Tikhonov-Galerkin stochastic system identification in SO(3)

Marc J. Piggott; Victor Solo

ICASSP 2015accepted0 citations

Tikhonov-Galerkin stochastic system identification in SO(3)

Abstract

We consider estimation of the angular velocity of a satellite undergoing noisy process dynamics. Modelling the attitude as a diffusion process evolving in SO(3), we propose an offline nonparametric estimator of the angular velocity over an interval based on noise free observations of the attitude. This is an ill-posed problem, and Tikhonov regularization is employed along with a Fourier-Galerkin method to solve the resulting stochastic Euler equation. A geometry preserving numerical scheme is proposed to simulate the attitude dynamics. Simulations are given which provide heuristics for choosing the regularization parameter in different SNR scenarios.

BibTeX

@inproceedings{icassp2015_tikhonovgalerkin,
  title = {Tikhonov-Galerkin stochastic system identification in SO(3)},
  author = {Marc J. Piggott and Victor Solo},
  booktitle = {ICASSP 2015},
  year = {2015}
}