Linear observed systems on groups

Abstract : We propose a unifying and versatile framework for a class of discrete time systems whose state is an element of a general group $G$, that we call linear observed systems on groups. Those systems strictly mimic linear systems in the sense that + is replaced with group multiplication, and linear maps with automorphisms. We argue they are the true generalization of linear systems of the form X_{n+1}=F_n X_n+B_n u_n in the context of state estimation, since 1- when G is the Euclidean space R^N the latter systems are recovered, 2- they are proved to possess the ``preintegration'' property, a characteristic property of linear systems that relates continuous time to discrete time, and has recently proved extremely useful in robotics applications, and 3- we can build observers that ensure the evolution between the true state and estimated state does not depend on the followed trajectory, a characteristic feature of Luenberger (and invariant) observers. The theory is applied to a 3D inertial navigation example. Interestingly, this example cannot be put in the form of an invariant system and the proposed generalization is required.
Type de document :
Pré-publication, Document de travail
Liste complète des métadonnées

Littérature citée [21 références]  Voir  Masquer  Télécharger

https://hal-mines-paristech.archives-ouvertes.fr/hal-01671724
Contributeur : Silvere Bonnabel <>
Soumis le : mercredi 15 mai 2019 - 05:04:16
Dernière modification le : vendredi 24 mai 2019 - 01:40:28

Fichier

Linear_Observed_Systems.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-01671724, version 3

Citation

Axel Barrau, Silvère Bonnabel. Linear observed systems on groups. 2019. ⟨hal-01671724v3⟩

Partager

Métriques

Consultations de la notice

48

Téléchargements de fichiers

152