This paper investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets (RCISs), we propose finite- and infinite-horizon PCISs, and explore their relation to RICSs. We design iterative algorithms to compute the PCIS within a given set. For systems with discrete spaces, the computations of the finite- and infinite-horizon PCISs at each iteration are based on linear programming and mixed integer linear programming, respectively. The algorithms are computationally tractable and terminate in a finite number of steps. For systems with continuous spaces, we show how to discretize the spaces and prove the convergence of the approximation when computing the finite-horizon PCISs. In addition, it is shown that the infinite-horizon PCIS can be computed by the stochastic backward reachable set from the RCIS contained in it. These PCIS algorithms are applicable to practical control systems. Simulations are given to illustrate the effectiveness of the theoretical results for motion planning and climate regulation examples.
Controlled invariant sets have been widely studied in the literature @cite_5 @cite_26 @cite_22 . Robust invariance is customized for dynamical systems with bounded uncertainties. There are lots of iterative approaches focusing on the computation of RCISs. One essential component in these approaches is to compute the robust backward reachable set, in which each state can be steered to the current set by an admissible input for all possible uncertainties @cite_24 @cite_21 @cite_11 . The PCIS computation in this paper follows the same idea, but the robust backward reachable set is replaced with the stochastic backward reachable set which requires different mathematical tools.
@cite_26 @cite_22 @cite_21 @cite_24 @cite_5 @cite_11
2119974577 2229008027 2056358962 2592781794
This note provides results on approximating the minimal robust positively invariant (mRPI) set (also known as the 0-reachable set) of an asymptotically stable discrete-time linear time-invariant system. It is assumed that the disturbance is bounded, persistent and acts additively on the state and that the constraints on the disturbance are polyhedral. Results are given that allow for the computation of a robust positively invariant, outer approximation of the mRPI set. Conditions are also given that allow one to a priori specify the accuracy of this approximation. We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an arbitrarily precise outer approximation of the maximal robust controlled invariant set, while the second method provides an inner approximation. The outer approximation scheme is @math -complete, given that the constraint sets are formulated as finite unions of polytopes. In this paper, we focus on the problem of motion tracking in unknown environments using visual and inertial sensors. We term this estimation task visual-inertial odometry (VIO), in analogy to the well-known visual-odometry problem. We present a detailed study of extended Kalman filter (EKF)-based VIO algorithms, by comparing both their theoretical properties and empirical performance. We show that an EKF formulation where the state vector comprises a sliding window of poses (the multi-state-constraint Kalman filter (MSCKF)) attains better accuracy, consistency, and computational efficiency than the simultaneous localization and mapping (SLAM) formulation of the EKF, in which the state vector contains the current pose and the features seen by the camera. Moreover, we prove that both types of EKF approaches are inconsistent, due to the way in which Jacobians are computed. Specifically, we show that the observability properties of the EKF's linearized system models do not match those of the underlying system, which causes the filters to underestimate the uncertainty in the state estimates. Based on our analysis, we propose a novel, real-time EKF-based VIO algorithm, which achieves consistent estimation by (i) ensuring the correct observability properties of its linearized system model, and (ii) performing online estimation of the camera-to-inertial measurement unit (IMU) calibration parameters. This algorithm, which we term MSCKF 2.0, is shown to achieve accuracy and consistency higher than even an iterative, sliding-window fixed-lag smoother, in both Monte Carlo simulations and real-world testing. The main contribution of this paper is an invariant extended Kalman filter (EKF) for visual inertial navigation systems (VINS). It is demonstrated that the conventional EKF based VINS is not invariant under the stochastic unobservable transformation, associated with a translation and a rotation about the gravitational direction. This can lead to inconsistent state estimates as the estimator does not obey a fundamental property of the physical system. To address this issue, we use a novel uncertainty representation to derive a Right Invariant error extended Kalman filter (RIEKF-VINS) that preserves this invariance property. RIEKF-VINS is then adapted to the multi-state constraint Kalman filter framework to obtain a consistent state estimator. Both Monte Carlo simulations and real-world experiments are used to validate the proposed method.