Differential dynamic programming for optimal estimation
Marin Kobilarov, Duy-Nguyen Ta, Frank Dellaert
Abstract
This paper studies an optimization-based approach for solving optimal estimation and optimal control problems through a unified computational formulation. The goal is to perform trajectory estimation over extended past horizons and model-predictive control over future horizons by enforcing the same dynamics, control, and sensing constraints in both problems, and thus solving both problems with identical computational tools. Through such systematic estimation-control formulation we aim to improve the performance of autonomous systems such as agile robotic vehicles. This work focuses on sequential sweep trajectory optimization methods, and more specifically extends the method known as differential dynamic programming to the parameter-dependent setting in order to enable the solutions to general estimation and control problems.
BibTeX
@inproceedings{icra2015_differentialdyna,
title = {Differential dynamic programming for optimal estimation},
author = {Marin Kobilarov and Duy-Nguyen Ta and Frank Dellaert},
booktitle = {ICRA 2015},
year = {2015}
}