Observer theory and non-linear design techniques, 6 credits
Graduate course at Vehicular Systems, Fall/Winter 2018. The nominal number of credits for the course is 6.
Course objectives, organization, and exaination
The objective of the course is summarized as:
- give fundamental knowledge in basic notions for observers. This is done for linear and non-linear models in both ODE and DAE formulations.
- give basic knowledge on some of the most common design methods used for observers, primarily for non-linear systems.
- get some experience in implementing different types of observers and apply to real and simulation cases.
The course is organized in lectures and discussion seminars. Participation is mandatory for passing the course.
- Basic notions, linear systems
- observability for ODE and DAE
- partial observability
- observability index, observability indices
- how to test for observability
- model formulations particularly well suited for observer design
- geometric interpretations
- observability gramians
- Nonllinear extensions of linear notions
- Methodology - common knowledge
- Stochastic filters
- Kalman Filter
- Extended Kalman Filter
- Unscented Kalman Filter
- Particle Filter
- High gain observers
- Sliding mode observers
- Direct Lyapunov design
- Constant-Gain EKF, Gain-scheduled observers
- Stochastic filters
- Implementation of observers
Course literatureThe course litterature can be found in the folder. The material for the linear foundations are taken from the book Linear Systems by T. Kailath. Only parts of the book are used in this course, collected in this file. The complete book, for reference can be found in this folder.
Aktivitet Datum Tid Innehåll Material OH Lokal Lecture 1 Thursday 15/11 10-12 Basic notions, linear systems [2.3-4; 1] and  OH Algoritmen Discussion 1 Monday 26/11 13-15 Exercise discussion L-building Lecture 2 Tuesday 27/11 13-15 Basic notions, non-linear systems and DAE:s [6, 7]
OH Systemet Discussion 2 Monday 3/11 10-12 Exercise discussion L-building Lecture 3 Friday 7/12 10-12 Observer design, prepare methodology part [3, 4, 17 (page 55-82)]
OH L-huset Lecture 3b Thursday 20/12 10-12 Observer design 2 [12, 13] OH L-building Discussion 4 Wednesday 9/1 13-15 Exercise discussion: EKF/UKF L-building Lecture 4 Wednesday 29/1 13-15 Observer design 3 [11,19,10, 24] OH L-building Discussion 5 Discussion on high-gain, sliding mode, and moving horizon observers
-  Thomas Kailath, "Linear Systems", Prentice-Hall, 1980.
-  Material on Ackermans formula, from http://www.cambridge.org/us/features/chau/webnotes/chap9acker.pdf.
-  E.A. Misawa and J.K. Hedrick, "Nonlinear Observers - A State-of-the-art survey", Journal of Dynamic Systems Measurement and Control, vol 111, September, 1989, pp. 344-352.
-  B.L. Walcott, M.J. Corless, and S.H. Zak, "Comparative study of non-linear state-observation techniques", International Journal of Control, vol. 45, no. 6, 1987, pp. 2109-2132.
-  Torkel Glad, "Control of nonlinear systems" (kapitel 4 - Nonlinear observers).
-  E. Yip and
R.F. Sincovec, "Solvability,
Controllability, and observability of continious descriptor
systems", IEEE Transactions on Automatic Control, vol AC-26, No-
3, 1981, 702-707.
-  G. Besancon, "A Viewpoint on Observability and Observer Design for Nonlinear Systems", chapter in "New Directions in Nonlinear Observer Design (Lecture Notes in Control and Information Sciences)", editors Henk Nijmeijer, Thor I Fossen
-  R. Hermann and A.J. Krener, "Nonlinear Controllability and Observability", IEEE Transactions on Automatic Control, vol AC-22, No. 5, 1977, 728-740.
-  M. Safonov and M. Athans, " Robustness and computational aspects of nonlinear stochastic estimators and regulators", IEEE Transactions on Automatic Control, vol AC-23, No. 4, 1978, 717-725.
-  J. Slotine, J.K. Hedrick, and E.A. Misawa, "On Sliding Observers for Nonlinear Systems", Journal of Dynamic Systems Measurement and Control, vol. 109, September, 1987, pp. 245-252.
-  Khalil. H, "High-gain observers in Nonlinear Feedback Control", chapter in "New Directions in Nonlinear Observer Design (Lecture Notes in Control and Information Sciences)", editors Henk Nijmeijer, Thor I Fossen
-  N.J. Gordon, D.J. Salmond, and A.F.M. Smith, " Novel approach to nonlinear/non-Gaussian Bayesian state estimation", IEE Proceedings, Radar and Signal Processing, F, vol. 140, No. 2, 1993.
-  M.S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp, "A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking", IEEE Transactions on Signal Processing, vol. 50, No. 2, 2002.
-  S.J. Julier and J.K. Uhlmann, J.K., "Unscented filtering and nonlinear estimation", IEEE Transactions on Signal processing, vol. 92, No. 3, 401--422, 2004.
-  R. Nikoukhah, "A new methodology for observer design and implementation", IEEE Transactions on Automatic Control, vol. 43, no. 2, 229--234, 1998. (extended version)
-  P.E. Moraal and J.W. Grizzle, "Observer design for nonlinear systems with discrete-timemeasurements", IEEE Transactions on Automatic Control, vol. 40, no. 3, 395--404, 1995.
-  G. Hendeby, "Performance and Implementation Aspects of Nonlinear Filtering", Dissertation No 1161, Department of Electrical Engineering, Linköping University, 2008.
-  C. Canudas de Witm R. Horowitz, and P. Tsiotras, "Model-Based Observers for Tire/Road Contact Friction Prediction", chapter in "New Directions in Nonlinear Observer Design (Lecture Notes in Control and Information Sciences)", editors Henkrik Nijmeijer, Thor I Fossen
-  J. Barbot, M. Dejmai and T. Boukhobza, "Sliding mode observers", in "Sliding Mode Control in Engineering", Marcel Dekker, New York 2002, pp. 103--130.
-  Hao Liu and Ke Zhang, "The Unscented Kalman Filter", Powerpoint presentation.
-  G. Zimmer and J. Meier, "On observing nonlinear descriptor systems, System & Control Letters 32 (1997). 43--48. [SE OM DENNA SKA MED I KURSEN]
-  T. Kailath, A. H. Sayed, and B. Hassibi, Chapter 12 "Array Algorithms" from Linear Estimation, Prentice Hall, 2000
-  Gustafsson, Fredrik, and Gustaf Hendeby. "Some relations between extended and unscented Kalman filters." IEEE Transactions on Signal Processing 60.2 (2012): 545-555.
-  Rao, Christopher V., James B. Rawlings, and David Q. Mayne. "Constrained state estimation for nonlinear discrete-time systems: Stability and moving horizon approximations." IEEE transactions on automatic control 48.2 (2003): 246-258.
-  Michalska, Hannah, and David Q. Mayne. "Moving horizon observers and observer-based control." IEEE Transactions on Automatic Control 40.6 (1995): 995-1006.
-  Zavala, Victor M., Carl D. Laird, and Lorenz T. Biegler. "A fast moving horizon estimation algorithm based on nonlinear programming sensitivity." Journal of Process Control 18.9 (2008): 876-884.
-  A Course lecture from Caltech: Moving horizon Estimation
-  Goodwin, Graham, Maria M. Seron, and Jose A. De Dona. Constrained control and estimation: an optimisation approach. Springer Science & Business Media, 2006.
Page responsible: Per Öberg
Last updated: 2019-02-22