Brian L. Stevens

Bio: Brian L. Stevens is an academic researcher from Georgia Institute of Technology. The author has contributed to research in topics: Adaptive control & Aircraft dynamic modes. The author has an hindex of 4, co-authored 14 publications receiving 3162 citations.

Aircraft Control and Simulation

Abstract: Equations of Motion Building the Aircraft Model Basic Analytical and Computational Tools Aircraft Dynamics and Classical Design Techniques Modern Design Techniques Robustness and Multivariable Frequency-Domain Techniques Digital Control Appendices Index.

Aircraft Control and Simulation: Dynamics, Controls Design, and Autonomous Systems

Abstract: 1 The Kinematics and Dynamics of Aircraft Motion 2 Modeling the Aircraft 3 Modeling, Design, and Simulation Tools 4 Aircraft Dynamics and Classical Control Design 5 Modern Design Techniques 6 Robustness and Multivariable Frequency-Domain Techniques 7 Digital Control 8 Modeling and Simulation of Miniature Aerial Vehicles 9 Adaptive Control With Application to Miniature Aerial Vehicles

Loop Shaping with Output Feedback

Abstract: It is shown how to use output feedback design in the frequency domain to achieve desired robustness and performance criteria. A low-frequency bound is derived which shows the robustness of the design to plant parameter variations, and can therefore be used to help minimize the number of gain-scheduling points.

Handbook of Marine Craft Hydrodynamics and Motion Control: Fossen/Handbook of Marine Craft Hydrodynamics and Motion Control

Abstract: The technology of hydrodynamic modeling and marine craft motion control systems has progressed greatly in recent years. This timely survey includes the latest tools for analysis and design of advanced guidance, navigation and control systems and presents new material on underwater vehicles and surface vessels. Each section presents numerous case studies and applications, providing a practical understanding of how model-based motion control systems are designed.

Sigma-point kalman filters for probabilistic inference in dynamic state-space models

Abstract: Probabilistic inference is the problem of estimating the hidden variables (states or parameters) of a system in an optimal and consistent fashion as a set of noisy or incomplete observations of the system becomes available online. The optimal solution to this problem is given by the recursive Bayesian estimation algorithm which recursively updates the posterior density of the system state as new observations arrive. This posterior density constitutes the complete solution to the probabilistic inference problem, and allows us to calculate any “optimal” estimate of the state. Unfortunately, for most real-world problems, the optimal Bayesian recursion is intractable and approximate solutions must be used. Within the space of approximate solutions, the extended Kalman filter (EKF) has become one of the most widely used algorithms with applications in state, parameter and dual estimation. Unfortunately, the EKF is based on a sub-optimal implementation of the recursive Bayesian estimation framework applied to Gaussian random variables. This can seriously affect the accuracy or even lead to divergence of any inference system that is based on the EKF or that uses the EKF as a component part. Recently a number of related novel, more accurate and theoretically better motivated algorithmic alternatives to the EKF have surfaced in the literature, with specific application to state estimation for automatic control. We have extended these algorithms, all based on derivativeless deterministic sampling based approximations of the relevant Gaussian statistics, to a family of algorithms called Sigma-Point Kalman Filters (SPKF). Furthermore, we successfully expanded the use of this group of algorithms (SPKFs) within the general field of probabilistic inference and machine learning, both as stand-alone filters and as subcomponents of more powerful sequential Monte Carlo methods (particle filters). We have consistently shown that there are large performance benefits to be gained by applying Sigma-Point Kalman filters to areas where EKFs have been used as the de facto standard in the past, as well as in new areas where the use of the EKF is impossible.

Discrete-Time Nonlinear HJB Solution Using Approximate Dynamic Programming: Convergence Proof

Abstract: Convergence of the value-iteration-based heuristic dynamic programming (HDP) algorithm is proven in the case of general nonlinear systems. That is, it is shown that HDP converges to the optimal control and the optimal value function that solves the Hamilton-Jacobi-Bellman equation appearing in infinite-horizon discrete-time (DT) nonlinear optimal control. It is assumed that, at each iteration, the value and action update equations can be exactly solved. The following two standard neural networks (NN) are used: a critic NN is used to approximate the value function, whereas an action network is used to approximate the optimal control policy. It is stressed that this approach allows the implementation of HDP without knowing the internal dynamics of the system. The exact solution assumption holds for some classes of nonlinear systems and, specifically, in the specific case of the DT linear quadratic regulator (LQR), where the action is linear and the value quadratic in the states and NNs have zero approximation error. It is stressed that, for the LQR, HDP may be implemented without knowing the system A matrix by using two NNs. This fact is not generally appreciated in the folklore of HDP for the DT LQR, where only one critic NN is generally used.

Gaussian Process Latent Variable Models for Visualisation of High Dimensional Data

Abstract: In this paper we introduce a new underlying probabilistic model for principal component analysis (PCA). Our formulation interprets PCA as a particular Gaussian process prior on a mapping from a latent space to the observed data-space. We show that if the prior's covariance function constrains the mappings to be linear the model is equivalent to PCA, we then extend the model by considering less restrictive covariance functions which allow non-linear mappings. This more general Gaussian process latent variable model (GPLVM) is then evaluated as an approach to the visualisation of high dimensional data for three different data-sets. Additionally our non-linear algorithm can be further kernelised leading to 'twin kernel PCA' in which a mapping between feature spaces occurs.