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Target tracking of surrounding vehicles is essential for collision avoidance in autonomous vehicles. Our approach to target tracking is based on causal numerical differentiation on relative position data to estimate relative velocity and acceleration. Causal numerical differentiation is useful for a wide range of estimation and control problems with application to robotics and autonomous systems. The present paper extends prior work on causal numerical differentiation based on retrospective cost input estimation (RCIE). Since the variance of the input-estimation error and its correlation with the state-estimation error (the sum of the variance and the correlation is denoted as $\widetilde{V}$) used in the Kalman filter update are unknown, the present paper considers an adaptive discrete-time Kalman filter, where $\widetilde{V}_k$ is updated at each time step $k$ to minimize the difference between the sample variance of the innovations and the variance of the innovations given by the Kalman filter. The performance of this approach is shown to reach the performance of numerical differentiation based on RCIE with the best possible fixed value of $\widetilde{V}_k$. The proposed method thus eliminates the need to determine the best possible fixed value for $\widetilde{V}_k$. Finally, RCIE with an adaptive Kalman filter is applied to target tracking of a vehicle using simulated data from CarSim.

Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they can be efficiently updated using recursive least squares (RLS) as new data is collected. Several works have studied the convergence of the input/output model coefficients identified using RLS under the assumption that the order of the identified model is the same as that of the true system. However, the case of model order mismatch is not as well addressed. This work begins by introducing the notion of \textit{equivalence} of input/output models of different orders. Next, this work analyzes online identification of input/output models in the case where the order of the identified model is higher than that of the true system. It is shown that, given persistently exciting data, the higher-order identified model converges to the model equivalent to the true system that minimizes the regularization term of RLS.

This paper presents subspace of information forgetting recursive least squares (SIFt-RLS), a directional forgetting algorithm which, at each step, forgets only in row space of the regressor matrix, or the \textit{information subspace}. As a result, SIFt-RLS tracks parameters that are in excited directions while not changing parameter estimation in unexcited directions. It is shown that SIFt-RLS guarantees an upper and lower bound of the covariance matrix, without assumptions of persistent excitation, and explicit bounds are given. Furthermore, sufficient conditions are given for the uniform Lyapunov stability and global uniform exponential stability of parameter estimation error in SIFt-RLS when estimating fixed parameters without noise. SIFt-RLS is compared to other RLS algorithms from the literature in a numerical example without persistently exciting data.

Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS) cost function, whose recursive minimizer gives the Kalman filter. KFLS is an extension of generalized forgetting recursive least squares (GF-RLS), a general framework which contains various extensions of RLS from the literature as special cases. This then implies that extensions of RLS are also special cases of the Kalman filter. Motivated by this connection, we propose an algorithm that combines extensions of RLS with the Kalman filter, resulting in a new class of adaptive Kalman filters. A numerical example shows that one such adaptive Kalman filter provides improved state estimation for a mass-spring-damper with intermittent, unmodeled collisions. This example suggests that such adaptive Kalman filtering may provide potential benefits for systems with non-classical disturbances.

Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, however, it is of interest to identify parameters in a matrix structure. In this case, a common approach is to transform the problem into standard vector form using the vectorization (vec) operator and the Kronecker product, known as vec-permutation. However, the use of the Kronecker product introduces extraneous zero terms in the regressor, resulting in unnecessary additional computational and space requirements. This work derives matrix BLS and RLS formulations which, under mild assumptions, minimize the same cost as the vec-permutation approach. This new approach requires less computational complexity and space complexity than vec-permutation in both BLS and RLS identification. It is also shown that persistent excitation guarantees convergence to the true matrix parameters. This method can used to improve computation time in the online identification of multiple-input, multiple-output systems for indirect adaptive model predictive control., Comment: Accepted to the IEEE Control Systems Letters

Absolute stability is a technique for analyzing the stability of Lur'e systems, which arise in diverse applications, such as oscillators with nonlinear damping or nonlinear stiffness. A special class of Lur'e systems consists of self-excited systems (SES), in which bounded oscillations arise from constant inputs. In many cases, SES can be stabilized by linear controllers, which motivates the present work, where the goal is to evaluate the effectiveness of adaptive model predictive control for Lur'e systems. In particular, the present paper considers predictive cost adaptive control (PCAC), which is equivalent to a linear, time-variant (LTV) controller. A closed-loop Lur'e system comprised of the positive feedback interconnection of the Lur'e system and the PCAC-based controller can thus be derived at each step. In this work, the circle and Tsypkin criteria are used to evaluate the absolute stability of the closed-loop Lur'e system, where the adaptive controller is viewed as instantaneously linear time-invariant. When the controller converges, the absolute stability criteria guarantee global asymptotic stability of the asymptotic closed-loop dynamics., Comment: 8 pages. arXiv admin note: text overlap with arXiv:2402.00346

Autopilots for fixed-wing aircraft are typically designed based on linearized aerodynamic models consisting of stability and control derivatives obtained from wind-tunnel testing. The resulting local controllers are then pieced together using gain scheduling. For applications in which the aerodynamics are unmodeled, the present paper proposes an autopilot based on predictive cost adaptive control (PCAC). As an indirect adaptive control extension of model predictive control, PCAC uses recursive least squares (RLS) with variable-rate forgetting for online, closed-loop system identification. At each time step, RLS-based system identification updates the coefficients of an input-output model whose order is a hyperparameter specified by the user. For MPC, the receding-horizon optimization can be performed by either the backward-propagating Riccati equation or quadratic programming. The present paper investigates the performance of PCAC for fixed-wing aircraft without the use of any aerodynamic modeling or offline/prior data collection.

Model predictive control (MPC) has been used successfully in diverse applications. As its name suggests, MPC requires a model for predictive optimization. The present paper focuses on the application of MPC to a Rijke tube, in which a heating source and acoustic dynamics interact to produce self-excited oscillations. Since the dynamics of a Rijke tube are difficult to model to a high level of accuracy, the implementation of MPC requires leveraging data from the physical setup as well as knowledge about thermoacoustics, which is labor intensive and requires domain expertise. With this motivation, the present paper uses predictive cost adaptive control (PCAC) for sampled-data control of an experimental Rijke-tube setup. PCAC performs online closed-loop linear model identification for receding-horizon optimization based on the backward propagating Riccati equation. In place of analytical modeling, open-loop experiments are used to create a simple emulation model, which is used for choosing PCAC hyperparameters. PCAC is applied to the Rijke-tube setup under various experimental scenarios.

This paper considers model predictive control of Hammerstein systems, where the linear dynamics are a priori unknown and the input nonlinearity is known. Predictive cost adaptive control (PCAC) is applied to this system using recursive least squares for online, closed-loop system identification with optimization over a receding horizon performed by quadratic programming (QP). In order to account for the input nonlinearity, the input matrix is defined to be control dependent, and the optimization is performed iteratively. This technique is applied to output stabilization of a chain of integrators with unknown dynamics under control saturation and deadzone input nonlinearity., Comment: arXiv admin note: text overlap with arXiv:2309.11589

Digital PID control requires a differencing operation to implement the D gain. In order to suppress the effects of noisy data, the traditional approach is to filter the data, where the frequency response of the filter is adjusted manually based on the characteristics of the sensor noise. The present paper considers the case where the characteristics of the sensor noise change over time in an unknown way. This problem is addressed by applying adaptive real-time numerical differentiation based on adaptive input and state estimation (AISE). The contribution of this paper is to extend AISE to include variable-rate forgetting with exponential resetting, which allows AISE to more rapidly respond to changing noise characteristics while enforcing the boundedness of the covariance matrix used in recursive least squares.

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be written in pseudo-linear form with state- and control-dependent coefficients. The main innovation is to apply quadratic programming iteratively over the horizon, where the predicted state trajectory is updated based on the updated control sequence. Output-feedback control is facilitated by using the block-observable canonical form for linear, time-varying dynamics. This control technique is illustrated on various numerical examples, including the Kapitza pendulum with slider-crank actuation, the nonholonomic integrator, the electromagnetically controlled oscillator, and the triple integrator with control-magnitude saturation., Comment: Submitted to 2024 American Control Conference

Sensor-fault detection is crucial for the safe operation of autonomous vehicles. This paper introduces a novel kinematics-based approach for detecting and identifying faulty sensors, which is model-independent, rule-free, and applicable to ground and aerial vehicles. This method, called kinematics-based sensor fault detection (KSFD), relies on kinematic relations, sensor measurements, and real-time single and double numerical differentiation. Using onboard data from radar, rate gyros, magnetometers, and accelerometers, KSFD uniquely identifies a single faulty sensor in real time. To achieve this, adaptive input and state estimation (AISE) is used for real-time single and double numerical differentiation of the sensor data, and the single and double transport theorems are used to evaluate the consistency of data. Unlike model-based and knowledge-based methods, KSFD relies solely on sensor signals, kinematic relations, and AISE for real-time numerical differentiation. For ground vehicles, KSFD requires six kinematics-based error metrics, whereas, for aerial vehicles, nine error metrics are used. Simulated and experimental examples are provided to evaluate the effectiveness of KSFD., Comment: 30 pages, 29 figures, submitted to Control Engineering Practice

Real-time numerical differentiation plays a crucial role in many digital control algorithms, such as PID control, which requires numerical differentiation to implement derivative action. This paper addresses the problem of numerical differentiation for real-time implementation with minimal prior information about the signal and noise using adaptive input and state estimation. Adaptive input estimation with adaptive state estimation (AIE/ASE) is based on retrospective cost input estimation, while adaptive state estimation is based on an adaptive Kalman filter in which the input-estimation error covariance and the measurement-noise covariance are updated online. The accuracy of AIE/ASE is compared numerically to several conventional numerical differentiation methods. Finally, AIE/ASE is applied to simulated vehicle position data generated from CarSim., Comment: This paper is under review at the International Journal of Control

This work presents generalized forgetting recursive least squares (GF-RLS), a generalization of recursive least squares (RLS) that encompasses many extensions of RLS as special cases. First, sufficient conditions are presented for the 1) Lyapunov stability, 2) uniform Lyapunov stability, 3) global asymptotic stability, and 4) global uniform exponential stability of parameter estimation error in GF-RLS when estimating fixed parameters without noise. Second, robustness guarantees are derived for the estimation of time-varying parameters in the presence of measurement noise and regressor noise. These robustness guarantees are presented in terms of global uniform ultimate boundedness of the parameter estimation error. A specialization of this result gives a bound to the asymptotic bias of least squares estimators in the errors-in-variables problem. Lastly, a survey is presented to show how GF-RLS can be used to analyze various extensions of RLS from the literature., Comment: Accepted to the IEEE Transactions on Automatic Control. Scheduled to appear in the 2024 November issue

Self-excited systems (SES) arise in numerous applications, such as fluid-structure interaction, combustion, and biochemical systems. In support of system identification and digital control of SES, this paper analyzes discrete-time Lur'e models with affinely constrained, piecewise-C1 feedback nonlinearities. The main result provides sufficient conditions under which a discrete-time Lur'e model is self-excited in the sense that its response is 1) bounded for all initial conditions, and 2) nonconvergent for almost all initial conditions., Comment: 12 pages, 12 figures, under review

This paper modifies an adaptive multicopter autopilot to mitigate instabilities caused by adaptive parameter drift and presents simulation and experimental results to validate the modified autopilot. The modified adaptive controller is obtained by including a static nonlinearity in the adaptive loop, updated by the retrospective cost adaptive control algorithm. It is shown in simulation and physical test experiments that the adaptive autopilot with proposed modifications can continually improve the fixed-gain autopilot as well as prevent the drift of the adaptive parameters, thus improving the robustness of the adaptive autopilot., Comment: 6 pages, 16 figures, submitted to IROS 2023

This paper presents an adaptive autopilot for fixed-wing aircraft and compares its performance with a fixed-gain autopilot. The adaptive autopilot is constructed by augmenting the autopilot architecture with adaptive control laws that are updated using retrospective cost adaptive control. In order to investigate the performance of the adaptive autopilot, the default gains of the fixed-gain autopilot are scaled to degrade its performance. This scenario provides a venue for determining the ability of the adaptive autopilot to compensate for the degraded fixed-gain autopilot. Next, the performance of the adaptive autopilot is examined under failure conditions by simulating a scenario where one of the control surfaces is assumed to be stuck at an unknown angle. The adaptive autopilot is also tested in physical flight experiments under degraded-nominal conditions, and the resulting performance improvement is examined., Comment: 8 pages, submitted to 2023 American Control Conference (ACC). arXiv admin note: substantial text overlap with arXiv:2110.11390

The most accurate version of the unscented Kalman filter (UKF) involves the construction of two ensembles. To reduce computational cost, however, UKF is often implemented without the second ensemble. This simplification comes at a price, however, since, for linear systems, the one-step variation of the two-step UKF does not specialize to the classical Kalman filter, with an associated loss of accuracy. This paper remedies this drawback by developing a modified one-step UKF that recovers the classical Kalman filter for linear systems. Numerical examples show that the modified one-step UKF also recovers the accuracy of the two-step UKF in nonlinear systems with linear outputs., Comment: To appear in the proceedings of CDC2022. arXiv admin note: text overlap with arXiv:2104.00736

This chapter reviews standard parameter-estimation techniques and presents a novel gradient-, ensemble-, adjoint-free data-driven parameter estimation technique in the DDDAS framework. This technique, called retrospective cost parameter estimation (RCPE), is motivated by large-scale complex estimation models characterized by high-dimensional nonlinear dynamics, nonlinear parameterizations, and representational models. RCPE is illustrated by estimating unknown parameters in three examples. In the first example, salient features of RCPE are investigated by considering parameter estimation problem in a low-order nonlinear system. In the second example, RCPE is used to estimate the convective coefficient and the viscosity in the generalized Burgers equation by using a scalar measurement. In the final example, RCPE is used to estimate thermal conductivity coefficients that relate temporal temperature variation with the vertical gradient of the temperature in the atmosphere.

This paper develops an adaptive digital autopilot for a fixed-wing aircraft and compares its performance with a fixed-gain autopilot. The adaptive digital autopilot is constructed by augmenting the autopilot architecture implemented in PX4 flight stack with adaptive digital control laws that are updated using the retrospective cost adaptive control algorithm. In order to investigate the performance of the adaptive digital autopilot, the default gains of the fixed-gain autopilot are scaled down to degrade its performance. This scenario provides a venue for determining the ability of the adaptive digital autopilot to compensate for the detuned fixed-gain autopilot. Next, the performance of the adaptive autopilot is examined under failure conditions by simulating a scenario where one of the control surfaces is assumed to be stuck at an unknown angular position. The adaptive digital autopilot is tested in simulation, and the resulting performance improvements are examined., Comment: 6 pages, 11 figures, submitted to ACC 2022

Self-excited systems arise in numerous applications, such as biochemical systems, fluid-structure interaction, and combustion. This paper analyzes a discrete-time Lur'e system with a piecewise-linear saturation feedback nonlinearity. The main result provides sufficient conditions under which the Lur'e system is self-excited in the sense that its response is bounded and nonconvergent., Comment: Submitted to Systems & Control Letters, 12 pages, 7 figures

Within the context of recursive least squares (RLS) parameter estimation, the goal of the present paper is to study the effect of regularization-induced bias on the transient and asymptotic accuracy of the parameter estimates. We consider this question in three stages. First, we consider regression with random data, in which case persistency is guaranteed. Next, we apply RLS to finite-impulse-response (FIR) system identification and, finally, to infinite-impulse-response (IIR) system identification. For each case, we relate the condition number of the regressor matrix to the transient response and rate of convergence of the parameter estimates.

Although the unscented Kalman filter (UKF) is applicable to nonlinear systems, it turns out that, for linear systems, UKF does not specialize to the classical Kalman filter. This situation suggests that it may be advantageous to modify UKF in such a way that, for linear systems, the Kalman filter is recovered. The ultimate goal is thus to develop modifications of UKF that specialize to the Kalman filter for linear systems and have improved accuracy for nonlinear systems. With this motivation, this paper presents two modifications of UKF that specialize to the Kalman filter for linear systems. The first modification (EUKF-A) requires the Jacobian of the dynamics map, whereas the second modification (EUKF-C) requires the Jacobian of the measurement map. For various nonlinear examples, the accuracy of EUKF-A and EUKF-C is compared to the accuracy of UKF., Comment: Submitted to CDC 2021

Unlike fixed-gain robust control, which trades off performance with modeling uncertainty, direct adaptive control uses partial modeling information for online tuning. The present paper combines retrospective cost adaptive control (RCAC), a direct adaptive control technique for sampled-data systems, with online system identification based on recursive least squares (RLS) with variable-rate forgetting (VRF). The combination of RCAC and RLS-VRF constitutes data-driven RCAC (DDRCAC), where the online system identification is used to construct the target model, which defines the retrospective performance variable. This paper investigates the ability of RLS-VRF to provide the modeling information needed for the target model, especially nonminimum-phase (NMP) zeros. DDRCAC is applied to single-input, single-output (SISO) and multiple-input, multiple-output (MIMO) numerical examples with unknown NMP zeros, as well as several flight control problems, namely, unknown transition from minimum-phase to NMP lateral dynamics, flexible modes, flutter, and nonlinear planar missile dynamics., Comment: 60 pages, 28 figures, accepted by AIAA Journal of Guidance, Control, and Dynamics

Model predictive control (MPC) is a widely used modern control technique with numerous successful application in diverse areas. Much of this success is due to the ability of MPC to enforce state and control constraints, which are crucial in many applications of control. In order to avoid the need for an observer, output-feedback model predictive control with online identification (OFMPCOI) uses the block observable canonical form whose state consists of past values of the control inputs and measured outputs. Online identification is performed using recursive least squares (RLS) with variable-rate forgetting. The article describes the algorithmic details of OFMPCOI and numerically investigates its performance through a collection of numerical examples that highlight various control challenges, such as model order uncertainty, sensor noise, prediction horizon, stabilization, magnitude and move-size saturation, and stabilization. The numerical examples are used to probe the performance of OFMPCOI in terms of persistency, consistency, and exigency. Since OFMPCOI does not employ a separate control perturbation to enhance persistency, the focus is on self-generated persistency during transient operation. For closed-loop identification using RLS, sensor noise gives rise to bias in the identified model, and the goal is to determine the effect of the lack of consistency. Finally, the numerical examples reveal exigency, which is the extent to which the online identification emphasizes model characteristics that are most relevant to meeting performance objectives., Comment: 61 pages, 27 figures, "T. W. Nguyen, S. A. Ul Islam, A. L. Bruce, A. Goel, D. S. Bernstein and I. V. Kolmanovsky, "Output-Feedback RLS-Based Model Predictive Control*," 2020 American Control Conference (ACC), Denver, CO, USA, 2020, pp. 2395-2400, doi: 10.23919/ACC45564.2020.9148011."

Self-excited systems arise in many applications, such as biochemical systems, mechanical systems with fluid-structure interaction, and fuel-driven systems with combustion dynamics. This paper presents a Lur'e model that exhibits biased self-excited oscillations under constant inputs. The model involves asymptotically stable linear dynamics, time delay, a washout filter, and a saturation nonlinearity. For all sufficiently large scalings of the loop transfer function, these components cause divergence under small signal levels and decay under large signal amplitudes, thus producing an oscillatory response. A bias-generation mechanism is used to specify the mean of the oscillation. The main contribution of the paper is a detailed analysis of a discrete-time version of this model., Comment: Submitted to IEEE Transactions on Automatic Control, 13 pages, 20 figures

A recursive least squares algorithm with variable rate forgetting (VRF) is derived by minimizing a quadratic cost function.Under persistent excitation and boundedness of the forgetting factor, the minimizer given by VRF is shown to converge to the true parameters. In addition, under persistent excitation and with noisy measurements, where the noise is uncorrelated with the regressor, conditions are given under which the minimizer given by VRF is a consistent estimator of the true parameters.The results are illustrated by a numerical example involving abruptly changing parameters., Comment: Submitted to Automatica