Electrical Engineering and Systems Science > Systems and Control
[Submitted on 26 Jan 2021 (v1), last revised 27 Mar 2022 (this version, v3)]
Title:Data-Driven Set-Based Estimation using Matrix Zonotopes with Set Containment Guarantees
View PDFAbstract:We propose a method to perform set-based state estimation of an unknown dynamical linear system using a data-driven set propagation function. Our method comes with set-containment guarantees, making it applicable to safety-critical systems. The method consists of two phases: (1) an offline learning phase where we collect noisy input-output data to determine a function to propagate the state-set ahead in time; and (2) an online estimation phase consisting of a time update and a measurement update. It is assumed that known finite sets bound measurement noise and disturbances, but we assume no knowledge of their statistical properties. These sets are described using zonotopes, allowing efficient propagation and intersection operations. We propose a new approach to compute a set of models consistent with the data and noise-bound, given input-output data in the offline phase. The set of models is utilized in replacing the unknown dynamics in the data-driven set propagation function in the online phase. Then, we propose two approaches to perform the measurement update. Simulations show that the proposed estimator yields state sets comparable in volume to the 3{\sigma} confidence bounds obtained by a Kalman filter approach, but with the addition of state set-containment guarantees. We observe that using constrained zonotopes yields smaller sets but with higher computational costs than unconstrained ones.
Submission history
From: Amr Alanwar [view email][v1] Tue, 26 Jan 2021 13:53:48 UTC (432 KB)
[v2] Sun, 7 Nov 2021 13:27:09 UTC (1,359 KB)
[v3] Sun, 27 Mar 2022 14:38:54 UTC (628 KB)
Current browse context:
eess.SY
References & Citations
Bibliographic and Citation Tools
Bibliographic Explorer (What is the Explorer?)
Connected Papers (What is Connected Papers?)
Litmaps (What is Litmaps?)
scite Smart Citations (What are Smart Citations?)
Code, Data and Media Associated with this Article
alphaXiv (What is alphaXiv?)
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub (What is DagsHub?)
Gotit.pub (What is GotitPub?)
Hugging Face (What is Huggingface?)
Papers with Code (What is Papers with Code?)
ScienceCast (What is ScienceCast?)
Demos
Recommenders and Search Tools
Influence Flower (What are Influence Flowers?)
CORE Recommender (What is CORE?)
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.