Exploration-Based Planning for Multiple-Target Search with Real-Drone Results.

Consider a drone that aims to find an unknown number of static targets at unknown positions as quickly as possible. A multi-target particle filter uses imperfect measurements of the target positions to update an intensity function that represents the expected number of targets. We propose a novel receding-horizon planner that selects the next position of the drone by maximizing an objective that combines exploration and target refinement. Confidently localized targets are saved and removed from consideration along with their future measurements. A controller with an obstacle-avoidance component is used to reach the desired waypoints. We demonstrate the performance of our approach through a series of simulations as well as via a real-robot experiment in which a Parrot Mambo drone searches from a constant altitude for targets located on the floor. Target measurements are obtained on-board the drone using segmentation in the camera image, while planning is done off-board. The sensor model is adapted to the application. Both in the simulations and in the experiments, the novel framework works better than the lawnmower and active-search baselines.

Controller design for TS models using delayed nonquadratic Lyapunov functions.

In the last few years, nonquadratic Lyapunov functions have been more and more frequently used in the analysis and controller design for Takagi-Sugeno fuzzy models. In this paper, we developed relaxed conditions for controller design using nonquadratic Lyapunov functions and delayed controllers and give a general framework for the use of such Lyapunov functions. The two controller design methods developed in this framework outperform and generalize current state-of-the-art methods. The proposed methods are extended to robust and H∞ control and α -sample variation.

Parametric Bayesian filters for nonlinear stochastic dynamical systems: a survey.

Nonlinear stochastic dynamical systems are commonly used to model physical processes. For linear and Gaussian systems, the Kalman filter is optimal in minimum mean squared error sense. However, for nonlinear or non-Gaussian systems, the estimation of states or parameters is a challenging problem. Furthermore, it is often required to process data online. Therefore, apart from being accurate, the feasible estimation algorithm also needs to be fast. In this paper, we review Bayesian filters that possess the aforementioned properties. Each filter is presented in an easy way to implement algorithmic form. We focus on parametric methods, among which we distinguish three types of filters: filters based on analytical approximations (extended Kalman filter, iterated extended Kalman filter), filters based on statistical approximations (unscented Kalman filter, central difference filter, Gauss-Hermite filter), and filters based on the Gaussian sum approximation (Gaussian sum filter). We discuss each of these filters, and compare them with illustrative examples.