Saved in:
Bibliographic Details
Main Authors: Varley, Maxwell, Molloy, Timothy L., Nair, Girish N.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.12368
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866917779551027200
author Varley, Maxwell
Molloy, Timothy L.
Nair, Girish N.
author_facet Varley, Maxwell
Molloy, Timothy L.
Nair, Girish N.
contents Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control schemes. In this article, we examine the continuum limit of high-dimensional measurements and analyze state estimation in linear time-invariant systems with infinite-dimensional measurements but finite-dimensional states, both corrupted by additive noise. We propose a linear filter and derive the corresponding optimal gain functional in the sense of the minimum mean square error, analogous to the classic Kalman filter. By modeling the measurement noise as a wide-sense stationary random field, we are able to derive the optimal linear filter explicitly, in contrast to previous derivations of Kalman filters in distributed-parameter settings. Interestingly, we find that we need only impose conditions that are finite-dimensional in nature to ensure that the filter is asymptotically stable. The proposed filter is verified via simulation of a linearized system with a pinhole camera sensor.
format Preprint
id arxiv_https___arxiv_org_abs_2409_12368
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimal Linear Filtering for Discrete-Time Systems with Infinite-Dimensional Measurements
Varley, Maxwell
Molloy, Timothy L.
Nair, Girish N.
Systems and Control
Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control schemes. In this article, we examine the continuum limit of high-dimensional measurements and analyze state estimation in linear time-invariant systems with infinite-dimensional measurements but finite-dimensional states, both corrupted by additive noise. We propose a linear filter and derive the corresponding optimal gain functional in the sense of the minimum mean square error, analogous to the classic Kalman filter. By modeling the measurement noise as a wide-sense stationary random field, we are able to derive the optimal linear filter explicitly, in contrast to previous derivations of Kalman filters in distributed-parameter settings. Interestingly, we find that we need only impose conditions that are finite-dimensional in nature to ensure that the filter is asymptotically stable. The proposed filter is verified via simulation of a linearized system with a pinhole camera sensor.
title Optimal Linear Filtering for Discrete-Time Systems with Infinite-Dimensional Measurements
topic Systems and Control
url https://arxiv.org/abs/2409.12368