Estimation and Control of Nonlinear Dynamical Systems

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The General Objectives of the Proposed Research Program are : (i) Development and analysis of algebraic and recursive state and parameter estimation methods for linear and nonlinear systems capable of exploiting the power of differential invariance. Algebraic estimation refers to the situation when the estimates must be produced using observations within a finite time interval. The idea of making use of any known differential invariants of the system is attractive because invariants carry additional information that is independent of system output measurement noise. The methods developed and evaluated will include: (a) novel versions of adaptive kernel Kalman filters in which the recursive estimates will be constrained to conserve the existing differential invariance; (b) design of invariance -based moving- horizon minimum- energy adaptive filters that exhibit accelerated and more reliable convergence properties than the extended Kalman filter; (c) design of trajectory trackers that are robust with respect to unknown additive coloured measurement noise. (ii) Development of novel on-line nonlinear globally stabilizing controllers for spatial kinematic chain mechanical systems that are subject to gravity. Examples of such systems are robotic models of the human posture and multi-link vertical robotic arms. Research Approach and Originality : The proposed estimators will exploit a forward--backward- kernel integral representation of system differential invariance originally proposed by the author. Explicit formulae for the integral kernels have been derived for homogeneous linear time invariant systems as well as time--varying and parameter--varying systems of arbitrary orders where the differential invariance was represented by the system characteristic equation. Explicit expressions of kernels are also available for systems forced by exogenous inputs. Most importantly, the kernels of the integral system representation give rise to time-domain integral transforms that can serve as exact system-output differentiators. Existing algebraic estimation methods reported in the literature are noise- sensitive and require re--initialization when used on long time intervals. Long Term Research Goals Include: (a) A systematic approach to the construction of integral representations of nonlinear differential invariants arising in polynomial and rational systems which are affine in control and which are equipped with flat outputs whose differentials generate the state space and parameters of the system; (b) Construction of approximate differential invariants in general nonlinear systems that can be computed and employed in on-line estimation and filtering algorithms; in depth analysis of the computational efficiency of the proposed estimation methods. The Importance for Applications: The proposed highly adaptive nonlinear estimation methods are expected to benefit many applications including those related to target tracking & surveillance systems.