Autonomous Systems Tutorial 6
Autonomous Systems Tutorial 6
1) Euler integration.
dx ∆x x − xk
ẋ = = = k+1 = vk cos θk
dt ∆t Ts
where Ts = tk+1 − tk is the sampling time. Rearrange the
equation to get:
xk+1 = xk + vk Ts cos θk
and similar steps for y and θ.
xk+1 = xk + vk Ts cos θk
yk+1 = yk + vk Ts sin θk (2)
θk+1 = θk + ωk Ts
vk
xk+1 = xk + (sin θk+1 − sin θk )
ωk
v
yk+1 = yk − k (cos θk+1 − cos θk ) (4)
ωk
θk+1 = θk + ωk Ts
For ωk = 0, xk+1 and yk+1 are still defined and coincide with the
solution of Euler and Runge-Kutta.
Moving in x-direction:
KG : 0
|{z} → 1
|{z}
Estimated measurement
is very accurate is very accurate
e.g.
= 15 + 0.7[16 − 15] = 15.7
error(Estimated)k +1 = [1 − KG]error(Estimated)k
Two Stages:
First Stage: Prediction: generate an intermediate estimate
x
bk+1|k by propagating x bk using the process dynamics (Steps 1,
2).
Second Stage: Correction (update): Correct the prediction on
the basis of the difference between the measured and the
predicted output (Steps 3, 4, 5).
1) Consider a linear discrete-time model
x = Ak xk + Bk uk
| k+1
b
{z } |{z}
estimated / control
predicted input
state
3) Kalman Gain:
bk+1 H T + R)−1
bk+1 H T (H P
KGk+1 = P