skip to main content


Title: Peak Estimation for Uncertain and Switched Systems
Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty. Techniques from optimal control are used to incorporate uncertainty into an existing occupation measure-based peak estimation framework, which includes special consideration for handling switching-type (polytopic) uncertainties. The resulting infinite-dimensional linear programs can be solved approximately with Linear Matrix Inequalities arising from the moment-SOS hierarchy.  more » « less
Award ID(s):
1808381 1646121 2038493
NSF-PAR ID:
10349423
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
60th IEEE Conf. Decision and Control
Page Range / eLocation ID:
3222 to 3228
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract Rapid earthquake magnitude estimation from real-time space-based geodetic observation streams provides an opportunity to mitigate the impact of large and potentially damaging earthquakes by issuing low-latency warnings prior to any significant and destructive shaking. Geodetic contributions to earthquake characterization and rapid magnitude estimation have evolved in the last 20 yr, from post-processed seismic waveforms to, more recently, improved capacity of regional geodetic networks enabled real-time Global Navigation Satellite System seismology using precise point positioning (PPP) displacement estimates. In addition, empirical scaling laws relating earthquake magnitude to peak ground displacement (PGD) at a given hypocentral distance have proven effective in rapid earthquake magnitude estimation, with an emphasis on performance in earthquakes larger than ∼Mw 6.5 in which near-field seismometers generally saturate. Although the primary geodetic contributions to date in earthquake early warning have focused on the use of 3D position estimates and displacements, concurrent efforts in time-differenced carrier phase (TDCP)-derived velocity estimates also have demonstrated that this methodology has utility, including similarly derived empirical scaling relationships. This study builds upon previous efforts in quantifying the ambient noise of three-component ground-displacement and ground-velocity estimates. We relate these noise thresholds to expected signals based on published scaling laws. Finally, we compare the performance of PPP-derived PGD to TDCP-derived peak ground velocity (PGV), given several rich event datasets. Our results indicate that TDCP-PGV is more likely than PPP-PGD to detect intermediate magnitude (∼Mw 5.0–6.0) earthquakes, albeit with greater magnitude estimate uncertainty and across smaller epicentral distances. We conclude that the computationally lightweight TDCP-derived PGV magnitude estimation is complementary to PPP-derived PGD magnitude estimates, which could be produced at the network edge at high rates and with increased sensitivity to ground motion than current PPP estimates. 
    more » « less
  2. In this paper, we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the time spent in each mode, we derive a novel guard saltation matrix- which maps perturbations prior to hybrid events to perturbations after - accounting for additional variation in the resulting state. Additionally, we propose the use of parameterized reset functions - capturing how unknown parameters change how states are mapped from one mode to the next - the Jacobian of which accounts for additional uncertainty in the resulting state. The accuracy of these mappings is shown by simulating sampled distributions through uncertain transition events and comparing the resulting covariances. Finally, we integrate these additional terms into the “uncertainty aware Salted Kalman Filter”, uaSKF, and show a peak reduction in average estimation error by 24–60% on a variety of test conditions and systems. 
    more » « less
  3. This work bounds extreme values of state functions for a class of input-affine continuous-time systems that are affected by polyhedral-bounded uncertainty. Instances of these systems may arise in data-driven peak estimation, in which the state function must be bounded for all systems that are consistent with a set of state-derivative data records corrupted under L-infinity bounded noise. Existing occupation measure-based methods form a convergent sequence of outer approximations to the true peak value, given an initial set, by solving a hierarchy of semidefinite programs in increasing size. These techniques scale combinatorially in the number of state variables and uncertain parameters. We present tractable algorithms for peak estimation that scale linearly in the number of faces of the uncertainty-bounding polytope rather than combinatorially in the number of uncertain parameters by leveraging convex duality and a theorem of alternatives (facial decomposition). The sequence of decomposed semidefinite programs will converge to the true peak value under mild assumptions (convergence and smoothness of dynamics). 
    more » « less
  4. In this thesis we propose novel estimation techniques for localization and planning problems, which are key challenges in long-term autonomy. We take inspiration in our methods from non-parametric estimation and use tools such as kernel density estimation, non-linear least-squares optimization, binary masking, and random sampling. We show that these methods, by avoiding explicit parametric models, outperform existing methods that use them. Despite the seeming differences between localization and planning, we demonstrate in this thesis that the problems share core structural similarities. When real or simulation-sampled measurements are expensive, noisy, or high variance, non-parametric estimation techniques give higher-quality results in less time. We first address two localization problems. In order to permit localization with a set of ad hoc-placed radios, we propose an ultra-wideband (UWB) graph realization system to localize the radios. Our system achieves high accuracy and robustness by using kernel density estimation for measurement probability densities, by explicitly modeling antenna delays, and by optimizing this combination with a non-linear least squares formulation. Next, in order to then support robotic navigation, we present a flexible system for simultaneous localization and mapping (SLAM) that combines elements from both traditional dense metric SLAM and topological SLAM, using a binary "masking function" to focus attention. This masking function controls which lidar scans are available for loop closures. We provide several masking functions based on approximate topological class detectors. We then examine planning problems in the final chapter and in the appendix. In order to plan with uncertainty around multiple dynamic agents, we describe Monte-Carlo Policy-Tree Decision Making (MCPTDM), a framework for efficiently computing policies in partially-observable, stochastic, continuous problems. MCPTDM composes a sequence of simpler closed-loop policies and uses marginal action costs and particle repetition to improve cost estimates and sample efficiency by reducing variance. Finally, in the appendix we explore Learned Similarity Monte-Carlo Planning (LSMCP), where we seek to enhance the sample efficiency of partially observable Monte Carlo tree search-based planning by taking advantage of similarities in the final outcomes of similar states and actions. We train a multilayer perceptron to learn a similarity function which we then use to enhance value estimates in the planning. Collectively, we show in this thesis that non-parametric methods promote long-term autonomy by reducing error and increasing robustness across multiple domains. 
    more » « less
  5. ABSTRACT

    Galaxy cluster masses, rich with cosmological information, can be estimated from internal dark matter (DM) velocity dispersions, which in turn can be observationally inferred from satellite galaxy velocities. However, galaxies are biased tracers of the DM, and the bias can vary over host halo and galaxy properties as well as time. We precisely calibrate the velocity bias, bv – defined as the ratio of galaxy and DM velocity dispersions – as a function of redshift, host halo mass, and galaxy stellar mass threshold ($M_{\rm \star , sat}$), for massive haloes ($M_{\rm 200c}\gt 10^{13.5} \, {\rm M}_\odot$) from five cosmological simulations: IllustrisTNG, Magneticum, Bahamas + Macsis, The Three Hundred Project, and MultiDark Planck-2. We first compare scaling relations for galaxy and DM velocity dispersion across simulations; the former is estimated using a new ensemble velocity likelihood method that is unbiased for low galaxy counts per halo, while the latter uses a local linear regression. The simulations show consistent trends of bv increasing with M200c and decreasing with redshift and $M_{\rm \star , sat}$. The ensemble-estimated theoretical uncertainty in bv is 2–3 per cent, but becomes percent-level when considering only the three highest resolution simulations. We update the mass–richness normalization for an SDSS redMaPPer cluster sample, and find our improved bv estimates reduce the normalization uncertainty from 22 to 8 per cent, demonstrating that dynamical mass estimation is competitive with weak lensing mass estimation. We discuss necessary steps for further improving this precision. Our estimates for $b_v(M_{\rm 200c}, M_{\rm \star , sat}, z)$ are made publicly available.

     
    more » « less