- cite:robert12_introd_random_signal_applied_kalman advantage of complementary filters over Kalman filtering
Design Methods of Complementary filters ignore
- Analog complementary filters: cite:yong16_high_speed_vertic_posit_stage, cite:moore19_capac_instr_sensor_fusion_high_bandw_nanop
-
Analytical methods:
- first order: cite:corke04_inert_visual_sensin_system_small_auton_helic
- second order: cite:baerveldt97_low_cost_low_weigh_attit, cite:stoten01_fusion_kinet_data_using_compos_filter, cite:jensen13_basic_uas
- higher order: cite:shaw90_bandw_enhan_posit_measur_using_measur_accel, cite:zimmermann92_high_bandw_orien_measur_contr, cite:collette15_sensor_fusion_method_high_perfor, cite:matichard15_seism_isolat_advan_ligo
- cite:pascoal99_navig_system_desig_using_time use LMI to generate complementary filters (convex optimization techniques), specific for navigation systems
- cite:hua05_low_ligo,hua04_polyp_fir_compl_filter_contr_system: FIR + convex optimization
-
Similar to feedback system:
- cite:plummer06_optim_compl_filter_their_applic_motion_measur use H-Infinity to optimize complementary filters (flatten the super sensor noise spectral density)
- cite:jensen13_basic_uas design of complementary filters with classical control theory, PID
- 3 complementary filters: cite:becker15_compl_filter_desig_three_frequen_bands
Problematics / gap in the research ignore
- Robustness problems: cite:zimmermann92_high_bandw_orien_measur_contr change of phase near the merging frequency
- Trial and error
- Although many design methods of complementary filters have been proposed in the literature, no simple method that allows to shape the norm of the complementary filters is available.
Describe the paper itself / the problem which is addressed ignore
Most of the requirements => shape of the complementary filters => propose a way to shape complementary filters.
Introduce Each part of the paper ignore
Sensor Fusion and Complementary Filters Requirements
<<sec:requirements>>
Introduction ignore
Complementary filters provides a framework for fusing signals from different sensors. As the effectiveness of the fusion depends on the proper design of the complementary filters, they are expected to fulfill certain requirements. These requirements are discussed in this section.
Sensor Fusion Architecture
<<sec:sensor_fusion>>
A general sensor fusion architecture using complementary filters is shown in Figure ref:fig:sensor_fusion_overview where several sensors (here two) are measuring the same physical quantity $x$. The two sensors output signals are estimates $\hat{x}_1$ and $\hat{x}_2$ of $x$. Each of these estimates are then filtered out by complementary filters and combined to form a new estimate $\hat{x}$.
The resulting sensor, termed as "super sensor", can have larger bandwidth and better noise characteristics in comparison to the individual sensor. This means that the super sensor provides an estimate $\hat{x}$ of $x$ which can be more accurate over a larger frequency band than the outputs of the individual sensors.
The complementary property of filters $H_1(s)$ and $H_2(s)$ implies that the summation of their transfer functions is equal to unity. That is, unity magnitude and zero phase at all frequencies. Therefore, a pair of strict complementary filter needs to satisfy the following condition:
\begin{equation} H_1(s) + H_2(s) = 1 \end{equation}It will soon become clear why the complementary property is important.
Sensor Models and Sensor Normalization
<<sec:sensor_models>>
In order to study such sensor fusion architecture, a model of the sensors is required.
Such model is shown in Figure ref:fig:sensor_model and consists of a linear time invariant (LTI) system $G_i(s)$ representing the dynamics of the sensor and an additive noise input $n_i$ representing its noise. The model input $x$ is the measured physical quantity and its output $\tilde{x}_i$ is the "raw" output of the sensor.
Before filtering the sensor outputs $\tilde{x}_i$ by the complementary filters, the sensors are usually normalized to simplify the fusion. This normalization consists of first obtaining an estimate $\hat{G}_i(s)$ of the sensor dynamics $G_i(s)$. It is supposed that the estimate of the sensor dynamics $\hat{G}_i(s)$ can be inverted and that its inverse $\hat{G}_i^{-1}(s)$ is proper and stable. The raw output of the sensor $\tilde{x}_i$ is then passed through $\hat{G}_i^{-1}(s)$ as shown in Figure ref:fig:sensor_model_calibrated. This way, the units of the estimates $\hat{x}_i$ are equal to the units of the physical quantity $x$. The sensor dynamics estimate $\hat{G}_1(s)$ can be a simple gain or more complex transfer functions.
Two calibrated sensors and then combined to form a super sensor as shown in Figure ref:fig:fusion_super_sensor.
The two sensors are measuring the same physical quantity $x$ with dynamics $G_1(s)$ and $G_2(s)$, and with uncorrelated noises $n_1$ and $n_2$. The normalized signals from both calibrated sensors are fed into two complementary filters $H_1(s)$ and $H_2(s)$ and then combined to yield an estimate $\hat{x}$ of $x$ as shown in Fig. ref:fig:fusion_super_sensor.
The super sensor output is therefore equal to:
\begin{equation} \hat{x} = \Big( H_1(s) \hat{G}_1^{-1}(s) G_1(s) + H_2(s) \hat{G}_2^{-1}(s) G_2(s) \Big) x + H_1(s) \hat{G}_1^{-1}(s) G_1(s) n_1 + H_2(s) \hat{G}_2^{-1}(s) G_2(s) n_2 \end{equation}Noise Sensor Filtering
<<sec:noise_filtering>>
In this section, it is supposed that all the sensors are perfectly calibrated, such that:
\begin{equation} \frac{\hat{x}_i}{x} = \hat{G}_i(s) G_i(s) = 1 \end{equation}The effect of a non-perfect normalization will be discussed in the next section.
The super sensor output $\hat{x}$ is then:
\begin{equation} \hat{x} = x + H_1(s) n_1 + H_2(s) n_2 \end{equation}From eqref:eq:estimate_perfect_dyn, the complementary filters $H_1(s)$ and $H_2(s)$ are shown to only operate on the sensor's noises. Thus, this sensor fusion architecture permits to filter the noise of both sensors without introducing any distortion in the physical quantity to be measured.
The estimation error $\delta x$, defined as the difference between the sensor output $\hat{x}$ and the measured quantity $x$, is computed for the super sensor eqref:eq:estimate_error.
\begin{equation} \delta x \triangleq \hat{x} - x = H_1(s) n_1 + H_2(s) n_2 \end{equation}As shown in eqref:eq:noise_filtering_psd, the Power Spectral Density (PSD) of the estimation error $\Phi_{\delta x}$ depends both on the norm of the two complementary filters and on the PSD of the noise sources $\Phi_{n_1}$ and $\Phi_{n_2}$.
\begin{equation} \Phi_{\delta x}(\omega) = \left|H_1(j\omega)\right|^2 \Phi_{n_1}(\omega) + \left|H_2(j\omega)\right|^2 \Phi_{n_2}(\omega) \end{equation}If the two sensors have identical noise characteristics ($\Phi_{n_1}(\omega) = \Phi_{n_2}(\omega)$), a simple averaging ($H_1(s) = H_2(s) = 0.5$) is what would minimize the super sensor noise. This the simplest form of sensor fusion with complementary filters.
However, the two sensors have usually high noise levels over distinct frequency regions. In such case, to lower the noise of the super sensor, the value of the norm $|H_1|$ has to be lowered when $\Phi_{n_1}$ is larger than $\Phi_{n_2}$ and that of $|H_2|$ lowered when $\Phi_{n_2}$ is larger than $\Phi_{n_1}$. Therefore, by properly shaping the norm of the complementary filters, it is possible to minimize the noise of the super sensor noise.
Sensor Fusion Robustness
<<sec:fusion_robustness>>
In practical systems the sensor normalization is not perfect and condition eqref:eq:perfect_dynamics is not verified.
In order to study such imperfection, a multiplicative input uncertainty is added to the sensor dynamics (Figure ref:fig:sensor_model_uncertainty), where the nominal model is taken as the estimated model for the normalization $\hat{G}_i(s)$, $\Delta_i$ is any stable transfer function satisfying $|\Delta_i(j\omega)| \le 1,\ \forall\omega$, and $w_i(s)$ is a weight representing the magnitude of the uncertainty.
The weight $w_i(s)$ is chosen such that the real sensor dynamics is always contained in the uncertain region represented by a circle centered on $1$ and with a radius equal to $|w_i(j\omega)|$.
As the nominal sensor dynamics is taken as the normalized filter, the normalized sensor can be further simplified as shown in Figure ref:fig:sensor_model_uncertainty_simplified.
A sensor fusion architecture with two sensors with dynamical uncertainty is shown in Figure ref:fig:sensor_fusion_dynamic_uncertainty.
The super sensor dynamics eqref:eq:super_sensor_dyn_uncertainty is no longer equal to $1$ and now depends on the sensor dynamics uncertainty weights $w_i(s)$ as well as on the complementary filters $H_i(s)$.
\begin{equation} \frac{\hat{x}}{x} = 1 + w_1(s) H_1(s) \Delta_1(s) + w_2(s) H_2(s) \Delta_2(s) \end{equation}The dynamical uncertainty of the super sensor can be graphically represented in the complex plane by a circle centered on $1$ 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 ref:fig:uncertainty_set_super_sensor.
The super sensor dynamical uncertainty (i.e. the robustness of the fusion) clearly depends on the complementary filters norms. For instance, the phase uncertainty $\Delta\phi(\omega)$ added by the super sensor dynamics at frequency $\omega$ can be found by drawing a tangent from the origin to the uncertainty circle of super sensor (Figure ref:fig:uncertainty_set_super_sensor) and is bounded by eqref:eq:max_phase_uncertainty.
\begin{equation} \Delta\phi(\omega) < \arcsin\big( |w_1(j\omega) H_1(j\omega)| + |w_2(j\omega) H_2(j\omega)| \big) \end{equation}As it is generally desired to limit the maximum phase added by the super sensor, $H_1(s)$ and $H_2(s)$ should be designed such that $\Delta \phi$ is bounded to acceptable values. Typically, the norm of the complementary filter $|H_i(j\omega)|$ should be made small when $|w_i(j\omega)|$ is large, i.e., at frequencies where the sensor dynamics is uncertain.
Complementary Filters Shaping
<<sec:hinf_method>>
Introduction ignore
As shown in Section ref:sec:requirements, the noise and robustness of the "super sensor" are determined by the complementary filters norms. Therefore, a complementary filters synthesis method that allows to shape their norms would be of great use.
In this section, such synthesis is proposed by expressing this problem as a $\mathcal{H}_\infty$ norm optimization.
Synthesis Objective
<<sec:synthesis_objective>>
The synthesis objective is to shape the norm of two filters $H_1(s)$ and $H_2(s)$ while ensuring their complementary property eqref:eq:comp_filter. This is equivalent as to finding proper and stable transfer functions $H_1(s)$ and $H_2(s)$ such that conditions eqref:eq:comp_filter_problem_form are satisfied.
\begin{subequations} \begin{align} & H_1(s) + H_2(s) = 1 \label{eq:hinf_cond_complementarity} \\ & |H_1(j\omega)| \le \frac{1}{|W_1(j\omega)|} \quad \forall\omega \label{eq:hinf_cond_h1} \\ & |H_2(j\omega)| \le \frac{1}{|W_2(j\omega)|} \quad \forall\omega \label{eq:hinf_cond_h2} \end{align} \end{subequations}where $W_1(s)$ and $W_2(s)$ are two weighting transfer functions that are chosen to specify the maximum wanted norms of the complementary filters during the synthesis.
Shaping of Complementary Filters using $\mathcal{H}_\infty$ synthesis
<<sec:hinf_synthesis>>
In this section, it is shown that the synthesis objective can be easily expressed as a standard $\mathcal{H}_\infty$ optimal control problem and therefore solved using convenient tools readily available.
Consider the generalized plant $P(s)$ shown in Figure ref:fig:h_infinity_robust_fusion and mathematically described by eqref:eq:generalized_plant.
\begin{equation} \begin{bmatrix} z_1 \\ z_2 \\ v \end{bmatrix} = P(s) \begin{bmatrix} w\\u \end{bmatrix}; \quad P(s) = \begin{bmatrix}W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) \\ 1 & 0 \end{bmatrix} \end{equation}Applying the standard $\mathcal{H}_\infty$ synthesis on the generalized plant $P(s)$ is then equivalent as finding a stable filter $H_2(s)$ which based on $v$, generates a signal $u$ such that the $\mathcal{H}_\infty$ norm from $w$ to $[z_1, \ z_2]$ is less than one eqref:eq:hinf_syn_obj.
\begin{equation} \left\|\begin{matrix} \left(1 - H_2(s)\right) W_1(s) \\ H_2(s) W_2(s) \end{matrix}\right\|_\infty \le 1 \end{equation}By then defining $H_1(s)$ to be the complementary of $H_2(s)$ eqref:eq:definition_H1, the $\mathcal{H}_\infty$ synthesis objective becomes equivalent to eqref:eq:hinf_problem which ensure that eqref:eq:hinf_cond_h1 and eqref:eq:hinf_cond_h2 are satisfied.
\begin{equation} H_1(s) \triangleq 1 - H_2(s) \end{equation} \begin{equation} \left\|\begin{matrix} H_1(s) W_1(s) \\ H_2(s) W_2(s) \end{matrix}\right\|_\infty \le 1 \end{equation}Therefore, applying the $\mathcal{H}_\infty$ synthesis on the standard plant $P(s)$ eqref:eq:generalized_plant will generate two filters $H_2(s)$ and $H_1(s) \triangleq 1 - H_2(s)$ that are complementary eqref:eq:comp_filter_problem_form and such that there norms are bellow specified bounds eqref:eq:hinf_cond_h1,eqref:eq:hinf_cond_h2.
The above optimization problem can be efficiently solved in Matlab cite:matlab20 using the Robust Control Toolbox.
Weighting Functions Design
<<sec:hinf_weighting_func>>
Weighting functions are used during the synthesis to specify what is the maximum allowed norms of the complementary filters. The proper design of these weighting functions is of primary importance for the success of the presented complementary filters $\mathcal{H}_\infty$ synthesis.
First, only proper and stable transfer functions should be used. Second, the order of the weighting functions should stay reasonably small in order to reduce the computational costs associated with the solving of the optimization problem and for the physical implementation of the filters (the order of the synthesized filters being equal to the sum of the weighting functions order). Third, one should not forget the fundamental limitations imposed by the complementary property eqref:eq:comp_filter. This implies for instance that $|H_1(j\omega)|$ and $|H_2(j\omega)|$ cannot be made small at the same frequency.
When designing complementary filters, it is usually desired to specify its slope, its crossover frequency and its maximum gain at low and high frequency. To help with the design of the weighting functions such that the above specification can be easily expressed, the formula eqref:eq:weight_formula is proposed.
\begin{equation} W(s) = \left( \frac{ \hfill{} \frac{1}{\omega_c} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{G_0}{G_c}\right)^{\frac{1}{n}} }{ \left(\frac{1}{G_\infty}\right)^{\frac{1}{n}} \frac{1}{\omega_c} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{1}{G_c}\right)^{\frac{1}{n}} }\right)^n \end{equation}The parameters in formula eqref:eq:weight_formula are:
- $G_0 = lim_{\omega \to 0} |W(j\omega)|$: the low frequency gain
- $G_\infty = lim_{\omega \to \infty} |W(j\omega)|$: the high frequency gain
- $G_c = |W(j\omega_c)|$: the gain at $\omega_c$
- $n$: the slope between high and low frequency. It is also the order of the weighting function.
The parameters $G_0$, $G_c$ and $G_\infty$ should either satisfy condition eqref:eq:cond_formula_1 or eqref:eq:cond_formula_2.
\begin{subequations} \begin{align} G_0 < 1 < G_\infty \text{ and } G_0 < G_c < G_\infty \label{eq:cond_formula_1}\\ G_\infty < 1 < G_0 \text{ and } G_\infty < G_c < G_0 \label{eq:cond_formula_2} \end{align} \end{subequations}The typical shape of a weighting function generated using eqref:eq:weight_formula is shown in Figure ref:fig:weight_formula.
Validation of the proposed synthesis method
<<sec:hinf_example>>
The proposed methodology for the design of complementary filters is now applied on a simple example where two complementary filters $H_1(s)$ and $H_2(s)$ have to be designed such that:
- the merging frequency is around $\SI{10}{Hz}$
- the slope of $|H_1(j\omega)|$ is $-2$ above $\SI{10}{Hz}$
- the slope of $|H_2(j\omega)|$ is $+3$ below $\SI{10}{Hz}$
- the maximum gain of both filters is $10^{-3}$ away from the merging frequency
The first step is to design weighting functions that translate the above requirements. They are here designed using eqref:eq:weight_formula with parameters summarized in table ref:tab:weights_params. The magnitudes of the weighting functions are shown by dashed lines in Figure ref:fig:hinf_filters_results.
| Parameters | $W_1(s)$ | $W_2(s)$ |
|---|---|---|
| $G_0$ | $0.1$ | $1000$ |
| $G_\infty$ | $1000$ | $0.1$ |
| $\omega_c$ | $2\pi\cdot10$ | $2\pi\cdot10$ |
| $G_c$ | $0.45$ | $0.45$ |
| $n$ | $2$ | $3$ |
The $\mathcal{H}_\infty$ synthesis is applied on the generalized plant of Figure ref:fig:h_infinity_robust_fusion using the Matlab hinfsyn command.
The synthesized filter $H_2(s)$ is such that $\mathcal{H}_\infty$ norm between $w$ and $[z_1,\ z_2]^T$ is minimized and here found close to one eqref:eq:hinf_synthesis_result.
The bode plots of the obtained complementary filters are shown by solid lines in Figure ref:fig:hinf_filters_results and their transfer functions in the Laplace domain are given in eqref:eq:hinf_synthesis_result_tf.
\begin{subequations} \begin{align} H_2(s) &= \frac{(s+6.6e^4) (s+160) (s+4)^3}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)} \\ H_1(s) &\triangleq H_2(s) - 1 = \frac{10^{-8} (s+6.6e^9) (s+3450)^2 (s^2 + 49s + 895)}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)} \end{align} \end{subequations}The obtained transfer functions are of order $5$ as expected (sum of the weighting functions orders), and their magnitudes are bellow the maximum specified ones as ensured by eqref:eq:hinf_synthesis_result.
This simple example illustrates the fact that the proposed methodology for complementary filters shaping is quite easy to use and effective. A more complex real life example is taken up in the next section.
Application: Design of Complementary Filters used in the Active Vibration Isolation System at the LIGO
<<sec:application_ligo>>
Introduction ignore
Sensor fusion using complementary filters are widely used in active vibration isolation systems in gravitational wave detectors such at the LIGO cite:matichard15_seism_isolat_advan_ligo,hua05_low_ligo, the VIRGO cite:lucia18_low_frequen_optim_perfor_advan,heijningen18_low and the KAGRA cite:akutsu21_vibrat_isolat_system_beam_split.
In the first isolation stage at the LIGO, two sets of complementary filters are used and included in a feedback loop cite:hua04_low_ligo. A set of complementary filters ($L_2,H_2$) is first used to fuse a seismometer and a geophone. Then, another set of complementary filters ($L_1,H_1$) is used to merge the output of the first "inertial super sensor" with a position sensor. A simplified block diagram of the sensor fusion architecture is shown in Figure ref:fig:ligo_super_sensor_architecture.
The fusion of the position sensor at low frequency with the "inertial super sensor" at high frequency using the complementary filters ($L_1,H_1$) is done for several reasons, first of which is to give the super sensor a DC sensibility and therefore allow the feedback loop to have authority at zero frequency. The requirements on those filters are very tight and thus their design is complex and should be expressed as an optimization problem.
The approach used in cite:hua05_low_ligo is to use FIR complementary filters and to write the synthesis as a convex optimization problem. After synthesis, the obtained FIR filters were found to be compliant with the requirements. However they are of very high order so their implementation is quite complex. In this section, the effectiveness of the proposed complementary filter synthesis strategy is demonstrated on the same set of requirements.
Complementary Filters Specifications
<<sec:ligo_specifications>> The specifications for the set of complementary filters ($L_1,H_1$) used at the LIGO are summarized below (for further details, refer to cite:hua04_polyp_fir_compl_filter_contr_system):
- From $0$ to $\SI{0.008}{Hz}$, the magnitude $|L_1(j\omega)|$ should be less or equal to $8 \times 10^{-4}$
- Between $\SI{0.008}{Hz}$ to $\SI{0.04}{Hz}$, the filter $L_1(s)$ should attenuate the input signal proportional to frequency cubed
- Between $\SI{0.04}{Hz}$ to $\SI{0.1}{Hz}$, the magnitude $|L_1(j\omega)|$ should be less than $3$
- Above $\SI{0.1}{Hz}$, the magnitude $|H_1(j\omega)|$ should be less than $0.045$
These specifications are therefore upper bounds on the complementary filters' magnitudes. They are physically represented in Figure ref:fig:fir_filter_ligo as well as the obtained magnitude of the FIR filters in cite:hua05_low_ligo.
Weighting Functions Design
<<sec:ligo_weights>> The weighting functions should be designed such that their inverse magnitude is as close as possible to the specifications in order to not over-constrain the synthesis problem. However, the order of each weight should stay reasonably small in order to reduce the computational costs of the optimization problem as well as for the physical implementation of the filters.
A Type I Chebyshev filter of order $20$ is used as the weighting transfer function $w_L(s)$ corresponding to the low pass filter. For the one corresponding to the high pass filter $w_H(s)$, a $7^{\text{th}}$ order transfer function is designed. The magnitudes of the weighting functions are shown in Fig. ref:fig:ligo_weights.
$\mathcal{H}_\infty$ Synthesis
<<sec:ligo_results>> $\mathcal{H}_\infty$ synthesis is performed using the architecture shown in Fig. ref:eq:generalized_plant. The complementary filters obtained are of order $27$. In Fig. ref:fig:comp_fir_ligo_hinf, their bode plot is compared with the FIR filters of order 512 obtained in cite:hua05_low_ligo. They are found to be very close to each other and this shows the effectiveness of the proposed synthesis method.
Discussion
<<sec:discussion>>
Introduction ignore
"Closed-Loop" complementary filters
<<sec:closed_loop_complementary_filters>>
Introduction to using feedback architecture for CF ignore
It is possible to use the fundamental properties of a feedback architecture to generate complementary filters.
It has been proposed by:
- cite:plummer06_optim_compl_filter_their_applic_motion_measur use H-Infinity to optimize complementary filters (flatten the super sensor noise spectral density)
- cite:jensen13_basic_uas design of complementary filters with classical control theory, PID
- Maybe also cite cite:mahony05_compl_filter_desig_special_orthog
Consider the feedback architecture of Figure ref:fig:feedback_sensor_fusion, with two inputs $\hat{x}_1$ and $\hat{x}_2$, and one output $\hat{x}$.
The output $\hat{x}$ is described by eqref:eq:closed_loop_complementary_filters.
\begin{equation} \hat{x} = \underbrace{\frac{1}{1 + L(s)}}_{S(s)} \hat{x}_1 + \underbrace{\frac{L(s)}{1 + L(s)}}_{T(s)} \hat{x}_2 \end{equation}with the famous relationship
\begin{equation} T(s) + S(s) = 1 \end{equation}Provided that the closed-loop system is stable, this indeed forms two complementary filters.
Sensor Fusion with "closed-loop" complementary filters ignore
Therefore, two filters can be merged as shown in Figure ref:fig:feedback_sensor_fusion_arch.
One of the main advantage of this configuration is that standard tools of the linear control theory can be applied.
Mixed Sensitivity Synthesis ignore
If one want to shape both the transfer functions $\frac{\hat{x}}{\hat{x}_1}(s) = S(s)$ and $\frac{\hat{x}}{\hat{x}_2}(s) = T(s)$, this corresponds to the $\mathcal{H}_\infty$ mixed-sensitivity synthesis.
The $\mathcal{H}_\infty$ mixed-sensitivity synthesis can be perform by applying the $\mathcal{H}_\infty$ synthesis to the generalized plant $P_L(s)$ shown in Figure ref:fig:feedback_synthesis_architecture_generalized_plant and described by eqref:eq:generalized_plant_mixed_sensitivity where $W_1(s)$ and $W_2(s)$ are weighting functions used to respectively shape $S(s)$ and $T(s)$.
\begin{equation} \begin{bmatrix} z \\ v \end{bmatrix} = P_L(s) \begin{bmatrix} w_1 \\ w_2 \\ u \end{bmatrix}; \quad P_L(s) = \begin{bmatrix} \phantom{+}W_1(s) & 0 & \phantom{+}1 \\ -W_1(s) & W_2(s) & -1 \end{bmatrix} \end{equation}This is equivalent as to find a filter $L(s)$ such that eqref:eq:comp_filters_feedback_obj is verified.
\begin{equation} \left\|\begin{matrix} \frac{1}{1 + L(s)} W_1(s) \\ \frac{L(s)}{1 + L(s)} W_2(s) \end{matrix}\right\|_\infty \le 1 \end{equation}The sensor fusion can be implemented as shown in Figure ref:fig:feedback_sensor_fusion_arch using the feedback architecture or more classically as shown in Figure ref:fig:sensor_fusion_overview using eqref:eq:comp_filters_feedback.
\begin{equation} H_1(s) = \frac{1}{1 + L(s)}; \quad H_2(s) = \frac{L(s)}{1 + L(s)} \end{equation}The two being equivalent considering only the inputs/outputs relationships.
Example and equivalence with our synthesis method ignore
Example: same weights as in ref:tab:weights_params.
Therefore, complementary filter design is very similar to mixed-sensitivity synthesis.
They are actually equivalent by taking
\begin{equation} L = H_H^{-1} - 1 \end{equation}(provided $H_H$ is invertible, therefore bi-proper)
Imposing zero at origin / roll-off
<<sec:add_features_in_filters>>
3 methods:
Link to literature about doing that with mixed sensitivity
Synthesis of Three Complementary Filters
<<sec:hinf_three_comp_filters>>
Why it is used sometimes ignore
Some applications may require to merge more than two sensors. For instance at the LIGO, three sensors (an LVDT, a seismometer and a geophone) are merged to form a super sensor (Figure ref:fig:ligo_super_sensor_architecture). \par
Sequential vs Parallel ignore
When merging $n>2$ sensors using complementary filters, two architectures can be used as shown in Figure ref:fig:sensor_fusion_three.
The fusion can either be done in a "sequential" way where $n-1$ sets of two complementary filters are used (Figure ref:fig:sensor_fusion_three_sequential), or in a "parallel" way where one set of $n$ complementary filters is used (Figure ref:fig:sensor_fusion_three_parallel).
In the first case, typical sensor fusion synthesis techniques can be used. However, when a parallel architecture is used, a new synthesis method for a set of more than two complementary filters is required. Such synthesis method is presented in this section. \par
Mathematical Problem ignore
The synthesis objective is to compute a set of $n$ stable transfer functions $[H_1(s),\ H_2(s),\ \dots,\ H_n(s)]$ such that eqref:eq:hinf_problem_gen is satisfied.
\begin{subequations} \begin{align} & \sum_{i=0}^n H_i(s) = 1 \label{eq:hinf_cond_compl_gen} \\ & \left| H_i(j\omega) \right| < \frac{1}{\left| W_i(j\omega) \right|}, \quad \forall \omega,\ i = 1 \dots n \label{eq:hinf_cond_perf_gen} \end{align} \end{subequations}where $[W_1(s),\ W_2(s),\ \dots,\ W_n(s)]$ are weighting transfer functions that are chosen to specify the maximum wanted norms of the complementary filters during the synthesis.
Such synthesis objective is very close to the one described in Section ref:sec:synthesis_objective, and indeed the proposed synthesis architecture is also very similar. \par
H-Infinity Architecture ignore
Consider the generalized plant $P_3(s)$ shown in Figure ref:fig:comp_filter_three_hinf which is also described by eqref:eq:generalized_plant_three_filters.
\begin{equation} \begin{bmatrix} z_1 \\ z_2 \\ z_3 \\ v \end{bmatrix} = P_3(s) \begin{bmatrix} w \\ u_1 \\ u_2 \end{bmatrix}; \quad P_3(s) = \begin{bmatrix}W_1(s) & -W_1(s) & -W_1(s) \\ 0 & \phantom{+}W_2(s) & 0 \\ 0 & 0 & \phantom{+}W_3(s) \\ 1 & 0 & 0 \end{bmatrix} \end{equation}Applying the $\mathcal{H}_\infty$ synthesis on the generalized plant $P_3(s)$ is equivalent as to find two stable filters $[H_2(s),\ H_3(s)]$ (shown in Figure ref:fig:comp_filter_three_hinf) such that the $\mathcal{H}_\infty$ norm of the transfer function from $w$ to $[z_1,\ z_2, \ z_3]$ is less than one eqref:eq:hinf_syn_obj_three.
\begin{equation} \left\| \begin{matrix} \left[1 - H_2(s) - H_3(s)\right] W_1(s) \\ H_2(s) W_2(s) \\ H_3(s) W_3(s) \end{matrix} \right\|_\infty \le 1 \end{equation}By defining $H_1(s) \triangleq 1 - H_2(s) - H_3(s)$, the proposed $\mathcal{H}_\infty$ synthesis solves the design problem eqref:eq:hinf_problem_gen with $n=3$. \par
Example of generated complementary filters ignore
An example is given to validate the method where three sensors are used in different frequency bands (up to $\SI{1}{Hz}$, from $1$ to $\SI{10}{Hz}$ and above $\SI{10}{Hz}$ respectively). Three weighting functions are designed using eqref:eq:weight_formula and shown by dashed curves in Fig. ref:fig:three_complementary_filters_results. The bode plots of the obtained complementary filters are shown in Fig. ref:fig:three_complementary_filters_results. \par
Generalization ignore
Such synthesis method can be generalized to a set of $n$ complementary filters, even though there might not be any practical application for $n>3$.
\begin{equation} \begin{bmatrix} z_1 \\ \vdots \\ z_n \\ v \end{bmatrix} = P_n(s) \begin{bmatrix} w \\ u_1 \\ \vdots \\ u_{n-1} \end{bmatrix}; \quad P_n(s) = \begin{bmatrix} W_1 & -W_1 & \dots & \dots & -W_1 \\ 0 & W_2 & 0 & \dots & 0 \\ \vdots & \ddots & \ddots & \ddots & \vdots \\ \vdots & & \ddots & \ddots & 0 \\ 0 & \dots & \dots & 0 & W_n \\ 1 & 0 & \dots & \dots & 0 \end{bmatrix} \end{equation}Conclusion
<<sec:conclusion>> This paper has shown how complementary filters can be used to combine multiple sensors in order to obtain a super sensor. Typical specification on the super sensor noise and on the robustness of the sensor fusion has been shown to be linked to the norm of the complementary filters. Therefore, a synthesis method that permits the shaping of the complementary filters norms has been proposed and has been successfully applied for the design of complex filters. Future work will aim at further developing this synthesis method for the robust and optimal synthesis of complementary filters used in sensor fusion.
Acknowledgment
This research benefited from a FRIA grant from the French Community of Belgium.
Bibliography ignore
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