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05/05/2006, 15:00 — 16:00 — Sala P10, Pavilhão de Matemática
Pedro Aguiar, ISR

Minimum-Energy and H-infinity State Estimation

In this talk I will address the state estimation of systems modeled by nonlinear equations using the minimum energy and the H-infinity filtering approaches. In particular for a class of systems with implicit outputs we show that, under appropriate observability assumptions, the optimal estimate converges globally asymptotically to the true value of the state in the absence of noise and disturbance. In the presence of noise, the estimate converges to a neighborhood of the true value of the state. We apply these results to the estimation of position and attitude of an autonomous vehicle using measurements from an inertial measurement unit (IMU) and a monocular charged-coupled-device (CCD) camera attached to the vehicle. In our formulation we take directly into account that the measurements arrive at discrete-time instants, are time-delayed, and may not be complete. In this way, we can deal with usual problems in vision systems such as noise as well as latency and intermittency of observations.
Jointly organized with ISR