Start
Apr 18, 2013 - 17:00
End
Apr 18, 2013 - 18:00
Venue
Room 118 (Creativity Hall) Ground Floor Chemical Engineering Department
Event Type
Speaker
Sachin C. Kadu PhD Student IIT Bombay
Title
Optimization-Based Sigma Points Selection for Constrained State Estimation
Abstract: Various deterministic sampling-based constrained state estimation techniques for non-linear dynamical systems have been proposed in the literature. These algorithms mainly focus on correcting the estimated (or filtered) states such that they satisfy all of the given constraints. However the aspect of correcting predicted states (after model propagation) such that they satisfy all of the constraints has not been given much attention in the literature. These states are obtained by propagating deterministically chosen points (called sigma points) through the process model. Most approaches either do not incorporate constraints during the generation of these sigma points or use arbitrary strategies for constraint incorporation. Further the weights associated with these points are not systematically updated after incorporation of any state constraint. In this article we propose an optimization-based sigma points selection approach that overcomes these limitations. Additionally we incorporate the effect of constraints by directly working with truncated probability density functions. The efficacy of the proposed approach is demonstrated by comparing its performance against those of various strategies available in the literature on several simulation.