Enhancement of the GUM method to dynamical systems · 8th Workshop on Analysis of Dynamic...

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8 th Workshop on Analysis of Dynamic Measurements, Turin, Italy – May 5-6 2014 Enhancement of the GUM method to dynamical systems Dr. Marco Wegener, Prof. Eckehard Schnieder, Federico Grasso Toro

Transcript of Enhancement of the GUM method to dynamical systems · 8th Workshop on Analysis of Dynamic...

  • 8th Workshop on Analysis of Dynamic Measurements, Turin, Italy – May 5-6 2014

    Enhancement of the GUM method to dynamical systems Dr. Marco Wegener, Prof. Eckehard Schnieder, Federico Grasso Toro

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 2

    Technische Universität Braunschweig

    Technische Universität Braunschweig

    Braunschweig

    NFF Braunschweig

    Carl Friedrich Gauss

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 3

    Technische Universität Braunschweig

    PTB Headquarter Braunschweig

    Physikalisch-Technische Bundesanstalt (PTB) The institution responsible for measurement standards and scientific metrology in Germany.

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 4

    Overview

    Motivation

    Summary of the GUM method

    Adaptation of the GUM method to dynamical systems

    Analysis of the system behaviour

    Examples

    Summary

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 5

    Motivation

    Situation: Real-time uncertainty information required in transportation

    Focussed (safety-relevant) applications:

    Advanced driver assistance systems GPS-based vehicle localisation with intelligent maps

    Track selective localisation Measured values are directly processed by dynamical systems

    Safety case demands uncertainty evaluation according to standards ⇒ Use of the “Guide to the Expression of Uncertainty in Measurement” (GUM)

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 6

    Motivation

    Problems:

    Time-dependent quantities Continuously varying measurement conditions Systems for data processing with internal memory

    ⇒ Not covered by the GUM

    Goal:

    Real-time uncertainty evaluation: With very limited on-board computing power In line with the GUM

    Approach:

    Adaptation of the GUM algorithm to dynamical systems in state-space

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 7

    1) Modelling of the measurement

    2) Determination of the input estimates

    3) Evaluation of the input uncertainties and covariances

    4) Calculation of the output estimates

    5) Calculation of the output uncertainty matrix

    Summary of the ISO GUM method From static to dynamical measuring systems

    Steps of the GUM algorithm Static Dynamic

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 8

    Adaptation of the ISO GUM method to dynamical systems

    Step IV: Calculation of the output estimates: Step V: Calculation of the output uncertainties and covariances:

    Problem: Methods from systems theory for an analytical examination of system’s

    properties cannot be applied ⇒ Transformation of the difference equation into common state-space required form

    Calculation of output estimates and output uncertainty matrix

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 9

    Difference equation to be transformed:

    Transformed difference equation:

    Matrix vectorisation

    Analysis of the system behaviour Transformation of the state uncertainty equation

    Kronecker product

    Transformation Theorem:

    , with

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 10

    Stability of the state uncertainty matrix

    The system represented by

    is asymptotically stable if holds of

    Equilibrium of the state uncertainty matrix Assuming asymptotic stability Assuming a constant input uncertainty

    Analysis of the system behaviour Examination of system properties

    Stability Theorem:

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 11

    Examples

    Input of first order low-pass filter

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 12

    Examples

    Output of first order low-pass filter

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 13

    Examples

    Input of double integrator

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 14

    Examples

    Output of double integrator

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 15

    Summary

    Problems: Increasing demand on standard compliant evaluations of time-varying measurement

    uncertainties

    Real-time uncertainty evaluation with very low computing complexity required

    Approach: Adaptation of the GUM algorithm to dynamical systems in state-space

    Results: Behaviour of uncertainties attributed to values processed by a dynamical system can be

    described by a dynamical system again

    Its transformation into state-space form allows analytical calculation of uncertainty matrix’s evolution over time

    Approach suitable for advanced applications in transportation e.g. on-board uncertainty evaluation of vehicle localisation

  • May 5 2014 | Federico Grasso Toro | Enhancement of the GUM method to dynamical systems | Slide 16

    Thank you

    Contact: Ing. Federico Grasso Toro

    Institute for Traffic Safety and Automation Engineering Technische Universität Braunschweig, Germany

    [email protected] www.iva.ing.tu-braunschweig.de Research project QualiSaR is funded by:

    www.qualisar.eu

    mailto:[email protected]://www.iva.ing.tu-bs.de/http://www.qualisar.eu/

    Enhancement of the GUM method to dynamical systemsTechnische Universität BraunschweigTechnische Universität BraunschweigOverviewMotivationMotivationSummary of the ISO GUM methodAdaptation of the ISO GUM method to dynamical systemsAnalysis of the system behaviourAnalysis of the system behaviourExamplesExamplesExamplesExamplesSummaryThank you