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Sample records for kalman estimation applied

  1. Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

    Science.gov (United States)

    Song, Xuegang; Zhang, Yuexin; Liang, Dakai

    2017-10-10

    This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

  2. Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter

    Directory of Open Access Journals (Sweden)

    Xuegang Song

    2017-10-01

    Full Text Available This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

  3. Kalman filter to update forest cover estimates

    Science.gov (United States)

    Raymond L. Czaplewski

    1990-01-01

    The Kalman filter is a statistical estimator that combines a time-series of independent estimates, using a prediction model that describes expected changes in the state of a system over time. An expensive inventory can be updated using model predictions that are adjusted with more recent, but less expensive and precise, monitoring data. The concepts of the Kalman...

  4. A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

    Science.gov (United States)

    Celaya, Jose R.; Saxen, Abhinav; Goebel, Kai

    2012-01-01

    This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

  5. A Performance Comparison Between Extended Kalman Filter and Unscented Kalman Filter in Power System Dynamic State Estimation

    DEFF Research Database (Denmark)

    Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth

    2016-01-01

    Dynamic State Estimation (DSE) is a critical tool for analysis, monitoring and planning of a power system. The concept of DSE involves designing state estimation with Extended Kalman Filter (EKF) or Unscented Kalman Filter (UKF) methods, which can be used by wide area monitoring to improve......-linear state estimator is developed in MatLab to solve states by applying the unscented Kalman filter (UKF) and Extended Kalman Filter (EKF) algorithm. Finally, a DSE model is built for a 14 bus power system network to evaluate the proposed algorithm for the networks.This article will focus on comparing...

  6. The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor

    OpenAIRE

    Erna Apriliani; Dieky Adzkiya; Arief Baihaqi

    2011-01-01

    Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ense...

  7. Fire spread estimation on forest wildfire using ensemble kalman filter

    Science.gov (United States)

    Syarifah, Wardatus; Apriliani, Erna

    2018-04-01

    Wildfire is one of the most frequent disasters in the world, for example forest wildfire, causing population of forest decrease. Forest wildfire, whether naturally occurring or prescribed, are potential risks for ecosystems and human settlements. These risks can be managed by monitoring the weather, prescribing fires to limit available fuel, and creating firebreaks. With computer simulations we can predict and explore how fires may spread. The model of fire spread on forest wildfire was established to determine the fire properties. The fire spread model is prepared based on the equation of the diffusion reaction model. There are many methods to estimate the spread of fire. The Kalman Filter Ensemble Method is a modified estimation method of the Kalman Filter algorithm that can be used to estimate linear and non-linear system models. In this research will apply Ensemble Kalman Filter (EnKF) method to estimate the spread of fire on forest wildfire. Before applying the EnKF method, the fire spread model will be discreted using finite difference method. At the end, the analysis obtained illustrated by numerical simulation using software. The simulation results show that the Ensemble Kalman Filter method is closer to the system model when the ensemble value is greater, while the covariance value of the system model and the smaller the measurement.

  8. Longitudinal Factor Score Estimation Using the Kalman Filter.

    Science.gov (United States)

    Oud, Johan H.; And Others

    1990-01-01

    How longitudinal factor score estimation--the estimation of the evolution of factor scores for individual examinees over time--can profit from the Kalman filter technique is described. The Kalman estimates change more cautiously over time, have lower estimation error variances, and reproduce the LISREL program latent state correlations more…

  9. Fractional kalman filter to estimate the concentration of air pollution

    Science.gov (United States)

    Vita Oktaviana, Yessy; Apriliani, Erna; Khusnul Arif, Didik

    2018-04-01

    Air pollution problem gives important effect in quality environment and quality of human’s life. Air pollution can be caused by nature sources or human activities. Pollutant for example Ozone, a harmful gas formed by NOx and volatile organic compounds (VOCs) emitted from various sources. The air pollution problem can be modeled by TAPM-CTM (The Air Pollution Model with Chemical Transport Model). The model shows concentration of pollutant in the air. Therefore, it is important to estimate concentration of air pollutant. Estimation method can be used for forecast pollutant concentration in future and keep stability of air quality. In this research, an algorithm is developed, based on Fractional Kalman Filter to solve the model of air pollution’s problem. The model will be discretized first and then it will be estimated by the method. The result shows that estimation of Fractional Kalman Filter has better accuracy than estimation of Kalman Filter. The accuracy was tested by applying RMSE (Root Mean Square Error).

  10. Instantaneous spectrum estimation of earthquake ground motions based on unscented Kalman filter method

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Representing earthquake ground motion as time varying ARMA model, the instantaneous spectrum can only be determined by the time varying coefficients of the corresponding ARMA model. In this paper, unscented Kalman filter is applied to estimate the time varying coefficients. The comparison between the estimation results of unscented Kalman filter and Kalman filter methods shows that unscented Kalman filter can more precisely represent the distribution of the spectral peaks in time-frequency plane than Kalman filter, and its time and frequency resolution is finer which ensures its better ability to track the local properties of earthquake ground motions and to identify the systems with nonlinearity or abruptness. Moreover, the estimation results of ARMA models with different orders indicate that the theoretical frequency resolving power ofARMA model which was usually ignored in former studies has great effect on the estimation precision of instantaneous spectrum and it should be taken as one of the key factors in order selection of ARMA model.

  11. Distributed Dynamic State Estimation with Extended Kalman Filter

    Energy Technology Data Exchange (ETDEWEB)

    Du, Pengwei; Huang, Zhenyu; Sun, Yannan; Diao, Ruisheng; Kalsi, Karanjit; Anderson, Kevin K.; Li, Yulan; Lee, Barry

    2011-08-04

    Increasing complexity associated with large-scale renewable resources and novel smart-grid technologies necessitates real-time monitoring and control. Our previous work applied the extended Kalman filter (EKF) with the use of phasor measurement data (PMU) for dynamic state estimation. However, high computation complexity creates significant challenges for real-time applications. In this paper, the problem of distributed dynamic state estimation is investigated. One domain decomposition method is proposed to utilize decentralized computing resources. The performance of distributed dynamic state estimation is tested on a 16-machine, 68-bus test system.

  12. Applying Kalman filtering to investigate tropospheric effects in VLBI

    Science.gov (United States)

    Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Heinkelmann, Robert; Liu, Li; Lu, Cuixian; Andres Mora-Diaz, Julian; Raposo-Pulido, Virginia; Xu, Minghui; Schuh, Harald

    2014-05-01

    Very Long Baseline Interferometry (VLBI) currently provides results, e.g., estimates of the tropospheric delays, with a delay of more than two weeks. In the future, with the coming VLBI2010 Global Observing System (VGOS) and increased usage of electronic data transfer, it is planned that the time between observations and results is decreased. This may, for instance, allow the integration of VLBI-derived tropospheric delays into numerical weather prediction models. Therefore, future VLBI analysis software packages need to be able to process the observational data autonomously in near real-time. For this purpose, we have extended the Vienna VLBI Software (VieVS) by a Kalman filter module. This presentation describes the filter and discusses its application for tropospheric studies. Instead of estimating zenith wet delays as piece-wise linear functions in a least-squares adjustment, the Kalman filter allows for more sophisticated stochastic modeling. We start with a random walk process to model the time-dependent behavior of the zenith wet delays. Other possible approaches include the stochastic model described by turbulence theory, e.g. the model by Treuhaft and Lanyi (1987). Different variance-covariance matrices of the prediction error, depending on the time of the year and the geographic latitude, have been tested. In winter and closer to the poles, lower variances and covariances are appropriate. The horizontal variations in tropospheric delays have been investigated by comparing three different strategies: assumption of a horizontally stratified troposphere, using north and south gradients modeled, e.g., as Gauss-Markov processes, and applying a turbulence model assuming correlations between observations in different azimuths. By conducting Monte-Carlo simulations of current standard VLBI networks and of future VGOS networks, the different tropospheric modeling strategies are investigated. For this purpose, we use the simulator module of VieVS which takes into

  13. Kalman filter estimation of RLC parameters for UMP transmission line

    Directory of Open Access Journals (Sweden)

    Mohd Amin Siti Nur Aishah

    2018-01-01

    Full Text Available This paper present the development of Kalman filter that allows evaluation in the estimation of resistance (R, inductance (L, and capacitance (C values for Universiti Malaysia Pahang (UMP short transmission line. To overcome the weaknesses of existing system such as power losses in the transmission line, Kalman Filter can be a better solution to estimate the parameters. The aim of this paper is to estimate RLC values by using Kalman filter that in the end can increase the system efficiency in UMP. In this research, matlab simulink model is developed to analyse the UMP short transmission line by considering different noise conditions to reprint certain unknown parameters which are difficult to predict. The data is then used for comparison purposes between calculated and estimated values. The results have illustrated that the Kalman Filter estimate accurately the RLC parameters with less error. The comparison of accuracy between Kalman Filter and Least Square method is also presented to evaluate their performances.

  14. Stock price estimation using ensemble Kalman Filter square root method

    Science.gov (United States)

    Karya, D. F.; Katias, P.; Herlambang, T.

    2018-04-01

    Shares are securities as the possession or equity evidence of an individual or corporation over an enterprise, especially public companies whose activity is stock trading. Investment in stocks trading is most likely to be the option of investors as stocks trading offers attractive profits. In determining a choice of safe investment in the stocks, the investors require a way of assessing the stock prices to buy so as to help optimize their profits. An effective method of analysis which will reduce the risk the investors may bear is by predicting or estimating the stock price. Estimation is carried out as a problem sometimes can be solved by using previous information or data related or relevant to the problem. The contribution of this paper is that the estimates of stock prices in high, low, and close categorycan be utilized as investors’ consideration for decision making in investment. In this paper, stock price estimation was made by using the Ensemble Kalman Filter Square Root method (EnKF-SR) and Ensemble Kalman Filter method (EnKF). The simulation results showed that the resulted estimation by applying EnKF method was more accurate than that by the EnKF-SR, with an estimation error of about 0.2 % by EnKF and an estimation error of 2.6 % by EnKF-SR.

  15. Vehicle Sideslip Angle Estimation Based on Hybrid Kalman Filter

    Directory of Open Access Journals (Sweden)

    Jing Li

    2016-01-01

    Full Text Available Vehicle sideslip angle is essential for active safety control systems. This paper presents a new hybrid Kalman filter to estimate vehicle sideslip angle based on the 3-DoF nonlinear vehicle dynamic model combined with Magic Formula tire model. The hybrid Kalman filter is realized by combining square-root cubature Kalman filter (SCKF, which has quick convergence and numerical stability, with square-root cubature based receding horizon Kalman FIR filter (SCRHKF, which has robustness against model uncertainty and temporary noise. Moreover, SCKF and SCRHKF work in parallel, and the estimation outputs of two filters are merged by interacting multiple model (IMM approach. Experimental results show the accuracy and robustness of the hybrid Kalman filter.

  16. BWR level estimation using Kalman Filtering approach

    International Nuclear Information System (INIS)

    Garner, G.; Divakaruni, S.M.; Meyer, J.E.

    1986-01-01

    Work is in progress on development of a system for Boiling Water Reactor (BWR) vessel level validation and failure detection. The levels validated include the liquid level both inside and outside the core shroud. This work is a major part of a larger effort to develop a complete system for BWR signal validation. The demonstration plant is the Oyster Creek BWR. Liquid level inside the core shroud is not directly measured during full power operation. This level must be validated using measurements of other quantities and analytic models. Given the available sensors, analytic models for level that are based on mass and energy balances can contain open integrators. When such a model is driven by noisy measurements, the model predicted level will deviate from the true level over time. To validate the level properly and to avoid false alarms, the open integrator must be stabilized. In addition, plant parameters will change slowly with time. The respective model must either account for these plant changes or be insensitive to them to avoid false alarms and maintain sensitivity to true failures of level instrumentation. Problems are addressed here by combining the extended Kalman Filter and Parity Space Decision/Estimator. The open integrator is stabilized by integrating from the validated estimate at the beginning of each sampling interval, rather than from the model predicted value. The model is adapted to slow plant/sensor changes by updating model parameters on-line

  17. Kalman Filter for Spinning Spacecraft Attitude Estimation

    Science.gov (United States)

    Markley, F. Landis; Sedlak, Joseph E.

    2008-01-01

    This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

  18. Kalman filtering applied to a reagent feed system

    International Nuclear Information System (INIS)

    Griffin, C.D.; Croson, D.V.; Feeley, J.J.

    1988-01-01

    Using a Kalman filter solves a troublesome measurement noise problem and, at the same time, improves nuclear safety by detecting leaks to the process' feed tanks. To demonstrate how this technology of optimal estimation can be exploited, this article presents a systematic plan and example of how a Kalman filter was proven in industrial use on a reagent analyzer. A process to recycle uranium from spent fuel elements uses a reagent stream containing boron to dissolve the fuel. The boron is the neutron poison that prevents a nuclear chain reaction during the uranium dissolution. The purpose of the Kalman filter for this system is to reduce the uncertainty in the boron concentration measurement. The filter also provides incipient fault detection by estimating the unmeasured state of any unpoisoned solution, which would dilute the boron solution, entering the feed vessel

  19. Star-sensor-based predictive Kalman filter for satelliteattitude estimation

    Institute of Scientific and Technical Information of China (English)

    林玉荣; 邓正隆

    2002-01-01

    A real-time attitude estimation algorithm, namely the predictive Kalman filter, is presented. This algorithm can accurately estimate the three-axis attitude of a satellite using only star sensor measurements. The implementation of the filter includes two steps: first, predicting the torque modeling error, and then estimating the attitude. Simulation results indicate that the predictive Kalman filter provides robust performance in the presence of both significant errors in the assumed model and in the initial conditions.

  20. Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

    Directory of Open Access Journals (Sweden)

    Xi Liu

    2016-09-01

    Full Text Available A new algorithm called maximum correntropy unscented Kalman filter (MCUKF is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC, the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

  1. Kalman filter data assimilation: targeting observations and parameter estimation.

    Science.gov (United States)

    Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

    2014-06-01

    This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

  2. Kalman filter data assimilation: Targeting observations and parameter estimation

    International Nuclear Information System (INIS)

    Bellsky, Thomas; Kostelich, Eric J.; Mahalov, Alex

    2014-01-01

    This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation

  3. Power system static state estimation using Kalman filter algorithm

    Directory of Open Access Journals (Sweden)

    Saikia Anupam

    2016-01-01

    Full Text Available State estimation of power system is an important tool for operation, analysis and forecasting of electric power system. In this paper, a Kalman filter algorithm is presented for static estimation of power system state variables. IEEE 14 bus system is employed to check the accuracy of this method. Newton Raphson load flow study is first carried out on our test system and a set of data from the output of load flow program is taken as measurement input. Measurement inputs are simulated by adding Gaussian noise of zero mean. The results of Kalman estimation are compared with traditional Weight Least Square (WLS method and it is observed that Kalman filter algorithm is numerically more efficient than traditional WLS method. Estimation accuracy is also tested for presence of parametric error in the system. In addition, numerical stability of Kalman filter algorithm is tested by considering inclusion of zero mean errors in the initial estimates.

  4. Motion estimation using point cluster method and Kalman filter.

    Science.gov (United States)

    Senesh, M; Wolf, A

    2009-05-01

    The most frequently used method in a three dimensional human gait analysis involves placing markers on the skin of the analyzed segment. This introduces a significant artifact, which strongly influences the bone position and orientation and joint kinematic estimates. In this study, we tested and evaluated the effect of adding a Kalman filter procedure to the previously reported point cluster technique (PCT) in the estimation of a rigid body motion. We demonstrated the procedures by motion analysis of a compound planar pendulum from indirect opto-electronic measurements of markers attached to an elastic appendage that is restrained to slide along the rigid body long axis. The elastic frequency is close to the pendulum frequency, as in the biomechanical problem, where the soft tissue frequency content is similar to the actual movement of the bones. Comparison of the real pendulum angle to that obtained by several estimation procedures--PCT, Kalman filter followed by PCT, and low pass filter followed by PCT--enables evaluation of the accuracy of the procedures. When comparing the maximal amplitude, no effect was noted by adding the Kalman filter; however, a closer look at the signal revealed that the estimated angle based only on the PCT method was very noisy with fluctuation, while the estimated angle based on the Kalman filter followed by the PCT was a smooth signal. It was also noted that the instantaneous frequencies obtained from the estimated angle based on the PCT method is more dispersed than those obtained from the estimated angle based on Kalman filter followed by the PCT method. Addition of a Kalman filter to the PCT method in the estimation procedure of rigid body motion results in a smoother signal that better represents the real motion, with less signal distortion than when using a digital low pass filter. Furthermore, it can be concluded that adding a Kalman filter to the PCT procedure substantially reduces the dispersion of the maximal and minimal

  5. A Kalman-filter estimate of the tidal harmonic constants

    International Nuclear Information System (INIS)

    Morsetti, R.

    1983-01-01

    A Kalman-filter estimate of the tidal harmonic constants is proposed in order to take into account their stochastic behaviour. The filter algorithm has been applied to a state-space model of a stochastic system in which the state is defined by the harmonic constants themselves. The results, analysing Trieste sea-level data, have demonstrated that this approach is very suitable for such a purpose, since good estimates and excellent resolution capabilities have been obtained. Furthermore, this method can be very useful also from a practical point of view because real-time computation of the harmonic constants can be developed where an opportune sea-level data acquisition system is available. In conclusion, this paper has emphasized that tidal harmonic constants have to be treated like random variables and, in consequence, new method of analysis can be used

  6. Adaptive Kalman Filter Applied to Vision Based Head Gesture Tracking for Playing Video Games

    Directory of Open Access Journals (Sweden)

    Mohammadreza Asghari Oskoei

    2017-11-01

    Full Text Available This paper proposes an adaptive Kalman filter (AKF to improve the performance of a vision-based human machine interface (HMI applied to a video game. The HMI identifies head gestures and decodes them into corresponding commands. Face detection and feature tracking algorithms are used to detect optical flow produced by head gestures. Such approaches often fail due to changes in head posture, occlusion and varying illumination. The adaptive Kalman filter is applied to estimate motion information and reduce the effect of missing frames in a real-time application. Failure in head gesture tracking eventually leads to malfunctioning game control, reducing the scores achieved, so the performance of the proposed vision-based HMI is examined using a game scoring mechanism. The experimental results show that the proposed interface has a good response time, and the adaptive Kalman filter improves the game scores by ten percent.

  7. Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

    Science.gov (United States)

    Simon, Dan; Simon, Donald L.

    2005-01-01

    Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.

  8. An Adaptive Estimation of Forecast Error Covariance Parameters for Kalman Filtering Data Assimilation

    Institute of Scientific and Technical Information of China (English)

    Xiaogu ZHENG

    2009-01-01

    An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assimilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model (Burgers' equation model) is used to demonstrate the efficacy of the proposed approach.

  9. On-line structural response analysis: using the extended Kalman estimator/identifier

    International Nuclear Information System (INIS)

    Candy, J.V.

    1979-01-01

    This report disucsses the development of on-line state and parameter estimators used to analyze the structural response of buildings. The estimator/identifier is an extended Kalman filter (EKF), which has been applied with great success in other technological areas. It is shown that the EKF can perform quite well on simulated noisy structural response data

  10. Estimation of Sideslip Angle Based on Extended Kalman Filter

    Directory of Open Access Journals (Sweden)

    Yupeng Huang

    2017-01-01

    Full Text Available The sideslip angle plays an extremely important role in vehicle stability control, but the sideslip angle in production car cannot be obtained from sensor directly in consideration of the cost of the sensor; it is essential to estimate the sideslip angle indirectly by means of other vehicle motion parameters; therefore, an estimation algorithm with real-time performance and accuracy is critical. Traditional estimation method based on Kalman filter algorithm is correct in vehicle linear control area; however, on low adhesion road, vehicles have obvious nonlinear characteristics. In this paper, extended Kalman filtering algorithm had been put forward in consideration of the nonlinear characteristic of the tire and was verified by the Carsim and Simulink joint simulation, such as the simulation on the wet cement road and the ice and snow road with double lane change. To test and verify the effect of extended Kalman filtering estimation algorithm, the real vehicle test was carried out on the limit test field. The experimental results show that the accuracy of vehicle sideslip angle acquired by extended Kalman filtering algorithm is obviously higher than that acquired by Kalman filtering in the area of the nonlinearity.

  11. On the evaluation of uncertainties for state estimation with the Kalman filter

    International Nuclear Information System (INIS)

    Eichstädt, S; Makarava, N; Elster, C

    2016-01-01

    The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous areas. It provides sequentially calculated estimates of the system states along with a corresponding covariance matrix. For nonlinear systems, the extended Kalman filter is often used. This is derived from the Kalman filter by linearization around the current estimate. A key issue in metrology is the evaluation of the uncertainty associated with the Kalman filter state estimates. The ‘Guide to the Expression of Uncertainty in Measurement’ (GUM) and its supplements serve as the de facto standard for uncertainty evaluation in metrology. We explore the relationship between the covariance matrix produced by the Kalman filter and a GUM-compliant uncertainty analysis. In addition, the results of a Bayesian analysis are considered. For the case of linear systems with known system matrices, we show that all three approaches are compatible. When the system matrices are not precisely known, however, or when the system is nonlinear, this equivalence breaks down and different results can then be reached. For precisely known nonlinear systems, though, the result of the extended Kalman filter still corresponds to the linearized uncertainty propagation of the GUM. The extended Kalman filter can suffer from linearization and convergence errors. These disadvantages can be avoided to some extent by applying Monte Carlo procedures, and we propose such a method which is GUM-compliant and can also be applied online during the estimation. We illustrate all procedures in terms of a 2D dynamic system and compare the results with those obtained by particle filtering, which has been proposed for the approximate calculation of a Bayesian solution. Finally, we give some recommendations based on our findings. (paper)

  12. Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation

    DEFF Research Database (Denmark)

    Mahmoudi, Zeinab; Poulsen, Niels Kjølstad; Madsen, Henrik

    2017-01-01

    The purpose of this study is to develop an adaptive unscented Kalman filter (UKF) by tuning the measurement noise covariance. We use the maximum likelihood estimation (MLE) and the covariance matching (CM) method to estimate the noise covariance. The multi-step prediction errors generated...

  13. Estimating ice-affected streamflow by extended Kalman filtering

    Science.gov (United States)

    Holtschlag, D.J.; Grewal, M.S.

    1998-01-01

    An extended Kalman filter was developed to automate the real-time estimation of ice-affected streamflow on the basis of routine measurements of stream stage and air temperature and on the relation between stage and streamflow during open-water (ice-free) conditions. The filter accommodates three dynamic modes of ice effects: sudden formation/ablation, stable ice conditions, and eventual elimination. The utility of the filter was evaluated by applying it to historical data from two long-term streamflow-gauging stations, St. John River at Dickey, Maine and Platte River at North Bend, Nebr. Results indicate that the filter was stable and that parameters converged for both stations, producing streamflow estimates that are highly correlated with published values. For the Maine station, logarithms of estimated streamflows are within 8% of the logarithms of published values 87.2% of the time during periods of ice effects and within 15% 96.6% of the time. Similarly, for the Nebraska station, logarithms of estimated streamflows are within 8% of the logarithms of published values 90.7% of the time and within 15% 97.7% of the time. In addition, the correlation between temporal updates and published streamflows on days of direct measurements at the Maine station was 0.777 and 0.998 for ice-affected and open-water periods, respectively; for the Nebraska station, corresponding correlations were 0.864 and 0.997.

  14. The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor

    Directory of Open Access Journals (Sweden)

    Erna Apriliani

    2011-01-01

    Full Text Available Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ensemble estimation by using the singular value decomposition (the SVD, and then we reduced the rank of the diagonal matrix of those singular values. We make a simulation by using Matlab program. We took some the number of ensemble such as 100, 200 and 500. We compared the computational time and the accuracy between the square root ensemble Kalman filter and the ensemble Kalman filter. The reduced rank ensemble Kalman filter can’t be applied in this problem because the dimension of state variable is too less.

  15. The Unscented Kalman Filter estimates the plasma insulin from glucose measurement.

    Science.gov (United States)

    Eberle, Claudia; Ament, Christoph

    2011-01-01

    Understanding the simultaneous interaction within the glucose and insulin homeostasis in real-time is very important for clinical treatment as well as for research issues. Until now only plasma glucose concentrations can be measured in real-time. To support a secure, effective and rapid treatment e.g. of diabetes a real-time estimation of plasma insulin would be of great value. A novel approach using an Unscented Kalman Filter that provides an estimate of the current plasma insulin concentration is presented, which operates on the measurement of the plasma glucose and Bergman's Minimal Model of the glucose insulin homeostasis. We can prove that process observability is obtained in this case. Hence, a successful estimator design is possible. Since the process is nonlinear we have to consider estimates that are not normally distributed. The symmetric Unscented Kalman Filter (UKF) will perform best compared to other estimator approaches as the Extended Kalman Filter (EKF), the simplex Unscented Kalman Filter (UKF), and the Particle Filter (PF). The symmetric UKF algorithm is applied to the plasma insulin estimation. It shows better results compared to the direct (open loop) estimation that uses a model of the insulin subsystem. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

  16. Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation

    Science.gov (United States)

    Yang, Yaguang; Zhou, Zhiqiang

    2016-01-01

    Kalman filter based spacecraft attitude estimation has been used in some high-profile missions and has been widely discussed in literature. While some models in spacecraft attitude estimation include spacecraft dynamics, most do not. To our best knowledge, there is no comparison on which model is a better choice. In this paper, we discuss the reasons why spacecraft dynamics should be considered in the Kalman filter based spacecraft attitude estimation problem. We also propose a reduced quaternion spacecraft dynamics model which admits additive noise. Geometry of the reduced quaternion model and the additive noise are discussed. This treatment is more elegant in mathematics and easier in computation. We use some simulation example to verify our claims.

  17. Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

    Science.gov (United States)

    Simon, Donald L.; Garg, Sanjay

    2011-01-01

    An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation

  18. State of Charge Estimation of Lithium-Ion Batteries Using an Adaptive Cubature Kalman Filter

    Directory of Open Access Journals (Sweden)

    Bizhong Xia

    2015-06-01

    Full Text Available Accurate state of charge (SOC estimation is of great significance for a lithium-ion battery to ensure its safe operation and to prevent it from over-charging or over-discharging. However, it is difficult to get an accurate value of SOC since it is an inner sate of a battery cell, which cannot be directly measured. This paper presents an Adaptive Cubature Kalman filter (ACKF-based SOC estimation algorithm for lithium-ion batteries in electric vehicles. Firstly, the lithium-ion battery is modeled using the second-order resistor-capacitor (RC equivalent circuit and parameters of the battery model are determined by the forgetting factor least-squares method. Then, the Adaptive Cubature Kalman filter for battery SOC estimation is introduced and the estimated process is presented. Finally, two typical driving cycles, including the Dynamic Stress Test (DST and New European Driving Cycle (NEDC are applied to evaluate the performance of the proposed method by comparing with the traditional extended Kalman filter (EKF and cubature Kalman filter (CKF algorithms. Experimental results show that the ACKF algorithm has better performance in terms of SOC estimation accuracy, convergence to different initial SOC errors and robustness against voltage measurement noise as compared with the traditional EKF and CKF algorithms.

  19. Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

    Science.gov (United States)

    Simon, Donald L.; Garg, Sanjay

    2010-01-01

    A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

  20. Estimation of effective brain connectivity with dual Kalman filter and EEG source localization methods.

    Science.gov (United States)

    Rajabioun, Mehdi; Nasrabadi, Ali Motie; Shamsollahi, Mohammad Bagher

    2017-09-01

    Effective connectivity is one of the most important considerations in brain functional mapping via EEG. It demonstrates the effects of a particular active brain region on others. In this paper, a new method is proposed which is based on dual Kalman filter. In this method, firstly by using a brain active localization method (standardized low resolution brain electromagnetic tomography) and applying it to EEG signal, active regions are extracted, and appropriate time model (multivariate autoregressive model) is fitted to extracted brain active sources for evaluating the activity and time dependence between sources. Then, dual Kalman filter is used to estimate model parameters or effective connectivity between active regions. The advantage of this method is the estimation of different brain parts activity simultaneously with the calculation of effective connectivity between active regions. By combining dual Kalman filter with brain source localization methods, in addition to the connectivity estimation between parts, source activity is updated during the time. The proposed method performance has been evaluated firstly by applying it to simulated EEG signals with interacting connectivity simulation between active parts. Noisy simulated signals with different signal to noise ratios are used for evaluating method sensitivity to noise and comparing proposed method performance with other methods. Then the method is applied to real signals and the estimation error during a sweeping window is calculated. By comparing proposed method results in different simulation (simulated and real signals), proposed method gives acceptable results with least mean square error in noisy or real conditions.

  1. Attitude Estimation Using Kalman Filtering: External Acceleration Compensation Considerations

    Directory of Open Access Journals (Sweden)

    Romy Budhi Widodo

    2016-01-01

    Full Text Available Attitude estimation is often inaccurate during highly dynamic motion due to the external acceleration. This paper proposes extended Kalman filter-based attitude estimation using a new algorithm to overcome the external acceleration. This algorithm is based on an external acceleration compensation model to be used as a modifying parameter in adjusting the measurement noise covariance matrix of the extended Kalman filter. The experiment was conducted to verify the estimation accuracy, that is, one-axis and multiple axes sensor movement. Five approaches were used to test the estimation of the attitude: (1 the KF-based model without compensating for external acceleration, (2 the proposed KF-based model which employs the external acceleration compensation model, (3 the two-step KF using weighted-based switching approach, (4 the KF-based model which uses the threshold-based approach, and (5 the KF-based model which uses the threshold-based approach combined with a softened part approach. The proposed algorithm showed high effectiveness during the one-axis test. When the testing conditions employed multiple axes, the estimation accuracy increased using the proposed approach and exhibited external acceleration rejection at the right timing. The proposed algorithm has fewer parameters that need to be set at the expense of the sharpness of signal edge transition.

  2. State-Space Dynamic Model for Estimation of Radon Entry Rate, based on Kalman Filtering

    Czech Academy of Sciences Publication Activity Database

    Brabec, Marek; Jílek, K.

    2007-01-01

    Roč. 98, - (2007), s. 285-297 ISSN 0265-931X Grant - others:GA SÚJB JC_11/2006 Institutional research plan: CEZ:AV0Z10300504 Keywords : air ventilation rate * radon entry rate * state-space modeling * extended Kalman filter * maximum likelihood estimation * prediction error decomposition Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.963, year: 2007

  3. Series load induction heating inverter state estimator using Kalman filter

    Directory of Open Access Journals (Sweden)

    Szelitzky T.

    2011-12-01

    Full Text Available LQR and H2 controllers require access to the states of the controlled system. The method based on description function with Fourier series results in a model with immeasurable states. For this reason, we proposed a Kalman filter based state estimator, which not only filters the input signals, but also computes the unobservable states of the system. The algorithm of the filter was implemented in LabVIEW v8.6 and tested on recorded data obtained from a 10-40 kHz series load frequency controlled induction heating inverter.

  4. Simultaneous estimation of neutron density and reactivity in a nuclear reactor using a bank of Kalman filters

    International Nuclear Information System (INIS)

    Cortina, E.; D'Atellis, C.E.

    1990-01-01

    This paper reports on the problem of simultaneously estimating neutron density and reactivity while operating a nuclear reactor. It is solved by using a bank of Kalman filters as an estimator and applying a probabilistic test to determine which filter of the bank has the best performance

  5. Extended Kalman filtering applied to a two-axis robotic arm with flexible links

    Energy Technology Data Exchange (ETDEWEB)

    Lertpiriyasuwat, V.; Berg, M.C.; Buffinton, K.W.

    2000-03-01

    An industrial robot today uses measurements of its joint positions and models of its kinematics and dynamics to estimate and control its end-effector position. Substantially better end-effector position estimation and control performance would be obtainable if direct measurements of its end-effector position were also used. The subject of this paper is extended Kalman filtering for precise estimation of the position of the end-effector of a robot using, in addition to the usual measurements of the joint positions, direct measurements of the end-effector position. The estimation performances of extended Kalman filters are compared in applications to a planar two-axis robotic arm with very flexible links. The comparisons shed new light on the dependence of extended Kalman filter estimation performance on the quality of the model of the arm dynamics that the extended Kalman filter operates with.

  6. An improved fuzzy Kalman filter for state estimation of nonlinear systems

    International Nuclear Information System (INIS)

    Zhou, Z-J; Hu, C-H; Chen, L; Zhang, B-C

    2008-01-01

    The extended fuzzy Kalman filter (EFKF) is developed recently and used for state estimation of the nonlinear systems with uncertainty. Based on extension of the orthogonality principle and the extended fuzzy Kalman filter, an improved fuzzy Kalman filters (IFKF) is proposed in this paper, which is more applicable and can deal with the state estimation of the nonlinear systems better than the EFKF. A simulation study is provided to verify the efficiency of the proposed method

  7. Statistical analysis and Kalman filtering applied to nuclear materials accountancy

    International Nuclear Information System (INIS)

    Annibal, P.S.

    1990-08-01

    Much theoretical research has been carried out on the development of statistical methods for nuclear material accountancy. In practice, physical, financial and time constraints mean that the techniques must be adapted to give an optimal performance in plant conditions. This thesis aims to bridge the gap between theory and practice, to show the benefits to be gained from a knowledge of the facility operation. Four different aspects are considered; firstly, the use of redundant measurements to reduce the error on the estimate of the mass of heavy metal in an 'accountancy tank' is investigated. Secondly, an analysis of the calibration data for the same tank is presented, establishing bounds for the error and suggesting a means of reducing them. Thirdly, a plant-specific method of producing an optimal statistic from the input, output and inventory data, to help decide between 'material loss' and 'no loss' hypotheses, is developed and compared with existing general techniques. Finally, an application of the Kalman Filter to materials accountancy is developed, to demonstrate the advantages of state-estimation techniques. The results of the analyses and comparisons illustrate the importance of taking into account a complete and accurate knowledge of the plant operation, measurement system, and calibration methods, to derive meaningful results from statistical tests on materials accountancy data, and to give a better understanding of critical random and systematic error sources. The analyses were carried out on the head-end of the Fast Reactor Reprocessing Plant, where fuel from the prototype fast reactor is cut up and dissolved. However, the techniques described are general in their application. (author)

  8. Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering

    Institute of Scientific and Technical Information of China (English)

    FENG Yu-hu

    2005-01-01

    By constructing a mean-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts: a real-valued non-random recurrence equation and the standard Kalman filtering.

  9. Practical feasibility of Kalman filters for the state estimation of lithium-ion batteries

    OpenAIRE

    Campestrini, Christian

    2018-01-01

    This work investigates the feasibility of the Kalman filter for the state estimation of lithium-ion cells and modules under real conditions. Therefore, the dependencies of the cells during ageing are shown and various Kalman filter types are compared. The strongly varying model parameters, as well as the temperature and ageing dependent open circuit voltage, require an empirical adaptation of the inconstant and non-linear filter tuning parameters. The performance of the Kalman filter in a rea...

  10. Vehicle State Information Estimation with the Unscented Kalman Filter

    Directory of Open Access Journals (Sweden)

    Hongbin Ren

    2014-01-01

    Full Text Available The vehicle state information plays an important role in the vehicle active safety systems; this paper proposed a new concept to estimate the instantaneous vehicle speed, yaw rate, tire forces, and tire kinemics information in real time. The estimator is based on the 3DoF vehicle model combined with the piecewise linear tire model. The estimator is realized using the unscented Kalman filter (UKF, since it is based on the unscented transfer technique and considers high order terms during the measurement and update stage. The numerical simulations are carried out to further investigate the performance of the estimator under high friction and low friction road conditions in the MATLAB/Simulink combined with the Carsim environment. The simulation results are compared with the numerical results from Carsim software, which indicate that UKF can estimate the vehicle state information accurately and in real time; the proposed estimation will provide the necessary and reliable state information to the vehicle controller in the future.

  11. Low-rank Kalman filtering for efficient state estimation of subsurface advective contaminant transport models

    KAUST Repository

    El Gharamti, Mohamad

    2012-04-01

    Accurate knowledge of the movement of contaminants in porous media is essential to track their trajectory and later extract them from the aquifer. A two-dimensional flow model is implemented and then applied on a linear contaminant transport model in the same porous medium. Because of different sources of uncertainties, this coupled model might not be able to accurately track the contaminant state. Incorporating observations through the process of data assimilation can guide the model toward the true trajectory of the system. The Kalman filter (KF), or its nonlinear invariants, can be used to tackle this problem. To overcome the prohibitive computational cost of the KF, the singular evolutive Kalman filter (SEKF) and the singular fixed Kalman filter (SFKF) are used, which are variants of the KF operating with low-rank covariance matrices. Experimental results suggest that under perfect and imperfect model setups, the low-rank filters can provide estimates as accurate as the full KF but at much lower computational effort. Low-rank filters are demonstrated to significantly reduce the computational effort of the KF to almost 3%. © 2012 American Society of Civil Engineers.

  12. Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

    Science.gov (United States)

    Galvan, Jose Ramon; Saxena, Abhinav; Goebel, Kai Frank

    2012-01-01

    This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

  13. Rainfall estimation with TFR model using Ensemble Kalman filter

    Science.gov (United States)

    Asyiqotur Rohmah, Nabila; Apriliani, Erna

    2018-03-01

    Rainfall fluctuation can affect condition of other environment, correlated with economic activity and public health. The increasing of global average temperature is influenced by the increasing of CO2 in the atmosphere, which caused climate change. Meanwhile, the forests as carbon sinks that help keep the carbon cycle and climate change mitigation. Climate change caused by rainfall intensity deviations can affect the economy of a region, and even countries. It encourages research on rainfall associated with an area of forest. In this study, the mathematics model that used is a model which describes the global temperatures, forest cover, and seasonal rainfall called the TFR (temperature, forest cover, and rainfall) model. The model will be discretized first, and then it will be estimated by the method of Ensemble Kalman Filter (EnKF). The result shows that the more ensembles used in estimation, the better the result is. Also, the accurateness of simulation result is influenced by measurement variable. If a variable is measurement data, the result of simulation is better.

  14. Detection and estimation of sensor drifts using Kalman filters with a demonstration on a pressurizer

    International Nuclear Information System (INIS)

    Cho, Sungwhan; Jiang, Jin

    2012-01-01

    Highlights: ► How the expectation of the innovations changes in the drift case is formulated. ► Using the divergence in the expectation for detection of the drift is demonstrated. ► An augmented system model is proposed for estimation of the drift. ► Demonstration of the proposed algorithm is presented using a pressurizer model. - Abstract: An algorithm for detection and estimation of sensor drifts is proposed in this paper. The algorithm is based on estimation of the process states from which the measurements are made and the rate of drifts using a state augmented Kalman filter. The detection and the estimation of a drift are carried out by evaluating the mean of the innovation sequence of the Kalman filter. The relationship between the mean and the drift is analyzed in detail to provide insights on the connection between the innovation sequence and the drift. The developed algorithm has been successfully applied to a pressurizer for detection and estimation of pressure sensor drifts. The results convincingly demonstrate the capability of the algorithm.

  15. Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

    Science.gov (United States)

    Borodachev, S. M.

    2016-06-01

    The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

  16. GPS Signal Offset Detection and Noise Strength Estimation in a Parallel Kalman Filter Algorithm

    National Research Council Canada - National Science Library

    Vanek, Barry

    1999-01-01

    .... The variance of the noise process is estimated and provided to the second algorithm, a parallel Kalman filter structure, which then adapts to changes in the real-world measurement noise strength...

  17. Spacecraft Trajectory Estimation Using a Sampled-Data Extended Kalman Filter with Range-Only Measurements

    National Research Council Canada - National Science Library

    Erwin, R. S; Bernstein, Dennis S

    2005-01-01

    .... In this paper we use a sampled-data extended Kalman Filter to estimate the trajectory or a target satellite when only range measurements are available from a constellation or orbiting spacecraft...

  18. Application of Kalman Filter for Estimating a Process Disturbance in a Building Space

    Directory of Open Access Journals (Sweden)

    Deuk-Woo Kim

    2017-10-01

    Full Text Available This paper addresses an application of the Kalman filter for estimating a time-varying process disturbance in a building space. The process disturbance means a synthetic composite of heat gains and losses caused by internal heat sources e.g., people, lights, equipment, and airflows. It is difficult to measure and quantify the internal heat sources and airflows due to their dynamic nature and time-lag impact on indoor environment. To address this issue, a Kalman filter estimation method was used in this study. The Kalman filtering is well suited for situations when state variables of interest cannot be measured. Based on virtual and real experiments conducted in this study, it was found that the Kalman filter can be used to estimate the time-varying process disturbance in a building space.

  19. A Kalman filter technique applied for medical image reconstruction

    International Nuclear Information System (INIS)

    Goliaei, S.; Ghorshi, S.; Manzuri, M. T.; Mortazavi, M.

    2011-01-01

    Medical images contain information about vital organic tissues inside of human body and are widely used for diagnoses of disease or for surgical purposes. Image reconstruction is essential for medical images for some applications such as suppression of noise or de-blurring the image in order to provide images with better quality and contrast. Due to vital rule of image reconstruction in medical sciences the corresponding algorithms with better efficiency and higher speed is desirable. Most algorithms in image reconstruction are operated on frequency domain such as the most popular one known as filtered back projection. In this paper we introduce a Kalman filter technique which is operated in time domain for medical image reconstruction. Results indicated that as the number of projection increases in both normal collected ray sum and the collected ray sum corrupted by noise the quality of reconstructed image becomes better in terms of contract and transparency. It is also seen that as the number of projection increases the error index decreases.

  20. State and parameter estimation in a nuclear fuel pin using the extended Kalman filter

    International Nuclear Information System (INIS)

    Feeley, J.J.

    1979-03-01

    The Kalman filter is a powerful tool for the design and analysis of stochastic systems. The general nature of the method permits such diverse applications as on-line state estimation in optimal control systems, as well as state and parameter estimation applications in data analysis and system identification. However, while there have been a large number of Kalman filter applications in the aerospace industry, there have been relatively few in the nuclear industry. The report describes some initial efforts made at the Idaho National Engineering Laboratory to gain experience with the methods of Kalman filtering and to test their applicability to nuclear engineering problems. Two specific cases were considered: first, a real-time state estimation problem using a hybrid computer where the process was simulated on the analog portion of the computer, and the Kalman filter was programmed on the digital portion; second, a system identification problem where a digital extended Kalman filter program was used to estimate states and parameters in a nuclear fuel pin using data generated both by actual experiments and computer simulations. The report contains a derivation of the Kalman filter equations, a development of the mathematical model of the nuclear fuel pin, a description of the computer programs used in the analysis, and a discussion of the results obtained

  1. Estimation of three-dimensional radar tracking using modified extended kalman filter

    Science.gov (United States)

    Aditya, Prima; Apriliani, Erna; Khusnul Arif, Didik; Baihaqi, Komar

    2018-03-01

    Kalman filter is an estimation method by combining data and mathematical models then developed be extended Kalman filter to handle nonlinear systems. Three-dimensional radar tracking is one of example of nonlinear system. In this paper developed a modification method of extended Kalman filter from the direct decline of the three-dimensional radar tracking case. The development of this filter algorithm can solve the three-dimensional radar measurements in the case proposed in this case the target measured by radar with distance r, azimuth angle θ, and the elevation angle ϕ. Artificial covariance and mean adjusted directly on the three-dimensional radar system. Simulations result show that the proposed formulation is effective in the calculation of nonlinear measurement compared with extended Kalman filter with the value error at 0.77% until 1.15%.

  2. Monitoring hydraulic fractures: state estimation using an extended Kalman filter

    International Nuclear Information System (INIS)

    Rochinha, Fernando Alves; Peirce, Anthony

    2010-01-01

    There is considerable interest in using remote elastostatic deformations to identify the evolving geometry of underground fractures that are forced to propagate by the injection of high pressure viscous fluids. These so-called hydraulic fractures are used to increase the permeability in oil and gas reservoirs as well as to pre-fracture ore-bodies for enhanced mineral extraction. The undesirable intrusion of these hydraulic fractures into environmentally sensitive areas or into regions in mines which might pose safety hazards has stimulated the search for techniques to enable the evolving hydraulic fracture geometries to be monitored. Previous approaches to this problem have involved the inversion of the elastostatic data at isolated time steps in the time series provided by tiltmeter measurements of the displacement gradient field at selected points in the elastic medium. At each time step, parameters in simple static models of the fracture (e.g. a single displacement discontinuity) are identified. The approach adopted in this paper is not to regard the sequence of sampled elastostatic data as independent, but rather to treat the data as linked by the coupled elastic-lubrication equations that govern the propagation of the evolving hydraulic fracture. We combine the Extended Kalman Filter (EKF) with features of a recently developed implicit numerical scheme to solve the coupled free boundary problem in order to form a novel algorithm to identify the evolving fracture geometry. Numerical experiments demonstrate that, despite excluding significant physical processes in the forward numerical model, the EKF-numerical algorithm is able to compensate for the un-modeled dynamics by using the information fed back from tiltmeter data. Indeed the proposed algorithm is able to provide reasonably faithful estimates of the fracture geometry, which are shown to converge to the actual hydraulic fracture geometry as the number of tiltmeters is increased. Since the location of

  3. Estimation of aircraft aerodynamic derivatives using Extended Kalman Filter

    OpenAIRE

    Curvo, M.

    2000-01-01

    Design of flight control laws, verification of performance predictions, and the implementation of flight simulations are tasks that require a mathematical model of the aircraft dynamics. The dynamical models are characterized by coefficients (aerodynamic derivatives) whose values must be determined from flight tests. This work outlines the use of the Extended Kalman Filter (EKF) in obtaining the aerodynamic derivatives of an aircraft. The EKF shows several advantages over the more traditional...

  4. Attitude Estimation Based on the Spherical Simplex Transformation Modified Unscented Kalman Filter

    Directory of Open Access Journals (Sweden)

    Jianwei Zhao

    2014-01-01

    Full Text Available An antenna attitude estimation algorithm is proposed to improve the antenna pointing accuracy for the satellite communication on-the-move. The extrapolated angular acceleration is adopted to improve the performance of the time response. The states of the system are modified according to the modification rules. The spherical simplex transformation unscented Kalman filter is used to improve the precision of the estimated attitude and decrease the calculation of the unscented Kalman filter. The experiment results show that the proposed algorithm can improve the instantaneity of the estimated attitude and the precision of the antenna pointing, which meets the requirement of the antenna pointing.

  5. Distributed Cerebral Blood Flow estimation using a spatiotemporal hemodynamic response model and a Kalman-like Filter approach

    KAUST Repository

    Belkhatir, Zehor

    2015-11-23

    This paper discusses the estimation of distributed Cerebral Blood Flow (CBF) using spatiotemporal traveling wave model. We consider a damped wave partial differential equation that describes a physiological relationship between the blood mass density and the CBF. The spatiotemporal model is reduced to a finite dimensional system using a cubic b-spline continuous Galerkin method. A Kalman Filter with Unknown Inputs without Direct Feedthrough (KF-UI-WDF) is applied on the obtained reduced differential model to estimate the source term which is the CBF scaled by a factor. Numerical results showing the performances of the adopted estimator are provided.

  6. Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors.

    Science.gov (United States)

    Esteban, Segundo; Girón-Sierra, Jose M; Polo, Óscar R; Angulo, Manuel

    2016-10-31

    Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

  7. Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors

    Directory of Open Access Journals (Sweden)

    Segundo Esteban

    2016-10-01

    Full Text Available Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

  8. Superimposed chirped pulse parameter estimation based on the extended Kalman filter (EKF)

    CSIR Research Space (South Africa)

    Olivier, JC

    2009-05-01

    Full Text Available An extended Kalman filter (EKF) is proposed to estimate the frequencies and chirp rate of multiple superimposed chirped pulses. The estimation problem is a difficult one, where maximum likelyhood methods are very complex especially if more than two...

  9. Location Estimation for an Autonomously Guided Vehicle using an Augmented Kalman Filter to Autocalibrate the Odometry

    DEFF Research Database (Denmark)

    Larsen, Thomas Dall; Bak, Martin; Andersen, Nils Axel

    1998-01-01

    A Kalman filter using encoder readings as inputs and vision measurements as observations is designed as a location estimator for an autonomously guided vehicle (AGV). To reduce the effect of modelling errors an augmented filter that estimates the true system parameters is designed. The traditional...

  10. Vision-Based Position Estimation Utilizing an Extended Kalman Filter

    Science.gov (United States)

    2016-12-01

    establishing the calibration mapping. A version of Kalman Filter was developed to minimize the impact of inaccuracies in the angle measurement as well...project error covariance ahead Z = [Ang_In; Alt_In]; % Measurements % Update Jacobian h11 = -XY_est(3,1)/(XY_est(1,1)^2+XY_est(3,1)^2); h13 ...XY_est(1,1)/(XY_est(1,1)^2+XY_est(3,1)^2); H = [h11 0 h13 0; 0 0 1 0]; Z_proj(1) = atan2(XY_proj(3),XY_proj(1)); % theta - predicted Z_proj(2

  11. Speed Estimation of Induction Motor Using Model Reference Adaptive System with Kalman Filter

    Directory of Open Access Journals (Sweden)

    Pavel Brandstetter

    2013-01-01

    Full Text Available The paper deals with a speed estimation of the induction motor using observer with Model Reference Adaptive System and Kalman Filter. For simulation, Hardware in Loop Simulation method is used. The first part of the paper includes the mathematical description of the observer for the speed estimation of the induction motor. The second part describes Kalman filter. The third part describes Hardware in Loop Simulation method and its realization using multifunction card MF 624. In the last section of the paper, simulation results are shown for different changes of the induction motor speed which confirm high dynamic properties of the induction motor drive with sensorless control.

  12. Effective wind speed estimation: Comparison between Kalman Filter and Takagi-Sugeno observer techniques.

    Science.gov (United States)

    Gauterin, Eckhard; Kammerer, Philipp; Kühn, Martin; Schulte, Horst

    2016-05-01

    Advanced model-based control of wind turbines requires knowledge of the states and the wind speed. This paper benchmarks a nonlinear Takagi-Sugeno observer for wind speed estimation with enhanced Kalman Filter techniques: The performance and robustness towards model-structure uncertainties of the Takagi-Sugeno observer, a Linear, Extended and Unscented Kalman Filter are assessed. Hence the Takagi-Sugeno observer and enhanced Kalman Filter techniques are compared based on reduced-order models of a reference wind turbine with different modelling details. The objective is the systematic comparison with different design assumptions and requirements and the numerical evaluation of the reconstruction quality of the wind speed. Exemplified by a feedforward loop employing the reconstructed wind speed, the benefit of wind speed estimation within wind turbine control is illustrated. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  13. ERP Estimation using a Kalman Filter in VLBI

    Science.gov (United States)

    Karbon, M.; Soja, B.; Nilsson, T.; Heinkelmann, R.; Liu, L.; Lu, C.; Mora-Diaz, J. A.; Raposo-Pulido, V.; Xu, M.; Schuh, H.

    2014-12-01

    Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques, providing the full set of Earth Orientation Parameters (EOP), and it is unique for observing long term Universal Time (UT1). For applications such as satellite-based navigation and positioning, accurate and continuous ERP obtained in near real-time are essential. They also allow the precise tracking of interplanetary spacecraft. One of the goals of VGOS (VLBI Global Observing System) is to provide such near real-time ERP. With the launch of this next generation VLBI system, the International VLBI Service for Geodesy and Astrometry (IVS) increased its efforts not only to reach 1 mm accuracy on a global scale but also to reduce the time span between the collection of VLBI observations and the availability of the final results substantially. Project VLBI-ART contributes to these objectives by implementing an elaborate Kalman filter, which represents a perfect tool for analyzing VLBI data in quasi real-time. The goal is to implement it in the GFZ version of the Vienna VLBI Software (VieVS) as a completely automated tool, i.e., with no need for human interaction. Here we present the methodology and first results of Kalman filtered EOP from VLBI data.

  14. Advantages in using Kalman phasor estimation in numerical differential protective relaying compared to the Fourier estimation method

    DEFF Research Database (Denmark)

    Bukh, Bjarne; Gudmundsdottir, Unnur Stella; Balle Holst, Per

    2007-01-01

    This paper demonstrates the results obtained from detailed studies of Kalman phasor estimation used in numerical differential protective relaying of a power transformer. The accuracy and expeditiousness of a current estimate in the numerical differential protection is critical for correct...... and not unnecessary activation of the breakers by the protecting relay, and the objective of the study was to utilize the capability of Kalman phasor estimation in a signal model representing the expected current signal from the current transformers of the power transformer. The used signal model included...

  15. Adaptive unscented Kalman filtering for state of charge estimation of a lithium-ion battery for electric vehicles

    International Nuclear Information System (INIS)

    Sun, Fengchun; Hu, Xiaosong; Zou, Yuan; Li, Siguang

    2011-01-01

    An accurate battery State of Charge estimation is of great significance for battery electric vehicles and hybrid electric vehicles. This paper presents an adaptive unscented Kalman filtering method to estimate State of Charge of a lithium-ion battery for battery electric vehicles. The adaptive adjustment of the noise covariances in the State of Charge estimation process is implemented by an idea of covariance matching in the unscented Kalman filter context. Experimental results indicate that the adaptive unscented Kalman filter-based algorithm has a good performance in estimating the battery State of Charge. A comparison with the adaptive extended Kalman filter, extended Kalman filter, and unscented Kalman filter-based algorithms shows that the proposed State of Charge estimation method has a better accuracy. -- Highlights: → Adaptive unscented Kalman filtering is proposed to estimate State of Charge of a lithium-ion battery for electric vehicles. → The proposed method has a good performance in estimating the battery State of Charge. → A comparison with three other Kalman filtering algorithms shows that the proposed method has a better accuracy.

  16. "A space-time ensemble Kalman filter for state and parameter estimation of groundwater transport models"

    Science.gov (United States)

    Briseño, Jessica; Herrera, Graciela S.

    2010-05-01

    Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one

  17. Estimating Focus and Radial Distances, and Fault Residuals from CD Player Sensor Signals by use of a Kalman Estimator

    DEFF Research Database (Denmark)

    Odgaard, Peter Fogh; Stoustrup, Jakob; Andersen, Palle

    2003-01-01

    Cross coupling between focus and radial loops in Compact Disc players is a problem both in nominal operations, but also in detection of defects such as scratches and finger prints. Using a Kalman estimator with an internal reference, the actual focus and radial distances are estimated. The sensor...

  18. An adaptive Multiplicative Extened Kalman Filter for Attitude Estimation of Marine Satellite Tracking Antenna

    DEFF Research Database (Denmark)

    Wang, Yunlong; Soltani, Mohsen; Hussain, Dil muhammed Akbar

    2016-01-01

    , an adaptive Multiplicative Extended Kalman Filter (MEKF) for attitude estimation of Marine Satellite Tracking Antenna (MSTA) is presented with the measurement noise covariance matrix adjusted according to the norm of accelerometer measurements, which can significantly reduce the slamming influence from waves...

  19. Modeling of HVDC in Dynamic State Estimation Using Unscented Kalman Filter Method

    DEFF Research Database (Denmark)

    Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth

    2016-01-01

    HVDC transmission is an integral part of various power system networks. This article presents an Unscented Kalman Filter dynamic state estimator algorithm that considers the presence of HVDC links. The AC - DC power flow analysis, which is implemented as power flow solver for Dynamic State...

  20. A probabilistic parametrization for geological uncertainty estimation using the ensemble Kalman filter (EnKF)

    NARCIS (Netherlands)

    Sebacher, B.; Hanea, R.G.; Heemink, A.

    2013-01-01

    In the past years, many applications of historymatching methods in general and ensemble Kalman filter in particular have been proposed, especially in order to estimate fields that provide uncertainty in the stochastic process defined by the dynamical system of hydrocarbon recovery. Such fields can

  1. Adaptive Kalman filter based state of charge estimation algorithm for lithium-ion battery

    International Nuclear Information System (INIS)

    Zheng Hong; Liu Xu; Wei Min

    2015-01-01

    In order to improve the accuracy of the battery state of charge (SOC) estimation, in this paper we take a lithium-ion battery as an example to study the adaptive Kalman filter based SOC estimation algorithm. Firstly, the second-order battery system model is introduced. Meanwhile, the temperature and charge rate are introduced into the model. Then, the temperature and the charge rate are adopted to estimate the battery SOC, with the help of the parameters of an adaptive Kalman filter based estimation algorithm model. Afterwards, it is verified by the numerical simulation that in the ideal case, the accuracy of SOC estimation can be enhanced by adding two elements, namely, the temperature and charge rate. Finally, the actual road conditions are simulated with ADVISOR, and the simulation results show that the proposed method improves the accuracy of battery SOC estimation under actual road conditions. Thus, its application scope in engineering is greatly expanded. (paper)

  2. Estimating particle number size distributions from multi-instrument observations with Kalman Filtering

    Energy Technology Data Exchange (ETDEWEB)

    Viskari, T.

    2012-07-01

    Atmospheric aerosol particles have several important effects on the environment and human society. The exact impact of aerosol particles is largely determined by their particle size distributions. However, no single instrument is able to measure the whole range of the particle size distribution. Estimating a particle size distribution from multiple simultaneous measurements remains a challenge in aerosol physical research. Current methods to combine different measurements require assumptions concerning the overlapping measurement ranges and have difficulties in accounting for measurement uncertainties. In this thesis, Extended Kalman Filter (EKF) is presented as a promising method to estimate particle number size distributions from multiple simultaneous measurements. The particle number size distribution estimated by EKF includes information from prior particle number size distributions as propagated by a dynamical model and is based on the reliabilities of the applied information sources. Known physical processes and dynamically evolving error covariances constrain the estimate both over time and particle size. The method was tested with measurements from Differential Mobility Particle Sizer (DMPS), Aerodynamic Particle Sizer (APS) and nephelometer. The particle number concentration was chosen as the state of interest. The initial EKF implementation presented here includes simplifications, yet the results are positive and the estimate successfully incorporated information from the chosen instruments. For particle sizes smaller than 4 micrometers, the estimate fits the available measurements and smooths the particle number size distribution over both time and particle diameter. The estimate has difficulties with particles larger than 4 micrometers due to issues with both measurements and the dynamical model in that particle size range. The EKF implementation appears to reduce the impact of measurement noise on the estimate, but has a delayed reaction to sudden

  3. Online Internal Temperature Estimation for Lithium-Ion Batteries Based on Kalman Filter

    OpenAIRE

    Jinlei Sun; Guo Wei; Lei Pei; Rengui Lu; Kai Song; Chao Wu; Chunbo Zhu

    2015-01-01

    The battery internal temperature estimation is important for the thermal safety in applications, because the internal temperature is hard to measure directly. In this work, an online internal temperature estimation method based on a simplified thermal model using a Kalman filter is proposed. As an improvement, the influences of entropy change and overpotential on heat generation are analyzed quantitatively. The model parameters are identified through a current pulse test. The charge/discharg...

  4. Inexpensive CubeSat attitude estimation using COTS components and Unscented Kalman Filtering

    DEFF Research Database (Denmark)

    Larsen, Jesper Abildgaard; Vinther, Kasper

    2011-01-01

    computational cost of estimating bias in measurements is worthwhile. The simulations where performed in a simulation environment for the CubeSat AAUSAT3, where robustness has been an important factor during tuning of the attitude estimators. The results indicate that it is possible to achieve acceptable Cube......This paper describes a quaternion implementation of an Unscented Kalman Filter for attitude estimation on CubeSats using measurements of a sun vector, a magnetic field vector and angular velocity. Using unit quaternions provides a singularity free attitude parameterization. However, the unity...... constraint requires a redesign of the Unscented Kalman Filter. Therefore, a quaternion error state is introduced. Emphasis has been put in making the implementation accessible to other CubeSat by using realistic models of COTS components used for attitude sensing and simulations have shown that the extra...

  5. Estimating Value at Risk with the Generalized Kalman Filter%基于Generalized Kalman Filter的VaR估计

    Institute of Scientific and Technical Information of China (English)

    赵利锋; 张崇岐

    2009-01-01

    在应用Kalman Filter方法估计时变风险β系数的基础上,引入Generalized Kalman Filter方法来估计时变卢系数,再通过Sharp对角线模型计算投资组合的VaR,并运用Backtesting检验判断两方法估计VaR的精确度.

  6. Qualitative performance comparison of reactivity estimation between the extended Kalman filter technique and the inverse point kinetic method

    International Nuclear Information System (INIS)

    Shimazu, Y.; Rooijen, W.F.G. van

    2014-01-01

    Highlights: • Estimation of the reactivity of nuclear reactor based on neutron flux measurements. • Comparison of the traditional method, and the new approach based on Extended Kalman Filtering (EKF). • Estimation accuracy depends on filter parameters, the selection of which is described in this paper. • The EKF algorithm is preferred if the signal to noise ratio is low (low flux situation). • The accuracy of the EKF depends on the ratio of the filter coefficients. - Abstract: The Extended Kalman Filtering (EKF) technique has been applied for estimation of subcriticality with a good noise filtering and accuracy. The Inverse Point Kinetic (IPK) method has also been widely used for reactivity estimation. The important parameters for the EKF estimation are the process noise covariance, and the measurement noise covariance. However the optimal selection is quite difficult. On the other hand, there is only one parameter in the IPK method, namely the time constant for the first order delay filter. Thus, the selection of this parameter is quite easy. Thus, it is required to give certain idea for the selection of which method should be selected and how to select the required parameters. From this point of view, a qualitative performance comparison is carried out

  7. Target Centroid Position Estimation of Phase-Path Volume Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Fengjun Hu

    2016-01-01

    Full Text Available For the problem of easily losing track target when obstacles appear in intelligent robot target tracking, this paper proposes a target tracking algorithm integrating reduced dimension optimal Kalman filtering algorithm based on phase-path volume integral with Camshift algorithm. After analyzing the defects of Camshift algorithm, compare the performance with the SIFT algorithm and Mean Shift algorithm, and Kalman filtering algorithm is used for fusion optimization aiming at the defects. Then aiming at the increasing amount of calculation in integrated algorithm, reduce dimension with the phase-path volume integral instead of the Gaussian integral in Kalman algorithm and reduce the number of sampling points in the filtering process without influencing the operational precision of the original algorithm. Finally set the target centroid position from the Camshift algorithm iteration as the observation value of the improved Kalman filtering algorithm to fix predictive value; thus to make optimal estimation of target centroid position and keep the target tracking so that the robot can understand the environmental scene and react in time correctly according to the changes. The experiments show that the improved algorithm proposed in this paper shows good performance in target tracking with obstructions and reduces the computational complexity of the algorithm through the dimension reduction.

  8. Application of the extended Kalman filtering for the estimation of core coolant flow rate in pressurized water reactors

    International Nuclear Information System (INIS)

    Shieh, D.J.; Upadhyaya, B.R.

    1986-01-01

    In-core neutron detector and core-exit temperature signals in a pressurized water reactor (PWR) satisfy the condition of observability of the core dynamic system, and can be used to estimate nonmeasurable state variables and model parameters. The extension of the Kalman filtering technique is very useful for direct parameter estimation. This approach is applied to the determination of core coolant mass flow rate in PWRs and is evaluated using in-core measurements at the Loss-of-Fluid Test (LOFT) reactor. The influence of model uncertainties on the estimation accuracy was studied using the ambiguity function analysis. A sequential discretization method was developed to achieve faster convergence to the true value, avoiding model discretization at each sample point. The performance of the extended Kalman filter and the computational innovations were evaluated using a reduced order core dynamic model of the LOFT reactor and random data simulation. The technique was then applied to the determination of LOFT core coolant flow rate from operational data at 100% and 65% flow conditions

  9. Dual extended Kalman filter for combined estimation of vehicle state and road friction

    Science.gov (United States)

    Zong, Changfu; Hu, Dan; Zheng, Hongyu

    2013-03-01

    Vehicle state and tire-road adhesion are of great use and importance to vehicle active safety control systems. However, it is always not easy to obtain the information with high accuracy and low expense. Recently, many estimation methods have been put forward to solve such problems, in which Kalman filter becomes one of the most popular techniques. Nevertheless, the use of complicated model always leads to poor real-time estimation while the role of road friction coefficient is often ignored. For the purpose of enhancing the real time performance of the algorithm and pursuing precise estimation of vehicle states, a model-based estimator is proposed to conduct combined estimation of vehicle states and road friction coefficients. The estimator is designed based on a three-DOF vehicle model coupled with the Highway Safety Research Institute(HSRI) tire model; the dual extended Kalman filter (DEKF) technique is employed, which can be regarded as two extended Kalman filters operating and communicating simultaneously. Effectiveness of the estimation is firstly examined by comparing the outputs of the estimator with the responses of the vehicle model in CarSim under three typical road adhesion conditions(high-friction, low-friction, and joint-friction). On this basis, driving simulator experiments are carried out to further investigate the practical application of the estimator. Numerical results from CarSim and driving simulator both demonstrate that the estimator designed is capable of estimating the vehicle states and road friction coefficient with reasonable accuracy. The DEKF-based estimator proposed provides the essential information for the vehicle active control system with low expense and decent precision, and offers the possibility of real car application in future.

  10. Fault estimation of satellite reaction wheels using covariance based adaptive unscented Kalman filter

    Science.gov (United States)

    Rahimi, Afshin; Kumar, Krishna Dev; Alighanbari, Hekmat

    2017-05-01

    Reaction wheels, as one of the most commonly used actuators in satellite attitude control systems, are prone to malfunction which could lead to catastrophic failures. Such malfunctions can be detected and addressed in time if proper analytical redundancy algorithms such as parameter estimation and control reconfiguration are employed. Major challenges in parameter estimation include speed and accuracy of the employed algorithm. This paper presents a new approach for improving parameter estimation with adaptive unscented Kalman filter. The enhancement in tracking speed of unscented Kalman filter is achieved by systematically adapting the covariance matrix to the faulty estimates using innovation and residual sequences combined with an adaptive fault annunciation scheme. The proposed approach provides the filter with the advantage of tracking sudden changes in the system non-measurable parameters accurately. Results showed successful detection of reaction wheel malfunctions without requiring a priori knowledge about system performance in the presence of abrupt, transient, intermittent, and incipient faults. Furthermore, the proposed approach resulted in superior filter performance with less mean squared errors for residuals compared to generic and adaptive unscented Kalman filters, and thus, it can be a promising method for the development of fail-safe satellites.

  11. Kalman Filter for Estimation of Sensor Acceleration Using Six - axis Inertial Sensor

    International Nuclear Information System (INIS)

    Lee, Jung Keun

    2015-01-01

    Although an accelerometer is a sensor that measures acceleration, it cannot be used by itself to measure the acceleration when the orientation of the sensor changes. This paper introduces a Kalman filter for the estimation of a sensor acceleration based on a six-axis inertial sensor (i.e., a three-axis accelerometer and three-axis gyroscope). The novelty of the proposed Kalman filter lies in the fact that its state vector includes not only the tilt angle variable but also the sensor acceleration. Thus, the filter can explicitly estimate the latter with a high accuracy. The accuracy of acceleration estimates were validated experimentally under three different dynamic conditions, using an optical motion capture system. It could be concluded that the performance of the proposed Kalman filter was comparable to that of the state-of-the-art estimation algorithm employed by the Xsens MTw. The proposed algorithm may be more suitable than inertial/magnetic sensor-based algorithms for various applications adopting six-axis inertial sensors

  12. Estimating Lithium-Ion Battery State of Charge and Parameters Using a Continuous-Discrete Extended Kalman Filter

    Directory of Open Access Journals (Sweden)

    Yasser Diab

    2017-07-01

    Full Text Available A real-time determination of battery parameters is challenging because batteries are non-linear, time-varying systems. The transient behaviour of lithium-ion batteries is modelled by a Thevenin-equivalent circuit with two time constants characterising activation and concentration polarization. An experimental approach is proposed for directly determining battery parameters as a function of physical quantities. The model’s parameters are a function of the state of charge and of the discharge rate. These can be expressed by regression equations in the model to derive a continuous-discrete extended Kalman estimator of the state of charge and of other parameters. This technique is based on numerical integration of the ordinary differential equations to predict the state of the stochastic dynamic system and the corresponding error covariance matrix. Then a standard correction step of the extended Kalman filter (EKF is applied to increase the accuracy of estimated parameters. Simulations resulting from this proposed estimator model were compared with experimental results under a variety of operating scenarios—analysis of the results demonstrate the accuracy of the estimator for correctly identifying battery parameters.

  13. High precision estimation of inertial rotation via the extended Kalman filter

    Science.gov (United States)

    Liu, Lijun; Qi, Bo; Cheng, Shuming; Xi, Zairong

    2015-11-01

    Recent developments in technology have enabled atomic gyroscopes to become the most sensitive inertial sensors. Atomic spin gyroscopes essentially output an estimate of the inertial rotation rate to be measured. In this paper, we present a simple yet efficient estimation method, the extended Kalman filter (EKF), for the atomic spin gyroscope. Numerical results show that the EKF method is much more accurate than the steady-state estimation method, which is used in the most sensitive atomic gyroscopes at present. Specifically, the root-mean-squared errors obtained by the EKF method are at least 103 times smaller than those obtained by the steady-state estimation method under the same response time.

  14. Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

    Science.gov (United States)

    Shrivastava, Akash; Mohanty, A. R.

    2018-03-01

    This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.

  15. A Kalman-based Fundamental Frequency Estimation Algorithm

    DEFF Research Database (Denmark)

    Shi, Liming; Nielsen, Jesper Kjær; Jensen, Jesper Rindom

    2017-01-01

    Fundamental frequency estimation is an important task in speech and audio analysis. Harmonic model-based methods typically have superior estimation accuracy. However, such methods usually as- sume that the fundamental frequency and amplitudes are station- ary over a short time frame. In this pape...

  16. RSSI-Based Distance Estimation Framework Using a Kalman Filter for Sustainable Indoor Computing Environments

    Directory of Open Access Journals (Sweden)

    Yunsick Sung

    2016-11-01

    Full Text Available Given that location information is the key to providing a variety of services in sustainable indoor computing environments, it is required to obtain accurate locations. Locations can be estimated by three distances from three fixed points. Therefore, if the distance between two points can be measured or estimated accurately, the location in indoor environments can be estimated. To increase the accuracy of the measured distance, noise filtering, signal revision, and distance estimation processes are generally performed. This paper proposes a novel framework for estimating the distance between a beacon and an access point (AP in a sustainable indoor computing environment. Diverse types of received strength signal indications (RSSIs are used for WiFi, Bluetooth, and radio signals, and the proposed distance estimation framework is unique in that it is independent of the specific wireless signal involved, being based on the Bluetooth signal of the beacon. Generally, RSSI measurement, noise filtering, and revision are required for distance estimation using RSSIs. The employed RSSIs are first measured from an AP, with multiple APs sometimes used to increase the accuracy of the distance estimation. Owing to the inevitable presence of noise in the measured RSSIs, the application of noise filtering is essential, and further revision is used to address the inaccuracy and instability that characterizes RSSIs measured in an indoor environment. The revised RSSIs are then used to estimate the distance. The proposed distance estimation framework uses one AP to measure the RSSIs, a Kalman filter to eliminate noise, and a log-distance path loss model to revise the measured RSSIs. In the experimental implementation of the framework, both a RSSI filter and a Kalman filter were respectively used for noise elimination to comparatively evaluate the performance of the latter for the specific application. The Kalman filter was found to reduce the accumulated errors by 8

  17. Linear discrete-time state space realization of a modified quadruple tank system with state estimation using Kalman filter

    DEFF Research Database (Denmark)

    Mohd. Azam, Sazuan Nazrah

    2017-01-01

    In this paper, we used the modified quadruple tank system that represents a multi-input-multi-output (MIMO) system as an example to present the realization of a linear discrete-time state space model and to obtain the state estimation using Kalman filter in a methodical mannered. First, an existing...... part of the Kalman filter is used to estimates the current state, based on the model and the measurements. The static and dynamic Kalman filter is compared and all results is demonstrated through simulations....

  18. Distance Estimation by Fusing Radar and Monocular Camera with Kalman Filter

    OpenAIRE

    Feng, Yuxiang; Pickering, Simon; Chappell, Edward; Iravani, Pejman; Brace, Christian

    2017-01-01

    The major contribution of this paper is to propose a low-cost accurate distance estimation approach. It can potentially be used in driver modelling, accident avoidance and autonomous driving. Based on MATLAB and Python, sensory data from a Continental radar and a monocular dashcam were fused using a Kalman filter. Both sensors were mounted on a Volkswagen Sharan, performing repeated driving on a same route. The established system consists of three components, radar data processing, camera dat...

  19. A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models

    KAUST Repository

    El Gharamti, Mohamad; Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

    2015-01-01

    The ensemble Kalman filter (EnKF) recursively integrates field data into simulation models to obtain a better characterization of the model’s state and parameters. These are generally estimated following a state-parameters joint augmentation

  20. Towards real-time diffuse optical tomography for imaging brain functions cooperated with Kalman estimator

    Science.gov (United States)

    Wang, Bingyuan; Zhang, Yao; Liu, Dongyuan; Ding, Xuemei; Dan, Mai; Pan, Tiantian; Wang, Yihan; Li, Jiao; Zhou, Zhongxing; Zhang, Limin; Zhao, Huijuan; Gao, Feng

    2018-02-01

    Functional near-infrared spectroscopy (fNIRS) is a non-invasive neuroimaging method to monitor the cerebral hemodynamic through the optical changes measured at the scalp surface. It has played a more and more important role in psychology and medical imaging communities. Real-time imaging of brain function using NIRS makes it possible to explore some sophisticated human brain functions unexplored before. Kalman estimator has been frequently used in combination with modified Beer-Lamber Law (MBLL) based optical topology (OT), for real-time brain function imaging. However, the spatial resolution of the OT is low, hampering the application of OT in exploring some complicated brain functions. In this paper, we develop a real-time imaging method combining diffuse optical tomography (DOT) and Kalman estimator, much improving the spatial resolution. Instead of only presenting one spatially distributed image indicating the changes of the absorption coefficients at each time point during the recording process, one real-time updated image using the Kalman estimator is provided. Its each voxel represents the amplitude of the hemodynamic response function (HRF) associated with this voxel. We evaluate this method using some simulation experiments, demonstrating that this method can obtain more reliable spatial resolution images. Furthermore, a statistical analysis is also conducted to help to decide whether a voxel in the field of view is activated or not.

  1. The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.

    Science.gov (United States)

    Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck

    2016-07-16

    This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix 'R' and the system noise V-C matrix 'Q'. Then, the global filter uses R to calculate the information allocation factor 'β' for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively.

  2. Rhythmic Extended Kalman Filter for Gait Rehabilitation Motion Estimation and Segmentation.

    Science.gov (United States)

    Joukov, Vladimir; Bonnet, Vincent; Karg, Michelle; Venture, Gentiane; Kulic, Dana

    2018-02-01

    This paper proposes a method to enable the use of non-intrusive, small, wearable, and wireless sensors to estimate the pose of the lower body during gait and other periodic motions and to extract objective performance measures useful for physiotherapy. The Rhythmic Extended Kalman Filter (Rhythmic-EKF) algorithm is developed to estimate the pose, learn an individualized model of periodic movement over time, and use the learned model to improve pose estimation. The proposed approach learns a canonical dynamical system model of the movement during online observation, which is used to accurately model the acceleration during pose estimation. The canonical dynamical system models the motion as a periodic signal. The estimated phase and frequency of the motion also allow the proposed approach to segment the motion into repetitions and extract useful features, such as gait symmetry, step length, and mean joint movement and variance. The algorithm is shown to outperform the extended Kalman filter in simulation, on healthy participant data, and stroke patient data. For the healthy participant marching dataset, the Rhythmic-EKF improves joint acceleration and velocity estimates over regular EKF by 40% and 37%, respectively, estimates joint angles with 2.4° root mean squared error, and segments the motion into repetitions with 96% accuracy.

  3. An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

    International Nuclear Information System (INIS)

    Harlim, John; Mahdi, Adam; Majda, Andrew J.

    2014-01-01

    A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model

  4. A dynamic load estimation method for nonlinear structures with unscented Kalman filter

    Science.gov (United States)

    Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

    2018-02-01

    A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear

  5. Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

    KAUST Repository

    Dreano, Denis

    2017-04-05

    Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.

  6. Delay Kalman Filter to Estimate the Attitude of a Mobile Object with Indoor Magnetic Field Gradients

    Directory of Open Access Journals (Sweden)

    Christophe Combettes

    2016-05-01

    Full Text Available More and more services are based on knowing the location of pedestrians equipped with connected objects (smartphones, smartwatches, etc.. One part of the location estimation process is attitude estimation. Many algorithms have been proposed but they principally target open space areas where the local magnetic field equals the Earth’s field. Unfortunately, this approach is impossible indoors, where the use of magnetometer arrays or magnetic field gradients has been proposed. However, current approaches omit the impact of past state estimates on the current orientation estimate, especially when a reference field is computed over a sliding window. A novel Delay Kalman filter is proposed in this paper to integrate this time correlation: the Delay MAGYQ. Experimental assessment, conducted in a motion lab with a handheld inertial and magnetic mobile unit, shows that the novel filter better estimates the Euler angles of the handheld device with an 11.7° mean error on the yaw angle as compared to 16.4° with a common Additive Extended Kalman filter.

  7. Online Internal Temperature Estimation for Lithium-Ion Batteries Based on Kalman Filter

    Directory of Open Access Journals (Sweden)

    Jinlei Sun

    2015-05-01

    Full Text Available The battery internal temperature estimation is important for the thermal safety in applications, because the internal temperature is hard to measure directly. In this work, an online internal temperature estimation method based on a simplified thermal model using a Kalman filter is proposed. As an improvement, the influences of entropy change and overpotential on heat generation are analyzed quantitatively. The model parameters are identified through a current pulse test. The charge/discharge experiments under different current rates are carried out on the same battery to verify the estimation results. The internal and surface temperatures are measured with thermocouples for result validation and model construction. The accuracy of the estimated result is validated with a maximum estimation error of around 1 K.

  8. Kalman filter-based EM-optical sensor fusion for needle deflection estimation.

    Science.gov (United States)

    Jiang, Baichuan; Gao, Wenpeng; Kacher, Daniel; Nevo, Erez; Fetics, Barry; Lee, Thomas C; Jayender, Jagadeesan

    2018-04-01

    In many clinical procedures such as cryoablation that involves needle insertion, accurate placement of the needle's tip at the desired target is the major issue for optimizing the treatment and minimizing damage to the neighboring anatomy. However, due to the interaction force between the needle and tissue, considerable error in intraoperative tracking of the needle tip can be observed as needle deflects. In this paper, measurements data from an optical sensor at the needle base and a magnetic resonance (MR) gradient field-driven electromagnetic (EM) sensor placed 10 cm from the needle tip are used within a model-integrated Kalman filter-based sensor fusion scheme. Bending model-based estimations and EM-based direct estimation are used as the measurement vectors in the Kalman filter, thus establishing an online estimation approach. Static tip bending experiments show that the fusion method can reduce the mean error of the tip position estimation from 29.23 mm of the optical sensor-based approach to 3.15 mm of the fusion-based approach and from 39.96 to 6.90 mm, at the MRI isocenter and the MRI entrance, respectively. This work established a novel sensor fusion scheme that incorporates model information, which enables real-time tracking of needle deflection with MRI compatibility, in a free-hand operating setup.

  9. Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

    International Nuclear Information System (INIS)

    Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

    2014-01-01

    A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters. (paper)

  10. State and parameter estimation of the heat shock response system using Kalman and particle filters.

    Science.gov (United States)

    Liu, Xin; Niranjan, Mahesan

    2012-06-01

    Traditional models of systems biology describe dynamic biological phenomena as solutions to ordinary differential equations, which, when parameters in them are set to correct values, faithfully mimic observations. Often parameter values are tweaked by hand until desired results are achieved, or computed from biochemical experiments carried out in vitro. Of interest in this article, is the use of probabilistic modelling tools with which parameters and unobserved variables, modelled as hidden states, can be estimated from limited noisy observations of parts of a dynamical system. Here we focus on sequential filtering methods and take a detailed look at the capabilities of three members of this family: (i) extended Kalman filter (EKF), (ii) unscented Kalman filter (UKF) and (iii) the particle filter, in estimating parameters and unobserved states of cellular response to sudden temperature elevation of the bacterium Escherichia coli. While previous literature has studied this system with the EKF, we show that parameter estimation is only possible with this method when the initial guesses are sufficiently close to the true values. The same turns out to be true for the UKF. In this thorough empirical exploration, we show that the non-parametric method of particle filtering is able to reliably estimate parameters and states, converging from initial distributions relatively far away from the underlying true values. Software implementation of the three filters on this problem can be freely downloaded from http://users.ecs.soton.ac.uk/mn/HeatShock

  11. State Estimation of Induction Motor Drives Using the Unscented Kalman Filter

    DEFF Research Database (Denmark)

    Lascu, Cristian; Jafarzadeh, Saeed; Fadali, M.Sami

    2012-01-01

    This paper investigates the application, design, and implementation of unscented Kalman filters (KFs) (UKFs) for induction motor (IM) sensorless drives. UKFs use nonlinear unscented transforms (UTs) in the prediction step in order to preserve the stochastic characteristics of a nonlinear system....... The advantage of using UTs is their ability to capture the nonlinear behavior of the system, unlike extended KFs (EKFs) that use linearized models. Four original variants of the UKF for IM state estimation, based on different UTs, are described, analyzed, and compared. The four transforms are basic, general...

  12. Distributed Extended Kalman Filter for Position, Velocity, Time, Estimation in Satellite Navigation Receivers

    Directory of Open Access Journals (Sweden)

    O. Jakubov

    2013-09-01

    Full Text Available Common techniques for position-velocity-time estimation in satellite navigation, iterative least squares and the extended Kalman filter, involve matrix operations. The matrix inversion and inclusion of a matrix library pose requirements on a computational power and operating platform of the navigation processor. In this paper, we introduce a novel distributed algorithm suitable for implementation in simple parallel processing units each for a tracked satellite. Such a unit performs only scalar sum, subtraction, multiplication, and division. The algorithm can be efficiently implemented in hardware logic. Given the fast position-velocity-time estimator, frequent estimates can foster dynamic performance of a vector tracking receiver. The algorithm has been designed from a factor graph representing the extended Kalman filter by splitting vector nodes into scalar ones resulting in a cyclic graph with few iterations needed. Monte Carlo simulations have been conducted to investigate convergence and accuracy. Simulation case studies for a vector tracking architecture and experimental measurements with a real-time software receiver developed at CTU in Prague were conducted. The algorithm offers compromises in stability, accuracy, and complexity depending on the number of iterations. In scenarios with a large number of tracked satellites, it can outperform the traditional methods at low complexity.

  13. A cascaded two-step Kalman filter for estimation of human body segment orientation using MEMS-IMU.

    Science.gov (United States)

    Zihajehzadeh, S; Loh, D; Lee, M; Hoskinson, R; Park, E J

    2014-01-01

    Orientation of human body segments is an important quantity in many biomechanical analyses. To get robust and drift-free 3-D orientation, raw data from miniature body worn MEMS-based inertial measurement units (IMU) should be blended in a Kalman filter. Aiming at less computational cost, this work presents a novel cascaded two-step Kalman filter orientation estimation algorithm. Tilt angles are estimated in the first step of the proposed cascaded Kalman filter. The estimated tilt angles are passed to the second step of the filter for yaw angle calculation. The orientation results are benchmarked against the ones from a highly accurate tactical grade IMU. Experimental results reveal that the proposed algorithm provides robust orientation estimation in both kinematically and magnetically disturbed conditions.

  14. Enhanced Pedestrian Navigation Based on Course Angle Error Estimation Using Cascaded Kalman Filters.

    Science.gov (United States)

    Song, Jin Woo; Park, Chan Gook

    2018-04-21

    An enhanced pedestrian dead reckoning (PDR) based navigation algorithm, which uses two cascaded Kalman filters (TCKF) for the estimation of course angle and navigation errors, is proposed. The proposed algorithm uses a foot-mounted inertial measurement unit (IMU), waist-mounted magnetic sensors, and a zero velocity update (ZUPT) based inertial navigation technique with TCKF. The first stage filter estimates the course angle error of a human, which is closely related to the heading error of the IMU. In order to obtain the course measurements, the filter uses magnetic sensors and a position-trace based course angle. For preventing magnetic disturbance from contaminating the estimation, the magnetic sensors are attached to the waistband. Because the course angle error is mainly due to the heading error of the IMU, and the characteristic error of the heading angle is highly dependent on that of the course angle, the estimated course angle error is used as a measurement for estimating the heading error in the second stage filter. At the second stage, an inertial navigation system-extended Kalman filter-ZUPT (INS-EKF-ZUPT) method is adopted. As the heading error is estimated directly by using course-angle error measurements, the estimation accuracy for the heading and yaw gyro bias can be enhanced, compared with the ZUPT-only case, which eventually enhances the position accuracy more efficiently. The performance enhancements are verified via experiments, and the way-point position error for the proposed method is compared with those for the ZUPT-only case and with other cases that use ZUPT and various types of magnetic heading measurements. The results show that the position errors are reduced by a maximum of 90% compared with the conventional ZUPT based PDR algorithms.

  15. Cascaded Kalman and particle filters for photogrammetry based gyroscope drift and robot attitude estimation.

    Science.gov (United States)

    Sadaghzadeh N, Nargess; Poshtan, Javad; Wagner, Achim; Nordheimer, Eugen; Badreddin, Essameddin

    2014-03-01

    Based on a cascaded Kalman-Particle Filtering, gyroscope drift and robot attitude estimation method is proposed in this paper. Due to noisy and erroneous measurements of MEMS gyroscope, it is combined with Photogrammetry based vision navigation scenario. Quaternions kinematics and robot angular velocity dynamics with augmented drift dynamics of gyroscope are employed as system state space model. Nonlinear attitude kinematics, drift and robot angular movement dynamics each in 3 dimensions result in a nonlinear high dimensional system. To reduce the complexity, we propose a decomposition of system to cascaded subsystems and then design separate cascaded observers. This design leads to an easier tuning and more precise debugging from the perspective of programming and such a setting is well suited for a cooperative modular system with noticeably reduced computation time. Kalman Filtering (KF) is employed for the linear and Gaussian subsystem consisting of angular velocity and drift dynamics together with gyroscope measurement. The estimated angular velocity is utilized as input of the second Particle Filtering (PF) based observer in two scenarios of stochastic and deterministic inputs. Simulation results are provided to show the efficiency of the proposed method. Moreover, the experimental results based on data from a 3D MEMS IMU and a 3D camera system are used to demonstrate the efficiency of the method. © 2013 ISA Published by ISA All rights reserved.

  16. DYNAMIC ESTIMATION FOR PARAMETERS OF INTERFERENCE SIGNALS BY THE SECOND ORDER EXTENDED KALMAN FILTERING

    Directory of Open Access Journals (Sweden)

    P. A. Ermolaev

    2014-03-01

    Full Text Available Data processing in the interferometer systems requires high-resolution and high-speed algorithms. Recurrence algorithms based on parametric representation of signals execute consequent processing of signal samples. In some cases recurrence algorithms make it possible to increase speed and quality of data processing as compared with classic processing methods. Dependence of the measured interferometer signal on parameters of its model and stochastic nature of noise formation in the system is, in general, nonlinear. The usage of nonlinear stochastic filtering algorithms is expedient for such signals processing. Extended Kalman filter with linearization of state and output equations by the first vector parameters derivatives is an example of these algorithms. To decrease approximation error of this method the second order extended Kalman filtering is suggested with additionally usage of the second vector parameters derivatives of model equations. Examples of algorithm implementation with the different sets of estimated parameters are described. The proposed algorithm gives the possibility to increase the quality of data processing in interferometer systems in which signals are forming according to considered models. Obtained standard deviation of estimated amplitude envelope does not exceed 4% of the maximum. It is shown that signal-to-noise ratio of reconstructed signal is increased by 60%.

  17. A Sequential Multiplicative Extended Kalman Filter for Attitude Estimation Using Vector Observations

    Science.gov (United States)

    Qin, Fangjun; Jiang, Sai; Zha, Feng

    2018-01-01

    In this paper, a sequential multiplicative extended Kalman filter (SMEKF) is proposed for attitude estimation using vector observations. In the proposed SMEKF, each of the vector observations is processed sequentially to update the attitude, which can make the measurement model linearization more accurate for the next vector observation. This is the main difference to Murrell’s variation of the MEKF, which does not update the attitude estimate during the sequential procedure. Meanwhile, the covariance is updated after all the vector observations have been processed, which is used to account for the special characteristics of the reset operation necessary for the attitude update. This is the main difference to the traditional sequential EKF, which updates the state covariance at each step of the sequential procedure. The numerical simulation study demonstrates that the proposed SMEKF has more consistent and accurate performance in a wide range of initial estimate errors compared to the MEKF and its traditional sequential forms. PMID:29751538

  18. A Sequential Multiplicative Extended Kalman Filter for Attitude Estimation Using Vector Observations

    Directory of Open Access Journals (Sweden)

    Fangjun Qin

    2018-05-01

    Full Text Available In this paper, a sequential multiplicative extended Kalman filter (SMEKF is proposed for attitude estimation using vector observations. In the proposed SMEKF, each of the vector observations is processed sequentially to update the attitude, which can make the measurement model linearization more accurate for the next vector observation. This is the main difference to Murrell’s variation of the MEKF, which does not update the attitude estimate during the sequential procedure. Meanwhile, the covariance is updated after all the vector observations have been processed, which is used to account for the special characteristics of the reset operation necessary for the attitude update. This is the main difference to the traditional sequential EKF, which updates the state covariance at each step of the sequential procedure. The numerical simulation study demonstrates that the proposed SMEKF has more consistent and accurate performance in a wide range of initial estimate errors compared to the MEKF and its traditional sequential forms.

  19. Reservoir History Matching Using Ensemble Kalman Filters with Anamorphosis Transforms

    KAUST Repository

    Aman, Beshir M.

    2012-12-01

    This work aims to enhance the Ensemble Kalman Filter performance by transforming the non-Gaussian state variables into Gaussian variables to be a step closer to optimality. This is done by using univariate and multivariate Box-Cox transformation. Some History matching methods such as Kalman filter, particle filter and the ensemble Kalman filter are reviewed and applied to a test case in the reservoir application. The key idea is to apply the transformation before the update step and then transform back after applying the Kalman correction. In general, the results of the multivariate method was promising, despite the fact it over-estimated some variables.

  20. Kalman-Filter-Based State Estimation for System Information Exchange in a Multi-bus Islanded Microgrid

    DEFF Research Database (Denmark)

    Wang, Yanbo; Tian, Yanjun; Wang, Xiongfei

    2014-01-01

    State monitoring and analysis of distribution systems has become an urgent issue, and state estimation serves as an important tool to deal with it. In this paper, a Kalman-Filter-based state estimation method for a multi-bus islanded microgrid is presented. First, an overall small signal model wi...

  1. Multilevel ensemble Kalman filtering

    KAUST Repository

    Hoel, Haakon

    2016-01-08

    The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.

  2. Multilevel ensemble Kalman filtering

    KAUST Repository

    Hoel, Haakon; Chernov, Alexey; Law, Kody; Nobile, Fabio; Tempone, Raul

    2016-01-01

    The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.

  3. A model predictive control approach combined unscented Kalman filter vehicle state estimation in intelligent vehicle trajectory tracking

    Directory of Open Access Journals (Sweden)

    Hongxiao Yu

    2015-05-01

    Full Text Available Trajectory tracking and state estimation are significant in the motion planning and intelligent vehicle control. This article focuses on the model predictive control approach for the trajectory tracking of the intelligent vehicles and state estimation of the nonlinear vehicle system. The constraints of the system states are considered when applying the model predictive control method to the practical problem, while 4-degree-of-freedom vehicle model and unscented Kalman filter are proposed to estimate the vehicle states. The estimated states of the vehicle are used to provide model predictive control with real-time control and judge vehicle stability. Furthermore, in order to decrease the cost of solving the nonlinear optimization, the linear time-varying model predictive control is used at each time step. The effectiveness of the proposed vehicle state estimation and model predictive control method is tested by driving simulator. The results of simulations and experiments show that great and robust performance is achieved for trajectory tracking and state estimation in different scenarios.

  4. Kalman filtering state of charge estimation for battery management system based on a stochastic fuzzy neural network battery model

    International Nuclear Information System (INIS)

    Xu Long; Wang Junping; Chen Quanshi

    2012-01-01

    Highlights: ► A novel extended Kalman Filtering SOC estimation method based on a stochastic fuzzy neural network (SFNN) battery model is proposed. ► The SFNN which has filtering effect on noisy input can model the battery nonlinear dynamic with high accuracy. ► A robust parameter learning algorithm for SFNN is studied so that the parameters can converge to its true value with noisy data. ► The maximum SOC estimation error based on the proposed method is 0.6%. - Abstract: Extended Kalman filtering is an intelligent and optimal means for estimating the state of a dynamic system. In order to use extended Kalman filtering to estimate the state of charge (SOC), we require a mathematical model that can accurately capture the dynamics of battery pack. In this paper, we propose a stochastic fuzzy neural network (SFNN) instead of the traditional neural network that has filtering effect on noisy input to model the battery nonlinear dynamic. Then, the paper studies the extended Kalman filtering SOC estimation method based on a SFNN model. The modeling test is realized on an 80 Ah Ni/MH battery pack and the Federal Urban Driving Schedule (FUDS) cycle is used to verify the SOC estimation method. The maximum SOC estimation error is 0.6% compared with the real SOC obtained from the discharging test.

  5. Modified ensemble Kalman filter for nuclear accident atmospheric dispersion: prediction improved and source estimated.

    Science.gov (United States)

    Zhang, X L; Su, G F; Yuan, H Y; Chen, J G; Huang, Q Y

    2014-09-15

    Atmospheric dispersion models play an important role in nuclear power plant accident management. A reliable estimation of radioactive material distribution in short range (about 50 km) is in urgent need for population sheltering and evacuation planning. However, the meteorological data and the source term which greatly influence the accuracy of the atmospheric dispersion models are usually poorly known at the early phase of the emergency. In this study, a modified ensemble Kalman filter data assimilation method in conjunction with a Lagrangian puff-model is proposed to simultaneously improve the model prediction and reconstruct the source terms for short range atmospheric dispersion using the off-site environmental monitoring data. Four main uncertainty parameters are considered: source release rate, plume rise height, wind speed and wind direction. Twin experiments show that the method effectively improves the predicted concentration distribution, and the temporal profiles of source release rate and plume rise height are also successfully reconstructed. Moreover, the time lag in the response of ensemble Kalman filter is shortened. The method proposed here can be a useful tool not only in the nuclear power plant accident emergency management but also in other similar situation where hazardous material is released into the atmosphere. Copyright © 2014 Elsevier B.V. All rights reserved.

  6. Analysis of a Kalman filter based method for on-line estimation of atmospheric dispersion parameters using radiation monitoring data

    DEFF Research Database (Denmark)

    Drews, Martin; Lauritzen, Bent; Madsen, Henrik

    2005-01-01

    A Kalman filter method is discussed for on-line estimation of radioactive release and atmospheric dispersion from a time series of off-site radiation monitoring data. The method is based on a state space approach, where a stochastic system equation describes the dynamics of the plume model...... parameters, and the observables are linked to the state variables through a static measurement equation. The method is analysed for three simple state space models using experimental data obtained at a nuclear research reactor. Compared to direct measurements of the atmospheric dispersion, the Kalman filter...... estimates are found to agree well with the measured parameters, provided that the radiation measurements are spread out in the cross-wind direction. For less optimal detector placement it proves difficult to distinguish variations in the source term and plume height; yet the Kalman filter yields consistent...

  7. Dual states estimation of a subsurface flow-transport coupled model using ensemble Kalman filtering

    KAUST Repository

    El Gharamti, Mohamad

    2013-10-01

    Modeling the spread of subsurface contaminants requires coupling a groundwater flow model with a contaminant transport model. Such coupling may provide accurate estimates of future subsurface hydrologic states if essential flow and contaminant data are assimilated in the model. Assuming perfect flow, an ensemble Kalman filter (EnKF) can be used for direct data assimilation into the transport model. This is, however, a crude assumption as flow models can be subject to many sources of uncertainty. If the flow is not accurately simulated, contaminant predictions will likely be inaccurate even after successive Kalman updates of the contaminant model with the data. The problem is better handled when both flow and contaminant states are concurrently estimated using the traditional joint state augmentation approach. In this paper, we introduce a dual estimation strategy for data assimilation into a one-way coupled system by treating the flow and the contaminant models separately while intertwining a pair of distinct EnKFs, one for each model. The presented strategy only deals with the estimation of state variables but it can also be used for state and parameter estimation problems. This EnKF-based dual state-state estimation procedure presents a number of novel features: (i) it allows for simultaneous estimation of both flow and contaminant states in parallel; (ii) it provides a time consistent sequential updating scheme between the two models (first flow, then transport); (iii) it simplifies the implementation of the filtering system; and (iv) it yields more stable and accurate solutions than does the standard joint approach. We conducted synthetic numerical experiments based on various time stepping and observation strategies to evaluate the dual EnKF approach and compare its performance with the joint state augmentation approach. Experimental results show that on average, the dual strategy could reduce the estimation error of the coupled states by 15% compared with the

  8. A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

    Science.gov (United States)

    Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

    2018-03-07

    The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

  9. A combination Kalman filter approach for State of Charge estimation of lithium-ion battery considering model uncertainty

    International Nuclear Information System (INIS)

    Li, Yanwen; Wang, Chao; Gong, Jinfeng

    2016-01-01

    An accurate battery State of Charge estimation plays an important role in battery electric vehicles. This paper makes two contributions to the existing literature. (1) A recursive least squares method with fuzzy adaptive forgetting factor has been presented to update the model parameters close to the real value more quickly. (2) The statistical information of the innovation sequence obeying chi-square distribution has been introduced to identify model uncertainty, and a novel combination algorithm of strong tracking unscented Kalman filter and adaptive unscented Kalman filter has been developed to estimate SOC (State of Charge). Experimental results indicate that the novel algorithm has a good performance in estimating the battery SOC against initial SOC errors and voltage sensor drift. A comparison with the unscented Kalman filter-based algorithms and adaptive unscented Kalman filter-based algorithms shows that the proposed SOC estimation method has better accuracy, robustness and convergence behavior. - Highlights: • Recursive least squares method with fuzzy adaptive forgetting factor is presented. • The innovation obeying chi-square distribution is used to identify uncertainty. • A combination Karman filter approach for State of Charge estimation is presented. • The performance of the proposed method is verified by comparison results.

  10. Tyre-road grip coefficient assessment - Part II: online estimation using instrumented vehicle, extended Kalman filter, and neural network

    Science.gov (United States)

    Luque, Pablo; Mántaras, Daniel A.; Fidalgo, Eloy; Álvarez, Javier; Riva, Paolo; Girón, Pablo; Compadre, Diego; Ferran, Jordi

    2013-12-01

    The main objective of this work is to determine the limit of safe driving conditions by identifying the maximal friction coefficient in a real vehicle. The study will focus on finding a method to determine this limit before reaching the skid, which is valuable information in the context of traffic safety. Since it is not possible to measure the friction coefficient directly, it will be estimated using the appropriate tools in order to get the most accurate information. A real vehicle is instrumented to collect information of general kinematics and steering tie-rod forces. A real-time algorithm is developed to estimate forces and aligning torque in the tyres using an extended Kalman filter and neural networks techniques. The methodology is based on determining the aligning torque; this variable allows evaluation of the behaviour of the tyre. It transmits interesting information from the tyre-road contact and can be used to predict the maximal tyre grip and safety margin. The maximal grip coefficient is estimated according to a knowledge base, extracted from computer simulation of a high detailed three-dimensional model, using Adams® software. The proposed methodology is validated and applied to real driving conditions, in which maximal grip and safety margin are properly estimated.

  11. Development and validation of a Kalman filter-based model for vehicle slip angle estimation

    Science.gov (United States)

    Gadola, M.; Chindamo, D.; Romano, M.; Padula, F.

    2014-01-01

    It is well known that vehicle slip angle is one of the most difficult parameters to measure on a vehicle during testing or racing activities. Moreover, the appropriate sensor is very expensive and it is often difficult to fit to a car, especially on race cars. We propose here a strategy to eliminate the need for this sensor by using a mathematical tool which gives a good estimation of the vehicle slip angle. A single-track car model, coupled with an extended Kalman filter, was used in order to achieve the result. Moreover, a tuning procedure is proposed that takes into consideration both nonlinear and saturation characteristics typical of vehicle lateral dynamics. The effectiveness of the proposed algorithm has been proven by both simulation results and real-world data.

  12. Comparison of reactivity estimation performance between two extended Kalman filtering schemes

    International Nuclear Information System (INIS)

    Peng, Xingjie; Cai, Yun; Li, Qing; Wang, Kan

    2016-01-01

    Highlights: • The performances of two EKF schemes using different Jacobian matrices are compared. • Numerical simulations are used for the validation and comparison of these two EKF schemes. • The simulation results show that the EKF scheme adopted by this paper performs better than the one adopted by previous literatures. - Abstract: The extended Kalman filtering (EKF) technique has been utilized in the estimation of reactivity which is a significantly important parameter to indicate the status of the nuclear reactor. In this paper, the performances of two EKF schemes using different Jacobian matrices are compared. Numerical simulations are used for the validation and comparison of these two EKF schemes, and the results show that the Jacobian matrix obtained directly from the discrete-time state model performs better than the one which is the discretization form of the Jacobian matrix obtained from the continuous-time state model.

  13. Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter

    Science.gov (United States)

    Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.

    2013-01-01

    In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

  14. Simultaneous estimation of model state variables and observation and forecast biases using a two-stage hybrid Kalman filter

    Directory of Open Access Journals (Sweden)

    V. R. N. Pauwels

    2013-09-01

    Full Text Available In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

  15. A multiscale framework with extended Kalman filter for lithium-ion battery SOC and capacity estimation

    International Nuclear Information System (INIS)

    Hu, Chao; Youn, Byeng D.; Chung, Jaesik

    2012-01-01

    Highlights: ► We develop a mutiscale framework with EKF to estimate SOC and capacity. ► The framework is a hybrid of coulomb counting and adaptive filtering techniques. ► It decouples SOC and capacity estimation in terms of measurement and time-scale. ► Results verify the framework achieves higher accuracy and efficiency than dual EKF. -- Abstract: State-of-charge (SOC) and capacity estimation plays an essential role in many battery-powered applications, such as electric vehicle (EV) and hybrid electric vehicle (HEV). However, commonly used joint/dual extended Kalman filter (EKF) suffers from the lack of accuracy in the capacity estimation since (i) the cell voltage is the only measurable data for the SOC and capacity estimation and updates and (ii) the capacity is very weakly linked to the cell voltage. The lack of accuracy in the capacity estimation may further reduce the accuracy in the SOC estimation due to the strong dependency of the SOC on the capacity. Furthermore, although the capacity is a slowly time-varying quantity that indicates cell state-of-health (SOH), the capacity estimation is generally performed on the same time-scale as the quickly time-varying SOC, resulting in high computational complexity. To resolve these difficulties, this paper proposes a multiscale framework with EKF for SOC and capacity estimation. The proposed framework comprises two ideas: (i) a multiscale framework to estimate SOC and capacity that exhibit time-scale separation and (ii) a state projection scheme for accurate and stable capacity estimation. Simulation results with synthetic data based on a valid cell dynamic model suggest that the proposed framework, as a hybrid of coulomb counting and adaptive filtering techniques, achieves higher accuracy and efficiency than joint/dual EKF. Results of the cycle test on Lithium-ion prismatic cells further verify the effectiveness of our framework.

  16. Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

    Science.gov (United States)

    Madi, Mahmoud K; Karameh, Fadi N

    2017-01-01

    Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate

  17. Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics

    Science.gov (United States)

    2017-01-01

    Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate

  18. Dynamic State Estimation for Multi-Machine Power System by Unscented Kalman Filter With Enhanced Numerical Stability

    Energy Technology Data Exchange (ETDEWEB)

    Qi, Junjian; Sun, Kai; Wang, Jianhui; Liu, Hui

    2018-03-01

    In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKFGPS) is proposed and compared with five existing approaches, including UKFschol, UKF-kappa, UKFmodified, UKF-Delta Q, and the squareroot UKF (SRUKF). These methods and the extended Kalman filter (EKF) are tested by performing dynamic state estimation on WSCC 3-machine 9-bus system and NPCC 48-machine 140-bus system. For WSCC system, all methods obtain good estimates. However, for NPCC system, both EKF and the classic UKF fail. It is found that UKFschol, UKF-kappa, and UKF-Delta Q do not work well in some estimations while UKFGPS works well in most cases. UKFmodified and SRUKF can always work well, indicating their better scalability mainly due to the enhanced numerical stability.

  19. Fast, accurate, and robust frequency offset estimation based on modified adaptive Kalman filter in coherent optical communication system

    Science.gov (United States)

    Yang, Yanfu; Xiang, Qian; Zhang, Qun; Zhou, Zhongqing; Jiang, Wen; He, Qianwen; Yao, Yong

    2017-09-01

    We propose a joint estimation scheme for fast, accurate, and robust frequency offset (FO) estimation along with phase estimation based on modified adaptive Kalman filter (MAKF). The scheme consists of three key modules: extend Kalman filter (EKF), lock detector, and FO cycle slip recovery. The EKF module estimates time-varying phase induced by both FO and laser phase noise. The lock detector module makes decision between acquisition mode and tracking mode and consequently sets the EKF tuning parameter in an adaptive manner. The third module can detect possible cycle slip in the case of large FO and make proper correction. Based on the simulation and experimental results, the proposed MAKF has shown excellent estimation performance featuring high accuracy, fast convergence, as well as the capability of cycle slip recovery.

  20. Tracking speckle displacement by double Kalman filtering

    Institute of Scientific and Technical Information of China (English)

    Donghui Li; Li Guo

    2006-01-01

    @@ A tracking technique using two sequentially-connected Kalman filter for tracking laser speckle displacement is presented. One Kalman filter tracks temporal speckle displacement, while another Kalman filter tracks spatial speckle displacement. The temporal Kalman filter provides a prior for the spatial Kalman filter, and the spatial Kalman filter provides measurements for the temporal Kalman filter. The contribution of a prior to estimations of the spatial Kalman filter is analyzed. An optical analysis system was set up to verify the double-Kalman-filter tracker's ability of tracking laser speckle's constant displacement.

  1. Ensemble Kalman Filtering with Residual Nudging: An Extension to State Estimation Problems with Nonlinear Observation Operators

    KAUST Repository

    Luo, Xiaodong

    2014-10-01

    The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an observation-space-based strategy, called residual nudging, to improve the stability of the EnKF when dealing with linear observation operators. The main idea behind residual nudging is to monitor and, if necessary, adjust the distances (misfits) between the real observations and the simulated ones of the state estimates, in the hope that by doing so one may be able to obtain better estimation accuracy. In the present study, residual nudging is extended and modified in order to handle nonlinear observation operators. Such extension and modification result in an iterative filtering framework that, under suitable conditions, is able to achieve the objective of residual nudging for data assimilation problems with nonlinear observation operators. The 40-dimensional Lorenz-96 model is used to illustrate the performance of the iterative filter. Numerical results show that, while a normal EnKF may diverge with nonlinear observation operators, the proposed iterative filter remains stable and leads to reasonable estimation accuracy under various experimental settings.

  2. Concurrent hyperthermia estimation schemes based on extended Kalman filtering and reduced-order modelling.

    Science.gov (United States)

    Potocki, J K; Tharp, H S

    1993-01-01

    The success of treating cancerous tissue with heat depends on the temperature elevation, the amount of tissue elevated to that temperature, and the length of time that the tissue temperature is elevated. In clinical situations the temperature of most of the treated tissue volume is unknown, because only a small number of temperature sensors can be inserted into the tissue. A state space model based on a finite difference approximation of the bioheat transfer equation (BHTE) is developed for identification purposes. A full-order extended Kalman filter (EKF) is designed to estimate both the unknown blood perfusion parameters and the temperature at unmeasured locations. Two reduced-order estimators are designed as computationally less intensive alternatives to the full-order EKF. Simulation results show that the success of the estimation scheme depends strongly on the number and location of the temperature sensors. Superior results occur when a temperature sensor exists in each unknown blood perfusion zone, and the number of sensors is at least as large as the number of unknown perfusion zones. Unacceptable results occur when there are more unknown perfusion parameters than temperature sensors, or when the sensors are placed in locations that do not sample the unknown perfusion information.

  3. Extended Kalman Filter Channel Estimation for Line-of-Sight Detection in WCDMA Mobile Positioning

    Directory of Open Access Journals (Sweden)

    Abdelmonaem Lakhzouri

    2003-12-01

    Full Text Available In mobile positioning, it is very important to estimate correctly the delay between the transmitter and the receiver. When the receiver is in line-of-sight (LOS condition with the transmitter, the computation of the mobile position in two dimensions becomes straightforward. In this paper, the problem of LOS detection in WCDMA for mobile positioning is considered, together with joint estimation of the delays and channel coefficients. These are very challenging topics in multipath fading channels because LOS component is not always present, and when it is present, it might be severely affected by interfering paths spaced at less than one chip distance (closely spaced paths. The extended Kalman filter (EKF is used to estimate jointly the delays and complex channel coefficients. The decision whether the LOS component is present or not is based on statistical tests to determine the distribution of the channel coefficient corresponding to the first path. The statistical test-based techniques are practical, simple, and of low computation complexity, which is suitable for WCDMA receivers. These techniques can provide an accurate decision whether LOS component is present or not.

  4. Noninvasive estimation of global activation sequence using the extended Kalman filter.

    Science.gov (United States)

    Liu, Chenguang; He, Bin

    2011-03-01

    A new algorithm for 3-D imaging of the activation sequence from noninvasive body surface potentials is proposed. After formulating the nonlinear relationship between the 3-D activation sequence and the body surface recordings during activation, the extended Kalman filter (EKF) is utilized to estimate the activation sequence in a recursive way. The state vector containing the activation sequence is optimized during iteration by updating the error variance/covariance matrix. A new regularization scheme is incorporated into the "predict" procedure of EKF to tackle the ill-posedness of the inverse problem. The EKF-based algorithm shows good performance in simulation under single-site pacing. Between the estimated activation sequences and true values, the average correlation coefficient (CC) is 0.95, and the relative error (RE) is 0.13. The average localization error (LE) when localizing the pacing site is 3.0 mm. Good results are also obtained under dual-site pacing (CC = 0.93, RE = 0.16, and LE = 4.3 mm). Furthermore, the algorithm shows robustness to noise. The present promising results demonstrate that the proposed EKF-based inverse approach can noninvasively estimate the 3-D activation sequence with good accuracy and the new algorithm shows good features due to the application of EKF.

  5. A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

    KAUST Repository

    Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

    2016-01-01

    Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface ground-water models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKF(OSA). Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25% more accurate state and parameter estimations than the joint and dual approaches.

  6. A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2016-08-12

    Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface ground-water models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model\\'s state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKF(OSA). Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25% more accurate state and parameter estimations than the joint and dual approaches.

  7. Time-Domain Voltage Sag State Estimation Based on the Unscented Kalman Filter for Power Systems with Nonlinear Components

    Directory of Open Access Journals (Sweden)

    Rafael Cisneros-Magaña

    2018-06-01

    Full Text Available This paper proposes a time-domain methodology based on the unscented Kalman filter to estimate voltage sags and their characteristics, such as magnitude and duration in power systems represented by nonlinear models. Partial and noisy measurements from the electrical network with nonlinear loads, used as data, are assumed. The characteristics of voltage sags can be calculated in a discrete form with the unscented Kalman filter to estimate all the busbar voltages; being possible to determine the rms voltage magnitude and the voltage sag starting and ending time, respectively. Voltage sag state estimation results can be used to obtain the power quality indices for monitored and unmonitored busbars in the power grid and to design adequate mitigating techniques. The proposed methodology is successfully validated against the results obtained with the time-domain system simulation for the power system with nonlinear components, being the normalized root mean square error less than 3%.

  8. Pose and Motion Estimation Using Dual Quaternion-Based Extended Kalman Filtering

    Energy Technology Data Exchange (ETDEWEB)

    Goddard, J.S.; Abidi, M.A.

    1998-06-01

    A solution to the remote three-dimensional (3-D) measurement problem is presented for a dynamic system given a sequence of two-dimensional (2-D) intensity images of a moving object. The 3-D transformation is modeled as a nonlinear stochastic system with the state estimate providing the six-degree-of-freedom motion and position values as well as structure. The stochastic model uses the iterated extended Kalman filter (IEKF) as a nonlinear estimator and a screw representation of the 3-D transformation based on dual quaternions. Dual quaternions, whose elements are dual numbers, provide a means to represent both rotation and translation in a unified notation. Linear object features, represented as dual vectors, are transformed using the dual quaternion transformation and are then projected to linear features in the image plane. The method has been implemented and tested with both simulated and actual experimental data. Simulation results are provided, along with comparisons to a point-based IEKF method using rotation and translation, to show the relative advantages of this method. Experimental results from testing using a camera mounted on the end effector of a robot arm are also given.

  9. Real-time muscle state estimation from EMG signals during isometric contractions using Kalman filters.

    Science.gov (United States)

    Menegaldo, Luciano L

    2017-12-01

    State-space control of myoelectric devices and real-time visualization of muscle forces in virtual rehabilitation require measuring or estimating muscle dynamic states: neuromuscular activation, tendon force and muscle length. This paper investigates whether regular (KF) and extended Kalman filters (eKF), derived directly from Hill-type muscle mechanics equations, can be used as real-time muscle state estimators for isometric contractions using raw electromyography signals (EMG) as the only available measurement. The estimators' amplitude error, computational cost, filtering lags and smoothness are compared with usual EMG-driven analysis, performed offline, by integrating the nonlinear Hill-type muscle model differential equations (offline simulations-OS). EMG activity of the three triceps surae components (soleus, gastrocnemius medialis and gastrocnemius lateralis), in three torque levels, was collected for ten subjects. The actualization interval (AI) between two updates of the KF and eKF was also varied. The results show that computational costs are significantly reduced (70x for KF and 17[Formula: see text] for eKF). The filtering lags presented sharp linear relationships with the AI (0-300 ms), depending on the state and activation level. Under maximum excitation, amplitude errors varied in the range 10-24% for activation, 5-8% for tendon force and 1.4-1.8% for muscle length, reducing linearly with the excitation level. Smoothness, measured by the ratio between the average standard variations of KF/eKF and OS estimations, was greatly reduced for activation but converged exponentially to 1 for the other states by increasing AI. Compared to regular KF, extended KF does not seem to improve estimation accuracy significantly. Depending on the particular application requirements, the most appropriate KF actualization interval can be selected.

  10. A New Method for State of Charge Estimation of Lithium-Ion Battery Based on Strong Tracking Cubature Kalman Filter

    Directory of Open Access Journals (Sweden)

    Bizhong Xia

    2015-11-01

    Full Text Available The estimation of state of charge (SOC is a crucial evaluation index in a battery management system (BMS. The value of SOC indicates the remaining capacity of a battery, which provides a good guarantee of safety and reliability of battery operation. It is difficult to get an accurate value of the SOC, being one of the inner states. In this paper, a strong tracking cubature Kalman filter (STCKF based on the cubature Kalman filter is presented to perform accurate and reliable SOC estimation. The STCKF algorithm can adjust gain matrix online by introducing fading factor to the state estimation covariance matrix. The typical second-order resistor-capacitor model is used as the battery’s equivalent circuit model to dynamically simulate characteristics of the battery. The exponential-function fitting method accomplishes the task of relevant parameters identification. Then, the developed STCKF algorithm has been introduced in detail and verified under different operation current profiles such as Dynamic Stress Test (DST and New European Driving Cycle (NEDC. Making a comparison with extended Kalman filter (EKF and CKF algorithm, the experimental results show the merits of the STCKF algorithm in SOC estimation accuracy and robustness.

  11. Estimation of State of Charge of Lithium-Ion Batteries Used in HEV Using Robust Extended Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Suleiman M. Sharkh

    2012-04-01

    Full Text Available A robust extended Kalman filter (EKF is proposed as a method for estimation of the state of charge (SOC of lithium-ion batteries used in hybrid electric vehicles (HEVs. An equivalent circuit model of the battery, including its electromotive force (EMF hysteresis characteristics and polarization characteristics is used. The effect of the robust EKF gain coefficient on SOC estimation is analyzed, and an optimized gain coefficient is determined to restrain battery terminal voltage from fluctuating. Experimental and simulation results are presented. SOC estimates using the standard EKF are compared with the proposed robust EKF algorithm to demonstrate the accuracy and precision of the latter for SOC estimation.

  12. Soft tissue deformation estimation by spatio-temporal Kalman filter finite element method.

    Science.gov (United States)

    Yarahmadian, Mehran; Zhong, Yongmin; Gu, Chengfan; Shin, Jaehyun

    2018-01-01

    Soft tissue modeling plays an important role in the development of surgical training simulators as well as in robot-assisted minimally invasive surgeries. It has been known that while the traditional Finite Element Method (FEM) promises the accurate modeling of soft tissue deformation, it still suffers from a slow computational process. This paper presents a Kalman filter finite element method to model soft tissue deformation in real time without sacrificing the traditional FEM accuracy. The proposed method employs the FEM equilibrium equation and formulates it as a filtering process to estimate soft tissue behavior using real-time measurement data. The model is temporally discretized using the Newmark method and further formulated as the system state equation. Simulation results demonstrate that the computational time of KF-FEM is approximately 10 times shorter than the traditional FEM and it is still as accurate as the traditional FEM. The normalized root-mean-square error of the proposed KF-FEM in reference to the traditional FEM is computed as 0.0116. It is concluded that the proposed method significantly improves the computational performance of the traditional FEM without sacrificing FEM accuracy. The proposed method also filters noises involved in system state and measurement data.

  13. State-space dynamic model for estimation of radon entry rate, based on Kalman filtering

    International Nuclear Information System (INIS)

    Brabec, Marek; Jilek, Karel

    2007-01-01

    To predict the radon concentration in a house environment and to understand the role of all factors affecting its behavior, it is necessary to recognize time variation in both air exchange rate and radon entry rate into a house. This paper describes a new approach to the separation of their effects, which effectively allows continuous estimation of both radon entry rate and air exchange rate from simultaneous tracer gas (carbon monoxide) and radon gas measurement data. It is based on a state-space statistical model which permits quick and efficient calculations. Underlying computations are based on (extended) Kalman filtering, whose practical software implementation is easy. Key property is the model's flexibility, so that it can be easily adjusted to handle various artificial regimens of both radon gas and CO gas level manipulation. After introducing the statistical model formally, its performance will be demonstrated on real data from measurements conducted in our experimental, naturally ventilated and unoccupied room. To verify our method, radon entry rate calculated via proposed statistical model was compared with its known reference value. The results from several days of measurement indicated fairly good agreement (up to 5% between reference value radon entry rate and its value calculated continuously via proposed method, in average). Measured radon concentration moved around the level approximately 600 Bq m -3 , whereas the range of air exchange rate was 0.3-0.8 (h -1 )

  14. Parameter estimation in an atmospheric GCM using the Ensemble Kalman Filter

    Directory of Open Access Journals (Sweden)

    J. D. Annan

    2005-01-01

    Full Text Available We demonstrate the application of an efficient multivariate probabilistic parameter estimation method to a spectral primitive equation atmospheric GCM. The method, which is based on the Ensemble Kalman Filter, is effective at tuning the surface air temperature climatology of the model to both identical twin data and reanalysis data. When 5 parameters were simultaneously tuned to fit the model to reanalysis data, the model errors were reduced by around 35% compared to those given by the default parameter values. However, the precipitation field proved to be insensitive to these parameters and remains rather poor. The model is computationally cheap but chaotic and otherwise realistic, and the success of these experiments suggests that this method should be capable of tuning more sophisticated models, in particular for the purposes of climate hindcasting and prediction. Furthermore, the method is shown to be useful in determining structural deficiencies in the model which can not be improved by tuning, and so can be a useful tool to guide model development. The work presented here is for a limited set of parameters and data, but the scalability of the method is such that it could easily be extended to a more comprehensive parameter set given sufficient observational data to constrain them.

  15. Model-based stochastic-deterministic State and Force Estimation using Kalman filtering with Application to Hanko-1 Channel Marker

    OpenAIRE

    Petersen, Øyvind Wiig

    2014-01-01

    Force identification in structural dynamics is an inverse problem concerned with finding loads from measured structural response. The main objective of this thesis is to perform and study state (displacement and velocity) and force estimation by Kalman filtering. Theory on optimal control and state-space models are presented, adapted to linear structural dynamics. Accommodation for measurement noise and model inaccuracies are attained by stochastic-deterministic coupling. Explicit requirem...

  16. Integrated fMRI Preprocessing Framework Using Extended Kalman Filter for Estimation of Slice-Wise Motion

    Directory of Open Access Journals (Sweden)

    Basile Pinsard

    2018-04-01

    Full Text Available Functional MRI acquisition is sensitive to subjects' motion that cannot be fully constrained. Therefore, signal corrections have to be applied a posteriori in order to mitigate the complex interactions between changing tissue localization and magnetic fields, gradients and readouts. To circumvent current preprocessing strategies limitations, we developed an integrated method that correct motion and spatial low-frequency intensity fluctuations at the level of each slice in order to better fit the acquisition processes. The registration of single or multiple simultaneously acquired slices is achieved online by an Iterated Extended Kalman Filter, favoring the robust estimation of continuous motion, while an intensity bias field is non-parametrically fitted. The proposed extraction of gray-matter BOLD activity from the acquisition space to an anatomical group template space, taking into account distortions, better preserves fine-scale patterns of activity. Importantly, the proposed unified framework generalizes to high-resolution multi-slice techniques. When tested on simulated and real data the latter shows a reduction of motion explained variance and signal variability when compared to the conventional preprocessing approach. These improvements provide more stable patterns of activity, facilitating investigation of cerebral information representation in healthy and/or clinical populations where motion is known to impact fine-scale data.

  17. Simpplified extended Kalman filter phase noise estimation for CO-OFDM transmissions.

    Science.gov (United States)

    Nguyen, Tu T; Le, Son T; Wuilpart, Marc; Yakusheva, Tatiana; Mégret, Patrice

    2017-10-30

    We propose a flexible simplified extended Kalman filter (S-EKF) scheme that can be applied in both pilot-aided and blind modes for phase noise compensation in 16-QAM CO-OFDM transmission systems employing a small-to-moderate number of subcarriers. The performance of the proposed algorithm is evaluated and compared with conventional pilot-aided (PA) and blind phase search (BPS) methods via extensive an Monte Carlo simulation in a back-to-back configuration and with a dual polarization fiber transmission. For 64 subcarrier 32 Gbaud 16-QAM CO-OFDM systems with 200 kHz combined laser linewidths, an optical signal-to-noise ratio penalty as low as 1 dB can be achieved with the proposed S-EKF scheme using only 2 pilots in the pilot-aided mode and just 4 inputs in the blind mode, resulting in a spectrally efficient enhancement by a factor of 3 and a computational effort reduction by a factor of more than 50 in comparison with the conventional PA and the BPS methods, respectively.

  18. Online Identification with Reliability Criterion and State of Charge Estimation Based on a Fuzzy Adaptive Extended Kalman Filter for Lithium-Ion Batteries

    Directory of Open Access Journals (Sweden)

    Zhongwei Deng

    2016-06-01

    Full Text Available In the field of state of charge (SOC estimation, the Kalman filter has been widely used for many years, although its performance strongly depends on the accuracy of the battery model as well as the noise covariance. The Kalman gain determines the confidence coefficient of the battery model by adjusting the weight of open circuit voltage (OCV correction, and has a strong correlation with the measurement noise covariance (R. In this paper, the online identification method is applied to acquire the real model parameters under different operation conditions. A criterion based on the OCV error is proposed to evaluate the reliability of online parameters. Besides, the equivalent circuit model produces an intrinsic model error which is dependent on the load current, and the property that a high battery current or a large current change induces a large model error can be observed. Based on the above prior knowledge, a fuzzy model is established to compensate the model error through updating R. Combining the positive strategy (i.e., online identification and negative strategy (i.e., fuzzy model, a more reliable and robust SOC estimation algorithm is proposed. The experiment results verify the proposed reliability criterion and SOC estimation method under various conditions for LiFePO4 batteries.

  19. Global Kalman filter approaches to estimate absolute angles of lower limb segments.

    Science.gov (United States)

    Nogueira, Samuel L; Lambrecht, Stefan; Inoue, Roberto S; Bortole, Magdo; Montagnoli, Arlindo N; Moreno, Juan C; Rocon, Eduardo; Terra, Marco H; Siqueira, Adriano A G; Pons, Jose L

    2017-05-16

    In this paper we propose the use of global Kalman filters (KFs) to estimate absolute angles of lower limb segments. Standard approaches adopt KFs to improve the performance of inertial sensors based on individual link configurations. In consequence, for a multi-body system like a lower limb exoskeleton, the inertial measurements of one link (e.g., the shank) are not taken into account in other link angle estimations (e.g., foot). Global KF approaches, on the other hand, correlate the collective contribution of all signals from lower limb segments observed in the state-space model through the filtering process. We present a novel global KF (matricial global KF) relying only on inertial sensor data, and validate both this KF and a previously presented global KF (Markov Jump Linear Systems, MJLS-based KF), which fuses data from inertial sensors and encoders from an exoskeleton. We furthermore compare both methods to the commonly used local KF. The results indicate that the global KFs performed significantly better than the local KF, with an average root mean square error (RMSE) of respectively 0.942° for the MJLS-based KF, 1.167° for the matrical global KF, and 1.202° for the local KFs. Including the data from the exoskeleton encoders also resulted in a significant increase in performance. The results indicate that the current practice of using KFs based on local models is suboptimal. Both the presented KF based on inertial sensor data, as well our previously presented global approach fusing inertial sensor data with data from exoskeleton encoders, were superior to local KFs. We therefore recommend to use global KFs for gait analysis and exoskeleton control.

  20. Extended Kalman Filtering to estimate temperature and irradiation for maximum power point tracking of a photovoltaic module

    International Nuclear Information System (INIS)

    Docimo, D.J.; Ghanaatpishe, M.; Mamun, A.

    2017-01-01

    This paper develops an algorithm for estimating photovoltaic (PV) module temperature and effective irradiation level. The power output of a PV system depends directly on both of these states. Estimating the temperature and irradiation allows for improved state-based control methods while eliminating the need of additional sensors. Thermal models and irradiation estimators have been developed in the literature, but none incorporate feedback for estimation. This paper outlines an Extended Kalman Filter for temperature and irradiation estimation. These estimates are, in turn, used within a novel state-based controller that tracks the maximum power point of the PV system. Simulation results indicate this state-based controller provides up to an 8.5% increase in energy produced per day as compared to an impedance matching controller. A sensitivity analysis is provided to examine the impact state estimate errors have on the ability to find the optimal operating point of the PV system. - Highlights: • Developed a temperature and irradiation estimator for photovoltaic systems. • Designed an Extended Kalman Filter to handle model and measurement uncertainty. • Developed a state-based controller for maximum power point tracking (MPPT). • Validated combined estimator/controller algorithm for different weather conditions. • Algorithm increases energy captured up to 8.5% over traditional MPPT algorithms.

  1. State of Charge and State of Health Estimation of AGM VRLA Batteries by Employing a Dual Extended Kalman Filter and an ARX Model for Online Parameter Estimation

    Directory of Open Access Journals (Sweden)

    Ngoc-Tham Tran

    2017-01-01

    Full Text Available State of charge (SOC and state of health (SOH are key issues for the application of batteries, especially the absorbent glass mat valve regulated lead-acid (AGM VRLA type batteries used in the idle stop start systems (ISSs that are popularly integrated into conventional engine-based vehicles. This is due to the fact that SOC and SOH estimation accuracy is crucial for optimizing battery energy utilization, ensuring safety and extending battery life cycles. The dual extended Kalman filter (DEKF, which provides an elegant and powerful solution, is widely applied in SOC and SOH estimation based on a battery parameter model. However, the battery parameters are strongly dependent on operation conditions such as the SOC, current rate and temperature. In addition, battery parameters change significantly over the life cycle of a battery. As a result, many experimental pretests investigating the effects of the internal and external conditions of a battery on its parameters are required, since the accuracy of state estimation depends on the quality of the information regarding battery parameter changes. In this paper, a novel method for SOC and SOH estimation that combines a DEKF algorithm, which considers hysteresis and diffusion effects, and an auto regressive exogenous (ARX model for online parameters estimation is proposed. The DEKF provides precise information concerning the battery open circuit voltage (OCV to the ARX model. Meanwhile, the ARX model continues monitoring parameter variations and supplies information on them to the DEKF. In this way, the estimation accuracy can be maintained despite the changing parameters of a battery. Moreover, online parameter estimation from the ARX model can save the time and effort used for parameter pretests. The validation of the proposed algorithm is given by simulation and experimental results.

  2. Kalman Filtering and Smoothing of the Van Allen Probes Observations to Estimate the Radial, Energy and Pitch Angle Diffusion Rates

    Science.gov (United States)

    Podladchikova, T.; Shprits, Y.; Kellerman, A. C.

    2015-12-01

    The Kalman filter technique combines the strengths of new physical models of the Earth's radiation belts with long-term spacecraft observations of electron fluxes and therefore provide an extremely useful method for the analysis of the state and evolution of the electron radiation belts. However, to get the reliable data assimilation output, the Kalman filter application is confronted with a set of fundamental problems. E.g., satellite measurements are usually limited to a single location in space, which confines the reconstruction of the global evolution of the radiation environment. The uncertainties arise from the imperfect description of the process dynamics and the presence of observation errors, which may cause the failure of data assimilation solution. The development of adaptive Kalman filter that combines the Van Allen Probes data and 3-D VERB code, its accurate customizations in the reconstruction of model describing the phase space density (PSD) evolution, extension of the possibilities to use measurement information, and the model adjustment by developing the identification techniques of model and measurement errors allowed us to reveal hidden and implicit regularities of the PSD dynamics and obtain quantitative and qualitative estimates of radial, energy and pitch angle diffusion characteristics from satellite observations. In this study we propose an approach to estimate radial, energy and pitch angle diffusion rates, as well as the direction of their propagation.

  3. Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

    KAUST Repository

    El Gharamti, Mohamad; Hoteit, Ibrahim

    2014-01-01

    The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

  4. Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

    KAUST Repository

    El Gharamti, Mohamad

    2014-02-01

    The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

  5. Reactivity estimation during a reactivity-initiated accident using the extended Kalman filter

    International Nuclear Information System (INIS)

    Busquim e Silva, R.; Marques, A.L.F.; Cruz, J.J.; Shirvan, K.; Kazimi, M.S.

    2015-01-01

    Highlights: • The EKF is modeled using sophisticate strategies to make the algorithm robust and accurate. • For a supercritical reactor under RIA, the EKF presents better results compared to IPK method independent of magnitude of the noise loads. • A sensitivity for five distinct carry-over effects indicates that the EKF is less sensitive to the different set of noise. • Although the P3D/R5 simulates the reactivity using a spatial kinetics method, the use of PKRE to model the EKF provides accurate results. • The reactivity’s standard deviation is higher for the IKF method. • Under HZP (slow power response) the IPK reactivity varies widely from positive to negative values (add extra difficulty to controlling the supercritical reactor): the EKF method does not have similar behavior under the same conditions (better controlling the operation). - Abstract: This study implements the extended Kalman filter (EKF) to estimate the nuclear reactor reactivity behavior under a reactivity-initiated accident (RIA). A coupled neutronics/thermal hydraulics code PARCS/RELAP5 (P3D/R5) simulates a control rod assembly ejection (CRE) on a traditional 2272 MWt PWR to generate the reactor power profile. A MATLAB script adds random noise to the simulated reactor power. For comparison, the inverse point kinetics (IPK) deterministic method is also implemented. Three different cases of CRE are simulated and the EKF, IPK and the P3D/R5 reactivity are compared. It was found that the EKF method presents better results compared to the IPK method. Furthermore, under a RIA due to small reactivity insertion and slow power response, the IPK reactivity varies widely from positive to negative, which may add extra difficulty to the task of controlling a supercritical reactor. This feature is also confirmed by a sensitivity analysis for five different noise loads and three distinct noise measurements standard deviations (SD)

  6. Square Root Unscented Kalman Filters for State Estimation of Induction Motor Drives

    DEFF Research Database (Denmark)

    Lascu, Cristian; Jafarzadeh, Saeed; Fadali, M.Sami

    2013-01-01

    This paper investigates the application, design, and implementation of the square root unscented Kalman filter (UKF) (SRUKF) for induction motor (IM) sensorless drives. The UKF uses nonlinear unscented transforms (UTs) in the prediction step in order to preserve the stochastic characteristics...... of a nonlinear system. The advantage of using the UT is its ability to capture the nonlinear behavior of the system, unlike the extended Kalman filter (EKF) that uses linearized models. The SRUKF implements the UKF using square root filtering to reduce computational errors. We discuss the theoretical aspects...

  7. Robust heart rate estimation from multiple asynchronous noisy sources using signal quality indices and a Kalman filter

    International Nuclear Information System (INIS)

    Li, Q; Mark, R G; Clifford, G D

    2008-01-01

    Physiological signals such as the electrocardiogram (ECG) and arterial blood pressure (ABP) in the intensive care unit (ICU) are often severely corrupted by noise, artifact and missing data, which lead to large errors in the estimation of the heart rate (HR) and ABP. A robust HR estimation method is described that compensates for these problems. The method is based upon the concept of fusing multiple signal quality indices (SQIs) and HR estimates derived from multiple electrocardiogram (ECG) leads and an invasive ABP waveform recorded from ICU patients. Physiological SQIs were obtained by analyzing the statistical characteristics of each waveform and their relationships to each other. HR estimates from the ECG and ABP are tracked with separate Kalman filters, using a modified update sequence based upon the individual SQIs. Data fusion of each HR estimate was then performed by weighting each estimate by the Kalman filters' SQI-modified innovations. This method was evaluated on over 6000 h of simultaneously acquired ECG and ABP from a 437 patient subset of ICU data by adding real ECG and realistic artificial ABP noise. The method provides an accurate HR estimate even in the presence of high levels of persistent noise and artifact, and during episodes of extreme bradycardia and tachycardia

  8. Estimation of aerosol particle number distribution with Kalman Filtering – Part 2: Simultaneous use of DMPS, APS and nephelometer measurements

    Directory of Open Access Journals (Sweden)

    T. Viskari

    2012-12-01

    Full Text Available Extended Kalman Filter (EKF is used to estimate particle size distributions from observations. The focus here is on the practical application of EKF to simultaneously merge information from different types of experimental instruments. Every 10 min, the prior state estimate is updated with size-segregating measurements from Differential Mobility Particle Sizer (DMPS and Aerodynamic Particle Sizer (APS as well as integrating measurements from a nephelometer. Error covariances are approximate in our EKF implementation. The observation operator assumes a constant particle density and refractive index. The state estimates are compared to particle size distributions that are a composite of DMPS and APS measurements. The impact of each instrument on the size distribution estimate is studied. Kalman Filtering of DMPS and APS yielded a temporally consistent state estimate. This state estimate is continuous over the overlapping size range of DMPS and APS. Inclusion of the integrating measurements further reduces the effect of measurement noise. Even with the present approximations, EKF is shown to be a very promising method to estimate particle size distribution with observations from different types of instruments.

  9. Design of Low-Cost Vehicle Roll Angle Estimator Based on Kalman Filters and an Iot Architecture.

    Science.gov (United States)

    Garcia Guzman, Javier; Prieto Gonzalez, Lisardo; Pajares Redondo, Jonatan; Sanz Sanchez, Susana; Boada, Beatriz L

    2018-06-03

    In recent years, there have been many advances in vehicle technologies based on the efficient use of real-time data provided by embedded sensors. Some of these technologies can help you avoid or reduce the severity of a crash such as the Roll Stability Control (RSC) systems for commercial vehicles. In RSC, several critical variables to consider such as sideslip or roll angle can only be directly measured using expensive equipment. These kind of devices would increase the price of commercial vehicles. Nevertheless, sideslip or roll angle or values can be estimated using MEMS sensors in combination with data fusion algorithms. The objectives stated for this research work consist of integrating roll angle estimators based on Linear and Unscented Kalman filters to evaluate the precision of the results obtained and determining the fulfillment of the hard real-time processing constraints to embed this kind of estimators in IoT architectures based on low-cost equipment able to be deployed in commercial vehicles. An experimental testbed composed of a van with two sets of low-cost kits was set up, the first one including a Raspberry Pi 3 Model B, and the other having an Intel Edison System on Chip. This experimental environment was tested under different conditions for comparison. The results obtained from low-cost experimental kits, based on IoT architectures and including estimators based on Kalman filters, provide accurate roll angle estimation. Also, these results show that the processing time to get the data and execute the estimations based on Kalman Filters fulfill hard real time constraints.

  10. HIGH-PRECISION ATTITUDE ESTIMATION METHOD OF STAR SENSORS AND GYRO BASED ON COMPLEMENTARY FILTER AND UNSCENTED KALMAN FILTER

    Directory of Open Access Journals (Sweden)

    C. Guo

    2017-07-01

    Full Text Available Determining the attitude of satellite at the time of imaging then establishing the mathematical relationship between image points and ground points is essential in high-resolution remote sensing image mapping. Star tracker is insensitive to the high frequency attitude variation due to the measure noise and satellite jitter, but the low frequency attitude motion can be determined with high accuracy. Gyro, as a short-term reference to the satellite’s attitude, is sensitive to high frequency attitude change, but due to the existence of gyro drift and integral error, the attitude determination error increases with time. Based on the opposite noise frequency characteristics of two kinds of attitude sensors, this paper proposes an on-orbit attitude estimation method of star sensors and gyro based on Complementary Filter (CF and Unscented Kalman Filter (UKF. In this study, the principle and implementation of the proposed method are described. First, gyro attitude quaternions are acquired based on the attitude kinematics equation. An attitude information fusion method is then introduced, which applies high-pass filtering and low-pass filtering to the gyro and star tracker, respectively. Second, the attitude fusion data based on CF are introduced as the observed values of UKF system in the process of measurement updating. The accuracy and effectiveness of the method are validated based on the simulated sensors attitude data. The obtained results indicate that the proposed method can suppress the gyro drift and measure noise of attitude sensors, improving the accuracy of the attitude determination significantly, comparing with the simulated on-orbit attitude and the attitude estimation results of the UKF defined by the same simulation parameters.

  11. State of Charge Estimation Using the Extended Kalman Filter for Battery Management Systems Based on the ARX Battery Model

    Directory of Open Access Journals (Sweden)

    Hongjie Wu

    2013-01-01

    Full Text Available State of charge (SOC is a critical factor to guarantee that a battery system is operating in a safe and reliable manner. Many uncertainties and noises, such as fluctuating current, sensor measurement accuracy and bias, temperature effects, calibration errors or even sensor failure, etc. pose a challenge to the accurate estimation of SOC in real applications. This paper adds two contributions to the existing literature. First, the auto regressive exogenous (ARX model is proposed here to simulate the battery nonlinear dynamics. Due to its discrete form and ease of implemention, this straightforward approach could be more suitable for real applications. Second, its order selection principle and parameter identification method is illustrated in detail in this paper. The hybrid pulse power characterization (HPPC cycles are implemented on the 60AH LiFePO4 battery module for the model identification and validation. Based on the proposed ARX model, SOC estimation is pursued using the extended Kalman filter. Evaluation of the adaptability of the battery models and robustness of the SOC estimation algorithm are also verified. The results indicate that the SOC estimation method using the Kalman filter based on the ARX model shows great performance. It increases the model output voltage accuracy, thereby having the potential to be used in real applications, such as EVs and HEVs.

  12. Machine learning of radial basis function neural network based on Kalman filter: Introduction

    Directory of Open Access Journals (Sweden)

    Vuković Najdan L.

    2014-01-01

    Full Text Available This paper analyzes machine learning of radial basis function neural network based on Kalman filtering. Three algorithms are derived: linearized Kalman filter, linearized information filter and unscented Kalman filter. We emphasize basic properties of these estimation algorithms, demonstrate how their advantages can be used for optimization of network parameters, derive mathematical models and show how they can be applied to model problems in engineering practice.

  13. A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models

    KAUST Repository

    El Gharamti, Mohamad

    2015-11-26

    The ensemble Kalman filter (EnKF) recursively integrates field data into simulation models to obtain a better characterization of the model’s state and parameters. These are generally estimated following a state-parameters joint augmentation strategy. In this study, we introduce a new smoothing-based joint EnKF scheme, in which we introduce a one-step-ahead smoothing of the state before updating the parameters. Numerical experiments are performed with a two-dimensional synthetic subsurface contaminant transport model. The improved performance of the proposed joint EnKF scheme compared to the standard joint EnKF compensates for the modest increase in the computational cost.

  14. The Kalman Filter Revisited Using Maximum Relative Entropy

    Directory of Open Access Journals (Sweden)

    Adom Giffin

    2014-02-01

    Full Text Available In 1960, Rudolf E. Kalman created what is known as the Kalman filter, which is a way to estimate unknown variables from noisy measurements. The algorithm follows the logic that if the previous state of the system is known, it could be used as the best guess for the current state. This information is first applied a priori to any measurement by using it in the underlying dynamics of the system. Second, measurements of the unknown variables are taken. These two pieces of information are taken into account to determine the current state of the system. Bayesian inference is specifically designed to accommodate the problem of updating what we think of the world based on partial or uncertain information. In this paper, we present a derivation of the general Bayesian filter, then adapt it for Markov systems. A simple example is shown for pedagogical purposes. We also show that by using the Kalman assumptions or “constraints”, we can arrive at the Kalman filter using the method of maximum (relative entropy (MrE, which goes beyond Bayesian methods. Finally, we derive a generalized, nonlinear filter using MrE, where the original Kalman Filter is a special case. We further show that the variable relationship can be any function, and thus, approximations, such as the extended Kalman filter, the unscented Kalman filter and other Kalman variants are special cases as well.

  15. A Comprehensive Motion Estimation Technique for the Improvement of EIS Methods Based on the SURF Algorithm and Kalman Filter.

    Science.gov (United States)

    Cheng, Xuemin; Hao, Qun; Xie, Mengdi

    2016-04-07

    Video stabilization is an important technology for removing undesired motion in videos. This paper presents a comprehensive motion estimation method for electronic image stabilization techniques, integrating the speeded up robust features (SURF) algorithm, modified random sample consensus (RANSAC), and the Kalman filter, and also taking camera scaling and conventional camera translation and rotation into full consideration. Using SURF in sub-pixel space, feature points were located and then matched. The false matched points were removed by modified RANSAC. Global motion was estimated by using the feature points and modified cascading parameters, which reduced the accumulated errors in a series of frames and improved the peak signal to noise ratio (PSNR) by 8.2 dB. A specific Kalman filter model was established by considering the movement and scaling of scenes. Finally, video stabilization was achieved with filtered motion parameters using the modified adjacent frame compensation. The experimental results proved that the target images were stabilized even when the vibrating amplitudes of the video become increasingly large.

  16. An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

    Science.gov (United States)

    Hadwin, Paul J; Peterson, Sean D

    2017-04-01

    The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

  17. A new state-space model for three-phase systems for Kalman filtering with application to power quality estimation

    Science.gov (United States)

    Phan, Anh Tuan; Ho, Duc Du; Hermann, Gilles; Wira, Patrice

    2015-12-01

    For power quality issues like reducing harmonic pollution, reactive power and load unbalance, the estimation of the fundamental frequency of a power lines in a fast and precise way is essential. This paper introduces a new state-space model to be used with an extended Kalman filter (EKF) for estimating the frequency of distorted power system signals in real-time. The proposed model takes into account all the characteristics of a general three-phase power system and mainly the unbalance. Therefore, the symmetrical components of the power system, i.e., their amplitude and phase angle values, can also be deduced at each iteration from the proposed state-space model. The effectiveness of the method has been evaluated. Results and comparisons of online frequency estimation and symmetrical components identification show the efficiency of the proposed method for disturbed and time-varying signals.

  18. Hip joint centre position estimation using a dual unscented Kalman filter for computer-assisted orthopaedic surgery.

    Science.gov (United States)

    Beretta, Elisa; De Momi, Elena; Camomilla, Valentina; Cereatti, Andrea; Cappozzo, Aurelio; Ferrigno, Giancarlo

    2014-09-01

    In computer-assisted knee surgery, the accuracy of the localization of the femur centre of rotation relative to the hip-bone (hip joint centre) is affected by the unavoidable and untracked pelvic movements because only the femoral pose is acquired during passive pivoting manoeuvres. We present a dual unscented Kalman filter algorithm that allows the estimation of the hip joint centre also using as input the position of a pelvic reference point that can be acquired with a skin marker placed on the hip, without increasing the invasiveness of the surgical procedure. A comparative assessment of the algorithm was carried out using data provided by in vitro experiments mimicking in vivo surgical conditions. Soft tissue artefacts were simulated and superimposed onto the position of a pelvic landmark. Femoral pivoting made of a sequence of star-like quasi-planar movements followed by a circumduction was performed. The dual unscented Kalman filter method proved to be less sensitive to pelvic displacements, which were shown to be larger during the manoeuvres in which the femur was more adducted. Comparable accuracy between all the analysed methods resulted for hip joint centre displacements smaller than 1 mm (error: 2.2 ± [0.2; 0.3] mm, median ± [inter-quartile range 25%; inter-quartile range 75%]) and between 1 and 6 mm (error: 4.8 ± [0.5; 0.8] mm) during planar movements. When the hip joint centre displacement exceeded 6 mm, the dual unscented Kalman filter proved to be more accurate than the other methods by 30% during multi-planar movements (error: 5.2 ± [1.2; 1] mm). © IMechE 2014.

  19. Extended Kalman Filter Modifications Based on an Optimization View Point

    OpenAIRE

    Skoglund, Martin; Hendeby, Gustaf; Axehill, Daniel

    2015-01-01

    The extended Kalman filter (EKF) has been animportant tool for state estimation of nonlinear systems sinceits introduction. However, the EKF does not possess the same optimality properties as the Kalman filter, and may perform poorly. By viewing the EKF as an optimization problem it is possible to, in many cases, improve its performance and robustness. The paper derives three variations of the EKF by applying different optimisation algorithms to the EKF costfunction and relate these to the it...

  20. Development of an Intrinsic Continuum Robot and Attitude Estimation of Its End-effector Based on a Kalman Filter

    International Nuclear Information System (INIS)

    Kang, Chang Hyun; Bae, Ji Hwan; Kang, Bong Soo

    2015-01-01

    This paper presents the design concept of an intrinsic continuum robot for safe man-machine interface and characteristic behaviors of its end-effector based on real experiments. Since pneumatic artificial muscles having similar antagonistic actuation to human muscles are used for main backbones of the proposed robot as well as in the role of the actuating devices, variable stiffness of robotic joints can be available in the actual environment. In order to solve the inherent shortcoming of an intrinsic continuum robot due to bending motion of the backbone materials, a Kalman filter scheme based on a triaxial accelerometer and a triaxial gyroscope was proposed to conduct an attitude estimation of the end-effector of the robot. The experimental results verified that the proposed method was effective in estimating the attitude of the end-effector of the intrinsic continuum robot

  1. Development of an Intrinsic Continuum Robot and Attitude Estimation of Its End-effector Based on a Kalman Filter

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Chang Hyun; Bae, Ji Hwan; Kang, Bong Soo [Hannam University, Daejeon (Korea, Republic of)

    2015-04-15

    This paper presents the design concept of an intrinsic continuum robot for safe man-machine interface and characteristic behaviors of its end-effector based on real experiments. Since pneumatic artificial muscles having similar antagonistic actuation to human muscles are used for main backbones of the proposed robot as well as in the role of the actuating devices, variable stiffness of robotic joints can be available in the actual environment. In order to solve the inherent shortcoming of an intrinsic continuum robot due to bending motion of the backbone materials, a Kalman filter scheme based on a triaxial accelerometer and a triaxial gyroscope was proposed to conduct an attitude estimation of the end-effector of the robot. The experimental results verified that the proposed method was effective in estimating the attitude of the end-effector of the intrinsic continuum robot.

  2. Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

    Science.gov (United States)

    Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

    2017-08-01

    The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

  3. Estimation of water level and steam temperature using ensemble Kalman filter square root (EnKF-SR)

    Science.gov (United States)

    Herlambang, T.; Mufarrikoh, Z.; Karya, D. F.; Rahmalia, D.

    2018-04-01

    The equipment unit which has the most vital role in the steam-powered electric power plant is boiler. Steam drum boiler is a tank functioning to separate fluida into has phase and liquid phase. The existence in boiler system has a vital role. The controlled variables in the steam drum boiler are water level and the steam temperature. If the water level is higher than the determined level, then the gas phase resulted will contain steam endangering the following process and making the resulted steam going to turbine get less, and the by causing damages to pipes in the boiler. On the contrary, if less than the height of determined water level, the resulted height will result in dry steam likely to endanger steam drum. Thus an error was observed between the determined. This paper studied the implementation of the Ensemble Kalman Filter Square Root (EnKF-SR) method in nonlinear model of the steam drum boiler equation. The computation to estimate the height of water level and the temperature of steam was by simulation using Matlab software. Thus an error was observed between the determined water level and the steam temperature, and that of estimated water level and steam temperature. The result of simulation by Ensemble Kalman Filter Square Root (EnKF-SR) on the nonlinear model of steam drum boiler showed that the error was less than 2%. The implementation of EnKF-SR on the steam drum boiler r model comprises of three simulations, each of which generates 200, 300 and 400 ensembles. The best simulation exhibited the error between the real condition and the estimated result, by generating 400 ensemble. The simulation in water level in order of 0.00002145 m, whereas in the steam temperature was some 0.00002121 kelvin.

  4. Low-order model of the Loss-of-Fluid Test (LOFT) reactor plant for use in Kalman filter-based optimal estimators

    International Nuclear Information System (INIS)

    Tylee, J.L.

    1980-01-01

    A low-order, nonlinear model of the Loss-of-Fluid Test (LOFT) reactor plant, for use in Kalman filter estimators, is developed, described, and evaluated. This model consists of 31 differential equations and represents all major subsystems of both the primary and secondary sides of the LOFT plant. Comparisons between model calculations and available LOFT power range testing transients demonstrate the accuracy of the low-order model. The nonlinear model is numerically linearized for future implementation in Kalman filter and optimal control algorithms. The linearized model is shown to be an adequate representation of the nonlinear plant dynamics

  5. Improved OCV Model of a Li-Ion NMC Battery for Online SOC Estimation Using the Extended Kalman Filter

    Directory of Open Access Journals (Sweden)

    Ines Baccouche

    2017-05-01

    Full Text Available Accurate modeling of the nonlinear relationship between the open circuit voltage (OCV and the state of charge (SOC is required for adaptive SOC estimation during the lithium-ion (Li-ion battery operation. Online SOC estimation should meet several constraints, such as the computational cost, the number of parameters, as well as the accuracy of the model. In this paper, these challenges are considered by proposing an improved simplified and accurate OCV model of a nickel manganese cobalt (NMC Li-ion battery, based on an empirical analytical characterization approach. In fact, composed of double exponential and simple quadratic functions containing only five parameters, the proposed model accurately follows the experimental curve with a minor fitting error of 1 mV. The model is also valid at a wide temperature range and takes into account the voltage hysteresis of the OCV. Using this model in SOC estimation by the extended Kalman filter (EKF contributes to minimizing the execution time and to reducing the SOC estimation error to only 3% compared to other existing models where the estimation error is about 5%. Experiments are also performed to prove that the proposed OCV model incorporated in the EKF estimator exhibits good reliability and precision under various loading profiles and temperatures.

  6. Enhanced closed loop State of Charge estimator for lithium-ion batteries based on Extended Kalman Filter

    International Nuclear Information System (INIS)

    Pérez, Gustavo; Garmendia, Maitane; Reynaud, Jean François; Crego, Jon; Viscarret, Unai

    2015-01-01

    Highlights: • Based on a general model valid in full range of SOC considering varied dynamics. • Integration of an accurate OCV model in EKF taking into account hysteresis effect. • Experimental validation with different current profiles: pulses, EV and lift. • Validated with specifically designed profile demanding accurate OCV modeling. - Abstract: The accurate State of Charge (SOC) estimation in a Li-ion battery requires a suitable model of the cell behavior. In this work an enhanced closed loop estimator based on Extended Kalman Filter (EKF) is proposed, considering a precise model of the cell dynamics valid for different current profiles and SOCs, and a complete model of the Open Circuit Voltage (OCV) which takes into account the hysteresis influence. The employed model and proposed estimator are validated with experimental results obtained from the response of a 40 Ah NMC Li-ion cell to several current profiles. These tests include current pulses, FUDS driving cycles, residential lift profiles, and specially designed profiles which demand an accurate modeling of the transitions between OCV boundaries. In each case, it is demonstrated that the enhanced model can reduce the estimation error nearly by half compared to an estimator ignoring the hysteresis effect. Furthermore, the good performance of the cell dynamics model allows an accurate and stable estimation over different conditions

  7. Approximate effect of parameter pseudonoise intensity on rate of convergence for EKF parameter estimators. [Extended Kalman Filter

    Science.gov (United States)

    Hill, Bryon K.; Walker, Bruce K.

    1991-01-01

    When using parameter estimation methods based on extended Kalman filter (EKF) theory, it is common practice to assume that the unknown parameter values behave like a random process, such as a random walk, in order to guarantee their identifiability by the filter. The present work is the result of an ongoing effort to quantitatively describe the effect that the assumption of a fictitious noise (called pseudonoise) driving the unknown parameter values has on the parameter estimate convergence rate in filter-based parameter estimators. The initial approach is to examine a first-order system described by one state variable with one parameter to be estimated. The intent is to derive analytical results for this simple system that might offer insight into the effect of the pseudonoise assumption for more complex systems. Such results would make it possible to predict the estimator error convergence behavior as a function of the assumed pseudonoise intensity, and this leads to the natural application of the results to the design of filter-based parameter estimators. The results obtained show that the analytical description of the convergence behavior is very difficult.

  8. On-board adaptive model for state of charge estimation of lithium-ion batteries based on Kalman filter with proportional integral-based error adjustment

    Science.gov (United States)

    Wei, Jingwen; Dong, Guangzhong; Chen, Zonghai

    2017-10-01

    With the rapid development of battery-powered electric vehicles, the lithium-ion battery plays a critical role in the reliability of vehicle system. In order to provide timely management and protection for battery systems, it is necessary to develop a reliable battery model and accurate battery parameters estimation to describe battery dynamic behaviors. Therefore, this paper focuses on an on-board adaptive model for state-of-charge (SOC) estimation of lithium-ion batteries. Firstly, a first-order equivalent circuit battery model is employed to describe battery dynamic characteristics. Then, the recursive least square algorithm and the off-line identification method are used to provide good initial values of model parameters to ensure filter stability and reduce the convergence time. Thirdly, an extended-Kalman-filter (EKF) is applied to on-line estimate battery SOC and model parameters. Considering that the EKF is essentially a first-order Taylor approximation of battery model, which contains inevitable model errors, thus, a proportional integral-based error adjustment technique is employed to improve the performance of EKF method and correct model parameters. Finally, the experimental results on lithium-ion batteries indicate that the proposed EKF with proportional integral-based error adjustment method can provide robust and accurate battery model and on-line parameter estimation.

  9. Optimal state estimation theory applied to safeguards accounting

    International Nuclear Information System (INIS)

    Pike, D.H.; Morrison, G.W.

    1977-01-01

    This paper presents a unified theory for the application of modern state estimation techniques to nuclear material accountability. First a summary of the current MUF/LEMUF approach is detailed. It is shown that when inventory measurement error is large in comparison to transfer measurement error, improved estimates of the losses can be achieved using the cumulative summation technique. However, the optimal estimator is shown to be the Kalman filter. An enhancement of the retrospective estimation of losses can be achieved using linear smoothing. State space models are developed for a mixed oxide fuel fabrication facility and examples are presented

  10. A comparative study between a simplified Kalman filter and Sliding Window Averaging for single trial dynamical estimation of event-related potentials

    DEFF Research Database (Denmark)

    Vedel-Larsen, Esben; Fuglø, Jacob; Channir, Fouad

    2010-01-01

    , are variable and depend on cognitive function. This study compares the performance of a simplified Kalman filter with Sliding Window Averaging in tracking dynamical changes in single trial P300. The comparison is performed on simulated P300 data with added background noise consisting of both simulated and real...... background EEG in various input signal to noise ratios. While both methods can be applied to track dynamical changes, the simplified Kalman filter has an advantage over the Sliding Window Averaging, most notable in a better noise suppression when both are optimized for faster changing latency and amplitude...

  11. Fading Kalman filter-based real-time state of charge estimation in LiFePO_4 battery-powered electric vehicles

    International Nuclear Information System (INIS)

    Lim, KaiChin; Bastawrous, Hany Ayad; Duong, Van-Huan; See, Khay Wai; Zhang, Peng; Dou, Shi Xue

    2016-01-01

    Highlights: • Real-time battery model parameters and SoC estimation with novel method is proposed. • Cascading filtering stages are used for parameters identification and SoC estimation. • Optimized fading Kalman filter is implemented for SoC estimation. • Accurate SoC estimation is validated in UDDS load profile experiment. • This approach is suitable for BMS in EV applications due to its simplicity. - Abstract: A novel online estimation technique for estimating the state of charge (SoC) of a lithium iron phosphate (LiFePO_4) battery has been developed. Based on a simplified model, the open circuit voltage (OCV) of the battery is estimated through two cascaded linear filtering stages. A recursive least squares filter is employed in the first stage to dynamically estimate the battery model parameters in real-time, and then, a fading Kalman filter (FKF) is used to estimate the OCV from these parameters. FKF can avoid the possibility of large estimation errors, which may occur with a conventional Kalman filter, due to its capability to compensate any modeling error through a fading factor. By optimizing the value of the fading factor in the set of recursion equations of FKF with genetic algorithms, the errors in estimating the battery’s SoC in urban dynamometer driving schedules-based experiments and real vehicle driving cycle experiments were below 3% compared to more than 9% in the case of using an ordinary Kalman filter. The proposed method with its simplified model provides the simplicity and feasibility required for real-time application with highly accurate SoC estimation.

  12. Track length estimation applied to point detectors

    International Nuclear Information System (INIS)

    Rief, H.; Dubi, A.; Elperin, T.

    1984-01-01

    The concept of the track length estimator is applied to the uncollided point flux estimator (UCF) leading to a new algorithm of calculating fluxes at a point. It consists essentially of a line integral of the UCF, and although its variance is unbounded, the convergence rate is that of a bounded variance estimator. In certain applications, involving detector points in the vicinity of collimated beam sources, it has a lower variance than the once-more-collided point flux estimator, and its application is more straightforward

  13. Application of a novel Kalman filter based block matching method to ultrasound images for hand tendon displacement estimation.

    Science.gov (United States)

    Lai, Ting-Yu; Chen, Hsiao-I; Shih, Cho-Chiang; Kuo, Li-Chieh; Hsu, Hsiu-Yun; Huang, Chih-Chung

    2016-01-01

    Information about tendon displacement is important for allowing clinicians to not only quantify preoperative tendon injuries but also to identify any adhesive scaring between tendon and adjacent tissue. The Fisher-Tippett (FT) similarity measure has recently been shown to be more accurate than the Laplacian sum of absolute differences (SAD) and Gaussian sum of squared differences (SSD) similarity measures for tracking tendon displacement in ultrasound B-mode images. However, all of these similarity measures can easily be influenced by the quality of the ultrasound image, particularly its signal-to-noise ratio. Ultrasound images of injured hands are unfortunately often of poor quality due to the presence of adhesive scars. The present study investigated a novel Kalman-filter scheme for overcoming this problem. Three state-of-the-art tracking methods (FT, SAD, and SSD) were used to track the displacements of phantom and cadaver tendons, while FT was used to track human tendons. These three tracking methods were combined individually with the proposed Kalman-filter (K1) scheme and another Kalman-filter scheme used in a previous study to optimize the displacement trajectories of the phantom and cadaver tendons. The motion of the human extensor digitorum communis tendon was measured in the present study using the FT-K1 scheme. The experimental results indicated that SSD exhibited better accuracy in the phantom experiments, whereas FT exhibited better performance for tracking real tendon motion in the cadaver experiments. All three tracking methods were influenced by the signal-to-noise ratio of the images. On the other hand, the K1 scheme was able to optimize the tracking trajectory of displacement in all experiments, even from a location with a poor image quality. The human experimental data indicated that the normal tendons were displaced more than the injured tendons, and that the motion ability of the injured tendon was restored after appropriate rehabilitation

  14. Bi Input-extended Kalman filter based estimation technique for speed-sensorless control of induction motors

    International Nuclear Information System (INIS)

    Barut, Murat

    2010-01-01

    This study offers a novel extended Kalman filter (EKF) based estimation technique for the solution of the on-line estimation problem related to uncertainties in the stator and rotor resistances inherent to the speed-sensorless high efficiency control of induction motors (IMs) in the wide speed range as well as extending the limited number of states and parameter estimations possible with a conventional single EKF algorithm. For this aim, the introduced estimation technique in this work utilizes a single EKF algorithm with the consecutive execution of two inputs derived from the two individual extended IM models based on the stator resistance and rotor resistance estimation, differently from the other approaches in past studies, which require two separate EKF algorithms operating in a switching or braided manner; thus, it has superiority over the previous EKF schemes in this regard. The proposed EKF based estimation technique performing the on-line estimations of the stator currents, the rotor flux, the rotor angular velocity, and the load torque involving the viscous friction term together with the rotor and stator resistance is also used in the combination with the speed-sensorless direct vector control of IM and tested with simulations under the challenging 12 scenarios generated instantaneously via step and/or linear variations of the velocity reference, the load torque, the stator resistance, and the rotor resistance in the range of high and zero speed, assuming that the measured stator phase currents and voltages are available. Even under those variations, the performance of the speed-sensorless direct vector control system established on the novel EKF based estimation technique is observed to be quite good.

  15. Bi Input-extended Kalman filter based estimation technique for speed-sensorless control of induction motors

    Energy Technology Data Exchange (ETDEWEB)

    Barut, Murat, E-mail: muratbarut27@yahoo.co [Nigde University, Department of Electrical and Electronics Engineering, 51245 Nigde (Turkey)

    2010-10-15

    This study offers a novel extended Kalman filter (EKF) based estimation technique for the solution of the on-line estimation problem related to uncertainties in the stator and rotor resistances inherent to the speed-sensorless high efficiency control of induction motors (IMs) in the wide speed range as well as extending the limited number of states and parameter estimations possible with a conventional single EKF algorithm. For this aim, the introduced estimation technique in this work utilizes a single EKF algorithm with the consecutive execution of two inputs derived from the two individual extended IM models based on the stator resistance and rotor resistance estimation, differently from the other approaches in past studies, which require two separate EKF algorithms operating in a switching or braided manner; thus, it has superiority over the previous EKF schemes in this regard. The proposed EKF based estimation technique performing the on-line estimations of the stator currents, the rotor flux, the rotor angular velocity, and the load torque involving the viscous friction term together with the rotor and stator resistance is also used in the combination with the speed-sensorless direct vector control of IM and tested with simulations under the challenging 12 scenarios generated instantaneously via step and/or linear variations of the velocity reference, the load torque, the stator resistance, and the rotor resistance in the range of high and zero speed, assuming that the measured stator phase currents and voltages are available. Even under those variations, the performance of the speed-sensorless direct vector control system established on the novel EKF based estimation technique is observed to be quite good.

  16. Kalman-filtered compressive sensing for high resolution estimation of anthropogenic greenhouse gas emissions from sparse measurements.

    Energy Technology Data Exchange (ETDEWEB)

    Ray, Jaideep; Lee, Jina; Lefantzi, Sophia; Yadav, Vineet; Michalak, Anna M.; van Bloemen Waanders, Bart Gustaaf; McKenna, Sean Andrew

    2013-09-01

    The estimation of fossil-fuel CO2 emissions (ffCO2) from limited ground-based and satellite measurements of CO2 concentrations will form a key component of the monitoring of treaties aimed at the abatement of greenhouse gas emissions. The limited nature of the measured data leads to a severely-underdetermined estimation problem. If the estimation is performed at fine spatial resolutions, it can also be computationally expensive. In order to enable such estimations, advances are needed in the spatial representation of ffCO2 emissions, scalable inversion algorithms and the identification of observables to measure. To that end, we investigate parsimonious spatial parameterizations of ffCO2 emissions which can be used in atmospheric inversions. We devise and test three random field models, based on wavelets, Gaussian kernels and covariance structures derived from easily-observed proxies of human activity. In doing so, we constructed a novel inversion algorithm, based on compressive sensing and sparse reconstruction, to perform the estimation. We also address scalable ensemble Kalman filters as an inversion mechanism and quantify the impact of Gaussian assumptions inherent in them. We find that the assumption does not impact the estimates of mean ffCO2 source strengths appreciably, but a comparison with Markov chain Monte Carlo estimates show significant differences in the variance of the source strengths. Finally, we study if the very different spatial natures of biogenic and ffCO2 emissions can be used to estimate them, in a disaggregated fashion, solely from CO2 concentration measurements, without extra information from products of incomplete combustion e.g., CO. We find that this is possible during the winter months, though the errors can be as large as 50%.

  17. Extended Kalman filter-based methods for pose estimation using visual, inertial and magnetic sensors: comparative analysis and performance evaluation.

    Science.gov (United States)

    Ligorio, Gabriele; Sabatini, Angelo Maria

    2013-02-04

    In this paper measurements from a monocular vision system are fused with inertial/magnetic measurements from an Inertial Measurement Unit (IMU) rigidly connected to the camera. Two Extended Kalman filters (EKFs) were developed to estimate the pose of the IMU/camera sensor moving relative to a rigid scene (ego-motion), based on a set of fiducials. The two filters were identical as for the state equation and the measurement equations of the inertial/magnetic sensors. The DLT-based EKF exploited visual estimates of the ego-motion using a variant of the Direct Linear Transformation (DLT) method; the error-driven EKF exploited pseudo-measurements based on the projection errors from measured two-dimensional point features to the corresponding three-dimensional fiducials. The two filters were off-line analyzed in different experimental conditions and compared to a purely IMU-based EKF used for estimating the orientation of the IMU/camera sensor. The DLT-based EKF was more accurate than the error-driven EKF, less robust against loss of visual features, and equivalent in terms of computational complexity. Orientation root mean square errors (RMSEs) of 1° (1.5°), and position RMSEs of 3.5 mm (10 mm) were achieved in our experiments by the DLT-based EKF (error-driven EKF); by contrast, orientation RMSEs of 1.6° were achieved by the purely IMU-based EKF.

  18. A comparative study of kalman filtering based observer and sliding mode observer for state of charge estimation

    Science.gov (United States)

    Ben Sassi, Hicham; Errahimi, Fatima; Es-Sbai, Najia; Alaoui, Chakib

    2018-05-01

    Nowadays, electric mobility is starting to define society and is becoming more and more irreplaceable and essential to daily activities. Safe and durable battery is of a great significance for this type of mobility, hence the increasing interest of research activity oriented to battery studies, in order to assure safe operating mode and to control the battery in case of any abnormal functioning conditions that could damage the battery if not properly managed. Lithium-ion technology is considered the most suitable existing technology for electrical storage, because of their interesting features such as their relatively long cycle life, lighter weight, their high energy density, However, there is a lot of work that is still needed to be done in order to assure safe operating lithium-ion batteries, starting with their internal status monitoring, cell balancing within a battery pack, and thermal management. Tasks that are accomplished by the battery management system (BMS) which uses the state of charge (SOC) as an indicator of the internal charge level of the battery, in order to avoid unpredicted system interruption. Since the state of charge is an inner state of a the battery which cannot be directly measured, a powerful estimation technique is inevitable, in this paper we investigate the performances of tow estimation strategies; kalman filtering based observers and sliding mode observers, both strategies are compared in terms of accuracy, design requirement, and overall performances.

  19. A constrained extended Kalman filter for the optimal estimate of kinematics and kinetics of a sagittal symmetric exercise.

    Science.gov (United States)

    Bonnet, V; Dumas, R; Cappozzo, A; Joukov, V; Daune, G; Kulić, D; Fraisse, P; Andary, S; Venture, G

    2017-09-06

    This paper presents a method for real-time estimation of the kinematics and kinetics of a human body performing a sagittal symmetric motor task, which would minimize the impact of the stereophotogrammetric soft tissue artefacts (STA). The method is based on a bi-dimensional mechanical model of the locomotor apparatus the state variables of which (joint angles, velocities and accelerations, and the segments lengths and inertial parameters) are estimated by a constrained extended Kalman filter (CEKF) that fuses input information made of both stereophotogrammetric and dynamometric measurement data. Filter gains are made to saturate in order to obtain plausible state variables and the measurement covariance matrix of the filter accounts for the expected STA maximal amplitudes. We hypothesised that the ensemble of constraints and input redundant information would allow the method to attenuate the STA propagation to the end results. The method was evaluated in ten human subjects performing a squat exercise. The CEKF estimated and measured skin marker trajectories exhibited a RMS difference lower than 4mm, thus in the range of STAs. The RMS differences between the measured ground reaction force and moment and those estimated using the proposed method (9N and 10Nm) were much lower than obtained using a classical inverse dynamics approach (22N and 30Nm). From the latter results it may be inferred that the presented method allows for a significant improvement of the accuracy with which kinematic variables and relevant time derivatives, model parameters and, therefore, intersegmental moments are estimated. Copyright © 2016 Elsevier Ltd. All rights reserved.

  20. A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm.

    Science.gov (United States)

    Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

    2017-09-19

    In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions.

  1. An Iterative Ensemble Kalman Filter with One-Step-Ahead Smoothing for State-Parameters Estimation of Contaminant Transport Models

    KAUST Repository

    Gharamti, M. E.

    2015-05-11

    The ensemble Kalman filter (EnKF) is a popular method for state-parameters estimation of subsurface flow and transport models based on field measurements. The common filtering procedure is to directly update the state and parameters as one single vector, which is known as the Joint-EnKF. In this study, we follow the one-step-ahead smoothing formulation of the filtering problem, to derive a new joint-based EnKF which involves a smoothing step of the state between two successive analysis steps. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. This new algorithm bears strong resemblance with the Dual-EnKF, but unlike the latter which first propagates the state with the model then updates it with the new observation, the proposed scheme starts by an update step, followed by a model integration step. We exploit this new formulation of the joint filtering problem and propose an efficient model-integration-free iterative procedure on the update step of the parameters only for further improved performances. Numerical experiments are conducted with a two-dimensional synthetic subsurface transport model simulating the migration of a contaminant plume in a heterogenous aquifer domain. Contaminant concentration data are assimilated to estimate both the contaminant state and the hydraulic conductivity field. Assimilation runs are performed under imperfect modeling conditions and various observational scenarios. Simulation results suggest that the proposed scheme efficiently recovers both the contaminant state and the aquifer conductivity, providing more accurate estimates than the standard Joint and Dual EnKFs in all tested scenarios. Iterating on the update step of the new scheme further enhances the proposed filter’s behavior. In term of computational cost, the new Joint-EnKF is almost equivalent to that of the Dual-EnKF, but requires twice more model

  2. Estimation of core body temperature from skin temperature, heat flux, and heart rate using a Kalman filter.

    Science.gov (United States)

    Welles, Alexander P; Xu, Xiaojiang; Santee, William R; Looney, David P; Buller, Mark J; Potter, Adam W; Hoyt, Reed W

    2018-05-18

    Core body temperature (T C ) is a key physiological metric of thermal heat-strain yet it remains difficult to measure non-invasively in the field. This work used combinations of observations of skin temperature (T S ), heat flux (HF), and heart rate (HR) to accurately estimate T C using a Kalman Filter (KF). Data were collected from eight volunteers (age 22 ± 4 yr, height 1.75 ± 0.10 m, body mass 76.4 ± 10.7 kg, and body fat 23.4 ± 5.8%, mean ± standard deviation) while walking at two different metabolic rates (∼350 and ∼550 W) under three conditions (warm: 25 °C, 50% relative humidity (RH); hot-humid: 35 °C, 70% RH; and hot-dry: 40 °C, 20% RH). Skin temperature and HF data were collected from six locations: pectoralis, inner thigh, scapula, sternum, rib cage, and forehead. Kalman filter variables were learned via linear regression and covariance calculations between T C and T S , HF, and HR. Root mean square error (RMSE) and bias were calculated to identify the best performing models. The pectoralis (RMSE 0.18 ± 0.04 °C; bias -0.01 ± 0.09 °C), rib (RMSE 0.18 ± 0.09 °C; bias -0.03 ± 0.09 °C), and sternum (RMSE 0.20 ± 0.10 °C; bias -0.04 ± 0.13 °C) were found to have the lowest error values when using T S , HF, and HR but, using only two of these measures provided similar accuracy. Copyright © 2018. Published by Elsevier Ltd.

  3. Bayesian estimation applied to multiple species

    International Nuclear Information System (INIS)

    Kunz, Martin; Bassett, Bruce A.; Hlozek, Renee A.

    2007-01-01

    Observed data are often contaminated by undiscovered interlopers, leading to biased parameter estimation. Here we present BEAMS (Bayesian estimation applied to multiple species) which significantly improves on the standard maximum likelihood approach in the case where the probability for each data point being ''pure'' is known. We discuss the application of BEAMS to future type-Ia supernovae (SNIa) surveys, such as LSST, which are projected to deliver over a million supernovae light curves without spectra. The multiband light curves for each candidate will provide a probability of being Ia (pure) but the full sample will be significantly contaminated with other types of supernovae and transients. Given a sample of N supernovae with mean probability, , of being Ia, BEAMS delivers parameter constraints equal to N spectroscopically confirmed SNIa. In addition BEAMS can be simultaneously used to tease apart different families of data and to recover properties of the underlying distributions of those families (e.g. the type-Ibc and II distributions). Hence BEAMS provides a unified classification and parameter estimation methodology which may be useful in a diverse range of problems such as photometric redshift estimation or, indeed, any parameter estimation problem where contamination is an issue

  4. On-Line Temperature Estimation for Noisy Thermal Sensors Using a Smoothing Filter-Based Kalman Predictor

    Directory of Open Access Journals (Sweden)

    Xin Li

    2018-02-01

    Full Text Available Dynamic thermal management (DTM mechanisms utilize embedded thermal sensors to collect fine-grained temperature information for monitoring the real-time thermal behavior of multi-core processors. However, embedded thermal sensors are very susceptible to a variety of sources of noise, including environmental uncertainty and process variation. This causes the discrepancies between actual temperatures and those observed by on-chip thermal sensors, which seriously affect the efficiency of DTM. In this paper, a smoothing filter-based Kalman prediction technique is proposed to accurately estimate the temperatures from noisy sensor readings. For the multi-sensor estimation scenario, the spatial correlations among different sensor locations are exploited. On this basis, a multi-sensor synergistic calibration algorithm (known as MSSCA is proposed to improve the simultaneous prediction accuracy of multiple sensors. Moreover, an infrared imaging-based temperature measurement technique is also proposed to capture the thermal traces of an advanced micro devices (AMD quad-core processor in real time. The acquired real temperature data are used to evaluate our prediction performance. Simulation shows that the proposed synergistic calibration scheme can reduce the root-mean-square error (RMSE by 1.2 ∘ C and increase the signal-to-noise ratio (SNR by 15.8 dB (with a very small average runtime overhead compared with assuming the thermal sensor readings to be ideal. Additionally, the average false alarm rate (FAR of the corrected sensor temperature readings can be reduced by 28.6%. These results clearly demonstrate that if our approach is used to perform temperature estimation, the response mechanisms of DTM can be triggered to adjust the voltages, frequencies, and cooling fan speeds at more appropriate times.

  5. Pose Estimation of a Mobile Robot Based on Fusion of IMU Data and Vision Data Using an Extended Kalman Filter.

    Science.gov (United States)

    Alatise, Mary B; Hancke, Gerhard P

    2017-09-21

    Using a single sensor to determine the pose estimation of a device cannot give accurate results. This paper presents a fusion of an inertial sensor of six degrees of freedom (6-DoF) which comprises the 3-axis of an accelerometer and the 3-axis of a gyroscope, and a vision to determine a low-cost and accurate position for an autonomous mobile robot. For vision, a monocular vision-based object detection algorithm speeded-up robust feature (SURF) and random sample consensus (RANSAC) algorithms were integrated and used to recognize a sample object in several images taken. As against the conventional method that depend on point-tracking, RANSAC uses an iterative method to estimate the parameters of a mathematical model from a set of captured data which contains outliers. With SURF and RANSAC, improved accuracy is certain; this is because of their ability to find interest points (features) under different viewing conditions using a Hessain matrix. This approach is proposed because of its simple implementation, low cost, and improved accuracy. With an extended Kalman filter (EKF), data from inertial sensors and a camera were fused to estimate the position and orientation of the mobile robot. All these sensors were mounted on the mobile robot to obtain an accurate localization. An indoor experiment was carried out to validate and evaluate the performance. Experimental results show that the proposed method is fast in computation, reliable and robust, and can be considered for practical applications. The performance of the experiments was verified by the ground truth data and root mean square errors (RMSEs).

  6. On-Line Temperature Estimation for Noisy Thermal Sensors Using a Smoothing Filter-Based Kalman Predictor.

    Science.gov (United States)

    Li, Xin; Ou, Xingtao; Li, Zhi; Wei, Henglu; Zhou, Wei; Duan, Zhemin

    2018-02-02

    Dynamic thermal management (DTM) mechanisms utilize embedded thermal sensors to collect fine-grained temperature information for monitoring the real-time thermal behavior of multi-core processors. However, embedded thermal sensors are very susceptible to a variety of sources of noise, including environmental uncertainty and process variation. This causes the discrepancies between actual temperatures and those observed by on-chip thermal sensors, which seriously affect the efficiency of DTM. In this paper, a smoothing filter-based Kalman prediction technique is proposed to accurately estimate the temperatures from noisy sensor readings. For the multi-sensor estimation scenario, the spatial correlations among different sensor locations are exploited. On this basis, a multi-sensor synergistic calibration algorithm (known as MSSCA) is proposed to improve the simultaneous prediction accuracy of multiple sensors. Moreover, an infrared imaging-based temperature measurement technique is also proposed to capture the thermal traces of an advanced micro devices (AMD) quad-core processor in real time. The acquired real temperature data are used to evaluate our prediction performance. Simulation shows that the proposed synergistic calibration scheme can reduce the root-mean-square error (RMSE) by 1.2 ∘ C and increase the signal-to-noise ratio (SNR) by 15.8 dB (with a very small average runtime overhead) compared with assuming the thermal sensor readings to be ideal. Additionally, the average false alarm rate (FAR) of the corrected sensor temperature readings can be reduced by 28.6%. These results clearly demonstrate that if our approach is used to perform temperature estimation, the response mechanisms of DTM can be triggered to adjust the voltages, frequencies, and cooling fan speeds at more appropriate times.

  7. Dual states estimation of a subsurface flow-transport coupled model using ensemble Kalman filtering

    KAUST Repository

    El Gharamti, Mohamad; Hoteit, Ibrahim; Valstar, Johan R.

    2013-01-01

    Modeling the spread of subsurface contaminants requires coupling a groundwater flow model with a contaminant transport model. Such coupling may provide accurate estimates of future subsurface hydrologic states if essential flow and contaminant data

  8. A quantum extended Kalman filter

    International Nuclear Information System (INIS)

    Emzir, Muhammad F; Woolley, Matthew J; Petersen, Ian R

    2017-01-01

    In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements. (paper)

  9. A quantum extended Kalman filter

    Science.gov (United States)

    Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.

    2017-06-01

    In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.

  10. Low-rank Kalman filtering for efficient state estimation of subsurface advective contaminant transport models

    KAUST Repository

    El Gharamti, Mohamad; Hoteit, Ibrahim; Sun, Shuyu

    2012-01-01

    Accurate knowledge of the movement of contaminants in porous media is essential to track their trajectory and later extract them from the aquifer. A two-dimensional flow model is implemented and then applied on a linear contaminant transport model

  11. Application of Federal Kalman Filter with Neural Networks in the Velocity and Attitude Matching of Transfer Alignment

    Directory of Open Access Journals (Sweden)

    Lijun Song

    2018-01-01

    Full Text Available The centralized Kalman filter is always applied in the velocity and attitude matching of Transfer Alignment (TA. But the centralized Kalman has many disadvantages, such as large amount of calculation, poor real-time performance, and low reliability. In the paper, the federal Kalman filter (FKF based on neural networks is used in the velocity and attitude matching of TA, the Kalman filter is adjusted by the neural networks in the two subfilters, the federal filter is used to fuse the information of the two subfilters, and the global suboptimal state estimation is obtained. The result of simulation shows that the federal Kalman filter based on neural networks is better in estimating the initial attitude misalignment angle of inertial navigation system (INS when the system dynamic model and noise statistics characteristics of inertial navigation system are unclear, and the estimation error is smaller and the accuracy is higher.

  12. Comparison of different Kalman filter approaches in deriving time varying connectivity from EEG data.

    Science.gov (United States)

    Ghumare, Eshwar; Schrooten, Maarten; Vandenberghe, Rik; Dupont, Patrick

    2015-08-01

    Kalman filter approaches are widely applied to derive time varying effective connectivity from electroencephalographic (EEG) data. For multi-trial data, a classical Kalman filter (CKF) designed for the estimation of single trial data, can be implemented by trial-averaging the data or by averaging single trial estimates. A general linear Kalman filter (GLKF) provides an extension for multi-trial data. In this work, we studied the performance of the different Kalman filtering approaches for different values of signal-to-noise ratio (SNR), number of trials and number of EEG channels. We used a simulated model from which we calculated scalp recordings. From these recordings, we estimated cortical sources. Multivariate autoregressive model parameters and partial directed coherence was calculated for these estimated sources and compared with the ground-truth. The results showed an overall superior performance of GLKF except for low levels of SNR and number of trials.

  13. Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors

    NARCIS (Netherlands)

    Garcia de Marina Peinado, Hector; Espinosa, Felipe; Santos, Carlos

    2012-01-01

    Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way,

  14. Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

    Science.gov (United States)

    Barber, Jared; Tanase, Roxana; Yotov, Ivan

    2016-06-01

    Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

  15. Reservoir History Matching Using Ensemble Kalman Filters with Anamorphosis Transforms

    KAUST Repository

    Aman, Beshir M.

    2012-01-01

    Some History matching methods such as Kalman filter, particle filter and the ensemble Kalman filter are reviewed and applied to a test case in the reservoir application. The key idea is to apply the transformation before the update step

  16. Fast Kalman Filtering for Relative Spacecraft Position and Attitude Estimation for the Raven ISS Hosted Payload

    Science.gov (United States)

    Galante, Joseph M.; Van Eepoel, John; D'Souza, Chris; Patrick, Bryan

    2016-01-01

    The Raven ISS Hosted Payload will feature several pose measurement sensors on a pan/tilt gimbal which will be used to autonomously track resupply vehicles as they approach and depart the International Space Station. This paper discusses the derivation of a Relative Navigation Filter (RNF) to fuse measurements from the different pose measurement sensors to produce relative position and attitude estimates. The RNF relies on relative translation and orientation kinematics and careful pose sensor modeling to eliminate dependence on orbital position information and associated orbital dynamics models. The filter state is augmented with sensor biases to provide a mechanism for the filter to estimate and mitigate the offset between the measurements from different pose sensors

  17. Simultaneous spacecraft orbit estimation and control based on GPS measurements via extended Kalman filter

    Directory of Open Access Journals (Sweden)

    Tamer Mekky Ahmed Habib

    2013-06-01

    Full Text Available The primary aim of this work is to provide simultaneous spacecraft orbit estimation and control based on the global positioning system (GPS measurements suitable for application to the next coming Egyptian remote sensing satellites. Disturbance resulting from earth’s oblateness till the fourth order (i.e., J4 is considered. In addition, aerodynamic drag and random disturbance effects are taken into consideration.

  18. Online Parameter Identification and State of Charge Estimation of Lithium-Ion Batteries Based on Forgetting Factor Recursive Least Squares and Nonlinear Kalman Filter

    Directory of Open Access Journals (Sweden)

    Bizhong Xia

    2017-12-01

    Full Text Available State of charge (SOC estimation is the core of any battery management system. Most closed-loop SOC estimation algorithms are based on the equivalent circuit model with fixed parameters. However, the parameters of the equivalent circuit model will change as temperature or SOC changes, resulting in reduced SOC estimation accuracy. In this paper, two SOC estimation algorithms with online parameter identification are proposed to solve this problem based on forgetting factor recursive least squares (FFRLS and nonlinear Kalman filter. The parameters of a Thevenin model are constantly updated by FFRLS. The nonlinear Kalman filter is used to perform the recursive operation to estimate SOC. Experiments in variable temperature environments verify the effectiveness of the proposed algorithms. A combination of four driving cycles is loaded on lithium-ion batteries to test the adaptability of the approaches to different working conditions. Under certain conditions, the average error of the SOC estimation dropped from 5.6% to 1.1% after adding the online parameters identification, showing that the estimation accuracy of proposed algorithms is greatly improved. Besides, simulated measurement noise is added to the test data to prove the robustness of the algorithms.

  19. Improving groundwater storage and soil moisture estimates by assimilating GRACE, SMOS, and SMAP data into CABLE using ensemble Kalman batch smoother and particle batch smoother frameworks

    Science.gov (United States)

    Han, S. C.; Tangdamrongsub, N.; Yeo, I. Y.; Dong, J.

    2017-12-01

    Soil moisture and groundwater storage are important information for comprehensive understanding of the climate system and accurate assessment of the regional/global water resources. It is possible to derive the water storage from land surface models but the outputs are commonly biased by inaccurate forcing data, inefficacious model physics, and improper model parameter calibration. To mitigate the model uncertainty, the observation (e.g., from remote sensing as well as ground in-situ data) are often integrated into the models via data assimilation (DA). This study aims to improve the estimation of soil moisture and groundwater storage by simultaneously assimilating satellite observations from the Gravity Recovery And Climate Experiment (GRACE), the Soil Moisture Ocean Salinity (SMOS), and the Soil Moisture Active Passive (SMAP) into the Community Atmosphere Biosphere Land Exchange (CABLE) land surface model using the ensemble Kalman batch smoother (EnBS) and particle batch smoother (PBS) frameworks. The uncertainty of GRACE observation is obtained rigorously from the full error variance-covariance matrix of the GRACE data product. This method demonstrates the use of a realistic representative of GRACE uncertainty, which is spatially correlated in nature, leads to a higher accuracy of water storage computation. Additionally, the comparison between EnBS and PBS results is discussed to understand the filter's performance, limitation, and suitability. The joint DA is demonstrated in the Goulburn catchment, South-East Australia, where diverse ground observations (surface soil moisture, root-zone soil moisture, and groundwater level) are available for evaluation of our DA results. Preliminary results show that both smoothers provide significant improvement of surface soil moisture and groundwater storage estimates. Importantly, our developed DA scheme disaggregates the catchment-scale GRACE information into finer vertical and spatial scales ( 25 km). We present an

  20. A Tool for Kalman Filter Tuning

    DEFF Research Database (Denmark)

    Åkesson, Bernt Magnus; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad

    2007-01-01

    The Kalman filter requires knowledge about the noise statistics. In practical applications, however, the noise covariances are generally not known. A method for estimating noise covariances from process data has been investigated. The method gives a least-squares estimate of the noise covariances......, which can be used to compute the Kalman filter gain....

  1. Applied parameter estimation for chemical engineers

    CERN Document Server

    Englezos, Peter

    2000-01-01

    Formulation of the parameter estimation problem; computation of parameters in linear models-linear regression; Gauss-Newton method for algebraic models; other nonlinear regression methods for algebraic models; Gauss-Newton method for ordinary differential equation (ODE) models; shortcut estimation methods for ODE models; practical guidelines for algorithm implementation; constrained parameter estimation; Gauss-Newton method for partial differential equation (PDE) models; statistical inferences; design of experiments; recursive parameter estimation; parameter estimation in nonlinear thermodynam

  2. Estimación del estado del motor de reluctancia conmutada MFR132.5 mediante Filtro Desaromatizado de Kalman. State estimation of the switching reluctance motor MFR132.5 using an Unscented Kalman Filter

    Directory of Open Access Journals (Sweden)

    Ariel Omar Cepero Díaz

    2015-04-01

    Full Text Available La determinación de la posición angular instantánea del rotor es parte integral del control en los accionamientos de Motores de Reluctancia Conmutada. La medición directa de esta variable adiciona complejidad y costo al sistema y no siempre brinda buenos resultados, lo que ha motivado el desarrollo y prueba de algoritmos de estimación de la posición angular del rotor. En este trabajo se presenta el empleo de un Filtro Desaromatizado de Kalman para estimar la velocidad y la posición angular del rotor del motor MFR 132.5, basado en un modelo de caja gris de dicho motor que también es presentado en este trabajo. Los resultados demuestran que este estimador ofrece estimaciones satisfactorias del estado del motor, lo mismo durante el arranque que durante el funcionamiento regular, aún bajo la presencia de perturbaciones en el torque de la carga y errores en la estimación inicial de la posición angular del rotor.  The measure of the instant angular position of the rotor is integral part of the control of Switching Reluctance Motors drivers. The direct measurement of this variable adds complexity and cost to the system and it doesn’t give good results sometimes. That has motivated the development and test of algorithms for estimating the rotor angular position of the motor. In this work is presented the use of an Unscented Kalman Filter for estimating the speed and rotor angular position of the motor MFR 132.5, based on a grey box model of the motor which is also presented in this work. The results show that this kind of estimator gives good estimations of the state of the motor, as well during the starting as during the regular operation, even under the presence of perturbations of the load torque and errors in the initial estimation of the angular position.

  3. Estimating Attitude, Trajectory, and Gyro Biases in an Extended Kalman Filter using Earth Magnetic Field Data from the Rossi X-Ray Timing Explorer

    Science.gov (United States)

    Deutschmann, Julie; Bar-Itzhack, Itzhack

    1997-01-01

    Traditionally satellite attitude and trajectory have been estimated with completely separate systems, using different measurement data. The estimation of both trajectory and attitude for low earth orbit satellites has been successfully demonstrated in ground software using magnetometer and gyroscope data. Since the earth's magnetic field is a function of time and position, and since time is known quite precisely, the differences between the computed and measured magnetic field components, as measured by the magnetometers throughout the entire spacecraft orbit, are a function of both the spacecraft trajectory and attitude errors. Therefore, these errors can be used to estimate both trajectory and attitude. This work further tests the single augmented Extended Kalman Filter (EKF) which simultaneously and autonomously estimates spacecraft trajectory and attitude with data from the Rossi X-Ray Timing Explorer (RXTE) magnetometer and gyro-measured body rates. In addition, gyro biases are added to the state and the filter's ability to estimate them is presented.

  4. Adaptive State of Charge Estimation for Li-Ion Batteries Based on an Unscented Kalman Filter with an Enhanced Battery Model

    Directory of Open Access Journals (Sweden)

    Yuanyuan Liu

    2013-08-01

    Full Text Available Accurate estimation of the state of charge (SOC of batteries is one of the key problems in a battery management system. This paper proposes an adaptive SOC estimation method based on unscented Kalman filter algorithms for lithium (Li-ion batteries. First, an enhanced battery model is proposed to include the impacts due to different discharge rates and temperatures. An adaptive joint estimation of the battery SOC and battery internal resistance is then presented to enhance system robustness with battery aging. The SOC estimation algorithm has been developed and verified through experiments on different types of Li-ion batteries. The results indicate that the proposed method provides an accurate SOC estimation and is computationally efficient, making it suitable for embedded system implementation.

  5. Kalman Filter Application to Symmetrical Fault Detection during Power Swing

    DEFF Research Database (Denmark)

    Khodaparast, Jalal; Silva, Filipe Miguel Faria da; Khederzadeh, M.

    2016-01-01

    capability of Kalman Filter. The proposed index is calculated by assessing the difference between predicted and actual samples of impedance. The predicted impedance samples are obtained using Kalman filter and Taylor expansion, which is used in this paper to track the phasor precisely. Second order of Taylor...... expansion is used to decrease corrugation effect of impedance estimation and increase the reliability of proposed method. The instantaneous estimation and prediction capability of Kalman filter are two reasons for proposing utilizing Kalman filter....

  6. Data assimilation in the early phase: Kalman filtering RIMPUFF

    International Nuclear Information System (INIS)

    Astrup, P.; Turcanu, C.; Puch, R.O.; Palma, C.R.; Mikkelsen, T.

    2004-09-01

    In the framework of the DAONEM project (Data Assimilation for Off-site Nuclear Emergency Management), a data assimilation module, ADUM (Atmospheric Dispersion Updating Module), for the mesoscale atmospheric dispersion program RIMPUFF (Risoe Mesoscale Puff model) part of the early-phase programs of RODOS (Realtime Online DecisiOn Support system for nuclear emergencies) has been developed. It is built on the Kalman filtering algorithm and it assimilates 10-minute averaged gamma dose rates measured at ground level stations. Since the gamma rates are non-linear functions of the state vector variables, the applied Kalman filter is the so-called Extended Kalman filter. In more ways the implementation is non standard: 1) the number of state vector variables varies with time, and 2) the state vector variables are prediction updated with 1-minute time steps but only Kalman filtered every 10 minutes, and this based on time averaged measurements. Given reasonable conditions, i.e. a spatially dense distribution of gamma monitors and a realistic wind field, the developed ADUM module is found to be able to enhance the prediction of the gamma dose field. Based on some of the Kalman filtering parameters, another module, ToDeMM, has been developed for providing the late-phase DeMM (Deposition Monitoring Module) of RODOS with an ensemble of fields of ground level air concentrations and wet deposited material. This accounts for the uncertainty estimation of this kind of quantities as calculated by RIMPUFF for use by DeMM. (au)

  7. Mapping global precipitation with satellite borne microwave radiometer and infrared radiometer using Kalman filter

    International Nuclear Information System (INIS)

    Noda, S.; Sasashige, K.; Katagami, D.; Ushio, T.; Kubota, T.; Okamoto, K.; Iida, Y.; Kida, S.; Shige, S.; Shimomura, S.; Aonashi, K.; Inoue, T.; Morimoto, T.; Kawasaki, Z.

    2007-01-01

    Estimates of precipitation at a high time and space resolution are required for many important applications. In this paper, a new global precipitation map with high spatial (0.1 degree) and temporal (1 hour) resolution using Kalman filter technique is presented and evaluated. Infrared radiometer data, which are available globally nearly everywhere and nearly all the time from geostationary orbit, are used with the several microwave radiometers aboard the LEO satellites. IR data is used as a means to move the precipitation estimates from microwave observation during periods when microwave data are not available at a given location. Moving vector is produced by computing correlations on successive images of IR data. When precipitation is moved, the Kalman filter is applied for improving the moving technique in this research. The new approach showed a better score than the technique without Kalman filter. The correlation coefficient was 0.1 better than without the Kalman filter about 6 hours after the last microwave overpasses, and the RMS error was improved about 0.1 mm/h with the Kalman filter technique. This approach is unique in that 1) the precipitation estimates from the microwave radiometer is mainly used, 2) the IR temperature in every hour is also used for the precipitation estimates based on the Kalman filter theory

  8. Estimation method of state-of-charge for lithium-ion battery used in hybrid electric vehicles based on variable structure extended kalman filter

    Science.gov (United States)

    Sun, Yong; Ma, Zilin; Tang, Gongyou; Chen, Zheng; Zhang, Nong

    2016-07-01

    Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery, the predicted performance of power battery, especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV. However, the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected. A variable structure extended kalman filter(VSEKF)-based estimation method, which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition, is presented. First, the general lower-order battery equivalent circuit model(GLM), which includes column accumulation model, open circuit voltage model and the SOC output model, is established, and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data. Next, a VSEKF estimation method of SOC, which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method, is executed with different adaptive weighting coefficients, which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes. According to the experimental analysis, the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV. The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method. In Summary, the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system, which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method. The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.

  9. Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor

    Directory of Open Access Journals (Sweden)

    Biçer Cenker

    2016-01-01

    Full Text Available In this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non–linear discrete–time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standard extended Kalman filter’s stability analysis based on stochastic framework. The theoretical results show that under certain conditions on the initial estimation error and the noise terms, the estimation error remains bounded and the state estimation is stable.

  10. A data fusion Kalman filter algorithm to estimate leaf area index evolution by using Modis LAI and PROBA-V top of canopy synthesis data

    Science.gov (United States)

    Novelli, Antonio

    2016-08-01

    Leaf Area Index (LAI) is essential in ecosystem and agronomic studies, since it measures energy and gas exchanges between vegetation and atmosphere. In the last decades, LAI values have widely been estimated from passive remotely sensed data. Common approaches are based on semi-empirical/statistic techniques or on radiative transfer model inversion. Although the scientific community has been providing several LAI retrieval methods, the estimated results are often affected by noise and measurement uncertainties. The sequential data assimilation theory provides a theoretical framework to combine an imperfect model with incomplete observation data. In this document a data fusion Kalman filter algorithm is proposed in order to estimate the time evolution of LAI by combining MODIS LAI data and PROBA-V surface reflectance data. The reflectance data were linked to LAI by using the Reduced Simple Ratio index. The main working hypotheses were lacking input data necessary for climatic models and canopy reflectance models.

  11. Online cell SOC estimation of Li-ion battery packs using a dual time-scale Kalman filtering for EV applications

    International Nuclear Information System (INIS)

    Dai, Haifeng; Wei, Xuezhe; Sun, Zechang; Wang, Jiayuan; Gu, Weijun

    2012-01-01

    Highlights: ► We use an equivalent circuit model to describe the characteristics of battery. ► A dual time-scale estimator is used to calculate pack average SOC and cell SOC. ► The estimator is based on the dynamic descriptions and extended Kalman filter. ► Three different test cases are designed to validate the proposed method. ► Test results indicate a good performance of the method for EV applications. -- Abstract: For the vehicular operation, due to the voltage and power/energy requirements, the battery systems are usually composed of up to hundreds of cells connected in series or parallel. To accommodate the operation conditions, the battery management system (BMS) should estimate State of Charge (SOC) to facilitate safe and efficient utilization of the battery. The performance difference among the cells makes a pure pack SOC estimation hardly provide sufficient information, which at last affects the computation of available energy and power and the safety of the battery system. So for a reliable and accurate management, the BMS should “know” the SOC of each individual cell. Several possible solutions on this issue have been reported in the recent years. This paper studies a method to determine online all individual cell SOCs of a series-connected battery pack. This method, with an equivalent circuit based “averaged cell” model, estimates the battery pack’s average SOC first, and then incorporates the performance divergences between the “averaged cell” and each individual cell to generate the SOC estimations for all cells. This method is developed based on extended Kalman filter (EKF), and to reduce the computation cost, a dual time-scale implementation is designed. The method is validated using results obtained from the measurements of a Li-ion battery pack under three different tests, and analysis indicates the good performance of the algorithm.

  12. Energy analysis applied to uranium resource estimation

    International Nuclear Information System (INIS)

    Mortimer, N.D.

    1980-01-01

    It is pointed out that fuel prices and ore costs are interdependent, and that in estimating ore costs (involving the cost of fuels used to mine and process the uranium) it is necessary to take into account the total use of energy by the entire fuel system, through the technique of energy analysis. The subject is discussed, and illustrated with diagrams, under the following heads: estimate of how total workable resources would depend on production costs; sensitivity of nuclear electricity prices to ore costs; variation of net energy requirement with ore grade for a typical PWR reactor design; variation of average fundamental cost of nuclear electricity with ore grade; variation of cumulative uranium resources with current maximum ore costs. (U.K.)

  13. Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.

    Science.gov (United States)

    Xie, Xianming

    2016-08-22

    A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms.

  14. Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

    KAUST Repository

    El Gharamti, Mohamad

    2010-12-01

    Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.

  15. Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

    KAUST Repository

    El Gharamti, Mohamad

    2010-01-01

    Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.

  16. A Quantised State Systems Approach for Jacobian Free Extended Kalman Filtering

    DEFF Research Database (Denmark)

    Alminde, Lars; Bendtsen, Jan Dimon; Stoustrup, Jakob

    2007-01-01

    Model based methods for control of intelligent autonomous systems rely on a state estimate being available. One of the most common methods to obtain a state estimate for non-linear systems is the Extended Kalman Filter (EKF) algorithm. In order to apply the EKF an expression must be available...

  17. Electrochemical state and internal variables estimation using a reduced-order physics-based model of a lithium-ion cell and an extended Kalman filter

    Energy Technology Data Exchange (ETDEWEB)

    Stetzel, KD; Aldrich, LL; Trimboli, MS; Plett, GL

    2015-03-15

    This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables. (C) 2014 Elsevier B.V. All rights reserved.

  18. Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

    International Nuclear Information System (INIS)

    Kao, Jim; Flicker, Dawn; Ide, Kayo; Ghil, Michael

    2006-01-01

    This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from a single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand

  19. Kalman filter-based gap conductance modeling

    International Nuclear Information System (INIS)

    Tylee, J.L.

    1983-01-01

    Geometric and thermal property uncertainties contribute greatly to the problem of determining conductance within the fuel-clad gas gap of a nuclear fuel pin. Accurate conductance values are needed for power plant licensing transient analysis and for test analyses at research facilities. Recent work by Meek, Doerner, and Adams has shown that use of Kalman filters to estimate gap conductance is a promising approach. A Kalman filter is simply a mathematical algorithm that employs available system measurements and assumed dynamic models to generate optimal system state vector estimates. This summary addresses another Kalman filter approach to gap conductance estimation and subsequent identification of an empirical conductance model

  20. Use of Kalman filter methods in analysis of in-pile LMFBR accident simulations

    International Nuclear Information System (INIS)

    Meek, C.C.; Doerner, R.C.

    1983-01-01

    Kalman filter methodology has been applied to inpile liquid-metal fast breeder reactor simulation experiments to obtain estimates of the fuel-clad thermal gap conductance. A transient lumped parameter model of the experiment is developed. An optimal estimate of the state vector chosen to characterize the experiment is obtained through the use of the Kalman filter. From this estimate, the fuel-clad thermal gap conductance is calculated as a function of time into the test and axial position along the length of the fuel pin

  1. Steady-State Performance of Kalman Filter for DPLL

    Institute of Scientific and Technical Information of China (English)

    QIAN Yi; CUI Xiaowei; LU Mingquan; FENG Zhenming

    2009-01-01

    For certain system models, the structure of the Kalman filter is equivalent to a second-order vari-able gain digital phase-locked loop (DPLL). To apply the knowledge of DPLLs to the design of Kalman filters, this paper studies the steady-state performance of Kalman filters for these system models. The results show that the steady-state Kalman gain has the same form as the DPLL gain. An approximate simple form for the steady-state Kalman gain is used to derive an expression for the equivalent loop bandwidth of the Kalman filter as a function of the process and observation noise variances. These results can be used to analyze the steady-state performance of a Kalman filter with DPLL theory or to design a Kalman filter model with the same steady-state performance as a given DPLL.

  2. Pose estimation of surgical instrument using sensor data fusion with optical tracker and IMU based on Kalman filter

    Directory of Open Access Journals (Sweden)

    Oh Hyunmin

    2015-01-01

    Full Text Available Tracking system is essential for Image Guided Surgery(IGS. The Optical Tracking Sensor(OTS has been widely used as tracking system for IGS due to its high accuracy and easy usage. However, OTS has a limit that tracking fails when occlusion of marker occurs. In this paper, sensor fusion with OTS and Inertial Measurement Unit(IMU is proposed to solve this problem. The proposed algorithm improves the accuracy of tracking system by eliminating scattering error of the sensor and supplements the disadvantages of OTS and IMU through sensor fusion based on Kalman filter. Also, coordinate axis calibration method that improves the accuracy is introduced. The performed experiment verifies the effectualness of the proposed algorithm.

  3. Adaptive robust Kalman filtering for precise point positioning

    International Nuclear Information System (INIS)

    Guo, Fei; Zhang, Xiaohong

    2014-01-01

    The optimality of precise point postioning (PPP) solution using a Kalman filter is closely connected to the quality of the a priori information about the process noise and the updated mesurement noise, which are sometimes difficult to obtain. Also, the estimation enviroment in the case of dynamic or kinematic applications is not always fixed but is subject to change. To overcome these problems, an adaptive robust Kalman filtering algorithm, the main feature of which introduces an equivalent covariance matrix to resist the unexpected outliers and an adaptive factor to balance the contribution of observational information and predicted information from the system dynamic model, is applied for PPP processing. The basic models of PPP including the observation model, dynamic model and stochastic model are provided first. Then an adaptive robust Kalmam filter is developed for PPP. Compared with the conventional robust estimator, only the observation with largest standardized residual will be operated by the IGG III function in each iteration to avoid reducing the contribution of the normal observations or even filter divergence. Finally, tests carried out in both static and kinematic modes have confirmed that the adaptive robust Kalman filter outperforms the classic Kalman filter by turning either the equivalent variance matrix or the adaptive factor or both of them. This becomes evident when analyzing the positioning errors in flight tests at the turns due to the target maneuvering and unknown process/measurement noises. (paper)

  4. Application of wavelet-based multi-model Kalman filters to real-time flood forecasting

    Science.gov (United States)

    Chou, Chien-Ming; Wang, Ru-Yih

    2004-04-01

    This paper presents the application of a multimodel method using a wavelet-based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real-time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet-based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state-estimates, each of which is weighted by its possibility that is also determined on-line, are combined to form an optimal estimate. Validations conducted for the Wu-Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time-varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall-runoff process in the Wu-Tu watershed.

  5. Ensemble Kalman filtering with residual nudging

    KAUST Repository

    Luo, X.; Hoteit, Ibrahim

    2012-01-01

    Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this work

  6. Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

    KAUST Repository

    Hoteit, Ibrahim

    2010-09-19

    Optimal nonlinear filtering consists of sequentially determining the conditional probability distribution functions (pdf) of the system state, given the information of the dynamical and measurement processes and the previous measurements. Once the pdfs are obtained, one can determine different estimates, for instance, the minimum variance estimate, or the maximum a posteriori estimate, of the system state. It can be shown that, many filters, including the Kalman filter (KF) and the particle filter (PF), can be derived based on this sequential Bayesian estimation framework. In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.

  7. Industrial applications of the Kalman filter

    DEFF Research Database (Denmark)

    Auger, François; Hilairet, Mickael; Guerrero, Josep M.

    2013-01-01

    The Kalman filter has received a huge interest from the industrial electronics community and has played a key role in many engineering fields since the 70s, ranging, without being exhaustive, trajectory estimation, state and parameter estimation for control or diagnosis, data merging, signal...... processing and so on. This paper provides a brief overview of the industrial applications and implementation issues of the Kalman filter in six topics of the industrial electronics community, highlighting some relevant reference papers and giving future research trends....

  8. State and force observers based on multibody models and the indirect Kalman filter

    Science.gov (United States)

    Sanjurjo, Emilio; Dopico, Daniel; Luaces, Alberto; Naya, Miguel Ángel

    2018-06-01

    The aim of this work is to present two new methods to provide state observers by combining multibody simulations with indirect extended Kalman filters. One of the methods presented provides also input force estimation. The observers have been applied to two mechanism with four different sensor configurations, and compared to other multibody-based observers found in the literature to evaluate their behavior, namely, the unscented Kalman filter (UKF), and the indirect extended Kalman filter with simplified Jacobians (errorEKF). The new methods have some more computational cost than the errorEKF, but still much less than the UKF. Regarding their accuracy, both are better than the errorEKF. The method with input force estimation outperforms also the UKF, while the method without force estimation achieves results almost identical to those of the UKF. All the methods have been implemented as a reusable MATLAB® toolkit which has been released as Open Source in https://github.com/MBDS/mbde-matlab.

  9. Joint Estimation of the Electric Vehicle Power Battery State of Charge Based on the Least Squares Method and the Kalman Filter Algorithm

    Directory of Open Access Journals (Sweden)

    Xiangwei Guo

    2016-02-01

    Full Text Available An estimation of the power battery state of charge (SOC is related to the energy management, the battery cycle life and the use cost of electric vehicles. When a lithium-ion power battery is used in an electric vehicle, the SOC displays a very strong time-dependent nonlinearity under the influence of random factors, such as the working conditions and the environment. Hence, research on estimating the SOC of a power battery for an electric vehicle is of great theoretical significance and application value. In this paper, according to the dynamic response of the power battery terminal voltage during a discharging process, the second-order RC circuit is first used as the equivalent model of the power battery. Subsequently, on the basis of this model, the least squares method (LS with a forgetting factor and the adaptive unscented Kalman filter (AUKF algorithm are used jointly in the estimation of the power battery SOC. Simulation experiments show that the joint estimation algorithm proposed in this paper has higher precision and convergence of the initial value error than a single AUKF algorithm.

  10. Design considerations for a suboptimal Kalman filter

    Science.gov (United States)

    Difilippo, D. J.

    1995-06-01

    In designing a suboptimal Kalman filter, the designer must decide how to simplify the system error model without causing the filter estimation errors to increase to unacceptable levels. Deletion of certain error states and decoupling of error state dynamics are the two principal model simplifications that are commonly used in suboptimal filter design. For the most part, the decisions as to which error states can be deleted or decoupled are based on the designer's understanding of the physics of the particular system. Consequently, the details of a suboptimal design are usually unique to the specific application. In this paper, the process of designing a suboptimal Kalman filter is illustrated for the case of an airborne transfer-of-alignment (TOA) system used for synthetic aperture radar (SAR) motion compensation. In this application, the filter must continuously transfer the alignment of an onboard Doppler-damped master inertial navigation system (INS) to a strapdown navigator that processes information from a less accurate inertial measurement unit (IMU) mounted on the radar antenna. The IMU is used to measure spurious antenna motion during the SAR imaging interval, so that compensating phase corrections can be computed and applied to the radar returns, thereby presenting image degradation that would otherwise result from such motions. The principles of SAR are described in many references, for instance. The primary function of the TOA Kalman filter in a SAR motion compensation system is to control strapdown navigator attitude errors, and to a less degree, velocity and heading errors. Unlike a classical navigation application, absolute positional accuracy is not important. The motion compensation requirements for SAR imaging are discussed in some detail. This TOA application is particularly appropriate as a vehicle for discussing suboptimal filter design, because the system contains features that can be exploited to allow both deletion and decoupling of error

  11. Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

    Science.gov (United States)

    Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing

    2016-07-26

    This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches.

  12. Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

    Directory of Open Access Journals (Sweden)

    Chien-Hao Tseng

    2016-07-01

    Full Text Available This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF and fuzzy logic adaptive system (FLAS for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF, unscented Kalman filter (UKF, and CKF approaches.

  13. An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs.

    Science.gov (United States)

    Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin

    2018-04-01

    Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Parameter estimation of a three-axis spacecraft simulator using recursive least-squares approach with tracking differentiator and Extended Kalman Filter

    Science.gov (United States)

    Xu, Zheyao; Qi, Naiming; Chen, Yukun

    2015-12-01

    Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.

  15. Technical Note: A novel approach to estimation of time-variable surface sources and sinks of carbon dioxide using empirical orthogonal functions and the Kalman filter

    Directory of Open Access Journals (Sweden)

    R. Zhuravlev

    2011-10-01

    Full Text Available In this work we propose an approach to solving a source estimation problem based on representation of carbon dioxide surface emissions as a linear combination of a finite number of pre-computed empirical orthogonal functions (EOFs. We used National Institute for Environmental Studies (NIES transport model for computing response functions and Kalman filter for estimating carbon dioxide emissions. Our approach produces results similar to these of other models participating in the TransCom3 experiment.

    Using the EOFs we can estimate surface fluxes at higher spatial resolution, while keeping the dimensionality of the problem comparable with that in the regions approach. This also allows us to avoid potentially artificial sharp gradients in the fluxes in between pre-defined regions. EOF results generally match observations more closely given the same error structure as the traditional method.

    Additionally, the proposed approach does not require additional effort of defining independent self-contained emission regions.

  16. Improving Soil Moisture Estimation with a Dual Ensemble Kalman Smoother by Jointly Assimilating AMSR-E Brightness Temperature and MODIS LST

    Directory of Open Access Journals (Sweden)

    Weijing Chen

    2017-03-01

    Full Text Available Uncertainties in model parameters can easily result in systematic differences between model states and observations, which significantly affect the accuracy of soil moisture estimation in data assimilation systems. In this research, a soil moisture assimilation scheme is developed to jointly assimilate AMSR-E (Advanced Microwave Scanning Radiometer-Earth Observing System brightness temperature (TB and MODIS (Moderate Resolution Imaging Spectroradiometer Land Surface Temperature (LST products, which also corrects model bias by simultaneously updating model states and parameters with a dual ensemble Kalman filter (DEnKS. Common Land Model (CoLM and a Radiative Transfer Model (RTM are adopted as model and observation operator, respectively. The assimilation experiment was conducted in Naqu on the Tibet Plateau from 31 May to 27 September 2011. The updated soil temperature at surface obtained by assimilating MODIS LST serving as inputs of RTM is to reduce the differences between the simulated and observed TB, then AMSR-E TB is assimilated to update soil moisture and model parameters. Compared with in situ measurements, the accuracy of soil moisture estimation derived from the assimilation experiment has been tremendously improved at a variety of scales. The updated parameters effectively reduce the states bias of CoLM. The results demonstrate the potential of assimilating AMSR-E TB and MODIS LST to improve the estimation of soil moisture and related parameters. Furthermore, this study indicates that the developed scheme is an effective way to retrieve downscaled soil moisture when assimilating the coarse-scale microwave TB.

  17. Adaptable Iterative and Recursive Kalman Filter Schemes

    Science.gov (United States)

    Zanetti, Renato

    2014-01-01

    Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

  18. REKF and RUKF for pico satellite attitude estimation in the presence of measurement faults

    Institute of Scientific and Technical Information of China (English)

    Halil Ersin Söken; Chingiz Hajiyev

    2014-01-01

    When a pico satel ite is under normal operational condi-tions, whether it is extended or unscented, a conventional Kalman filter gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunc-tions in the estimation system, the Kalman filter gives inaccurate results and diverges by time. This study compares two different robust Kalman filtering algorithms, robust extended Kalman filter (REKF) and robust unscented Kalman filter (RUKF), for the case of measurement malfunctions. In both filters, by the use of de-fined variables named as the measurement noise scale factor, the faulty measurements are taken into the consideration with a smal weight, and the estimations are corrected without affecting the characteristic of the accurate ones. The proposed robust Kalman filters are applied for the attitude estimation process of a pico satel-lite, and the results are compared.

  19. Sensor Fusion Based on an Integrated Neural Network and Probability Density Function (PDF) Dual Kalman Filter for On-Line Estimation of Vehicle Parameters and States.

    Science.gov (United States)

    Vargas-Melendez, Leandro; Boada, Beatriz L; Boada, Maria Jesus L; Gauchia, Antonio; Diaz, Vicente

    2017-04-29

    Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33 % of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle's parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle's roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle's states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm.

  20. State-of-charge inconsistency estimation of lithium-ion battery pack using mean-difference model and extended Kalman filter

    Science.gov (United States)

    Zheng, Yuejiu; Gao, Wenkai; Ouyang, Minggao; Lu, Languang; Zhou, Long; Han, Xuebing

    2018-04-01

    State-of-charge (SOC) inconsistency impacts the power, durability and safety of the battery pack. Therefore, it is necessary to measure the SOC inconsistency of the battery pack with good accuracy. We explore a novel method for modeling and estimating the SOC inconsistency of lithium-ion (Li-ion) battery pack with low computation effort. In this method, a second-order RC model is selected as the cell mean model (CMM) to represent the overall performance of the battery pack. A hypothetical Rint model is employed as the cell difference model (CDM) to evaluate the SOC difference. The parameters of mean-difference model (MDM) are identified with particle swarm optimization (PSO). Subsequently, the mean SOC and the cell SOC differences are estimated by using extended Kalman filter (EKF). Finally, we conduct an experiment on a small Li-ion battery pack with twelve cells connected in series. The results show that the evaluated SOC difference is capable of tracking the changing of actual value after a quick convergence.

  1. Evaluating a Local Ensemble Transform Kalman Filter snow cover data assimilation method to estimate SWE within a high-resolution hydrologic modeling framework across Western US mountainous regions

    Science.gov (United States)

    Oaida, C. M.; Andreadis, K.; Reager, J. T., II; Famiglietti, J. S.; Levoe, S.

    2017-12-01

    Accurately estimating how much snow water equivalent (SWE) is stored in mountainous regions characterized by complex terrain and snowmelt-driven hydrologic cycles is not only greatly desirable, but also a big challenge. Mountain snowpack exhibits high spatial variability across a broad range of spatial and temporal scales due to a multitude of physical and climatic factors, making it difficult to observe or estimate in its entirety. Combing remotely sensed data and high resolution hydrologic modeling through data assimilation (DA) has the potential to provide a spatially and temporally continuous SWE dataset at horizontal scales that capture sub-grid snow spatial variability and are also relevant to stakeholders such as water resource managers. Here, we present the evaluation of a new snow DA approach that uses a Local Ensemble Transform Kalman Filter (LETKF) in tandem with the Variable Infiltration Capacity macro-scale hydrologic model across the Western United States, at a daily temporal resolution, and a horizontal resolution of 1.75 km x 1.75 km. The LETKF is chosen for its relative simplicity, ease of implementation, and computational efficiency and scalability. The modeling/DA system assimilates daily MODIS Snow Covered Area and Grain Size (MODSCAG) fractional snow cover over, and has been developed to efficiently calculate SWE estimates over extended periods of time and covering large regional-scale areas at relatively high spatial resolution, ultimately producing a snow reanalysis-type dataset. Here we focus on the assessment of SWE produced by the DA scheme over several basins in California's Sierra Nevada Mountain range where Airborne Snow Observatory data is available, during the last five water years (2013-2017), which include both one of the driest and one of the wettest years. Comparison against such a spatially distributed SWE observational product provides a greater understanding of the model's ability to estimate SWE and SWE spatial variability

  2. Joint kinematics estimation using a multi-body kinematics optimisation and an extended Kalman filter, and embedding a soft tissue artefact model.

    Science.gov (United States)

    Bonnet, Vincent; Richard, Vincent; Camomilla, Valentina; Venture, Gentiane; Cappozzo, Aurelio; Dumas, Raphaël

    2017-09-06

    To reduce the impact of the soft tissue artefact (STA) on the estimate of skeletal movement using stereophotogrammetric and skin-marker data, multi-body kinematics optimisation (MKO) and extended Kalman filters (EKF) have been proposed. This paper assessed the feasibility and efficiency of these methods when they embed a mathematical model of the STA and simultaneously estimate the ankle, knee and hip joint kinematics and the model parameters. A STA model was used that provides an estimate of the STA affecting the marker-cluster located on a body segment as a function of the kinematics of the adjacent joints. The MKO and the EKF were implemented with and without the STA model. To assess these methods, intra-cortical pin and skin markers located on the thigh, shank, and foot of three subjects and tracked during the stance phase of running were used. Embedding the STA model in MKO and EKF reduced the average RMS of marker tracking from 12.6 to 1.6mm and from 4.3 to 1.9mm, respectively, showing that a STA model trial-specific calibration is feasible. Nevertheless, with the STA model embedded in MKO, the RMS difference between the estimated and the reference joint kinematics determined from the pin markers slightly increased (from 2.0 to 2.1deg) On the contrary, when the STA model was embedded in the EKF, this RMS difference was slightly reduced (from 2.0 to 1.7deg) thus showing a better potentiality of this method to attenuate STA effects and improve the accuracy of joint kinematics estimate. Copyright © 2017 Elsevier Ltd. All rights reserved.

  3. Estimation Methods for Infinite-Dimensional Systems Applied to the Hemodynamic Response in the Brain

    KAUST Repository

    Belkhatir, Zehor

    2018-05-01

    Infinite-Dimensional Systems (IDSs) which have been made possible by recent advances in mathematical and computational tools can be used to model complex real phenomena. However, due to physical, economic, or stringent non-invasive constraints on real systems, the underlying characteristics for mathematical models in general (and IDSs in particular) are often missing or subject to uncertainty. Therefore, developing efficient estimation techniques to extract missing pieces of information from available measurements is essential. The human brain is an example of IDSs with severe constraints on information collection from controlled experiments and invasive sensors. Investigating the intriguing modeling potential of the brain is, in fact, the main motivation for this work. Here, we will characterize the hemodynamic behavior of the brain using functional magnetic resonance imaging data. In this regard, we propose efficient estimation methods for two classes of IDSs, namely Partial Differential Equations (PDEs) and Fractional Differential Equations (FDEs). This work is divided into two parts. The first part addresses the joint estimation problem of the state, parameters, and input for a coupled second-order hyperbolic PDE and an infinite-dimensional ordinary differential equation using sampled-in-space measurements. Two estimation techniques are proposed: a Kalman-based algorithm that relies on a reduced finite-dimensional model of the IDS, and an infinite-dimensional adaptive estimator whose convergence proof is based on the Lyapunov approach. We study and discuss the identifiability of the unknown variables for both cases. The second part contributes to the development of estimation methods for FDEs where major challenges arise in estimating fractional differentiation orders and non-smooth pointwise inputs. First, we propose a fractional high-order sliding mode observer to jointly estimate the pseudo-state and input of commensurate FDEs. Second, we propose a

  4. The second order extended Kalman filter and Markov nonlinear filter for data processing in interferometric systems

    International Nuclear Information System (INIS)

    Ermolaev, P; Volynsky, M

    2014-01-01

    Recurrent stochastic data processing algorithms using representation of interferometric signal as output of a dynamic system, which state is described by vector of parameters, in some cases are more effective, compared with conventional algorithms. Interferometric signals depend on phase nonlinearly. Consequently it is expedient to apply algorithms of nonlinear stochastic filtering, such as Kalman type filters. An application of the second order extended Kalman filter and Markov nonlinear filter that allows to minimize estimation error is described. Experimental results of signals processing are illustrated. Comparison of the algorithms is presented and discussed.

  5. Application of unscented Kalman filter for condition monitoring of an organic Rankine cycle turbogenerator

    DEFF Research Database (Denmark)

    Pierobon, Leonardo; Schlanbusch, Rune; Kandepu, Rambabu

    2014-01-01

    for this project. Considering the plant dynamics, it is of paramount importance to monitor the peak temperatures within the once-through boiler serving the bottoming unit to prevent the decomposition of the working fluid. This paper accordingly aims at applying the unscented Kalman filter to estimate...... the temperature distribution inside the primary heat exchanger by engaging a detailed and distributed model of the system and available measurements. Simulation results prove the robustness of the unscented Kalman filter with respect to process noise, measurement disturbances and initial conditions....

  6. Pengenal Gerakan dengan Joystick Akselerometer Menggunakan Filter Kalman

    Directory of Open Access Journals (Sweden)

    Khoirudin Fathoni

    2017-12-01

    Full Text Available Human Machine Interaction keeps growing and developing, one of development is through gesture recognition that detects acceleration in a movement. This technology has been applied in joystick Wiimote and Wii-nunchuk by Nintendo that is widely used all over the world. Two main challenges in using accelerometer are to eliminate the noise of the sensor and to cancel the detected gravity acceleration when the joystick is tilted. The noise and gravity acceleration may influence the data reading and create error accumulation, respectively. This work proposes an implementation of Kalman Filter and also a simple technique to eliminate the influence of the gravity acceleration as a solution to solve above problems in using accelerometer of Wii-Nunchuk joystick in Board Arduino Mega 2560. The experimental results in motionless position show that the filter can reduce the gravity acceleration. We have to set the initial value of q and R parameters in the estimation of position, speed, and acceleration using Kalman filter. Once R is decided, the change of q will determine Kk gain, and it will locate the poles of the observer that influence the stability and the estimation result. With R=0.00005 and q=1, the poles of Kalman filter are located in the unit circle so that the estimation is stable and appropriate with the data from the sensor and even cancel the noise.

  7. Estimating surface CO2 fluxes from space-borne CO2 dry air mole fraction observations using an ensemble Kalman Filter

    Directory of Open Access Journals (Sweden)

    S. Dance

    2009-04-01

    Full Text Available We have developed an ensemble Kalman Filter (EnKF to estimate 8-day regional surface fluxes of CO2 from space-borne CO2 dry-air mole fraction observations (XCO2 and evaluate the approach using a series of synthetic experiments, in preparation for data from the NASA Orbiting Carbon Observatory (OCO. The 32-day duty cycle of OCO alternates every 16 days between nadir and glint measurements of backscattered solar radiation at short-wave infrared wavelengths. The EnKF uses an ensemble of states to represent the error covariances to estimate 8-day CO2 surface fluxes over 144 geographical regions. We use a 12×8-day lag window, recognising that XCO2 measurements include surface flux information from prior time windows. The observation operator that relates surface CO2 fluxes to atmospheric distributions of XCO2 includes: a the GEOS-Chem transport model that relates surface fluxes to global 3-D distributions of CO2 concentrations, which are sampled at the time and location of OCO measurements that are cloud-free and have aerosol optical depths 2 profiles to XCO2, accounting for differences between nadir and glint measurements, and the associated scene-dependent observation errors. We show that OCO XCO2 measurements significantly reduce the uncertainties of surface CO2 flux estimates. Glint measurements are generally better at constraining ocean CO2 flux estimates. Nadir XCO2 measurements over the terrestrial tropics are sparse throughout the year because of either clouds or smoke. Glint measurements provide the most effective constraint for estimating tropical terrestrial CO2 fluxes by accurately sampling fresh continental outflow over neighbouring oceans. We also present results from sensitivity experiments that investigate how flux estimates change with 1 bias and unbiased errors, 2 alternative duty cycles, 3 measurement density and correlations, 4 the spatial resolution of estimated flux estimates, and 5 reducing the length of the lag window and the

  8. Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

    KAUST Repository

    Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim

    2017-01-01

    Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended

  9. Multilevel ensemble Kalman filter

    KAUST Repository

    Chernov, Alexey; Hoel, Haakon; Law, Kody; Nobile, Fabio; Tempone, Raul

    2016-01-01

    This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.

  10. Multilevel ensemble Kalman filter

    KAUST Repository

    Chernov, Alexey

    2016-01-06

    This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.

  11. Application of Unscented Kalman Filter in Satellite Orbit Simulation

    Institute of Scientific and Technical Information of China (English)

    ZHAO Dongming; CAI Zhiwu

    2006-01-01

    A new estimate method is proposed, which takes advantage of the unscented transform method, thus the true mean and covariance are approximated more accurately. The new method can be applied to non-linear systems without the linearization process necessary for the EKF, and it does not demand a Gaussian distribution of noise and what's more, its ease of implementation and more accurate estimation features enables it to demonstrate its good performance in the experiment of satellite orbit simulation. Numerical experiments show that the application of the unscented Kalman filter is more effective than the EKF.

  12. Fuzzy adaptive Kalman filter for indoor mobile target positioning with INS/WSN integrated method

    Institute of Scientific and Technical Information of China (English)

    杨海; 李威; 罗成名

    2015-01-01

    Pure inertial navigation system (INS) has divergent localization errors after a long time. In order to compensate the disadvantage, wireless sensor network (WSN) associated with the INS was applied to estimate the mobile target positioning. Taking traditional Kalman filter (KF) as the framework, the system equation of KF was established by the INS and the observation equation of position errors was built by the WSN. Meanwhile, the observation equation of velocity errors was established by the velocity difference between the INS and WSN, then the covariance matrix of Kalman filter measurement noise was adjusted with fuzzy inference system (FIS), and the fuzzy adaptive Kalman filter (FAKF) based on the INS/WSN was proposed. The simulation results show that the FAKF method has better accuracy and robustness than KF and EKF methods and shows good adaptive capacity with time-varying system noise. Finally, experimental results further prove that FAKF has the fast convergence error, in comparison with KF and EKF methods.

  13. Experiences in multiyear combined state-parameter estimation with an ecosystem model of the North Atlantic and Arctic Oceans using the Ensemble Kalman Filter

    Science.gov (United States)

    Simon, Ehouarn; Samuelsen, Annette; Bertino, Laurent; Mouysset, Sandrine

    2015-12-01

    A sequence of one-year combined state-parameter estimation experiments has been conducted in a North Atlantic and Arctic Ocean configuration of the coupled physical-biogeochemical model HYCOM-NORWECOM over the period 2007-2010. The aim is to evaluate the ability of an ensemble-based data assimilation method to calibrate ecosystem model parameters in a pre-operational setting, namely the production of the MyOcean pilot reanalysis of the Arctic biology. For that purpose, four biological parameters (two phyto- and two zooplankton mortality rates) are estimated by assimilating weekly data such as, satellite-derived Sea Surface Temperature, along-track Sea Level Anomalies, ice concentrations and chlorophyll-a concentrations with an Ensemble Kalman Filter. The set of optimized parameters locally exhibits seasonal variations suggesting that time-dependent parameters should be used in ocean ecosystem models. A clustering analysis of the optimized parameters is performed in order to identify consistent ecosystem regions. In the north part of the domain, where the ecosystem model is the most reliable, most of them can be associated with Longhurst provinces and new provinces emerge in the Arctic Ocean. However, the clusters do not coincide anymore with the Longhurst provinces in the Tropics due to large model errors. Regarding the ecosystem state variables, the assimilation of satellite-derived chlorophyll concentration leads to significant reduction of the RMS errors in the observed variables during the first year, i.e. 2008, compared to a free run simulation. However, local filter divergences of the parameter component occur in 2009 and result in an increase in the RMS error at the time of the spring bloom.

  14. Model-Based Engine Control Architecture with an Extended Kalman Filter

    Science.gov (United States)

    Csank, Jeffrey T.; Connolly, Joseph W.

    2016-01-01

    This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.

  15. Estimation and correction of surface wind-stress bias in the Tropical Pacific with the Ensemble Kalman Filter

    NARCIS (Netherlands)

    Leeuwenburgh, O.

    2008-01-01

    The assimilation of high-quality in situ data into ocean models is known to lead to imbalanced analyses and spurious circulations when the model dynamics or the forcing contain systematic errors. Use of a bias estimation and correction scheme has been shown to significantly improve the balance of

  16. Location Estimation using Delayed Measurements

    DEFF Research Database (Denmark)

    Bak, Martin; Larsen, Thomas Dall; Nørgård, Peter Magnus

    1998-01-01

    When combining data from various sensors it is vital to acknowledge possible measurement delays. Furthermore, the sensor fusion algorithm, often a Kalman filter, should be modified in order to handle the delay. The paper examines different possibilities for handling delays and applies a new techn...... technique to a sensor fusion system for estimating the location of an autonomous guided vehicle. The system fuses encoder and vision measurements in an extended Kalman filter. Results from experiments in a real environment are reported...

  17. An Iterative Ensemble Kalman Filter with One-Step-Ahead Smoothing for State-Parameters Estimation of Contaminant Transport Models

    KAUST Repository

    Gharamti, M. E.; Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

    2015-01-01

    Numerical experiments are conducted with a two-dimensional synthetic subsurface transport model simulating the migration of a contaminant plume in a heterogenous aquifer domain. Contaminant concentration data are assimilated to estimate both the contaminant state and the hydraulic conductivity field. Assimilation runs are performed under imperfect modeling conditions and various observational scenarios. Simulation results suggest that the proposed scheme efficiently recovers both the contaminant state and the aquifer conductivity, providing more accurate estimates than the standard Joint and Dual EnKFs in all tested scenarios. Iterating on the update step of the new scheme further enhances the proposed filter’s behavior. In term of computational cost, the new Joint-EnKF is almost equivalent to that of the Dual-EnKF, but requires twice more model integrations than the standard Joint-EnKF.

  18. Application of the Backward-Smoothing Extended Kalman Filter to Attitude Estimation and Prediction using Radar Observations

    Science.gov (United States)

    2009-06-01

    Pressure (R) Figure 2.9 Aerodynamic drag acting at the centroid of each surface element This approach avoids time- consuming repetitive evaluation of...5. Update the state estimate with the latest measurement yfe (37 p. 210) xfe(tfc) = **_!&) + Kfc (yfe - hfc) (3.72) In some cases it is necessary to...in XELIAS can be a rather challenging and time consuming task, depending on the complexity of the target being analyzed. 4. According to the XELIAS

  19. Integrated fMRI Preprocessing Framework Using Extended Kalman Filter for Estimation of Slice-Wise Motion

    OpenAIRE

    Basile Pinsard; Basile Pinsard; Basile Pinsard; Arnaud Boutin; Arnaud Boutin; Julien Doyon; Julien Doyon; Habib Benali; Habib Benali; Habib Benali

    2018-01-01

    Functional MRI acquisition is sensitive to subjects' motion that cannot be fully constrained. Therefore, signal corrections have to be applied a posteriori in order to mitigate the complex interactions between changing tissue localization and magnetic fields, gradients and readouts. To circumvent current preprocessing strategies limitations, we developed an integrated method that correct motion and spatial low-frequency intensity fluctuations at the level of each slice in order to better fit ...

  20. Trend Estimation and Regression Analysis in Climatological Time Series: An Application of Structural Time Series Models and the Kalman Filter.

    Science.gov (United States)

    Visser, H.; Molenaar, J.

    1995-05-01

    The detection of trends in climatological data has become central to the discussion on climate change due to the enhanced greenhouse effect. To prove detection, a method is needed (i) to make inferences on significant rises or declines in trends, (ii) to take into account natural variability in climate series, and (iii) to compare output from GCMs with the trends in observed climate data. To meet these requirements, flexible mathematical tools are needed. A structural time series model is proposed with which a stochastic trend, a deterministic trend, and regression coefficients can be estimated simultaneously. The stochastic trend component is described using the class of ARIMA models. The regression component is assumed to be linear. However, the regression coefficients corresponding with the explanatory variables may be time dependent to validate this assumption. The mathematical technique used to estimate this trend-regression model is the Kaiman filter. The main features of the filter are discussed.Examples of trend estimation are given using annual mean temperatures at a single station in the Netherlands (1706-1990) and annual mean temperatures at Northern Hemisphere land stations (1851-1990). The inclusion of explanatory variables is shown by regressing the latter temperature series on four variables: Southern Oscillation index (SOI), volcanic dust index (VDI), sunspot numbers (SSN), and a simulated temperature signal, induced by increasing greenhouse gases (GHG). In all analyses, the influence of SSN on global temperatures is found to be negligible. The correlations between temperatures and SOI and VDI appear to be negative. For SOI, this correlation is significant, but for VDI it is not, probably because of a lack of volcanic eruptions during the sample period. The relation between temperatures and GHG is positive, which is in agreement with the hypothesis of a warming climate because of increasing levels of greenhouse gases. The prediction performance of

  1. State and parameter estimation of two land surface models using the ensemble Kalman filter and the particle filter

    Directory of Open Access Journals (Sweden)

    H. Zhang

    2017-09-01

    Full Text Available Land surface models (LSMs use a large cohort of parameters and state variables to simulate the water and energy balance at the soil–atmosphere interface. Many of these model parameters cannot be measured directly in the field, and require calibration against measured fluxes of carbon dioxide, sensible and/or latent heat, and/or observations of the thermal and/or moisture state of the soil. Here, we evaluate the usefulness and applicability of four different data assimilation methods for joint parameter and state estimation of the Variable Infiltration Capacity Model (VIC-3L and the Community Land Model (CLM using a 5-month calibration (assimilation period (March–July 2012 of areal-averaged SPADE soil moisture measurements at 5, 20, and 50 cm depths in the Rollesbroich experimental test site in the Eifel mountain range in western Germany. We used the EnKF with state augmentation or dual estimation, respectively, and the residual resampling PF with a simple, statistically deficient, or more sophisticated, MCMC-based parameter resampling method. The performance of the calibrated LSM models was investigated using SPADE water content measurements of a 5-month evaluation period (August–December 2012. As expected, all DA methods enhance the ability of the VIC and CLM models to describe spatiotemporal patterns of moisture storage within the vadose zone of the Rollesbroich site, particularly if the maximum baseflow velocity (VIC or fractions of sand, clay, and organic matter of each layer (CLM are estimated jointly with the model states of each soil layer. The differences between the soil moisture simulations of VIC-3L and CLM are much larger than the discrepancies among the four data assimilation methods. The EnKF with state augmentation or dual estimation yields the best performance of VIC-3L and CLM during the calibration and evaluation period, yet results are in close agreement with the PF using MCMC resampling. Overall, CLM demonstrated the

  2. Near real-time estimation of ionosphere vertical total electron content from GNSS satellites using B-splines in a Kalman filter

    Science.gov (United States)

    Erdogan, Eren; Schmidt, Michael; Seitz, Florian; Durmaz, Murat

    2017-02-01

    Although the number of terrestrial global navigation satellite system (GNSS) receivers supported by the International GNSS Service (IGS) is rapidly growing, the worldwide rather inhomogeneously distributed observation sites do not allow the generation of high-resolution global ionosphere products. Conversely, with the regionally enormous increase in highly precise GNSS data, the demands on (near) real-time ionosphere products, necessary in many applications such as navigation, are growing very fast. Consequently, many analysis centers accepted the responsibility of generating such products. In this regard, the primary objective of our work is to develop a near real-time processing framework for the estimation of the vertical total electron content (VTEC) of the ionosphere using proper models that are capable of a global representation adapted to the real data distribution. The global VTEC representation developed in this work is based on a series expansion in terms of compactly supported B-spline functions, which allow for an appropriate handling of the heterogeneous data distribution, including data gaps. The corresponding series coefficients and additional parameters such as differential code biases of the GNSS satellites and receivers constitute the set of unknown parameters. The Kalman filter (KF), as a popular recursive estimator, allows processing of the data immediately after acquisition and paves the way of sequential (near) real-time estimation of the unknown parameters. To exploit the advantages of the chosen data representation and the estimation procedure, the B-spline model is incorporated into the KF under the consideration of necessary constraints. Based on a preprocessing strategy, the developed approach utilizes hourly batches of GPS and GLONASS observations provided by the IGS data centers with a latency of 1 h in its current realization. Two methods for validation of the results are performed, namely the self consistency analysis and a comparison

  3. Q-Method Extended Kalman Filter

    Science.gov (United States)

    Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

    2012-01-01

    A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.

  4. On tempo tracking: Tempogram representation and Kalman filtering

    NARCIS (Netherlands)

    Cemgil, A.T.; Kappen, H.J.; Desain, P.W.M.; Honing, H.J.

    2001-01-01

    We formulate tempo tracking in a Bayesian framework where a tempo tracker is modeled as a stochastic dynamical system. The tempo is modeled as a hidden state variable of the system and is estimated by a Kalman filter. The Kalman filter operates on a Tempogram, a wavelet-like multiscale expansion of

  5. An iterative ensemble Kalman filter for reservoir engineering applications

    NARCIS (Netherlands)

    Krymskaya, M.V.; Hanea, R.G.; Verlaan, M.

    2009-01-01

    The study has been focused on examining the usage and the applicability of ensemble Kalman filtering techniques to the history matching procedures. The ensemble Kalman filter (EnKF) is often applied nowadays to solving such a problem. Meanwhile, traditional EnKF requires assumption of the

  6. The Use of Daily Geodetic UT1 and LOD Data in the Optimal Estimation of UT1 and LOD With the JPL Kalman Earth Orientation Filter

    Science.gov (United States)

    Freedman, A. P.; Steppe, J. A.

    1995-01-01

    The Jet Propulsion Laboratory Kalman Earth Orientation Filter (KEOF) uses several of the Earth rotation data sets available to generate optimally interpolated UT1 and LOD series to support spacecraft navigation. This paper compares use of various data sets within KEOF.

  7. Design of Kalman filters for mobile robots

    DEFF Research Database (Denmark)

    Larsen, Thomas Dall; Hansen, Karsten L.; Andersen, Nils Axel

    1999-01-01

    the mobile robot is equipped with a dual encoder system supported by some additional absolute measurements. A common filter type for this setup is the odometric filter, where readings from the odometry system on the robot are used together with the geometry of the robot movement as a model of the robot......Kalman filters have for a long time been widely used on mobile robots as a location estimator. Many different Kalman filter designs have been proposed, using models of various complexity. In this paper, two different design methods are evaluated and compared. Focus is put on the common setup where...... estimates. The Kalman filter normally consists of a time update followed by one or more data updates. However, it is shown that when using the kinematic filter, the encoder measurements should be fused prior to the time update for better performance....

  8. Application of extended Kalman filter to identification of enzymatic deactivation.

    Science.gov (United States)

    Caminal, G; Lafuente, J; López-Santín, J; Poch, M; Solà, C

    1987-02-01

    A recursive estimation scheme, the Extended Kalman Filter (EKF) technique, was applied to study enzymatic deactivation in the enzymatic hydrolysis of pretreated cellulose using a model previously developed by the authors. When no deactivation model was assumed, the results showed no variation with time for all the model parameters except for the maximum rate of cellobiose-to-glucose conversion (r'(m)).The r'(m) variation occurred in two zones with a grace period. A new model of enzymatic hydrolysis of pretreated cellulose deactivation was proposed and validated showing better behavior than the old deactivation model. This approach allows one to study enzyme deactivation without additional experiments and within operational conditions.

  9. Introduction to applied Bayesian statistics and estimation for social scientists

    CERN Document Server

    Lynch, Scott M

    2007-01-01

    ""Introduction to Applied Bayesian Statistics and Estimation for Social Scientists"" covers the complete process of Bayesian statistical analysis in great detail from the development of a model through the process of making statistical inference. The key feature of this book is that it covers models that are most commonly used in social science research - including the linear regression model, generalized linear models, hierarchical models, and multivariate regression models - and it thoroughly develops each real-data example in painstaking detail.The first part of the book provides a detailed

  10. Norm estimates of complex symmetric operators applied to quantum systems

    International Nuclear Information System (INIS)

    Prodan, Emil; Garcia, Stephan R; Putinar, Mihai

    2006-01-01

    This paper communicates recent results in the theory of complex symmetric operators and shows, through two non-trivial examples, their potential usefulness in the study of Schroedinger operators. In particular, we propose a formula for computing the norm of a compact complex symmetric operator. This observation is applied to two concrete problems related to quantum mechanical systems. First, we give sharp estimates on the exponential decay of the resolvent and the single-particle density matrix for Schroedinger operators with spectral gaps. Second, we provide new ways of evaluating the resolvent norm for Schroedinger operators appearing in the complex scaling theory of resonances

  11. Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

    Institute of Scientific and Technical Information of China (English)

    QI Wen-Juan; ZHANG Peng; DENG Zi-Li

    2014-01-01

    This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

  12. MR fingerprinting reconstruction with Kalman filter.

    Science.gov (United States)

    Zhang, Xiaodi; Zhou, Zechen; Chen, Shiyang; Chen, Shuo; Li, Rui; Hu, Xiaoping

    2017-09-01

    Magnetic resonance fingerprinting (MR fingerprinting or MRF) is a newly introduced quantitative magnetic resonance imaging technique, which enables simultaneous multi-parameter mapping in a single acquisition with improved time efficiency. The current MRF reconstruction method is based on dictionary matching, which may be limited by the discrete and finite nature of the dictionary and the computational cost associated with dictionary construction, storage and matching. In this paper, we describe a reconstruction method based on Kalman filter for MRF, which avoids the use of dictionary to obtain continuous MR parameter measurements. With this Kalman filter framework, the Bloch equation of inversion-recovery balanced steady state free-precession (IR-bSSFP) MRF sequence was derived to predict signal evolution, and acquired signal was entered to update the prediction. The algorithm can gradually estimate the accurate MR parameters during the recursive calculation. Single pixel and numeric brain phantom simulation were implemented with Kalman filter and the results were compared with those from dictionary matching reconstruction algorithm to demonstrate the feasibility and assess the performance of Kalman filter algorithm. The results demonstrated that Kalman filter algorithm is applicable for MRF reconstruction, eliminating the need for a pre-define dictionary and obtaining continuous MR parameter in contrast to the dictionary matching algorithm. Copyright © 2017 Elsevier Inc. All rights reserved.

  13. Restricted Kalman Filtering Theory, Methods, and Application

    CERN Document Server

    Pizzinga, Adrian

    2012-01-01

    In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where th

  14. Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

    Science.gov (United States)

    Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

    2015-10-01

    A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).

  15. Selection of noise parameters for Kalman filter

    Institute of Scientific and Technical Information of China (English)

    Ka-Veng Yuen; Ka-In Hoi; Kai-Meng Mok

    2007-01-01

    The Bayesian probabilistic approach is proposed to estimate the process noise and measurement noise parameters for a Kalman filter. With state vectors and covariance matrices estimated by the Kalman filter, the likehood of the measurements can be constructed as a function of the process noise and measurement noise parameters. By maximizing the likklihood function with respect to these noise parameters, the optimal values can be obtained. Furthermore, the Bayesian probabilistic approach allows the associated uncertainty to be quantified. Examples using a single-degree-of-freedom system and a ten-story building illustrate the proposed method. The effect on the performance of the Kalman filter due to the selection of the process noise and measurement noise parameters was demonstrated. The optimal values of the noise parameters were found to be close to the actual values in the sense that the actual parameters were in the region with significant probability density. Through these examples, the Bayesian approach was shown to have the capability to provide accurate estimates of the noise parameters of the Kalman filter, and hence for state estimation.

  16. Towards self-organizing Kalman filters

    NARCIS (Netherlands)

    Sijs, J.; Papp, Z.

    2012-01-01

    Distributed Kalman filtering is an important signal processing method for state estimation in large-scale sensor networks. However, existing solutions do not account for unforeseen events that are likely to occur and thus dramatically changing the operational conditions (e.g. node failure,

  17. Adaptive Federal Kalman Filtering for SINS/GPS Integrated System

    Institute of Scientific and Technical Information of China (English)

    杨勇; 缪玲娟

    2003-01-01

    A new adaptive federal Kalman filter for a strapdown integrated navigation system/global positioning system (SINS/GPS) is given. The developed federal Kalman filter is based on the trace operation of parameters estimation's error covariance matrix and the spectral radius of update measurement noise variance-covariance matrix for the proper choice of the filter weight and hence the filter gain factors. Theoretical analysis and results from simulation in which the SINS/GPS was compared to conventional Kalman filter are presented. Results show that the algorithm of this adaptive federal Kalman filter is simpler than that of the conventional one. Furthermore, it outperforms the conventional Kalman filter when the system is undertaken measurement malfunctions because of its possession of adaptive ability. This filter can be used in the vehicle integrated navigation system.

  18. Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

    Science.gov (United States)

    Huang, Lei

    2015-01-01

    To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

  19. Enhancement of kalman filter single loss detection capability

    International Nuclear Information System (INIS)

    Morrison, G.W.; Downing, D.J.; Pike, D.H.

    1980-01-01

    A new technique to significantly increase the sensitivity of the Kalman filter to detect one-time losses for nuclear marterial accountability and control has been developed. The technique uses the innovations sequence obtained from a Kalman filter analysis of a material balance area. The innovations are distributed as zero mean independent Gaussion random variables with known variance. This property enables an estimator to be formed with enhanced one time loss detection capabilities. Simulation studies of a material balance area indicate the new estimator greatly enhances the one time loss detection capability of the Kalman filter

  20. Data assimilation in the early phase: Kalman filtering RIMPUFF

    DEFF Research Database (Denmark)

    Astrup, P.; Turcanu, C.; Puch, R.O.

    2004-01-01

    of RODOS (Realtime Online DecisiOn Support system for nuclear emergencies) – has been developed. It is built on the Kalman filtering algorithm and it assimilates 10-minute averaged gamma dose rates measured atground level stations. Since the gamma rates are non-linear functions of the state vector...... variables, the applied Kalman filter is the so-called Extended Kalman filter. In more ways the implementation is non standard: 1) the number of state vectorvariables varies with time, and 2) the state vector variables are prediction updated with 1-minute time steps but only Kalman filtered every 10 minutes......, and this based on time averaged measurements. Given reasonable conditions, i.e. a spatially densedistribution of gamma monitors and a realistic wind field, the developed ADUM module is found to be able to enhance the prediction of the gamma dose field. Based on some of the Kalman filtering parameters, another...

  1. Kalman filter for statistical monitoring of forest cover across sub-continental regions

    Science.gov (United States)

    Raymond L. Czaplewski

    1991-01-01

    The Kalman filter is a multivariate generalization of the composite estimator which recursively combines a current direct estimate with a past estimate that is updated for expected change over time with a prediction model. The Kalman filter can estimate proportions of different cover types for sub-continental regions each year. A random sample of high-resolution...

  2. Skew redundant MEMS IMU calibration using a Kalman filter

    International Nuclear Information System (INIS)

    Jafari, M; Sahebjameyan, M; Moshiri, B; Najafabadi, T A

    2015-01-01

    In this paper, a novel calibration procedure for skew redundant inertial measurement units (SRIMUs) based on micro-electro mechanical systems (MEMS) is proposed. A general model of the SRIMU measurements is derived which contains the effects of bias, scale factor error and misalignments. For more accuracy, the effect of lever arms of the accelerometers to the center of the table are modeled and compensated in the calibration procedure. Two separate Kalman filters (KFs) are proposed to perform the estimation of error parameters for gyroscopes and accelerometers. The predictive error minimization (PEM) stochastic modeling method is used to simultaneously model the effect of bias instability and random walk noise on the calibration Kalman filters to diminish the biased estimations. The proposed procedure is simulated numerically and has expected experimental results. The calibration maneuvers are applied using a two-axis angle turntable in a way that the persistency of excitation (PE) condition for parameter estimation is met. For this purpose, a trapezoidal calibration profile is utilized to excite different deterministic error parameters of the accelerometers and a pulse profile is used for the gyroscopes. Furthermore, to evaluate the performance of the proposed KF calibration method, a conventional least squares (LS) calibration procedure is derived for the SRIMUs and the simulation and experimental results compare the functionality of the two proposed methods with each other. (paper)

  3. Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

    Science.gov (United States)

    Li, Zhencai; Wang, Yang; Liu, Zhen

    2016-01-01

    The purpose of this work is to investigate the accurate trajectory tracking control of a wheeled mobile robot (WMR) based on the slip model prediction. Generally, a nonholonomic WMR may increase the slippage risk, when traveling on outdoor unstructured terrain (such as longitudinal and lateral slippage of wheels). In order to control a WMR stably and accurately under the effect of slippage, an unscented Kalman filter and neural networks (NNs) are applied to estimate the slip model in real time. This method exploits the model approximating capabilities of nonlinear state–space NN, and the unscented Kalman filter is used to train NN’s weights online. The slip parameters can be estimated and used to predict the time series of deviation velocity, which can be used to compensate control inputs of a WMR. The results of numerical simulation show that the desired trajectory tracking control can be performed by predicting the nonlinear slip model. PMID:27467703

  4. Multivariate localization methods for ensemble Kalman filtering

    OpenAIRE

    S. Roh; M. Jun; I. Szunyogh; M. G. Genton

    2015-01-01

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of ...

  5. Applying Moving Objects Patterns towards Estimating Future Stocks Direction

    Directory of Open Access Journals (Sweden)

    Galal Dahab

    2016-01-01

    Full Text Available Stock is gaining vast popularity as a strategic investment tool not just by investor bankers, but also by the average worker. Large capitals are being traded within the stock market all around the world, making its impact not only macro economically focused, but also greatly valued taking into consideration its direct social impact. As a result, almost 66% of all American citizens are striving in their respective fields every day, trying to come up with better ways to predict and find patterns in stocks that could enhance their estimation and visualization so as to have the opportunity to take better investment decisions. Given the amount of effort that has been put into enhancing stock prediction techniques, there is still a factor that is almost completely neglected when handling stocks. The factor that has been obsolete for so long is in fact the effect of a correlation existing between stocks of the same index or parent company. This paper proposes a distinct approach for studying the correlation between stocks that belong to the same index by modelling stocks as moving objects to be able to track their movements while considering their relationships. Furthermore, it studies one of the movement techniques applied to moving objects to predict stock movement. The results yielded that both the movement technique and correlation coefficient technique are consistent in directions, with minor variations in values. The variations are attributed to the fact that the movement technique takes into consideration the sibling relationship

  6. An adaptive Kalman filter approach for cardiorespiratory signal extraction and fusion of non-contacting sensors.

    Science.gov (United States)

    Foussier, Jerome; Teichmann, Daniel; Jia, Jing; Misgeld, Berno; Leonhardt, Steffen

    2014-05-09

    Extracting cardiorespiratory signals from non-invasive and non-contacting sensor arrangements, i.e. magnetic induction sensors, is a challenging task. The respiratory and cardiac signals are mixed on top of a large and time-varying offset and are likely to be disturbed by measurement noise. Basic filtering techniques fail to extract relevant information for monitoring purposes. We present a real-time filtering system based on an adaptive Kalman filter approach that separates signal offsets, respiratory and heart signals from three different sensor channels. It continuously estimates respiration and heart rates, which are fed back into the system model to enhance performance. Sensor and system noise covariance matrices are automatically adapted to the aimed application, thus improving the signal separation capabilities. We apply the filtering to two different subjects with different heart rates and sensor properties and compare the results to the non-adaptive version of the same Kalman filter. Also, the performance, depending on the initialization of the filters, is analyzed using three different configurations ranging from best to worst case. Extracted data are compared with reference heart rates derived from a standard pulse-photoplethysmographic sensor and respiration rates from a flowmeter. In the worst case for one of the subjects the adaptive filter obtains mean errors (standard deviations) of -0.2 min(-1) (0.3 min(-1)) and -0.7 bpm (1.7 bpm) (compared to -0.2 min(-1) (0.4 min(-1)) and 42.0 bpm (6.1 bpm) for the non-adaptive filter) for respiration and heart rate, respectively. In bad conditions the heart rate is only correctly measurable when the Kalman matrices are adapted to the target sensor signals. Also, the reduced mean error between the extracted offset and the raw sensor signal shows that adapting the Kalman filter continuously improves the ability to separate the desired signals from the raw sensor data. The average total computational time needed

  7. Ensemble Kalman methods for inverse problems

    International Nuclear Information System (INIS)

    Iglesias, Marco A; Law, Kody J H; Stuart, Andrew M

    2013-01-01

    The ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 (Evensen 1994 J. Geophys. Res. 99 10143–62) as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application domains because of its robustness and ease of implementation, and numerical evidence of its accuracy. In this paper we propose the application of an iterative ensemble Kalman method for the solution of a wide class of inverse problems. In this context we show that the estimate of the unknown function that we obtain with the ensemble Kalman method lies in a subspace A spanned by the initial ensemble. Hence the resulting error may be bounded above by the error found from the best approximation in this subspace. We provide numerical experiments which compare the error incurred by the ensemble Kalman method for inverse problems with the error of the best approximation in A, and with variants on traditional least-squares approaches, restricted to the subspace A. In so doing we demonstrate that the ensemble Kalman method for inverse problems provides a derivative-free optimization method with comparable accuracy to that achieved by traditional least-squares approaches. Furthermore, we also demonstrate that the accuracy is of the same order of magnitude as that achieved by the best approximation. Three examples are used to demonstrate these assertions: inversion of a compact linear operator; inversion of piezometric head to determine hydraulic conductivity in a Darcy model of groundwater flow; and inversion of Eulerian velocity measurements at positive times to determine the initial condition in an incompressible fluid. (paper)

  8. Bias aware Kalman filters

    DEFF Research Database (Denmark)

    Drecourt, J.-P.; Madsen, H.; Rosbjerg, Dan

    2006-01-01

    This paper reviews two different approaches that have been proposed to tackle the problems of model bias with the Kalman filter: the use of a colored noise model and the implementation of a separate bias filter. Both filters are implemented with and without feedback of the bias into the model state....... The colored noise filter formulation is extended to correct both time correlated and uncorrelated model error components. A more stable version of the separate filter without feedback is presented. The filters are implemented in an ensemble framework using Latin hypercube sampling. The techniques...... are illustrated on a simple one-dimensional groundwater problem. The results show that the presented filters outperform the standard Kalman filter and that the implementations with bias feedback work in more general conditions than the implementations without feedback. 2005 Elsevier Ltd. All rights reserved....

  9. Orientation estimation algorithm applied to high-spin projectiles

    International Nuclear Information System (INIS)

    Long, D F; Lin, J; Zhang, X M; Li, J

    2014-01-01

    High-spin projectiles are low cost military weapons. Accurate orientation information is critical to the performance of the high-spin projectiles control system. However, orientation estimators have not been well translated from flight vehicles since they are too expensive, lack launch robustness, do not fit within the allotted space, or are too application specific. This paper presents an orientation estimation algorithm specific for these projectiles. The orientation estimator uses an integrated filter to combine feedback from a three-axis magnetometer, two single-axis gyros and a GPS receiver. As a new feature of this algorithm, the magnetometer feedback estimates roll angular rate of projectile. The algorithm also incorporates online sensor error parameter estimation performed simultaneously with the projectile attitude estimation. The second part of the paper deals with the verification of the proposed orientation algorithm through numerical simulation and experimental tests. Simulations and experiments demonstrate that the orientation estimator can effectively estimate the attitude of high-spin projectiles. Moreover, online sensor calibration significantly enhances the estimation performance of the algorithm. (paper)

  10. Orientation estimation algorithm applied to high-spin projectiles

    Science.gov (United States)

    Long, D. F.; Lin, J.; Zhang, X. M.; Li, J.

    2014-06-01

    High-spin projectiles are low cost military weapons. Accurate orientation information is critical to the performance of the high-spin projectiles control system. However, orientation estimators have not been well translated from flight vehicles since they are too expensive, lack launch robustness, do not fit within the allotted space, or are too application specific. This paper presents an orientation estimation algorithm specific for these projectiles. The orientation estimator uses an integrated filter to combine feedback from a three-axis magnetometer, two single-axis gyros and a GPS receiver. As a new feature of this algorithm, the magnetometer feedback estimates roll angular rate of projectile. The algorithm also incorporates online sensor error parameter estimation performed simultaneously with the projectile attitude estimation. The second part of the paper deals with the verification of the proposed orientation algorithm through numerical simulation and experimental tests. Simulations and experiments demonstrate that the orientation estimator can effectively estimate the attitude of high-spin projectiles. Moreover, online sensor calibration significantly enhances the estimation performance of the algorithm.

  11. Real-Time Implementation of an Extended Kalman Filter and a PI Observer for State Estimation of Rechargeable Li-Ion Batteries in Hybrid Electric Vehicle Applications—A Case Study

    Directory of Open Access Journals (Sweden)

    Roxana-Elena Tudoroiu

    2018-04-01

    Full Text Available The Li-Ion battery state-of-charge estimation is an essential task in a continuous dynamic automotive industry for large-scale and successful marketing of hybrid electric vehicles. Also, the state-of-charge of any rechargeable battery, regardless of its chemistry, is an essential condition parameter for battery management systems of hybrid electric vehicles. In this study, we share from our accumulated experience in the control system applications field some preliminary results, especially in modeling, control and state estimation techniques. We investigate the design and effectiveness of two state-of-charge estimators, namely an extended Kalman filter and a proportional integral observer, implemented in a real-time MATLAB environment for a particular Li-Ion battery. Definitely, the aim of this work is to find the most suitable estimator in terms of estimation accuracy and robustness to changes in initial conditions (i.e., the initial guess value of battery state-of-charge and changes in process and measurement noise levels. By a rigorous performance analysis of MATLAB simulation results, the potential estimator choice is revealed. The performance comparison can be done visually on similar graphs if the information gathered provides a good insight, otherwise, it can be done statistically based on the calculus of statistic errors, in terms of root mean square error, mean absolute error and mean square error.

  12. Evaluation of Robust Estimators Applied to Fluorescence Assays

    Directory of Open Access Journals (Sweden)

    U. Ruotsalainen

    2007-12-01

    Full Text Available We evaluated standard robust methods in the estimation of fluorescence signal in novel assays used for determining the biomolecule concentrations. The objective was to obtain an accurate and reliable estimate using as few observations as possible by decreasing the influence of outliers. We assumed the true signals to have Gaussian distribution, while no assumptions about the outliers were made. The experimental results showed that arithmetic mean performs poorly even with the modest deviations. Further, the robust methods, especially the M-estimators, performed extremely well. The results proved that the use of robust methods is advantageous in the estimation problems where noise and deviations are significant, such as in biological and medical applications.

  13. Autonomous underwater vehicle motion tracking using a Kalman filter for sensor fusion

    CSIR Research Space (South Africa)

    Holtzhausen, S

    2008-11-01

    Full Text Available it will be shown how a Kalman Filter is used to estimate the position of an autonomous vehicle in a three dimensional space. The Kalman filter is used to estimate movement and position using measurements from multiple sensors...

  14. Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

    Science.gov (United States)

    Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

    2017-11-01

    The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

  15. Sky-Hook Control and Kalman Filtering in Nonlinear Model of Tracked Vehicle Suspension System

    Directory of Open Access Journals (Sweden)

    Jurkiewicz Andrzej

    2017-09-01

    Full Text Available The essence of the undertaken topic is application of the continuous sky-hook control strategy and the Extended Kalman Filter as the state observer in the 2S1 tracked vehicle suspension system. The half-car model of this suspension system consists of seven logarithmic spiral springs and two magnetorheological dampers which has been described by the Bingham model. The applied continuous sky-hook control strategy considers nonlinear stiffness characteristic of the logarithmic spiral springs. The control is determined on estimates generated by the Extended Kalman Filter. Improve of ride comfort is verified by comparing simulation results, under the same driving conditions, of controlled and passive vehicle suspension systems.

  16. Kalman-Takens filtering in the presence of dynamical noise

    Science.gov (United States)

    Hamilton, Franz; Berry, Tyrus; Sauer, Timothy

    2017-12-01

    The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model is known, a hybrid Kalman-Takens method has been recently introduced, in order to exploit the advantages of optimal filtering in a nonparametric setting. This procedure replaces the parametric model with dynamics reconstructed from delay coordinates, while using the Kalman update formulation to assimilate new observations. In this article, we study the efficacy of this method for identifying underlying dynamics in the presence of dynamical noise. Furthermore, by combining the Kalman-Takens method with an adaptive filtering procedure we are able to estimate the statistics of the observational and dynamical noise. This solves a long-standing problem of separating dynamical and observational noise in time series data, which is especially challenging when no dynamical model is specified.

  17. Algoritma Filter Kalman untuk Menghaluskan Data Pengukuran

    OpenAIRE

    Rudiyanto; Setiawan, Budi Indra; Saptomo, Satyanto Krido

    2006-01-01

    The objective of this paper is to apply a simple algorithm of Kalman Filter, wich is know as noise data filtering. The computer program was written in Macro Visual Basic in MS Exel. Testings were carried out on available temperature, Water level and force data and then were comared with the mooving average method. The result shows that the algorithm performed better and lesser deviation than the mooving average.

  18. Algoritma Filter Kalman untuk Menghaluskan Data Pengukuran

    Directory of Open Access Journals (Sweden)

    Rudiyanto

    2006-12-01

    Full Text Available The objective of this paper is to apply a simple algorithm of Kalman Filter, wich is know as noise data filtering. The computer program was written in Macro Visual Basic in MS Exel. Testings were carried out on available temperature, Water level and force data and then were comared with the mooving average method. The result shows that the algorithm performed better and lesser deviation than the mooving average.

  19. Kalman Filter for Calibrating a Telescope Focal Plane

    Science.gov (United States)

    Kang, Bryan; Bayard, David

    2006-01-01

    The instrument-pointing frame (IPF) Kalman filter, and an algorithm that implements this filter, have been devised for calibrating the focal plane of a telescope. As used here, calibration signifies, more specifically, a combination of measurements and calculations directed toward ensuring accuracy in aiming the telescope and determining the locations of objects imaged in various arrays of photodetectors in instruments located on the focal plane. The IPF Kalman filter was originally intended for application to a spaceborne infrared astronomical telescope, but can also be applied to other spaceborne and ground-based telescopes. In the traditional approach to calibration of a telescope, (1) one team of experts concentrates on estimating parameters (e.g., pointing alignments and gyroscope drifts) that are classified as being of primarily an engineering nature, (2) another team of experts concentrates on estimating calibration parameters (e.g., plate scales and optical distortions) that are classified as being primarily of a scientific nature, and (3) the two teams repeatedly exchange data in an iterative process in which each team refines its estimates with the help of the data provided by the other team. This iterative process is inefficient and uneconomical because it is time-consuming and entails the maintenance of two survey teams and the development of computer programs specific to the requirements of each team. Moreover, theoretical analysis reveals that the engineering/ science iterative approach is not optimal in that it does not yield the best estimates of focal-plane parameters and, depending on the application, may not even enable convergence toward a set of estimates.

  20. Switching Kalman filter for failure prognostic

    Science.gov (United States)

    Lim, Chi Keong Reuben; Mba, David

    2015-02-01

    The use of condition monitoring (CM) data to predict remaining useful life have been growing with increasing use of health and usage monitoring systems on aircraft. There are many data-driven methodologies available for the prediction and popular ones include artificial intelligence and statistical based approach. The drawback of such approaches is that they require a lot of failure data for training which can be scarce in practice. In lieu of this, methods using state-space and regression-based models that extract information from the data history itself have been explored. However, such methods have their own limitations as they utilize a single time-invariant model which does not represent changing degradation path well. This causes most degradation modeling studies to focus only on segments of their CM data that behaves close to the assumed model. In this paper, a state-space based method; the Switching Kalman Filter (SKF), is adopted for model estimation and life prediction. The SKF approach however, uses multiple models from which the most probable model is inferred from the CM data using Bayesian estimation before it is applied for prediction. At the same time, the inference of the degradation model itself can provide maintainers with more information for their planning. This SKF approach is demonstrated with a case study on gearbox bearings that were found defective from the Republic of Singapore Air Force AH64D helicopter. The use of in-service CM data allows the approach to be applied in a practical scenario and results showed that the developed SKF approach is a promising tool to support maintenance decision-making.

  1. Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

    Science.gov (United States)

    Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.

    2017-01-01

    A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

  2. Mixtures of skewed Kalman filters

    KAUST Repository

    Kim, Hyoungmoon; Ryu, Duchwan; Mallick, Bani K.; Genton, Marc G.

    2014-01-01

    Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class

  3. Multilevel ensemble Kalman filtering

    KAUST Repository

    Hoel, Hakon

    2016-06-14

    This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. The resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

  4. Multilevel ensemble Kalman filtering

    KAUST Repository

    Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

    2016-01-01

    This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. The resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

  5. Teknik Rektifikasi Citra dan Tapis Kalman Dalam Mengestimasi Kecepatan Kendaraan

    Directory of Open Access Journals (Sweden)

    Rika Favoria Gusa

    2014-03-01

    Full Text Available Estimating is a challenging task when the image sequence from a camera are directly processed because there is perspective projection that causes length and area ratio of objects in the image are not preserved. In this paper, it was used image rectification technique and Kalman filter algorithm to overcome the problems encountered in order to obtain accurate vehicle velocity estimation. Rectified images as result of image rectification were processed, then Kalman filter algorithm was executed based on the processing result of the rectified images. The result of the tests showed that geometric distortion on the objects in the image sequence could be corrected well by using image rectification. Kalman filter algorithm was also good enough in estimating vehicle velocity. The error of average velocity estimation was ±3 km/hour.

  6. An Unbiased Unscented Transform Based Kalman Filter for 3D Radar

    Institute of Scientific and Technical Information of China (English)

    WANGGuohong; XIUJianjuan; HEYou

    2004-01-01

    As a derivative-free alternative to the Extended Kalman filter (EKF) in the framework of state estimation, the Unscented Kalman filter (UKF) has potential applications in nonlinear filtering. By noting the fact that the unscented transform is generally biased when converting the radar measurements from spherical coordinates into Cartesian coordinates, a new filtering algorithm for 3D radar, called Unbiased unscented Kalman filter (UUKF), is proposed. The new algorithm is validated by Monte Carlo simulation runs. Simulation results show that the UUKF is more effective than the UKF, EKF and the Converted measurement Kalman filter (CMKF).

  7. A robust methodology for modal parameters estimation applied to SHM

    Science.gov (United States)

    Cardoso, Rharã; Cury, Alexandre; Barbosa, Flávio

    2017-10-01

    The subject of structural health monitoring is drawing more and more attention over the last years. Many vibration-based techniques aiming at detecting small structural changes or even damage have been developed or enhanced through successive researches. Lately, several studies have focused on the use of raw dynamic data to assess information about structural condition. Despite this trend and much skepticism, many methods still rely on the use of modal parameters as fundamental data for damage detection. Therefore, it is of utmost importance that modal identification procedures are performed with a sufficient level of precision and automation. To fulfill these requirements, this paper presents a novel automated time-domain methodology to identify modal parameters based on a two-step clustering analysis. The first step consists in clustering modes estimates from parametric models of different orders, usually presented in stabilization diagrams. In an automated manner, the first clustering analysis indicates which estimates correspond to physical modes. To circumvent the detection of spurious modes or the loss of physical ones, a second clustering step is then performed. The second step consists in the data mining of information gathered from the first step. To attest the robustness and efficiency of the proposed methodology, numerically generated signals as well as experimental data obtained from a simply supported beam tested in laboratory and from a railway bridge are utilized. The results appeared to be more robust and accurate comparing to those obtained from methods based on one-step clustering analysis.

  8. Solving Assembly Sequence Planning using Angle Modulated Simulated Kalman Filter

    Science.gov (United States)

    Mustapa, Ainizar; Yusof, Zulkifli Md.; Adam, Asrul; Muhammad, Badaruddin; Ibrahim, Zuwairie

    2018-03-01

    This paper presents an implementation of Simulated Kalman Filter (SKF) algorithm for optimizing an Assembly Sequence Planning (ASP) problem. The SKF search strategy contains three simple steps; predict-measure-estimate. The main objective of the ASP is to determine the sequence of component installation to shorten assembly time or save assembly costs. Initially, permutation sequence is generated to represent each agent. Each agent is then subjected to a precedence matrix constraint to produce feasible assembly sequence. Next, the Angle Modulated SKF (AMSKF) is proposed for solving ASP problem. The main idea of the angle modulated approach in solving combinatorial optimization problem is to use a function, g(x), to create a continuous signal. The performance of the proposed AMSKF is compared against previous works in solving ASP by applying BGSA, BPSO, and MSPSO. Using a case study of ASP, the results show that AMSKF outperformed all the algorithms in obtaining the best solution.

  9. LHCb Kalman Filter cross architecture studies

    Science.gov (United States)

    Hugo, Daniel; Pérez, Cámpora

    2017-10-01

    The 2020 upgrade of the LHCb detector will vastly increase the rate of collisions the Online system needs to process in software, in order to filter events in real time. 30 million collisions per second will pass through a selection chain, where each step is executed conditional to its prior acceptance. The Kalman Filter is a fit applied to all reconstructed tracks which, due to its time characteristics and early execution in the selection chain, consumes 40% of the whole reconstruction time in the current trigger software. This makes the Kalman Filter a time-critical component as the LHCb trigger evolves into a full software trigger in the Upgrade. I present a new Kalman Filter algorithm for LHCb that can efficiently make use of any kind of SIMD processor, and its design is explained in depth. Performance benchmarks are compared between a variety of hardware architectures, including x86_64 and Power8, and the Intel Xeon Phi accelerator, and the suitability of said architectures to efficiently perform the LHCb Reconstruction process is determined.

  10. Detecting an atomic clock frequency anomaly using an adaptive Kalman filter algorithm

    Science.gov (United States)

    Song, Huijie; Dong, Shaowu; Wu, Wenjun; Jiang, Meng; Wang, Weixiong

    2018-06-01

    The abnormal frequencies of an atomic clock mainly include frequency jump and frequency drift jump. Atomic clock frequency anomaly detection is a key technique in time-keeping. The Kalman filter algorithm, as a linear optimal algorithm, has been widely used in real-time detection for abnormal frequency. In order to obtain an optimal state estimation, the observation model and dynamic model of the Kalman filter algorithm should satisfy Gaussian white noise conditions. The detection performance is degraded if anomalies affect the observation model or dynamic model. The idea of the adaptive Kalman filter algorithm, applied to clock frequency anomaly detection, uses the residuals given by the prediction for building ‘an adaptive factor’ the prediction state covariance matrix is real-time corrected by the adaptive factor. The results show that the model error is reduced and the detection performance is improved. The effectiveness of the algorithm is verified by the frequency jump simulation, the frequency drift jump simulation and the measured data of the atomic clock by using the chi-square test.

  11. The Ensemble Kalman Filter for Groundwater Plume Characterization: A Case Study.

    Science.gov (United States)

    Ross, James L; Andersen, Peter F

    2018-04-17

    The Kalman filter is an efficient data assimilation tool to refine an estimate of a state variable using measured data and the variable's correlations in space and/or time. The ensemble Kalman filter (EnKF) (Evensen, 2004, 2009) is a Kalman filter variant that employs Monte Carlo analysis to define the correlations that help to refine the updated state. While use of EnKF in hydrology is somewhat limited, it has been successfully applied in other fields of engineering (e.g. oil reservoir modeling, weather forecasting). Here, EnKF is used to refine a simulated groundwater TCE plume that underlies the Tooele Army Depot-North (TEAD-N) in Utah, based on observations of TCE in the aquifer. The resulting EnKF-based assimilated plume is simulated forward in time to predict future plume migration. The correlations that underpin EnKF updating implicitly contain information about how the plume developed over time under the influence of complex site hydrology and variable source history, as they are predicated on multiple realizations of a well-calibrated numerical groundwater flow and transport model. The EnKF methodology is compared to an ordinary kriging-based assimilation method with respect to the accurate representation of plume concentrations in order to determine the relative efficacy of EnKF for water quality data assimilation. This article is protected by copyright. All rights reserved.

  12. On the Kalman Filter error covariance collapse into the unstable subspace

    Directory of Open Access Journals (Sweden)

    A. Trevisan

    2011-03-01

    Full Text Available When the Extended Kalman Filter is applied to a chaotic system, the rank of the error covariance matrices, after a sufficiently large number of iterations, reduces to N+ + N0 where N+ and N0 are the number of positive and null Lyapunov exponents. This is due to the collapse into the unstable and neutral tangent subspace of the solution of the full Extended Kalman Filter. Therefore the solution is the same as the solution obtained by confining the assimilation to the space spanned by the Lyapunov vectors with non-negative Lyapunov exponents. Theoretical arguments and numerical verification are provided to show that the asymptotic state and covariance estimates of the full EKF and of its reduced form, with assimilation in the unstable and neutral subspace (EKF-AUS are the same. The consequences of these findings on applications of Kalman type Filters to chaotic models are discussed.

  13. Real-time Kalman filter: Cooling of an optically levitated nanoparticle

    Science.gov (United States)

    Setter, Ashley; Toroš, Marko; Ralph, Jason F.; Ulbricht, Hendrik

    2018-03-01

    We demonstrate that a Kalman filter applied to estimate the position of an optically levitated nanoparticle, and operated in real-time within a field programmable gate array, is sufficient to perform closed-loop parametric feedback cooling of the center-of-mass motion to sub-Kelvin temperatures. The translational center-of-mass motion along the optical axis of the trapped nanoparticle has been cooled by 3 orders of magnitude, from a temperature of 300 K to a temperature of 162 ±15 mK.

  14. Real-time Kalman filter: cooling of an optically levitated nanoparticle

    OpenAIRE

    Setter, Ashley; Toros, Marko; Ralph, Jason; Ulbricht, Hendrik

    2018-01-01

    We demonstrate that a Kalman filter applied to estimate the position of an optically levitated nanoparticle, and operated in real-time within a Field Programmable Gate Array (FPGA), is sufficient to perform closed-loop parametric feedback cooling of the centre of mass motion to sub-Kelvin temperatures. The translational centre of mass motion along the optical axis of the trapped nanoparticle has been cooled by three orders of magnitude, from a temperature of 300K to a temperature of 162 +/- 1...

  15. Linear filtering applied to Monte Carlo criticality calculations

    International Nuclear Information System (INIS)

    Morrison, G.W.; Pike, D.H.; Petrie, L.M.

    1975-01-01

    A significant improvement in the acceleration of the convergence of the eigenvalue computed by Monte Carlo techniques has been developed by applying linear filtering theory to Monte Carlo calculations for multiplying systems. A Kalman filter was applied to a KENO Monte Carlo calculation of an experimental critical system consisting of eight interacting units of fissile material. A comparison of the filter estimate and the Monte Carlo realization was made. The Kalman filter converged in five iterations to 0.9977. After 95 iterations, the average k-eff from the Monte Carlo calculation was 0.9981. This demonstrates that the Kalman filter has the potential of reducing the calculational effort of multiplying systems. Other examples and results are discussed

  16. EVALUATION OF METHODS FOR ESTIMATING FATIGUE PROPERTIES APPLIED TO STAINLESS STEELS AND ALUMINUM ALLOYS

    Directory of Open Access Journals (Sweden)

    Taylor Mac Intyer Fonseca Junior

    2013-12-01

    Full Text Available This work evaluate seven estimation methods of fatigue properties applied to stainless steels and aluminum alloys. Experimental strain-life curves are compared to the estimations obtained by each method. After applying seven different estimation methods at 14 material conditions, it was found that fatigue life can be estimated with good accuracy only by the Bäumel-Seeger method for the martensitic stainless steel tempered between 300°C and 500°C. The differences between mechanical behavior during monotonic and cyclic loading are probably the reason for the absence of a reliable method for estimation of fatigue behavior from monotonic properties for a group of materials.

  17. Applying a Weighted Maximum Likelihood Latent Trait Estimator to the Generalized Partial Credit Model

    Science.gov (United States)

    Penfield, Randall D.; Bergeron, Jennifer M.

    2005-01-01

    This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…

  18. EKF composition estimation and GMC control of a reactive distillation column

    Science.gov (United States)

    Tintavon, Sirivimon; Kittisupakorn, Paisan

    2017-08-01

    This research work proposes an extended Kalman filter (EKF) estimator to give estimates of product composition and a generic model controller (GMC) to control the temperature of a reactive distillation column (RDC). One of major difficulties to control the RDC is large time delays of product composition measurement. Therefore, the estimates of the product composition are needed and determined based on available and reliable measured tray temperature via the extended Kalman Filter (EKF). With these estimates, the GMC controller is applied to control the RDC's temperature. The performance of the EKF estimator under the GMC control is evaluated in various disturbances and set point change.

  19. Forecasting with the Standardized Self-Perturbed Kalman Filter

    DEFF Research Database (Denmark)

    Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo

    We propose and study the finite-sample properties of a modified version of the self-perturbed Kalman filter of Park and Jun (1992) for the on-line estimation of models subject to parameter instability. The perturbation term in the updating equation of the state covariance matrix is now weighted...... compared to other on-line, classical and Bayesian methods. The standardized self-perturbed Kalman filter is adopted to forecast the equity premium on the S&P500 index under several model specifications, and to investigate to what extent and how realized variance can be exploited to predict excess returns....

  20. Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

    Science.gov (United States)

    Rigatos, Gerasimos G

    2016-06-01

    It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.

  1. Kalman filters for real-time magnetic island phase tracking

    International Nuclear Information System (INIS)

    Borgers, D.P.; Lauret, M.; Baar, M.R. de

    2013-01-01

    Highlights: • We propose two Kalman filters for tracking of NTMs on ASDEX Upgrade. • The Kalman filters can track NTMs in a much larger frequency range than PLLs. • The filters are tested on synthetic and experimental data from TEXTOR and TCV. • We conclude that the unscented Kalman filter can be useful for NTM control. -- Abstract: For control of neoclassical tearing modes (NTMs) and the resulting rotating magnetic islands in tokamak plasmas, the frequency and phase of the magnetic islands need to be accurately tracked in real-time. In previous experiments on TEXTOR, this was achieved using a phase-locked loop (PLL). For ASDEX Upgrade however, the desired frequency range in which the islands are to be tracked (100 Hz–10 kHz) is much larger than is possible with a PLL. In this contribution, an extended Kalman filter (EKF) and an unscented Kalman filter (UKF) are proposed for real-time frequency, phase and amplitude tracking of sinusoidal signals, based on noisy measurements. Compared to PLLs, the EKF and UKF are able to track sinusoidal signals in a much larger frequency range. The filters are applied on synthetic data and on experimental data from the TEXTOR and TCV tokamaks, from which we conclude that the UKF can be useful for real-time control of magnetic islands on ASDEX Upgrade

  2. Kalman filters for real-time magnetic island phase tracking

    Energy Technology Data Exchange (ETDEWEB)

    Borgers, D.P. [Hybrid and Networked Systems, Department of Mechanical Engineering – Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven (Netherlands); Lauret, M., E-mail: M.Lauret@tue.nl [FOM Institute DIFFER – Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM, Trilateral Euregio Cluster, P.O. Box 1207, Nieuwegein (Netherlands); Control Systems Technology, Department of Mechanical Engineering – Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven (Netherlands); Baar, M.R. de [FOM Institute DIFFER – Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM, Trilateral Euregio Cluster, P.O. Box 1207, Nieuwegein (Netherlands); Control Systems Technology, Department of Mechanical Engineering – Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven (Netherlands)

    2013-11-15

    Highlights: • We propose two Kalman filters for tracking of NTMs on ASDEX Upgrade. • The Kalman filters can track NTMs in a much larger frequency range than PLLs. • The filters are tested on synthetic and experimental data from TEXTOR and TCV. • We conclude that the unscented Kalman filter can be useful for NTM control. -- Abstract: For control of neoclassical tearing modes (NTMs) and the resulting rotating magnetic islands in tokamak plasmas, the frequency and phase of the magnetic islands need to be accurately tracked in real-time. In previous experiments on TEXTOR, this was achieved using a phase-locked loop (PLL). For ASDEX Upgrade however, the desired frequency range in which the islands are to be tracked (100 Hz–10 kHz) is much larger than is possible with a PLL. In this contribution, an extended Kalman filter (EKF) and an unscented Kalman filter (UKF) are proposed for real-time frequency, phase and amplitude tracking of sinusoidal signals, based on noisy measurements. Compared to PLLs, the EKF and UKF are able to track sinusoidal signals in a much larger frequency range. The filters are applied on synthetic data and on experimental data from the TEXTOR and TCV tokamaks, from which we conclude that the UKF can be useful for real-time control of magnetic islands on ASDEX Upgrade.

  3. The discrete Kalman filtering approach for seismic signals deconvolution

    International Nuclear Information System (INIS)

    Kurniadi, Rizal; Nurhandoko, Bagus Endar B.

    2012-01-01

    Seismic signals are a convolution of reflectivity and seismic wavelet. One of the most important stages in seismic data processing is deconvolution process; the process of deconvolution is inverse filters based on Wiener filter theory. This theory is limited by certain modelling assumptions, which may not always valid. The discrete form of the Kalman filter is then used to generate an estimate of the reflectivity function. The main advantage of Kalman filtering is capability of technique to handling continually time varying models and has high resolution capabilities. In this work, we use discrete Kalman filter that it was combined with primitive deconvolution. Filtering process works on reflectivity function, hence the work flow of filtering is started with primitive deconvolution using inverse of wavelet. The seismic signals then are obtained by convoluting of filtered reflectivity function with energy waveform which is referred to as the seismic wavelet. The higher frequency of wavelet gives smaller wave length, the graphs of these results are presented.

  4. Comparison of several Kalman filter models for establishing MUF

    International Nuclear Information System (INIS)

    Pike, D.H.; Morrison, G.W.; Holland, C.W.

    1976-01-01

    Detection of MUF in a material balance area is a problem in nuclear material control. It has been shown that the Kalman filter can detect a MUF in situations which could not be detected by the traditional control chart approach using LEMUF. The Kalman filter is extended in this paper to cover two additional scenarios: (1) the case where a random quantity with a mean of M(t) is removed per period, and (2) the case where MUF is a fraction of the on-hand inventory each period. The Kalman filter is robust, sensitive, produces estimates of the error covariance matrix, and is an iterative technique which is suited for on-line-direct-input information systems

  5. Results from Assimilating AMSR-E Soil Moisture Estimates into a Land Surface Model Using an Ensemble Kalman Filter in the Land Information System

    Science.gov (United States)

    Blankenship, Clay B.; Crosson, William L.; Case, Jonathan L.; Hale, Robert

    2010-01-01

    Improve simulations of soil moisture/temperature, and consequently boundary layer states and processes, by assimilating AMSR-E soil moisture estimates into a coupled land surface-mesoscale model Provide a new land surface model as an option in the Land Information System (LIS)

  6. The Kalman filter for the pedologist's tool kit

    NARCIS (Netherlands)

    Webster, R.; Heuvelink, G.B.M.

    2006-01-01

    The Kalman filter is a tool designed primarily to estimate the values of the `state¿ of a dynamic system in time. There are two main equations. These are the state equation, which describes the behaviour of the state over time, and the measurement equation, which describes at what times and in what

  7. RSSI based indoor tracking in sensor networks using Kalman filters

    DEFF Research Database (Denmark)

    Tøgersen, Frede Aakmann; Skjøth, Flemming; Munksgaard, Lene

    2010-01-01

    We propose an algorithm for estimating positions of devices in a sensor network using Kalman filtering techniques. The specific area of application is monitoring the movements of cows in a barn. The algorithm consists of two filters. The first filter enhances the signal-to-noise ratio...

  8. Kalman-fuzzy algorithm in short term load forecasting

    International Nuclear Information System (INIS)

    Shah Baki, S.R.; Saibon, H.; Lo, K.L.

    1996-01-01

    A combination of Kalman-Fuzzy-Neural is developed to forecast the next 24 hours load. The input data fed to neural network are presented with training data set composed of historical load data, weather, day of the week, month of the year and holidays. The load data is fed through Kalman-Fuzzy filter before being applied to Neural Network for training. With this techniques Neural Network converges faster and the mean percentage error of predicted load is reduced as compared to the classical ANN technique

  9. Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study

    Directory of Open Access Journals (Sweden)

    Siavash Hosseinyalamdary

    2018-04-01

    Full Text Available Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU, have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.

  10. Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study.

    Science.gov (United States)

    Hosseinyalamdary, Siavash

    2018-04-24

    Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU), have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.

  11. A new iterative speech enhancement scheme based on Kalman filtering

    DEFF Research Database (Denmark)

    Li, Chunjian; Andersen, Søren Vang

    2005-01-01

    for a high temporal resolution estimation of this variance. A Local Variance Estimator based on a Prediction Error Kalman Filter is designed for this high temporal resolution variance estimation. To achieve fast convergence and avoid local maxima of the likelihood function, a Weighted Power Spectral....... Performance comparison shows significant improvement over the baseline EM algorithm in terms of three objective measures. Listening test indicates an improvement in subjective quality due to a significant reduction of musical noise compared to the baseline EM algorithm....

  12. Fundamental aspects of the Kalman filter with examples regarding load forecasting and acid rain

    Energy Technology Data Exchange (ETDEWEB)

    Molenaar, J.; Visser, H.

    1989-02-01

    Time-series analysis has become an important tool in research fields such as econometrics, medicine, environmental sciences etc. The Kalman filter is a powerful algorithm for estimation of a wide variety of time-series models. A detailed derivation of the Kalman filter formulae is presented in this contribution. It is also shown how a class of time-series models, the so-called structural models, can be estimated by the Kalman filter. Two examples related to electricity generation are described. 5 figs., 22 refs.

  13. Kalman filter for statistical monitoring of forest cover across sub-continental regions [Symposium

    Science.gov (United States)

    Raymond L. Czaplewski

    1991-01-01

    The Kalman filter is a generalization of the composite estimator. The univariate composite estimate combines 2 prior estimates of population parameter with a weighted average where the scalar weight is inversely proportional to the variances. The composite estimator is a minimum variance estimator that requires no distributional assumptions other than estimates of the...

  14. Determinants of long-term growth : New results applying robust estimation and extreme bounds analysis

    NARCIS (Netherlands)

    Sturm, J.-E.; de Haan, J.

    2005-01-01

    Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employing Sala-i-Martin's (1997a,b) data set, we first use robust estimation and analyze to what extent outliers influence OLS regressions. We then use both OLS and robust estimation techniques in applying

  15. The AGILE on-board Kalman filter

    International Nuclear Information System (INIS)

    Giuliani, A.; Cocco, V.; Mereghetti, S.; Pittori, C.; Tavani, M.

    2006-01-01

    On-board reduction of particle background is one of the main challenges of space instruments dedicated to gamma-ray astrophysics. We present in this paper a discussion of the method and main simulation results of the on-board background filter of the Gamma-Ray Imaging Detector (GRID) of the AGILE mission. The GRID is capable of detecting and imaging with optimal point spread function gamma-ray photons in the range 30MeV-30GeV. The AGILE planned orbit is equatorial, with an altitude of 550km. This is an optimal orbit from the point of view of the expected particle background. For this orbit, electrons and positrons of kinetic energies between 20MeV and hundreds of MeV dominate the particle background, with significant contributions from high-energy (primary) and low-energy protons, and gamma-ray albedo-photons. We present here the main results obtained by extensive simulations of the on-board AGILE-GRID particle/photon background rejection algorithms based on a special application of Kalman filter techniques. This filter is applied (Level-2) sequentially after other data processing techniques characterizing the Level-1 processing. We show that, in conjunction with the Level-1 processing, the adopted Kalman filtering is expected to reduce the total particle/albedo-photon background rate to a value (=<10-30Hz) that is compatible with the AGILE telemetry. The AGILE on-board Kalman filter is also effective in reducing the Earth-albedo-photon background rate, and therefore contributes to substantially increase the AGILE exposure for celestial gamma-ray sources

  16. Analysis and comparison of extended and unscented Kalman filtering methods for spacecraft attitude determination

    OpenAIRE

    Diaz, Orlando X.

    2010-01-01

    Approved for public release; distribution is unlimited Two methods of estimating the attitude position of a spacecraft are examined in this thesis: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). In particular, the UnScented QUaternion Estimator (USQUE) derived from [4] is implemented into a spacecraft model. For generalizations about the each of the filters, a simple problem is initially solved. These solutions display typical characteristics of each filter type. T...

  17. Study on Posture Estimation Using Delayed Measurements for Mobile Robots

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    When associating data from various sensors to estimate the posture of mobile robots, a crucial problem to be solved is that there may be some delayed measurements. Furthermore, the general multi-sensor data fusion algorithm is a Kalman filter. In order to handle the problem concerning delayed measurements, this paper investigates a Kalman filter modified to account for the delays. Based on the interpolating measurement, a fusion system is applied to estimate the posture of a mobile robot which fuses the data from the encoder and laser global position system using the extended Kalman filter algorithm. Finally, the posture estimation experiment of the mobile robot is given whose result verifies the feasibility and efficiency of the algorithm.

  18. Research on the Effectiveness of Different Estimation Algorithm on the Autonomous Orbit Determination of Lagrangian Navigation Constellation

    Directory of Open Access Journals (Sweden)

    Youtao Gao

    2016-01-01

    Full Text Available The accuracy of autonomous orbit determination of Lagrangian navigation constellation will affect the navigation accuracy for the deep space probes. Because of the special dynamical characteristics of Lagrangian navigation satellite, the error caused by different estimation algorithm will cause totally different autonomous orbit determination accuracy. We apply the extended Kalman filter and the fading–memory filter to determinate the orbits of Lagrangian navigation satellites. The autonomous orbit determination errors are compared. The accuracy of autonomous orbit determination using fading-memory filter can improve 50% compared to the autonomous orbit determination accuracy using extended Kalman filter. We proposed an integrated Kalman fading filter to smooth the process of autonomous orbit determination and improve the accuracy of autonomous orbit determination. The square root extended Kalman filter is introduced to deal with the case of inaccurate initial error variance matrix. The simulations proved that the estimation method can affect the accuracy of autonomous orbit determination greatly.

  19. Spectral Diagonal Ensemble Kalman Filters

    Czech Academy of Sciences Publication Activity Database

    Kasanický, Ivan; Mandel, Jan; Vejmelka, Martin

    2015-01-01

    Roč. 22, č. 4 (2015), s. 485-497 ISSN 1023-5809 R&D Projects: GA ČR GA13-34856S Grant - others:NSF(US) DMS-1216481 Institutional support: RVO:67985807 Keywords : data assimilation * ensemble Kalman filter * spectral representation Subject RIV: DG - Athmosphere Sciences, Meteorology Impact factor: 1.321, year: 2015

  20. Kalman Filtering with Real-Time Applications

    CERN Document Server

    Chui, Charles K

    2009-01-01

    Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering.

  1. minimum variance estimation of yield parameters of rubber tree

    African Journals Online (AJOL)

    2013-03-01

    Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

  2. Adaptive Kalman Filter of Transfer Alignment with Un-modeled Wing Flexure of Aircraft

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    The alignment accuracy of the strap-down inertial navigation system (SINS) of airborne weapon is greatly degraded by the dynamic wing flexure of the aircraft. An adaptive Kalman filter uses innovation sequences based on the maximum likelihood estimated criterion to adapt the system noise covariance matrix and the measurement noise covariance matrix on line, which is used to estimate the misalignment if the model of wing flexure of the aircraft is unknown. From a number of simulations, it is shown that the accuracy of the adaptive Kalman filter is better than the conventional Kalman filter, and the erroneous misalignment models of the wing flexure of aircraft will cause bad estimation results of Kalman filter using attitude match method.

  3. Robust algorithms and system theory applied to the reconstruction of primary and secondary vertices

    International Nuclear Information System (INIS)

    Fruehwirth, R.; Liko, D.; Mitaroff, W.; Regler, M.

    1990-01-01

    Filter techniques from system theory have recently been applied to the estimation of track and vertex parameters. In this paper, vertex fitting by the Kalman filter method is discussed. These techniques have been applied to the identification of short-lived decay vertices in the case of high multiplicities as expected at LEP (Monte Carlo data in the DELPHI detector). Then in this context the need of further rebustification of the Kalman filter method is discussed. Finally results of an application with real data at a heavy ion experiment (NA36) will be presented. Here the vertex fit is used to select the interaction point among possible targets

  4. A Discussion on Uncertainty Representation and Interpretation in Model-based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

    Data.gov (United States)

    National Aeronautics and Space Administration — This article presented a discussion on uncertainty representation and management for model-based prog- nostics methodologies based on the Bayesian tracking framework...

  5. An adaptive unscented Kalman filter-based adaptive tracking control for wheeled mobile robots with control constrains in the presence of wheel slipping

    Directory of Open Access Journals (Sweden)

    Mingyue Cui

    2016-09-01

    Full Text Available A novel control approach is proposed for trajectory tracking of a wheeled mobile robot with unknown wheels’ slipping. The longitudinal and lateral slipping are considered and processed as three time-varying parameters. The adaptive unscented Kalman filter is then designed to estimate the slipping parameters online, an adaptive adjustment of the noise covariances in the estimation process is implemented using a technique of covariance matching in the adaptive unscented Kalman filter context. Considering the practical physical constrains, a stable tracking control law for this robot system is proposed by the backstepping method. Asymptotic stability is guaranteed by Lyapunov stability theory. Control gains are determined online by applying pole placement method. Simulation and real experiment results show the effectiveness and robustness of the proposed control method.

  6. Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls

    KAUST Repository

    Iglesias, Marco

    2017-11-26

    In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified Ensemble Kalman Filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using $50\\\\%$ or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.

  7. Sensorless Control of Electric Motors with Kalman Filters: Applications to Robotic and Industrial Systems

    Directory of Open Access Journals (Sweden)

    Gerasimos G. Rigatos

    2011-12-01

    Full Text Available The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented. Next the nonlinear model of a field-oriented induction motor is examined and the motor's angular velocity is estimated by an Extended Kalman Filter which processes measurements of the rotor's angle. Sensorless control of the induction motor is again implemented through feedback of the estimated state vector. Additionally, a state estimation-based control loop is implemented using the Unscented Kalman Filter. Moreover, state estimation-based control is developed for the induction motor model using a nonlinear flatness-based controller and the state estimation that is provided by the Extended Kalman Filter. Unlike field oriented control, in the latter approach there is no assumption about decoupling between the rotor speed dynamics and the magnetic flux dynamics. The efficiency of the Kalman Filter-based control schemes, for both the DC and induction motor models, is evaluated through simulation experiments.

  8. Applications of Kalman Filtering to nuclear material control

    International Nuclear Information System (INIS)

    Pike, D.H.; Morrison, G.W.; Westley, G.W.

    1977-10-01

    The feasibility of using modern state estimation techniques (specifically Kalman Filtering and Linear Smoothing) to detect losses of material from material balance areas is evaluated. It is shown that state estimation techniques are not only feasible but in most situations are superior to existing methods of analysis. The various techniques compared include Kalman Filtering, linear smoothing, standard control charts, and average cumulative summation (CUSUM) charts. Analysis results indicated that the standard control chart is the least effective method for detecting regularly occurring losses. An improvement in the detection capability over the standard control chart can be realized by use of the CUSUM chart. Even more sensitivity in the ability to detect losses can be realized by use of the Kalman Filter and the linear smoother. It was found that the error-covariance matrix can be used to establish limits of error for state estimates. It is shown that state estimation techniques represent a feasible and desirable method of theft detection. The technique is usually more sensitive than the CUSUM chart in detecting losses. One kind of loss which is difficult to detect using state estimation techniques is a single isolated loss. State estimation procedures are predicated on dynamic models and are well-suited for detecting losses which occur regularly over several accounting periods. A single isolated loss does not conform to this basic assumption and is more difficult to detect

  9. Filtering Meteoroid Flights Using Multiple Unscented Kalman Filters

    Science.gov (United States)

    Sansom, E. K.; Bland, P. A.; Rutten, M. G.; Paxman, J.; Towner, M. C.

    2016-11-01

    Estimator algorithms are immensely versatile and powerful tools that can be applied to any problem where a dynamic system can be modeled by a set of equations and where observations are available. A well designed estimator enables system states to be optimally predicted and errors to be rigorously quantified. Unscented Kalman filters (UKFs) and interactive multiple models can be found in methods from satellite tracking to self-driving cars. The luminous trajectory of the Bunburra Rockhole fireball was observed by the Desert Fireball Network in mid-2007. The recorded data set is used in this paper to examine the application of these two techniques as a viable approach to characterizing fireball dynamics. The nonlinear, single-body system of equations, used to model meteoroid entry through the atmosphere, is challenged by gross fragmentation events that may occur. The incorporation of the UKF within an interactive multiple model smoother provides a likely solution for when fragmentation events may occur as well as providing a statistical analysis of the state uncertainties. In addition to these benefits, another advantage of this approach is its automatability for use within an image processing pipeline to facilitate large fireball data analyses and meteorite recoveries.

  10. Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

    KAUST Repository

    Hoteit, Ibrahim; Luo, Xiaodong; Pham, Dinh-Tuan; Moroz, Irene M.

    2010-01-01

    In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.

  11. Robustifying the Kalman Filter.

    Science.gov (United States)

    1987-11-01

    School Code 55 6c ADDRESN Cq> State and ZiP( odk ,) 7b ADDRE SS(City State and Z/IPCode) Monterey, CA 93943-5000 8a NAME J); ;. ND S"ONSOR’Nu Bt, O FiCE... collected are the estimation error 6n - On for n=25, 50, 75, 100 and the estimate of variance Cn, n=25, 50, 75, 100. The number of independent

  12. Sensor failure detection in dynamical systems by Kalman filtering methodology

    International Nuclear Information System (INIS)

    Ciftcioglu, O.

    1991-03-01

    Design of a sensor failure detection system by Kalman filtering methodology is described. The method models the process systems in state-space form, the information on each state being provided by relevant sensors present in the process system. Since the measured states are usually subject to noise, the estimation of the states optimally is an essential requirement. To this end the detection system comprises Kalman estimation filters, the number of which is equal to the number of states concerned. The estimated state of a particular signal in each filter is compared with the corresponding measured signal and difference beyond a predetermined bound is identified as failure, the sensor being identified/isolated as faulty. (author). 19 refs.; 8 figs.; 1 tab

  13. Applications of Kalman Filtering to nuclear material control. [Kalman filtering and linear smoothing for detecting nuclear material losses

    Energy Technology Data Exchange (ETDEWEB)

    Pike, D.H.; Morrison, G.W.; Westley, G.W.

    1977-10-01

    The feasibility of using modern state estimation techniques (specifically Kalman Filtering and Linear Smoothing) to detect losses of material from material balance areas is evaluated. It is shown that state estimation techniques are not only feasible but in most situations are superior to existing methods of analysis. The various techniques compared include Kalman Filtering, linear smoothing, standard control charts, and average cumulative summation (CUSUM) charts. Analysis results indicated that the standard control chart is the least effective method for detecting regularly occurring losses. An improvement in the detection capability over the standard control chart can be realized by use of the CUSUM chart. Even more sensitivity in the ability to detect losses can be realized by use of the Kalman Filter and the linear smoother. It was found that the error-covariance matrix can be used to establish limits of error for state estimates. It is shown that state estimation techniques represent a feasible and desirable method of theft detection. The technique is usually more sensitive than the CUSUM chart in detecting losses. One kind of loss which is difficult to detect using state estimation techniques is a single isolated loss. State estimation procedures are predicated on dynamic models and are well-suited for detecting losses which occur regularly over several accounting periods. A single isolated loss does not conform to this basic assumption and is more difficult to detect.

  14. Kalman and particle filtering methods for full vehicle and tyre identification

    Science.gov (United States)

    Bogdanski, Karol; Best, Matthew C.

    2018-05-01

    This paper considers identification of all significant vehicle handling dynamics of a test vehicle, including identification of a combined-slip tyre model, using only those sensors currently available on most vehicle controller area network buses. Using an appropriately simple but efficient model structure, all of the independent parameters are found from test vehicle data, with the resulting model accuracy demonstrated on independent validation data. The paper extends previous work on augmented Kalman Filter state estimators to concentrate wholly on parameter identification. It also serves as a review of three alternative filtering methods; identifying forms of the unscented Kalman filter, extended Kalman filter and particle filter are proposed and compared for effectiveness, complexity and computational efficiency. All three filters are suited to applications of system identification and the Kalman Filters can also operate in real-time in on-line model predictive controllers or estimators.

  15. Analyses of integrated aircraft cabin contaminant monitoring network based on Kalman consensus filter.

    Science.gov (United States)

    Wang, Rui; Li, Yanxiao; Sun, Hui; Chen, Zengqiang

    2017-11-01

    The modern civil aircrafts use air ventilation pressurized cabins subject to the limited space. In order to monitor multiple contaminants and overcome the hypersensitivity of the single sensor, the paper constructs an output correction integrated sensor configuration using sensors with different measurement theories after comparing to other two different configurations. This proposed configuration works as a node in the contaminant distributed wireless sensor monitoring network. The corresponding measurement error models of integrated sensors are also proposed by using the Kalman consensus filter to estimate states and conduct data fusion in order to regulate the single sensor measurement results. The paper develops the sufficient proof of the Kalman consensus filter stability when considering the system and the observation noises and compares the mean estimation and the mean consensus errors between Kalman consensus filter and local Kalman filter. The numerical example analyses show the effectiveness of the algorithm. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  16. Estimating Wind and Wave Induced Forces On a Floating Wind Turbine

    DEFF Research Database (Denmark)

    Henriksen, Lars Christian; Natarajan, Anand; Kim, Taeseong

    2013-01-01

    -principles derived state space model of the floating wind turbine. The ability to estimate aero- and hydrodynamic states could prove crucial for the performance of model-based control methods applied on floating wind turbines. Furthermore, two types of water kinematics have been compared two determine whether......In this work, the basic model for a spar buoy floating wind turbine [1], used by an extended Kalman filter, is presented and results concerning wind speed and wave force estimations are shown. The wind speed and aerodynamic forces are estimated using an extended Kalman filter based on a first...... or not linear and nonlinear water kinematics lead to significantly different loads....

  17. Attitude Modeling Using Kalman Filter Approach for Improving the Geometric Accuracy of Cartosat-1 Data Products

    Directory of Open Access Journals (Sweden)

    Nita H. SHAH

    2010-07-01

    Full Text Available This paper deals with the rigorous photogrammetric solution to model the uncertainty in the orientation parameters of Indian Remote Sensing Satellite IRS-P5 (Cartosat-1. Cartosat-1 is a three axis stabilized spacecraft launched into polar sun-synchronous circular orbit at an altitude of 618 km. The satellite has two panchromatic (PAN cameras with nominal resolution of ~2.5 m. The camera looking ahead is called FORE mounted with +26 deg angle and the other looking near nadir is called AFT mounted with -5 deg, in along track direction. Data Product Generation Software (DPGS system uses the rigorous photogrammetric Collinearity model in order to utilize the full system information, together with payload geometry & control points, for estimating the uncertainty in attitude parameters. The initial orbit, attitude knowledge is obtained from GPS bound orbit measurement, star tracker and gyros. The variations in satellite attitude with time are modelled using simple linear polynomial model. Also, based on this model, Kalman filter approach is studied and applied to improve the uncertainty in the orientation of spacecraft with high quality ground control points (GCPs. The sequential estimator (Kalman filter is used in an iterative process which corrects the parameters at each time of observation rather than at epoch time. Results are presented for three stereo data sets. The accuracy of model depends on the accuracy of the control points.

  18. Kalman Filters in Geotechnical Monitoring of Ground Subsidence Using Data from MEMS Sensors

    Science.gov (United States)

    Li, Cheng; Azzam, Rafig; Fernández-Steeger, Tomás M.

    2016-01-01

    The fast development of wireless sensor networks and MEMS make it possible to set up today real-time wireless geotechnical monitoring. To handle interferences and noises from the output data, Kalman filter can be selected as a method to achieve a more realistic estimate of the observations. In this paper, a one-day wireless measurement using accelerometers and inclinometers was deployed on top of a tunnel section under construction in order to monitor ground subsidence. The normal vectors of the sensors were firstly obtained with the help of rotation matrices, and then be projected to the plane of longitudinal section, by which the dip angles over time would be obtained via a trigonometric function. Finally, a centralized Kalman filter was applied to estimate the tilt angles of the sensor nodes based on the data from the embedded accelerometer and the inclinometer. Comparing the results from two sensor nodes deployed away and on the track respectively, the passing of the tunnel boring machine can be identified from unusual performances. Using this method, the ground settlement due to excavation can be measured and a real-time monitoring of ground subsidence can be realized. PMID:27447630

  19. Kalman Filters in Geotechnical Monitoring of Ground Subsidence Using Data from MEMS Sensors

    Directory of Open Access Journals (Sweden)

    Cheng Li

    2016-07-01

    Full Text Available The fast development of wireless sensor networks and MEMS make it possible to set up today real-time wireless geotechnical monitoring. To handle interferences and noises from the output data, Kalman filter can be selected as a method to achieve a more realistic estimate of the observations. In this paper, a one-day wireless measurement using accelerometers and inclinometers was deployed on top of a tunnel section under construction in order to monitor ground subsidence. The normal vectors of the sensors were firstly obtained with the help of rotation matrices, and then be projected to the plane of longitudinal section, by which the dip angles over time would be obtained via a trigonometric function. Finally, a centralized Kalman filter was applied to estimate the tilt angles of the sensor nodes based on the data from the embedded accelerometer and the inclinometer. Comparing the results from two sensor nodes deployed away and on the track respectively, the passing of the tunnel boring machine can be identified from unusual performances. Using this method, the ground settlement due to excavation can be measured and a real-time monitoring of ground subsidence can be realized.

  20. Kalman Filters in Geotechnical Monitoring of Ground Subsidence Using Data from MEMS Sensors.

    Science.gov (United States)

    Li, Cheng; Azzam, Rafig; Fernández-Steeger, Tomás M

    2016-07-19

    The fast development of wireless sensor networks and MEMS make it possible to set up today real-time wireless geotechnical monitoring. To handle interferences and noises from the output data, Kalman filter can be selected as a method to achieve a more realistic estimate of the observations. In this paper, a one-day wireless measurement using accelerometers and inclinometers was deployed on top of a tunnel section under construction in order to monitor ground subsidence. The normal vectors of the sensors were firstly obtained with the help of rotation matrices, and then be projected to the plane of longitudinal section, by which the dip angles over time would be obtained via a trigonometric function. Finally, a centralized Kalman filter was applied to estimate the tilt angles of the sensor nodes based on the data from the embedded accelerometer and the inclinometer. Comparing the results from two sensor nodes deployed away and on the track respectively, the passing of the tunnel boring machine can be identified from unusual performances. Using this method, the ground settlement due to excavation can be measured and a real-time monitoring of ground subsidence can be realized.

  1. Aircraft Engine Sensor/Actuator/Component Fault Diagnosis Using a Bank of Kalman Filters

    Science.gov (United States)

    Kobayashi, Takahisa; Simon, Donald L. (Technical Monitor)

    2003-01-01

    In this report, a fault detection and isolation (FDI) system which utilizes a bank of Kalman filters is developed for aircraft engine sensor and actuator FDI in conjunction with the detection of component faults. This FDI approach uses multiple Kalman filters, each of which is designed based on a specific hypothesis for detecting a specific sensor or actuator fault. In the event that a fault does occur, all filters except the one using the correct hypothesis will produce large estimation errors, from which a specific fault is isolated. In the meantime, a set of parameters that indicate engine component performance is estimated for the detection of abrupt degradation. The performance of the FDI system is evaluated against a nonlinear engine simulation for various engine faults at cruise operating conditions. In order to mimic the real engine environment, the nonlinear simulation is executed not only at the nominal, or healthy, condition but also at aged conditions. When the FDI system designed at the healthy condition is applied to an aged engine, the effectiveness of the FDI system is impacted by the mismatch in the engine health condition. Depending on its severity, this mismatch can cause the FDI system to generate incorrect diagnostic results, such as false alarms and missed detections. To partially recover the nominal performance, two approaches, which incorporate information regarding the engine s aging condition in the FDI system, will be discussed and evaluated. The results indicate that the proposed FDI system is promising for reliable diagnostics of aircraft engines.

  2. Ensemble Kalman filter for the reconstruction of the Earth's mantle circulation

    Science.gov (United States)

    Bocher, Marie; Fournier, Alexandre; Coltice, Nicolas

    2018-02-01

    Recent advances in mantle convection modeling led to the release of a new generation of convection codes, able to self-consistently generate plate-like tectonics at their surface. Those models physically link mantle dynamics to surface tectonics. Combined with plate tectonic reconstructions, they have the potential to produce a new generation of mantle circulation models that use data assimilation methods and where uncertainties in plate tectonic reconstructions are taken into account. We provided a proof of this concept by applying a suboptimal Kalman filter to the reconstruction of mantle circulation (Bocher et al., 2016). Here, we propose to go one step further and apply the ensemble Kalman filter (EnKF) to this problem. The EnKF is a sequential Monte Carlo method particularly adapted to solve high-dimensional data assimilation problems with nonlinear dynamics. We tested the EnKF using synthetic observations consisting of surface velocity and heat flow measurements on a 2-D-spherical annulus model and compared it with the method developed previously. The EnKF performs on average better and is more stable than the former method. Less than 300 ensemble members are sufficient to reconstruct an evolution. We use covariance adaptive inflation and localization to correct for sampling errors. We show that the EnKF results are robust over a wide range of covariance localization parameters. The reconstruction is associated with an estimation of the error, and provides valuable information on where the reconstruction is to be trusted or not.

  3. Kalman filter techniques for accelerated Cartesian dynamic cardiac imaging.

    Science.gov (United States)

    Feng, Xue; Salerno, Michael; Kramer, Christopher M; Meyer, Craig H

    2013-05-01

    In dynamic MRI, spatial and temporal parallel imaging can be exploited to reduce scan time. Real-time reconstruction enables immediate visualization during the scan. Commonly used view-sharing techniques suffer from limited temporal resolution, and many of the more advanced reconstruction methods are either retrospective, time-consuming, or both. A Kalman filter model capable of real-time reconstruction can be used to increase the spatial and temporal resolution in dynamic MRI reconstruction. The original study describing the use of the Kalman filter in dynamic MRI was limited to non-Cartesian trajectories because of a limitation intrinsic to the dynamic model used in that study. Here the limitation is overcome, and the model is applied to the more commonly used Cartesian trajectory with fast reconstruction. Furthermore, a combination of the Kalman filter model with Cartesian parallel imaging is presented to further increase the spatial and temporal resolution and signal-to-noise ratio. Simulations and experiments were conducted to demonstrate that the Kalman filter model can increase the temporal resolution of the image series compared with view-sharing techniques and decrease the spatial aliasing compared with TGRAPPA. The method requires relatively little computation, and thus is suitable for real-time reconstruction. Copyright © 2012 Wiley Periodicals, Inc.

  4. Mixtures of skewed Kalman filters

    KAUST Repository

    Kim, Hyoungmoon

    2014-01-01

    Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class of closed skew-normal distributions. Some basic properties are derived and a class of closed skew. t distributions is obtained. Our suggested family of distributions is skewed and has heavy tails too, so it is appropriate for robust analysis. Our proposed special sequential Monte Carlo methods use a random mixture of the closed skew-normal distributions to approximate a target distribution. Hence it is possible to handle skewed and heavy tailed data simultaneously. These methods are illustrated with numerical experiments. © 2013 Elsevier Inc.

  5. Accounting for model error due to unresolved scales within ensemble Kalman filtering

    OpenAIRE

    Mitchell, Lewis; Carrassi, Alberto

    2014-01-01

    We propose a method to account for model error due to unresolved scales in the context of the ensemble transform Kalman filter (ETKF). The approach extends to this class of algorithms the deterministic model error formulation recently explored for variational schemes and extended Kalman filter. The model error statistic required in the analysis update is estimated using historical reanalysis increments and a suitable model error evolution law. Two different versions of the method are describe...

  6. The development rainfall forecasting using kalman filter

    Science.gov (United States)

    Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

    2018-04-01

    Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

  7. Kalman filtering with real-time applications

    CERN Document Server

    Chui, Charles K

    2017-01-01

    This new edition presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help de...

  8. A New Extant Respirometric Assay to Estimate Intrinsic Growth Parameters Applied to Study Plasmid Metabolic Burden

    DEFF Research Database (Denmark)

    Seoane, Jose Miguel; Sin, Gürkan; Lardon, Laurent

    2010-01-01

    mathematical treatment, or wake-up pulses prior to the analysis.. Identifiability and sensitivity analysis were performed to confirm the robustness of the new approach for obtaining unique and accurate estimates of growth kinetic parameters. The new experimental design was applied to establish the. metabolic...

  9. Spectral Ensemble Kalman Filters

    Czech Academy of Sciences Publication Activity Database

    Mandel, Jan; Kasanický, Ivan; Vejmelka, Martin; Fuglík, Viktor; Turčičová, Marie; Eben, Kryštof; Resler, Jaroslav; Juruš, Pavel

    2014-01-01

    Roč. 11, - (2014), EMS2014-446 [EMS Annual Meeting /14./ & European Conference on Applied Climatology (ECAC) /10./. 06.10.2014-10.10.2014, Prague] R&D Projects: GA ČR GA13-34856S Grant - others:NSF DMS-1216481 Institutional support: RVO:67985807 Keywords : data assimilation * spectral filter Subject RIV: DG - Athmosphere Sciences, Meteorology

  10. Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

    Science.gov (United States)

    Gaebler, John; Hur-Diaz. Sun; Carpenter, Russell

    2010-01-01

    Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.

  11. On Predictive Coding for Erasure Channels Using a Kalman Framework

    DEFF Research Database (Denmark)

    Arildsen, Thomas; Murthi, Manohar; Andersen, Søren Vang

    2009-01-01

    We present a new design method for robust low-delay coding of autoregressive sources for transmission across erasure channels. It is a fundamental rethinking of existing concepts. It considers the encoder a mechanism that produces signal measurements from which the decoder estimates the original...... signal. The method is based on linear predictive coding and Kalman estimation at the decoder. We employ a novel encoder state-space representation with a linear quantization noise model. The encoder is represented by the Kalman measurement at the decoder. The presented method designs the encoder...... and decoder offline through an iterative algorithm based on closed-form minimization of the trace of the decoder state error covariance. The design method is shown to provide considerable performance gains, when the transmitted quantized prediction errors are subject to loss, in terms of signal-to-noise ratio...

  12. IAE-adaptive Kalman filter for INS/GPS integrated navigation system

    Institute of Scientific and Technical Information of China (English)

    Bian Hongwei; Jin Zhihua; Tian Weifeng

    2006-01-01

    A marine INS/GPS adaptive navigation system is presented in this paper. GPS with two antenna providing vessel's altitude is selected as the auxiliary system fusing with INS to improve the performance of the hybrid system. The Kalman filter is the most frequently used algorithm in the integrated navigation system, which is capable of estimating INS errors online based on the measured errors between INS and GPS. The standard Kalman filter (SKF) assumes that the statistics of the noise on each sensor are given. As long as the noise distributions do not change, the Kalman filter will give the optimal estimation. However GPS receiver will be disturbed easily and thus temporally changing measurement noise will join into the outputs of GPS, which will lead to performance degradation of the Kalman filter. Many researchers introduce fuzzy logic control method into innovation-based adaptive estimation adaptive Kalman filtering (IAE-AKF) algorithm, and accordingly propose various adaptive Kalman filters. However how to design the fuzzy logic controller is a very complicated problem still without a convincing solution. A novel IAE-AKF is proposed herein, which is based on the maximum likelihood criterion for the proper computation of the filter innovation covariance and hence of the filter gain. The approach is direct and simple without having to establish fuzzy inference rules. After having deduced the proposed IAE-AKF algorithm theoretically in detail, the approach is tested by the simulation based on the system error model of the developed INS/GPS integrated marine navigation system. Simulation results show that the adaptive Kalman filter outperforms the SKF with higher accuracy, robustness and less computation. It is demonstrated that this proposed approach is a valid solution for the unknown changing measurement noise exited in the Kalman filter.

  13. Analytical Plug-In Method for Kernel Density Estimator Applied to Genetic Neutrality Study

    Science.gov (United States)

    Troudi, Molka; Alimi, Adel M.; Saoudi, Samir

    2008-12-01

    The plug-in method enables optimization of the bandwidth of the kernel density estimator in order to estimate probability density functions (pdfs). Here, a faster procedure than that of the common plug-in method is proposed. The mean integrated square error (MISE) depends directly upon [InlineEquation not available: see fulltext.] which is linked to the second-order derivative of the pdf. As we intend to introduce an analytical approximation of [InlineEquation not available: see fulltext.], the pdf is estimated only once, at the end of iterations. These two kinds of algorithm are tested on different random variables having distributions known for their difficult estimation. Finally, they are applied to genetic data in order to provide a better characterisation in the mean of neutrality of Tunisian Berber populations.

  14. Analytical Plug-In Method for Kernel Density Estimator Applied to Genetic Neutrality Study

    Directory of Open Access Journals (Sweden)

    Samir Saoudi

    2008-07-01

    Full Text Available The plug-in method enables optimization of the bandwidth of the kernel density estimator in order to estimate probability density functions (pdfs. Here, a faster procedure than that of the common plug-in method is proposed. The mean integrated square error (MISE depends directly upon J(f which is linked to the second-order derivative of the pdf. As we intend to introduce an analytical approximation of J(f, the pdf is estimated only once, at the end of iterations. These two kinds of algorithm are tested on different random variables having distributions known for their difficult estimation. Finally, they are applied to genetic data in order to provide a better characterisation in the mean of neutrality of Tunisian Berber populations.

  15. Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies

    OpenAIRE

    Fuentes, D.; Yung, J.; Hazle, J. D.; Weinberg, J. S.; Stafford, R. J.

    2011-01-01

    The feasibility of using a stochastic form of Pennes bioheat model within a 3D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comp...

  16. Strong tracking adaptive Kalman filters for underwater vehicle dead reckoning

    Institute of Scientific and Technical Information of China (English)

    XIAO Kun; FANG Shao-ji; PANG Yong-jie

    2007-01-01

    To improve underwater vehicle dead reckoning, a developed strong tracking adaptive kalman filter is proposed. The filter is improved with an additional adaptive factor and an estimator of measurement noise covariance. Since the magnitude of fading factor is changed adaptively, the tracking ability of the filter is still enhanced in low velocity condition of underwater vehicles. The results of simulation tests prove the presented filter effective.

  17. ANALYSIS OF SST IMAGES BY WEIGHTED ENSEMBLE TRANSFORM KALMAN FILTER

    OpenAIRE

    Sai , Gorthi; Beyou , Sébastien; Memin , Etienne

    2011-01-01

    International audience; This paper presents a novel, efficient scheme for the analysis of Sea Surface Temperature (SST) ocean images. We consider the estimation of the velocity fields and vorticity values from a sequence of oceanic images. The contribution of this paper lies in proposing a novel, robust and simple approach based onWeighted Ensemble Transform Kalman filter (WETKF) data assimilation technique for the analysis of real SST images, that may contain coast regions or large areas of ...

  18. Electrical resistance imaging of a time-varying interface in stratified flows using an unscented Kalman filter

    International Nuclear Information System (INIS)

    Ijaz, Umer Zeeshan; Khambampati, Anil Kumar; Kim, Kyung Youn; Chung, Soon Il; Kim, Sin

    2008-01-01

    In this paper, we estimate a time-varying interfacial boundary in stratified flows of two immiscible liquids using electrical resistance tomography. The interfacial boundary is approximated with front points spaced discretely along the interface. The design variables to be estimated are the locations of the front points, which are varying with the moving interface. The inverse problem is treated as a stochastic nonlinear state estimation problem with the nonstationary phase boundary (state) being estimated with the aid of an unscented Kalman filter. Numerical experiments are performed to evaluate the performance of an unscented Kalman filter. Specifically, a detailed analysis has been done on the effect of the number of front points and contrast ratio on the reconstruction performance. The reconstruction results show that an unscented Kalman filter is better suited for estimation in comparison to the conventional extended Kalman filter

  19. Sampling strong tracking nonlinear unscented Kalman filter and its application in eye tracking

    International Nuclear Information System (INIS)

    Zu-Tao, Zhang; Jia-Shu, Zhang

    2010-01-01

    The unscented Kalman filter is a developed well-known method for nonlinear motion estimation and tracking. However, the standard unscented Kalman filter has the inherent drawbacks, such as numerical instability and much more time spent on calculation in practical applications. In this paper, we present a novel sampling strong tracking nonlinear unscented Kalman filter, aiming to overcome the difficulty in nonlinear eye tracking. In the above proposed filter, the simplified unscented transform sampling strategy with n + 2 sigma points leads to the computational efficiency, and suboptimal fading factor of strong tracking filtering is introduced to improve robustness and accuracy of eye tracking. Compared with the related unscented Kalman filter for eye tracking, the proposed filter has potential advantages in robustness, convergence speed, and tracking accuracy. The final experimental results show the validity of our method for eye tracking under realistic conditions. (classical areas of phenomenology)

  20. Frequency-scanning interferometry using a time-varying Kalman filter for dynamic tracking measurements.

    Science.gov (United States)

    Jia, Xingyu; Liu, Zhigang; Tao, Long; Deng, Zhongwen

    2017-10-16

    Frequency scanning interferometry (FSI) with a single external cavity diode laser (ECDL) and time-invariant Kalman filtering is an effective technique for measuring the distance of a dynamic target. However, due to the hysteresis of the piezoelectric ceramic transducer (PZT) actuator in the ECDL, the optical frequency sweeps of the ECDL exhibit different behaviors, depending on whether the frequency is increasing or decreasing. Consequently, the model parameters of Kalman filter appear time varying in each iteration, which produces state estimation errors with time-invariant filtering. To address this, in this paper, a time-varying Kalman filter is proposed to model the instantaneous movement of a target relative to the different optical frequency tuning durations of the ECDL. The combination of the FSI method with the time-varying Kalman filter was theoretically analyzed, and the simulation and experimental results show the proposed method greatly improves the performance of dynamic FSI measurements.

  1. An extended Kalman-Bucy filter for atmospheric temperature profile retrieval with a passive microwave sounder

    Science.gov (United States)

    Ledsham, W. H.; Staelin, D. H.

    1978-01-01

    An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.

  2. Case Study to Apply Work Difficulty Factors to Decommissioning Cost Estimates

    Energy Technology Data Exchange (ETDEWEB)

    Yun, Taesik; Jung, Hyejin; Oh, Jaeyoung; Kim, Younggook [KHNP CRI, Daejeon (Korea, Republic of)

    2016-10-15

    This article is prepared as a guideline regarding how to apply the work difficult factor (WDF) when it comes to the estimates of the decommissioning costs. Although several cases of the decommissioning cost estimates have been made for a few commercial nuclear power plants, the different technical, site-specific economic assumptions used make it difficult to interpret those cost estimates and compare them with that of Kori-1. In addition, it is clear that we are supposed to experience difficulties being created in the process of the Kori-1 and the virtual inaccessibility to the limited areas at the pre-decommissioning stage. Estimating decommissioning costs is one of the most crucial processes since it encompasses all the spectrum of decommissioning activities from the planning to the last evaluation on whether the decommissioning has successfully been proceeded from the safety and economic perspectives. Here I suggested the activity dependent costs is only related to WDFs of the incumbent plant planning or undergone to be decommissioned since as a matter of fact, estimating WDFs is the core process to articulately scrutinize the practical costs to apply to Kori-1 project.

  3. Research and Application on Fractional-Order Darwinian PSO Based Adaptive Extended Kalman Filtering Algorithm

    Directory of Open Access Journals (Sweden)

    Qiguang Zhu

    2014-05-01

    Full Text Available To resolve the difficulty in establishing accurate priori noise model for the extended Kalman filtering algorithm, propose the fractional-order Darwinian particle swarm optimization (PSO algorithm has been proposed and introduced into the fuzzy adaptive extended Kalman filtering algorithm. The natural selection method has been adopted to improve the standard particle swarm optimization algorithm, which enhanced the diversity of particles and avoided the premature. In addition, the fractional calculus has been used to improve the evolution speed of particles. The PSO algorithm after improved has been applied to train fuzzy adaptive extended Kalman filter and achieve the simultaneous localization and mapping. The simulation results have shown that compared with the geese particle swarm optimization training of fuzzy adaptive extended Kalman filter localization and mapping algorithm, has been greatly improved in terms of localization and mapping.

  4. INFLUENCE OF STOCHASTIC NOISE STATISTICS ON KALMAN FILTER PERFORMANCE BASED ON VIDEO TARGET TRACKING

    Institute of Scientific and Technical Information of China (English)

    Chen Ken; Napolitano; Zhang Yun; Li Dong

    2010-01-01

    The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research,efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case. The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones impacts on the Kalman filter optimality and degradation in the application of video tracking.

  5. AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal.

    Science.gov (United States)

    Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang

    2015-10-23

    An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal.

  6. Evaluation of Kalman filters and genetic algorithms for delayed-neutron nondestructive assay data analyses

    International Nuclear Information System (INIS)

    Aumeier, S.E.; Forsmann, J.H.

    1998-01-01

    The ability to nondestructively determine the presence and quantity of fissile/fertile nuclei in various matrices is important in several areas of nuclear applications, including international and domestic safeguards, radioactive waste characterization, and nuclear facility operations. An analysis was performed to determine the feasibility of identifying the masses of individual fissionable isotopes from a cumulative delayed-neutron signal resulting form the neutron irradiation of several uranium and plutonium isotopes. The feasibility of two separate data-processing techniques was studied: Kalman filtering and genetic algorithms. The basis of each technique is reviewed, and the structure of the algorithms as applied to the delayed-neutron analysis problem is presented. The results of parametric studies performed using several variants of the algorithms are presented. The effect of including additional constraining information such as additional measurements and known relative isotopic concentration is discussed. The parametric studies were conducted using simulated delayed-neutron data representative of the cumulative delayed-neutron response following irradiation of a sample containing 238 U, 235 U, 239 Pu, and 240 Pu. The results show that by processing delayed-neutron data representative of two significantly different fissile/fertile fission ratios, both Kalman filters and genetic algorithms are capable of yielding reasonably accurate estimates of the mass of individual isotopes contained in a given assay sample

  7. GPS Interference Mitigation Using Derivative-free Kalman Filter-based RNN

    Directory of Open Access Journals (Sweden)

    W. L. Mao

    2016-09-01

    Full Text Available The global positioning system (GPS with accurate positioning and timing properties has become integral part of all applications around the world. Radio frequency interference can significantly decrease the performance of GPS receivers or even completely prohibit the acquisition or tracking of satellites. The approaches of system performances that can be further enhanced by preprocessing to reject the jamming signal will be investigated. A recurrent neural network (RNN predictor for the GPS anti-jamming applications will be proposed. The adaptive RNN predictor is utilized to accurately predict the narrowband waveform based on an unscented Kalman filter (UKF-based algorithm. The UKF algorithm as a derivative-free alternative to the extended Kalman filter (EKF in the framework of state-estimation is adopted to achieve better performance in terms of convergence rate and quality of solution. The adaptive RNN filter can be successfully applied for the suppression of interference with a number of different narrowband formats, i.e. continuous wave interference (CWI, multi-tone CWI, swept CWI and pulsed CWI, to emulate realistic circumstances. Simulation results show that the proposed UKF-based scheme can offer the superior performances to suppress the interference over the conventional methods by computing mean squared prediction error (MSPE and signal-to-noise ratio (SNR improvements.

  8. Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.

    Science.gov (United States)

    Palatella, Luigi; Trevisan, Anna

    2015-04-01

    When applied to strongly nonlinear chaotic dynamics the extended Kalman filter (EKF) is prone to divergence due to the difficulty of correctly forecasting the forecast error probability density function. In operational forecasting applications ensemble Kalman filters circumvent this problem with empirical procedures such as covariance inflation. This paper presents an extension of the EKF that includes nonlinear terms in the evolution of the forecast error estimate. This is achieved starting from a particular square-root implementation of the EKF with assimilation confined in the unstable subspace (EKF-AUS), that is, the span of the Lyapunov vectors with non-negative exponents. When the error evolution is nonlinear, the space where it is confined is no more restricted to the unstable and neutral subspace causing filter divergence. The algorithm presented here, denominated EKF-AUS-NL, includes the nonlinear terms in the error dynamics: These result from the nonlinear interaction among the leading Lyapunov vectors and account for all directions where the error growth may take place. Numerical results show that with the nonlinear terms included, filter divergence can be avoided. We test the algorithm on the Lorenz96 model, showing very promising results.

  9. Ensemble Kalman filtering with residual nudging

    KAUST Repository

    Luo, X.

    2012-10-03

    Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.

  10. Ensemble Kalman filtering with residual nudging

    Directory of Open Access Journals (Sweden)

    Xiaodong Luo

    2012-10-01

    Full Text Available Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF by (in effect adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.

  11. Applying Deep Learning in Medical Images: The Case of Bone Age Estimation.

    Science.gov (United States)

    Lee, Jang Hyung; Kim, Kwang Gi

    2018-01-01

    A diagnostic need often arises to estimate bone age from X-ray images of the hand of a subject during the growth period. Together with measured physical height, such information may be used as indicators for the height growth prognosis of the subject. We present a way to apply the deep learning technique to medical image analysis using hand bone age estimation as an example. Age estimation was formulated as a regression problem with hand X-ray images as input and estimated age as output. A set of hand X-ray images was used to form a training set with which a regression model was trained. An image preprocessing procedure is described which reduces image variations across data instances that are unrelated to age-wise variation. The use of Caffe, a deep learning tool is demonstrated. A rather simple deep learning network was adopted and trained for tutorial purpose. A test set distinct from the training set was formed to assess the validity of the approach. The measured mean absolute difference value was 18.9 months, and the concordance correlation coefficient was 0.78. It is shown that the proposed deep learning-based neural network can be used to estimate a subject's age from hand X-ray images, which eliminates the need for tedious atlas look-ups in clinical environments and should improve the time and cost efficiency of the estimation process.

  12. Research on Kalman-filter based multisensor data fusion

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc.Various multisensor data fusion methods have been extensively investigated by researchers,of which Klaman filtering is one of the most important.Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown.states of a dynamic system,which has found widespread application in many areas.The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods.then a new method of state fusion is proposed.Finally the simulation results demonstrate the effectiveness of the introduced method.

  13. Kalman filtered MR temperature imaging for laser induced thermal therapies.

    Science.gov (United States)

    Fuentes, D; Yung, J; Hazle, J D; Weinberg, J S; Stafford, R J

    2012-04-01

    The feasibility of using a stochastic form of Pennes bioheat model within a 3-D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L(2) (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error 10 sec.

  14. Bayesian fault detection and isolation using Field Kalman Filter

    Science.gov (United States)

    Baranowski, Jerzy; Bania, Piotr; Prasad, Indrajeet; Cong, Tian

    2017-12-01

    Fault detection and isolation is crucial for the efficient operation and safety of any industrial process. There is a variety of methods from all areas of data analysis employed to solve this kind of task, such as Bayesian reasoning and Kalman filter. In this paper, the authors use a discrete Field Kalman Filter (FKF) to detect and recognize faulty conditions in a system. The proposed approach, devised for stochastic linear systems, allows for analysis of faults that can be expressed both as parameter and disturbance variations. This approach is formulated for the situations when the fault catalog is known, resulting in the algorithm allowing estimation of probability values. Additionally, a variant of algorithm with greater numerical robustness is presented, based on computation of logarithmic odds. Proposed algorithm operation is illustrated with numerical examples, and both its merits and limitations are critically discussed and compared with traditional EKF.

  15. In Situ Monitoring of Groundwater Contamination Using the Kalman Filter For Sustainable Remediation

    Science.gov (United States)

    Schmidt, F.; Wainwright, H. M.; Faybishenko, B.; Denham, M. E.; Eddy-Dilek, C. A.

    2017-12-01

    Sustainable remediation - based on less intensive passive remediation and natural attenuation - has become a desirable remediation alternative at contaminated sites. Although it has a number of benefits, such as reduced waste and water/energy usage, it carries a significant burden of proof to verify plume stability and to ensure insignificant increase of risk to public health. Modeling of contaminant transport is still challenging despite recent advances in numerical methods. Long-term monitoring has, therefore, become a critical component in sustainable remediation. However, the current approach, which relies on sparse groundwater sampling, is problematic, since it could miss sudden significant changes in plume behavior. A new method is needed to combine existing knowledge about contaminant behavior and latest advances in in situ groundwater sensors. This study presents an example of the effective use of the Kalman filter approach to estimate contaminant concentrations, based on in situ measured water quality parameters (e.g. electrical conductivity and pH) along with the results of sparse groundwater sampling. The Kalman filter can effectively couple physical models and data correlations between the contaminant concentrations and in situ measured variables. We aim (1) to develop a framework capable of integrating different data types to provide accurate contaminant concentration estimates, (2) to demonstrate that these results remain reliable, even when the groundwater sampling frequency is reduced, and (3) to evaluate the future efficacy of this strategy using reactive transport simulations. This framework can also serve as an early warning system for detecting unexpected plume migration. We demonstrate our approach using historical and current groundwater data from the Savannah River Site (SRS) F-Area Seepage Basins to estimate uranium and tritium concentrations. The results show that the developed method can provide reliable estimates of contaminant

  16. A novel extended Kalman filter for a class of nonlinear systems

    Institute of Scientific and Technical Information of China (English)

    DONG Zhe; YOU Zheng

    2006-01-01

    Estimation of the state variables of nonlinear systems is one of the fundamental and significant problems in control and signal processing. A new extended Kalman filtering approach for a class of nonlinear discrete-time systems in engineering is presented in this paper. In contrast to the celebrated extended Kalman filter (EKF), there is no linearization operation in the design procedure of the filter, and the parameters of the filter are obtained through minimizing a proper upper bound of the mean-square estimation error. Simulation results show that this filter can provide higher estimation precision than that provided by the EKF.

  17. Weighted ensemble transform Kalman filter for image assimilation

    Directory of Open Access Journals (Sweden)

    Sebastien Beyou

    2013-01-01

    Full Text Available This study proposes an extension of the Weighted Ensemble Kalman filter (WEnKF proposed by Papadakis et al. (2010 for the assimilation of image observations. The main focus of this study is on a novel formulation of the Weighted filter with the Ensemble Transform Kalman filter (WETKF, incorporating directly as a measurement model a non-linear image reconstruction criterion. This technique has been compared to the original WEnKF on numerical and real world data of 2-D turbulence observed through the transport of a passive scalar. In particular, it has been applied for the reconstruction of oceanic surface current vorticity fields from sea surface temperature (SST satellite data. This latter technique enables a consistent recovery along time of oceanic surface currents and vorticity maps in presence of large missing data areas and strong noise.

  18. Assessing an ensemble Kalman filter inference of Manning’s n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

    KAUST Repository

    Siripatana, Adil

    2017-06-08

    Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning’s n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and

  19. Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

    Science.gov (United States)

    Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

    2017-08-01

    Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and

  20. Joint Parametric Fault Diagnosis and State Estimation Using KF-ML Method

    DEFF Research Database (Denmark)

    Sun, Zhen; Yang, Zhenyu

    2014-01-01

    The paper proposes a new method for a kind of parametric fault online diagnosis with state estimation jointly. The considered fault affects not only the deterministic part of the system but also the random circumstance. The proposed method first applies Kalman Filter (KF) and Maximum Likelihood (...

  1. Estimation of quasi-critical reactivity

    International Nuclear Information System (INIS)

    Racz, A.

    1992-02-01

    The bank of Kalman filter method for reactivity and neutron density estimation originally suggested by D'Attellis and Cortina is critically overviewed. It is pointed out that the procedure cannot be applied reliably in such a form as the authors proposed, due to the filter divegence. An improved method, which is free from devergence problems are presented, as well. A new estimation technique is proposed and tested using computer simulation results. The procedure is applied for the estimation of small reactivity changes. (R.P.) 9 refs.; 2 figs.; 2 tabs

  2. Site-specific estimates of water yield applied in regional acid sensitivity surveys across western Canada

    Directory of Open Access Journals (Sweden)

    Patrick D. SHAW

    2010-08-01

    Full Text Available Runoff or water yield is an important input to the Steady-State Water Chemistry (SSWC model for estimating critical loads of acidity. Herein, we present site-specific water yield estimates for a large number of lakes (779 across three provinces of western Canada (Manitoba, Saskatchewan, and British Columbia using an isotope mass balance (IMB approach. We explore the impact of applying site-specific hydrology as compared to use of regional runoff estimates derived from gridded datasets in assessing critical loads of acidity to these lakes. In general, the average water yield derived from IMB is similar to the long-term average runoff; however, IMB results suggest a much larger range in hydrological settings of the lakes, attributed to spatial heterogeneity in watershed characteristics and landcover. The comparison of critical loads estimates from the two methods suggests that use of average regional runoff data in the SSWC model may overestimate critical loads for the majority of lakes due to systematic skewness in the actual runoff distributions. Implications for use of site-specific hydrology in regional critical loads assessments across western Canada are discussed.

  3. A Hybrid Extended Kalman Filter as an Observer for a Pot-Electro-Magnetic Actuator

    International Nuclear Information System (INIS)

    Schmidt, Simon; Mercorelli, Paolo

    2017-01-01

    This paper deals with an application in which a hybrid extended Kalman Filter (HEKF) is used to estimate state variables in a U-shaped electro-magnetic actuator to be used in mechanical systems. In this context a hybrid Kalman Filter is the one which switches between different models. The paper proposes a hybrid model for an extended Kalman Filter to be used as an observer to estimate the state and to control the force of the actuator. Applications include position, velocity and force control in automotive, engine and manufacturing systems. This work is focused on the estimation of state variables of the actuator. Simulated results show the effectiveness of the proposed approach. (paper)

  4. Vector velocity volume flow estimation: Sources of error and corrections applied for arteriovenous fistulas

    DEFF Research Database (Denmark)

    Jensen, Jonas; Olesen, Jacob Bjerring; Stuart, Matthias Bo

    2016-01-01

    radius. The error sources were also studied in vivo under realistic clinical conditions, and the theoretical results were applied for correcting the volume flow errors. Twenty dialysis patients with arteriovenous fistulas were scanned to obtain vector flow maps of fistulas. When fitting an ellipsis......A method for vector velocity volume flow estimation is presented, along with an investigation of its sources of error and correction of actual volume flow measurements. Volume flow errors are quantified theoretically by numerical modeling, through flow phantom measurements, and studied in vivo...

  5. APPLYING ARTIFICIAL NEURAL NETWORK OPTIMIZED BY FIREWORKS ALGORITHM FOR STOCK PRICE ESTIMATION

    Directory of Open Access Journals (Sweden)

    Khuat Thanh Tung

    2016-04-01

    Full Text Available Stock prediction is to determine the future value of a company stock dealt on an exchange. It plays a crucial role to raise the profit gained by firms and investors. Over the past few years, many methods have been developed in which plenty of efforts focus on the machine learning framework achieving the promising results. In this paper, an approach based on Artificial Neural Network (ANN optimized by Fireworks algorithm and data preprocessing by Haar Wavelet is applied to estimate the stock prices. The system was trained and tested with real data of various companies collected from Yahoo Finance. The obtained results are encouraging.

  6. A unified framework for benchmark dose estimation applied to mixed models and model averaging

    DEFF Research Database (Denmark)

    Ritz, Christian; Gerhard, Daniel; Hothorn, Ludwig A.

    2013-01-01

    for hierarchical data structures, reflecting increasingly common types of assay data. We illustrate the usefulness of the methodology by means of a cytotoxicology example where the sensitivity of two types of assays are evaluated and compared. By means of a simulation study, we show that the proposed framework......This article develops a framework for benchmark dose estimation that allows intrinsically nonlinear dose-response models to be used for continuous data in much the same way as is already possible for quantal data. This means that the same dose-response model equations may be applied to both...

  7. Subspace System Identification of the Kalman Filter

    Directory of Open Access Journals (Sweden)

    David Di Ruscio

    2003-07-01

    Full Text Available Some proofs concerning a subspace identification algorithm are presented. It is proved that the Kalman filter gain and the noise innovations process can be identified directly from known input and output data without explicitly solving the Riccati equation. Furthermore, it is in general and for colored inputs, proved that the subspace identification of the states only is possible if the deterministic part of the system is known or identified beforehand. However, if the inputs are white, then, it is proved that the states can be identified directly. Some alternative projection matrices which can be used to compute the extended observability matrix directly from the data are presented. Furthermore, an efficient method for computing the deterministic part of the system is presented. The closed loop subspace identification problem is also addressed and it is shown that this problem is solved and unbiased estimates are obtained by simply including a filter in the feedback. Furthermore, an algorithm for consistent closed loop subspace estimation is presented. This algorithm is using the controller parameters in order to overcome the bias problem.

  8. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

    Roh, S.

    2015-12-03

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  9. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

    Roh, S.

    2015-05-08

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  10. Multivariate localization methods for ensemble Kalman filtering

    Science.gov (United States)

    Roh, S.; Jun, M.; Szunyogh, I.; Genton, M. G.

    2015-12-01

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  11. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

    Roh, S.; Jun, M.; Szunyogh, I.; Genton, Marc G.

    2015-01-01

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  12. Boundary Value Problems Arising in Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Sinem Ertürk

    2009-01-01

    Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

  13. Boundary Value Problems Arising in Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Bashirov Agamirza

    2008-01-01

    Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

  14. Kalman filtering for time-delayed linear systems

    Institute of Scientific and Technical Information of China (English)

    LU Xiao; WANG Wei

    2006-01-01

    This paper is to study the linear minimum variance estimation for discrete- time systems. A simple approach to the problem is presented by developing re-organized innovation analysis for the systems with instantaneous and double time-delayed measurements. It is shown that the derived estimator involves solving three different standard Kalman filtering with the same dimension as the original system. The obtained results form the basis for solving some complicated problems such as H∞ fixed-lag smoothing, preview control, H∞ filtering and control with time delays.

  15. Adaptive training of feedforward neural networks by Kalman filtering

    International Nuclear Information System (INIS)

    Ciftcioglu, Oe.

    1995-02-01

    Adaptive training of feedforward neural networks by Kalman filtering is described. Adaptive training is particularly important in estimation by neural network in real-time environmental where the trained network is used for system estimation while the network is further trained by means of the information provided by the experienced/exercised ongoing operation. As result of this, neural network adapts itself to a changing environment to perform its mission without recourse to re-training. The performance of the training method is demonstrated by means of actual process signals from a nuclear power plant. (orig.)

  16. Non-linear DSGE Models and The Central Difference Kalman Filter

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller

    This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...

  17. Data assimilation method for fractured reservoirs using mimetic finite differences and ensemble Kalman filter

    KAUST Repository

    Ping, Jing; Al-Hinai, Omar; Wheeler, Mary F.

    2017-01-01

    -Gaussian in this case, it is a challenge to estimate fracture distributions by conventional history matching approaches. In this work, a method that combines vector-based level-set parameterization technique and ensemble Kalman filter (EnKF) for estimating fracture

  18. Simulation methods to estimate design power: an overview for applied research.

    Science.gov (United States)

    Arnold, Benjamin F; Hogan, Daniel R; Colford, John M; Hubbard, Alan E

    2011-06-20

    Estimating the required sample size and statistical power for a study is an integral part of study design. For standard designs, power equations provide an efficient solution to the problem, but they are unavailable for many complex study designs that arise in practice. For such complex study designs, computer simulation is a useful alternative for estimating study power. Although this approach is well known among statisticians, in our experience many epidemiologists and social scientists are unfamiliar with the technique. This article aims to address this knowledge gap. We review an approach to estimate study power for individual- or cluster-randomized designs using computer simulation. This flexible approach arises naturally from the model used to derive conventional power equations, but extends those methods to accommodate arbitrarily complex designs. The method is universally applicable to a broad range of designs and outcomes, and we present the material in a way that is approachable for quantitative, applied researchers. We illustrate the method using two examples (one simple, one complex) based on sanitation and nutritional interventions to improve child growth. We first show how simulation reproduces conventional power estimates for simple randomized designs over a broad range of sample scenarios to familiarize the reader with the approach. We then demonstrate how to extend the simulation approach to more complex designs. Finally, we discuss extensions to the examples in the article, and provide computer code to efficiently run the example simulations in both R and Stata. Simulation methods offer a flexible option to estimate statistical power for standard and non-traditional study designs and parameters of interest. The approach we have described is universally applicable for evaluating study designs used in epidemiologic and social science research.

  19. The extended Kalman filter for forecast of algal bloom dynamics.

    Science.gov (United States)

    Mao, J Q; Lee, Joseph H W; Choi, K W

    2009-09-01

    A deterministic ecosystem model is combined with an extended Kalman filter (EKF) to produce short term forecasts of algal bloom and dissolved oxygen dynamics in a marine fish culture zone (FCZ). The weakly flushed FCZ is modelled as a well-mixed system; the tidal exchange with the outer bay is lumped into a flushing rate that is numerically determined from a three-dimensional hydrodynamic model. The ecosystem model incorporates phytoplankton growth kinetics, nutrient uptake, photosynthetic production, nutrient sources from organic fish farm loads, and nutrient exchange with a sediment bed layer. High frequency field observations of chlorophyll, dissolved oxygen (DO) and hydro-meteorological parameters (sampling interval Deltat=1 day, 2h, 1h, respectively) and bi-weekly nutrient data are assimilated into the model to produce the combined state estimate accounting for the uncertainties. In addition to the water quality state variables, the EKF incorporates dynamic estimation of algal growth rate and settling velocity. The effectiveness of the EKF data assimilation is studied for a wide range of sampling intervals and prediction lead-times. The chlorophyll and dissolved oxygen estimated by the EKF are compared with field data of seven algal bloom events observed at Lamma Island, Hong Kong. The results show that the EKF estimate well captures the nonlinear error evolution in time; the chlorophyll level can be satisfactorily predicted by the filtered model estimate with a mean absolute error of around 1-2 microg/L. Predictions with 1-2 day lead-time are highly correlated with the observations (r=0.7-0.9); the correlation stays at a high level for a lead-time of 3 days (r=0.6-0.7). Estimated algal growth and settling rates are in accord with field observations; the more frequent DO data can compensate for less frequent algal biomass measurements. The present study is the first time the EKF is successfully applied to forecast an entire algal bloom cycle, suggesting the

  20. LHCb Kalman filter cross architecture studies

    CERN Document Server

    AUTHOR|(INSPIRE)INSPIRE-00388548

    2017-01-01

    The 2020 upgrade of the LHCb detector will vastly increase the rate of collisions the Online system needs to process in software, in order to filter events in real time. 30 million collisions per second will pass through a selection chain, where each step is executed conditional to its prior acceptance. The Kalman filter is a fit applied to all reconstructed tracks which, due to its time characteristics and early execution in the selection chain, consumes 40% of the whole reconstruction time in the current trigger software. This makes the Kalman filter a time-critical component as the LHCb trigger evolves into a full software trigger in the Upgrade. I present a new Kalman filter algorithm for LHCb that can efficiently make use of any kind of SIMD processor, and its design is explained in depth. Performance benchmarks are compared between a variety of hardware architectures, including x86_64 and Power8, and the Intel Xeon Phi accelerator, and the suitability of said architectures to efficiently perform th...

  1. On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

    KAUST Repository

    Luo, Xiaodong

    2010-09-19

    The ensemble square root filter (EnSRF) [1, 2, 3, 4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the prediction steps, where it is some ensembles, rather then the means and covariance matrices, of the system state that are propagated forward. In doing this, the EnSRF is computationally more efficient than the KF, since propagating a covariance matrix forward in high dimensional systems is prohibitively expensive. In addition, the EnSRF is also very convenient in implementation. By propagating the ensembles of the system state, the EnSRF can be directly applied to nonlinear systems without any change in comparison to the assimilation procedures in linear systems. However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].

  2. Development of Vision Control Scheme of Extended Kalman filtering for Robot's Position Control

    International Nuclear Information System (INIS)

    Jang, W. S.; Kim, K. S.; Park, S. I.; Kim, K. Y.

    2003-01-01

    It is very important to reduce the computational time in estimating the parameters of vision control algorithm for robot's position control in real time. Unfortunately, the batch estimation commonly used requires too murk computational time because it is iteration method. So, the batch estimation has difficulty for robot's position control in real time. On the other hand, the Extended Kalman Filtering(EKF) has many advantages to calculate the parameters of vision system in that it is a simple and efficient recursive procedures. Thus, this study is to develop the EKF algorithm for the robot's vision control in real time. The vision system model used in this study involves six parameters to account for the inner(orientation, focal length etc) and outer (the relative location between robot and camera) parameters of camera. Then, EKF has been first applied to estimate these parameters, and then with these estimated parameters, also to estimate the robot's joint angles used for robot's operation. finally, the practicality of vision control scheme based on the EKF has been experimentally verified by performing the robot's position control

  3. Estimating the Impacts of Local Policy Innovation: The Synthetic Control Method Applied to Tropical Deforestation.

    Science.gov (United States)

    Sills, Erin O; Herrera, Diego; Kirkpatrick, A Justin; Brandão, Amintas; Dickson, Rebecca; Hall, Simon; Pattanayak, Subhrendu; Shoch, David; Vedoveto, Mariana; Young, Luisa; Pfaff, Alexander

    2015-01-01

    Quasi-experimental methods increasingly are used to evaluate the impacts of conservation interventions by generating credible estimates of counterfactual baselines. These methods generally require large samples for statistical comparisons, presenting a challenge for evaluating innovative policies implemented within a few pioneering jurisdictions. Single jurisdictions often are studied using comparative methods, which rely on analysts' selection of best case comparisons. The synthetic control method (SCM) offers one systematic and transparent way to select cases for comparison, from a sizeable pool, by focusing upon similarity in outcomes before the intervention. We explain SCM, then apply it to one local initiative to limit deforestation in the Brazilian Amazon. The municipality of Paragominas launched a multi-pronged local initiative in 2008 to maintain low deforestation while restoring economic production. This was a response to having been placed, due to high deforestation, on a federal "blacklist" that increased enforcement of forest regulations and restricted access to credit and output markets. The local initiative included mapping and monitoring of rural land plus promotion of economic alternatives compatible with low deforestation. The key motivation for the program may have been to reduce the costs of blacklisting. However its stated purpose was to limit deforestation, and thus we apply SCM to estimate what deforestation would have been in a (counterfactual) scenario of no local initiative. We obtain a plausible estimate, in that deforestation patterns before the intervention were similar in Paragominas and the synthetic control, which suggests that after several years, the initiative did lower deforestation (significantly below the synthetic control in 2012). This demonstrates that SCM can yield helpful land-use counterfactuals for single units, with opportunities to integrate local and expert knowledge and to test innovations and permutations on policies

  4. Estimating the Impacts of Local Policy Innovation: The Synthetic Control Method Applied to Tropical Deforestation

    Science.gov (United States)

    Sills, Erin O.; Herrera, Diego; Kirkpatrick, A. Justin; Brandão, Amintas; Dickson, Rebecca; Hall, Simon; Pattanayak, Subhrendu; Shoch, David; Vedoveto, Mariana; Young, Luisa; Pfaff, Alexander

    2015-01-01

    Quasi-experimental methods increasingly are used to evaluate the impacts of conservation interventions by generating credible estimates of counterfactual baselines. These methods generally require large samples for statistical comparisons, presenting a challenge for evaluating innovative policies implemented within a few pioneering jurisdictions. Single jurisdictions often are studied using comparative methods, which rely on analysts’ selection of best case comparisons. The synthetic control method (SCM) offers one systematic and transparent way to select cases for comparison, from a sizeable pool, by focusing upon similarity in outcomes before the intervention. We explain SCM, then apply it to one local initiative to limit deforestation in the Brazilian Amazon. The municipality of Paragominas launched a multi-pronged local initiative in 2008 to maintain low deforestation while restoring economic production. This was a response to having been placed, due to high deforestation, on a federal “blacklist” that increased enforcement of forest regulations and restricted access to credit and output markets. The local initiative included mapping and monitoring of rural land plus promotion of economic alternatives compatible with low deforestation. The key motivation for the program may have been to reduce the costs of blacklisting. However its stated purpose was to limit deforestation, and thus we apply SCM to estimate what deforestation would have been in a (counterfactual) scenario of no local initiative. We obtain a plausible estimate, in that deforestation patterns before the intervention were similar in Paragominas and the synthetic control, which suggests that after several years, the initiative did lower deforestation (significantly below the synthetic control in 2012). This demonstrates that SCM can yield helpful land-use counterfactuals for single units, with opportunities to integrate local and expert knowledge and to test innovations and permutations on

  5. Estimating the Impacts of Local Policy Innovation: The Synthetic Control Method Applied to Tropical Deforestation.

    Directory of Open Access Journals (Sweden)

    Erin O Sills

    Full Text Available Quasi-experimental methods increasingly are used to evaluate the impacts of conservation interventions by generating credible estimates of counterfactual baselines. These methods generally require large samples for statistical comparisons, presenting a challenge for evaluating innovative policies implemented within a few pioneering jurisdictions. Single jurisdictions often are studied using comparative methods, which rely on analysts' selection of best case comparisons. The synthetic control method (SCM offers one systematic and transparent way to select cases for comparison, from a sizeable pool, by focusing upon similarity in outcomes before the intervention. We explain SCM, then apply it to one local initiative to limit deforestation in the Brazilian Amazon. The municipality of Paragominas launched a multi-pronged local initiative in 2008 to maintain low deforestation while restoring economic production. This was a response to having been placed, due to high deforestation, on a federal "blacklist" that increased enforcement of forest regulations and restricted access to credit and output markets. The local initiative included mapping and monitoring of rural land plus promotion of economic alternatives compatible with low deforestation. The key motivation for the program may have been to reduce the costs of blacklisting. However its stated purpose was to limit deforestation, and thus we apply SCM to estimate what deforestation would have been in a (counterfactual scenario of no local initiative. We obtain a plausible estimate, in that deforestation patterns before the intervention were similar in Paragominas and the synthetic control, which suggests that after several years, the initiative did lower deforestation (significantly below the synthetic control in 2012. This demonstrates that SCM can yield helpful land-use counterfactuals for single units, with opportunities to integrate local and expert knowledge and to test innovations and

  6. Parameter estimation and determinability analysis applied to Drosophila gap gene circuits

    Directory of Open Access Journals (Sweden)

    Jaeger Johannes

    2008-09-01

    Full Text Available Abstract Background Mathematical modeling of real-life processes often requires the estimation of unknown parameters. Once the parameters are found by means of optimization, it is important to assess the quality of the parameter estimates, especially if parameter values are used to draw biological conclusions from the model. Results In this paper we describe how the quality of parameter estimates can be analyzed. We apply our methodology to assess parameter determinability for gene circuit models of the gap gene network in early Drosophila embryos. Conclusion Our analysis shows that none of the parameters of the considered model can be determined individually with reasonable accuracy due to correlations between parameters. Therefore, the model cannot be used as a tool to infer quantitative regulatory weights. On the other hand, our results show that it is still possible to draw reliable qualitative conclusions on the regulatory topology of the gene network. Moreover, it improves previous analyses of the same model by allowing us to identify those interactions for which qualitative conclusions are reliable, and those for which they are ambiguous.

  7. Global Appearance Applied to Visual Map Building and Path Estimation Using Multiscale Analysis

    Directory of Open Access Journals (Sweden)

    Francisco Amorós

    2014-01-01

    Full Text Available In this work we present a topological map building and localization system for mobile robots based on global appearance of visual information. We include a comparison and analysis of global-appearance techniques applied to wide-angle scenes in retrieval tasks. Next, we define multiscale analysis, which permits improving the association between images and extracting topological distances. Then, a topological map-building algorithm is proposed. At first, the algorithm has information only of some isolated positions of the navigation area in the form of nodes. Each node is composed of a collection of images that covers the complete field of view from a certain position. The algorithm solves the node retrieval and estimates their spatial arrangement. With these aims, it uses the visual information captured along some routes that cover the navigation area. As a result, the algorithm builds a graph that reflects the distribution and adjacency relations between nodes (map. After the map building, we also propose a route path estimation system. This algorithm takes advantage of the multiscale analysis. The accuracy in the pose estimation is not reduced to the nodes locations but also to intermediate positions between them. The algorithms have been tested using two different databases captured in real indoor environments under dynamic conditions.

  8. PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

    Energy Technology Data Exchange (ETDEWEB)

    He, Shiyuan; Huang, Jianhua Z.; Long, James [Department of Statistics, Texas A and M University, College Station, TX (United States); Yuan, Wenlong; Macri, Lucas M., E-mail: lmacri@tamu.edu [George P. and Cynthia W. Mitchell Institute for Fundamental Physics and Astronomy, Department of Physics and Astronomy, Texas A and M University, College Station, TX (United States)

    2016-12-01

    We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.

  9. Analysis of the Possibility of Required Resources Estimation for Nuclear Power Plant Decommissioning Applying BIM

    Energy Technology Data Exchange (ETDEWEB)

    Jung, Insu [Korea Institute of construction Technology, Goyang (Korea, Republic of); Kim, Woojung [KHNP-Central Research Institute, Daejeon (Korea, Republic of)

    2014-05-15

    Estimation of decommissioning cost, decommissioning strategy, and decommissioning quantity at the time when entering into any decommissioning plans are some elements whose inputs are mandatory for nuclear power plant decommissioning. Ways to estimate decommissioning of required resources in the past have imposed great uncertainty since they analyze required resources at the construction stage, analyzing and consulting decommissioning required resources of overseas nuclear power plants. This study aims at analyzing whether required resources for decommissioning nuclear power plants can be estimated, applying BIM. To achieve this goal, this study analyzed the status quo of BIM such as definition, characteristics, and areas applied, and made use of them when drawing out study results by examining types and features of the tools realizing BIM. In order to review how BIM could be used for decommissioning nuclear power plants, the definition, characteristics and applied areas of BIM were discussed. BIM designs objects of the structures (walls, slabs, pillars, stairs, windows and doors, etc.) by 3D technology and endows attribute (function, structure and usage) information for each object, thereby providing visualized information of structures for participants in construction projects. Major characteristics of BIM attribute information are as follows: - Geometry: The information of objects is represented by measurable geometric information - Extensible object attributes: Objects include pre-defined attributes, and allow extension of other attributes. Any model that includes these attributes forms relationships with other various attributes in order to perform analysis and simulation. - All information including the attributes are integrated to ensure continuity, accuracy and accessibility, and all information used during the life cycle of structures are supported. This means that when information of required resources is added as another attributes other than geometric

  10. Performance estimation of Tesla turbine applied in small scale Organic Rankine Cycle (ORC) system

    International Nuclear Information System (INIS)

    Song, Jian; Gu, Chun-wei; Li, Xue-song

    2017-01-01

    Highlights: • One-dimensional model of the Tesla turbine is improved and applied in ORC system. • Working fluid properties and system operating conditions impact efficiency. • The influence of turbine efficiency on ORC system performance is evaluated. • Potential of using Tesla turbine in ORC systems is estimated. - Abstract: Organic Rankine Cycle (ORC) system has been proven to be an effective method for the low grade energy utilization. In small scale applications, the Tesla turbine offers an attractive option for the organic expander if an efficient design can be achieved. The Tesla turbine is simple in structure and is easy to be manufactured. This paper improves the one-dimensional model for the Tesla turbine, which adopts a non-dimensional formulation that identifies the dimensionless parameters that dictates the performance features of the turbine. The model is used to predict the efficiency of a Tesla turbine that is applied in a small scale ORC system. The influence of the working fluid properties and the operating conditions on the turbine performance is evaluated. Thermodynamic analysis of the ORC system with different organic working fluids and under various operating conditions is conducted. The simulation results reveal that the ORC system can generate a considerable net power output. Therefore, the Tesla turbine can be regarded as a potential choice to be applied in small scale ORC systems.

  11. Single-resolution and multiresolution extended-Kalman-filter-based reconstruction approaches to optical refraction tomography.

    Science.gov (United States)

    Naik, Naren; Vasu, R M; Ananthasayanam, M R

    2010-02-20

    The problem of reconstruction of a refractive-index distribution (RID) in optical refraction tomography (ORT) with optical path-length difference (OPD) data is solved using two adaptive-estimation-based extended-Kalman-filter (EKF) approaches. First, a basic single-resolution EKF (SR-EKF) is applied to a state variable model describing the tomographic process, to estimate the RID of an optically transparent refracting object from noisy OPD data. The initialization of the biases and covariances corresponding to the state and measurement noise is discussed. The state and measurement noise biases and covariances are adaptively estimated. An EKF is then applied to the wavelet-transformed state variable model to yield a wavelet-based multiresolution EKF (MR-EKF) solution approach. To numerically validate the adaptive EKF approaches, we evaluate them with benchmark studies of standard stationary cases, where comparative results with commonly used efficient deterministic approaches can be obtained. Detailed reconstruction studies for the SR-EKF and two versions of the MR-EKF (with Haar and Daubechies-4 wavelets) compare well with those obtained from a typically used variant of the (deterministic) algebraic reconstruction technique, the average correction per projection method, thus establishing the capability of the EKF for ORT. To the best of our knowledge, the present work contains unique reconstruction studies encompassing the use of EKF for ORT in single-resolution and multiresolution formulations, and also in the use of adaptive estimation of the EKF's noise covariances.

  12. Reduced Kalman Filters for Clock Ensembles

    Science.gov (United States)

    Greenhall, Charles A.

    2011-01-01

    This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.

  13. Unscented Kalman filter for SINS alignment

    Institute of Scientific and Technical Information of China (English)

    Zhou Zhanxin; Gao Yanan; Chen Jiabin

    2007-01-01

    In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system (SINS) alignment, Unscented Kalman Filter (UKF) is presented for simulation with stationary base and moving base of SINS alignment.Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment.The UKF has good performance in case of small initial misalignment.

  14. An Ensemble Recentering Kalman Filter with an Application to Argo Temperature Data Assimilation into the NASA GEOS-5 Coupled Model

    Science.gov (United States)

    Keppenne, Christian L.

    2013-01-01

    A two-step ensemble recentering Kalman filter (ERKF) analysis scheme is introduced. The algorithm consists of a recentering step followed by an ensemble Kalman filter (EnKF) analysis step. The recentering step is formulated such as to adjust the prior distribution of an ensemble of model states so that the deviations of individual samples from the sample mean are unchanged but the original sample mean is shifted to the prior position of the most likely particle, where the likelihood of each particle is measured in terms of closeness to a chosen subset of the observations. The computational cost of the ERKF is essentially the same as that of a same size EnKF. The ERKF is applied to the assimilation of Argo temperature profiles into the OGCM component of an ensemble of NASA GEOS-5 coupled models. Unassimilated Argo salt data are used for validation. A surprisingly small number (16) of model trajectories is sufficient to significantly improve model estimates of salinity over estimates from an ensemble run without assimilation. The two-step algorithm also performs better than the EnKF although its performance is degraded in poorly observed regions.

  15. Signal reconstruction in wireless sensor networks based on a cubature Kalman particle filter

    International Nuclear Information System (INIS)

    Huang Jin-Wang; Feng Jiu-Chao

    2014-01-01

    For solving the issues of the signal reconstruction of nonlinear non-Gaussian signals in wireless sensor networks (WSNs), a new signal reconstruction algorithm based on a cubature Kalman particle filter (CKPF) is proposed in this paper. We model the reconstruction signal first and then use the CKPF to estimate the signal. The CKPF uses a cubature Kalman filter (CKF) to generate the importance proposal distribution of the particle filter and integrates the latest observation, which can approximate the true posterior distribution better. It can improve the estimation accuracy. CKPF uses fewer cubature points than the unscented Kalman particle filter (UKPF) and has less computational overheads. Meanwhile, CKPF uses the square root of the error covariance for iterating and is more stable and accurate than the UKPF counterpart. Simulation results show that the algorithm can reconstruct the observed signals quickly and effectively, at the same time consuming less computational time and with more accuracy than the method based on UKPF. (general)

  16. Comparison between GSTAR and GSTAR-Kalman Filter models on inflation rate forecasting in East Java

    Science.gov (United States)

    Rahma Prillantika, Jessica; Apriliani, Erna; Wahyuningsih, Nuri

    2018-03-01

    Up to now, we often find data which have correlation between time and location. This data also known as spatial data. Inflation rate is one type of spatial data because it is not only related to the events of the previous time, but also has relevance to the other location or elsewhere. In this research, we do comparison between GSTAR model and GSTAR-Kalman Filter to get prediction which have small error rate. Kalman Filter is one estimator that estimates state changes due to noise from white noise. The final result shows that Kalman Filter is able to improve the GSTAR forecast result. This is shown through simulation results in the form of graphs and clarified with smaller RMSE values.

  17. A Two-stage Kalman Filter for Sensorless Direct Torque Controlled PM Synchronous Motor Drive

    Directory of Open Access Journals (Sweden)

    Boyu Yi

    2013-01-01

    Full Text Available This paper presents an optimal two-stage extended Kalman filter (OTSEKF for closed-loop flux, torque, and speed estimation of a permanent magnet synchronous motor (PMSM to achieve sensorless DTC-SVPWM operation of drive system. The novel observer is obtained by using the same transformation as in a linear Kalman observer, which is proposed by C.-S. Hsieh and F.-C. Chen in 1999. The OTSEKF is an effective implementation of the extended Kalman filter (EKF and provides a recursive optimum state estimation for PMSMs using terminal signals that may be polluted by noise. Compared to a conventional EKF, the OTSEKF reduces the number of arithmetic operations. Simulation and experimental results verify the effectiveness of the proposed OTSEKF observer for DTC of PMSMs.

  18. An Improved Strong Tracking Cubature Kalman Filter for GPS/INS Integrated Navigation Systems.

    Science.gov (United States)

    Feng, Kaiqiang; Li, Jie; Zhang, Xi; Zhang, Xiaoming; Shen, Chong; Cao, Huiliang; Yang, Yanyu; Liu, Jun

    2018-06-12

    The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking seventh-degree spherical simplex-radial cubature Kalman filter (IST-7thSSRCKF) is proposed in this paper. In the proposed algorithm, the effect of process uncertainty is mitigated by using the improved strong tracking Kalman filter technique, in which the hypothesis testing method is adopted to identify the process uncertainty and the prior state estimate covariance in the CKF is further modified online according to the change in vehicle dynamics. In addition, a new seventh-degree spherical simplex-radial rule is employed to further improve the estimation accuracy of the strong tracking cubature Kalman filter. In this way, the proposed comprehensive algorithm integrates the advantage of 7thSSRCKF’s high accuracy and strong tracking filter’s strong robustness against process uncertainties. The GPS/INS integrated navigation problem with significant dynamic model errors is utilized to validate the performance of proposed IST-7thSSRCKF. Results demonstrate that the improved strong tracking cubature Kalman filter can achieve higher accuracy than the existing CKF and ST-CKF, and is more robust for the GPS/INS integrated navigation system.

  19. Autonomous mobile robot localization using Kalman filter

    Directory of Open Access Journals (Sweden)

    Mohd Nasir Nabil Zhafri

    2017-01-01

    Full Text Available Autonomous mobile robot field has gain interest among researchers in recent years. The ability of a mobile robot to locate its current position and surrounding environment is the fundamental in order for it to operate autonomously, which commonly known as localization. Localization of mobile robot are commonly affected by the inaccuracy of the sensors. These inaccuracies are caused by various factors which includes internal interferences of the sensor and external environment noises. In order to overcome these noises, a filtering method is required in order to improve the mobile robot’s localization. In this research, a 2- wheeled-drive (2WD mobile robot will be used as platform. The odometers, inertial measurement unit (IMU, and ultrasonic sensors are used for data collection. Data collected is processed using Kalman filter to predict and correct the error from these sensors reading. The differential drive model and measurement model which estimates the environmental noises and predict a correction are used in this research. Based on the simulation and experimental results, the x, y and heading was corrected by converging the error to10 mm, 10 mm and 0.06 rad respectively.

  20. Extended Kalman filtering for the detection of damage in linear mechanical structures

    Science.gov (United States)

    Liu, X.; Escamilla-Ambrosio, P. J.; Lieven, N. A. J.

    2009-09-01

    This paper addresses the problem of assessing the location and extent of damage in a vibrating structure by means of vibration measurements. Frequency domain identification methods (e.g. finite element model updating) have been widely used in this area while time domain methods such as the extended Kalman filter (EKF) method, are more sparsely represented. The difficulty of applying EKF in mechanical system damage identification and localisation lies in: the high computational cost, the dependence of estimation results on the initial estimation error covariance matrix P(0), the initial value of parameters to be estimated, and on the statistics of measurement noise R and process noise Q. To resolve these problems in the EKF, a multiple model adaptive estimator consisting of a bank of EKF in modal domain was designed, each filter in the bank is based on different P(0). The algorithm was iterated by using the weighted global iteration method. A fuzzy logic model was incorporated in each filter to estimate the variance of the measurement noise R. The application of the method is illustrated by simulated and real examples.

  1. PTTL Dose Re-estimation Applied to Quality Control in TLD-100 Based Personal Dosimetry

    International Nuclear Information System (INIS)

    Muniz, J.L.; Correcher, V.; Delgado, A.

    1999-01-01

    A new method for quality control of dose performance in Personal Dosimetry using TLD-100 is presented. This method consists of the application of dose reassessment techniques based on phototransferred thermoluminescence (PTTL). Reassessment is achieved through a second TL readout of the dosemeters worn by the controlled workers, after a reproducible UV exposure. Recent refinements in the PTTL technique developed in our laboratory allow reassessing doses as low as 0.2 mSv, thus extending the reassessment capability to the entire dose range that must be monitored in personal dosimetry. After a one month exposure, even purely environmental doses can be reassessed. This method can be applied for either re-estimation of single doses or of the total dose accumulated after a number of exposures and dose measurements. Several tests to reconfirm low doses in normal working conditions for personal dosimetry have been performed. Each test consisted of several cycles of exposure and TL evaluations and a final PTTL re-estimation of the total accumulated dose in those cycles. The results obtained always showed very good agreement between the sum of the partial doses and the total reassessed dose. The simplicity of the method and the possibility of re-evaluating the doses assessed to the workers employing their own dosemeters are advantageous features to be considered in designing systems for the determination of real performance in personal dosimetry. (author)

  2. On applied state estimation and observation theory to simulation modelling of Prespa-Ohrid Lakes system

    International Nuclear Information System (INIS)

    Kolemishevska-Gugulovska, Tanja; Dimirovski, Georgi; Gough, N.E.

    1997-01-01

    In the south-west of the Republic of Macedonia, on the cross boundary area with Republic of Albania and Republic of Greece, Prespa-Ohrid hydrologic region is located. To this region belong Prespa and Ohrid valleys, on the bottom of which the lakes of Prespa and Ohrid reside. Due to the fact that there is no surface hydrologic link and that they are separated by high mountain Galichica, both valleys and lakes constitute almost mutually autonomous hydrologic entities. This paper presents a study on the hydrologic cycle of Prespa Lake basin for the purpose of developing and identifying a simulation model for the long term dynamics of the water level. The actual simulation modelling technique makes use of available apriori knowledge and available recorder or observed data on phenomena involving the whole cycle from precipitation to evaporation and evapotranspiration in Prespa basin. Also, a modelling account for the functional impact due to strong interaction with Ohrid basin, is included. The resulting simulation model is a set of discrete-time state equation, derived on the grounds of the conceptual model of interconnected multiple tanks and of discrete-time observation (output) equation. The dynamic structure of Kalman filter for both linear and non-linear modelling case is derived and a discussion on applicability and further research is given. (author)

  3. Ensemble Kalman filter for the reconstruction of the Earth's mantle circulation

    Directory of Open Access Journals (Sweden)

    M. Bocher

    2018-02-01

    Full Text Available Recent advances in mantle convection modeling led to the release of a new generation of convection codes, able to self-consistently generate plate-like tectonics at their surface. Those models physically link mantle dynamics to surface tectonics. Combined with plate tectonic reconstructions, they have the potential to produce a new generation of mantle circulation models that use data assimilation methods and where uncertainties in plate tectonic reconstructions are taken into account. We provided a proof of this concept by applying a suboptimal Kalman filter to the reconstruction of mantle circulation (Bocher et al., 2016. Here, we propose to go one step further and apply the ensemble Kalman filter (EnKF to this problem. The EnKF is a sequential Monte Carlo method particularly adapted to solve high-dimensional data assimilation problems with nonlinear dynamics. We tested the EnKF using synthetic observations consisting of surface velocity and heat flow measurements on a 2-D-spherical annulus model and compared it with the method developed previously. The EnKF performs on average better and is more stable than the former method. Less than 300 ensemble members are sufficient to reconstruct an evolution. We use covariance adaptive inflation and localization to correct for sampling errors. We show that the EnKF results are robust over a wide range of covariance localization parameters. The reconstruction is associated with an estimation of the error, and provides valuable information on where the reconstruction is to be trusted or not.

  4. A model to Estimate the Implicit Values of Housing Attributes by Applying the Hedonic Pricing Method

    Directory of Open Access Journals (Sweden)

    TD Randeniya

    2017-05-01

    Full Text Available Many scholars focused on the location based attributes rather than the non-location factors in decision making on land prices. Further, new research studies have identified the importance of the non-location attributes with the location factors. Many studies suggest that, many attributes exist which affects the housing price. Since the attributes involved and dominant for a particular case differs from one situation to the other, there cannot be an exact list of attributes. Yet, identification of factors that determine housing price and their relationships and the level of influence have poorly understood in planning and property development in the context of Sri Lanka. This study attempts to address what make householders to decide on housing price and application of hedonic pricing approach to estimate the implicit price of housing attributes in context of Sri Lanka. A sample study of selected fifty (50 single house transactions in Maharagama urban neighborhood area has been utilized to illustrate the applicability of the hedonic pricing model. As a methodology, correlation analysis has been carried out to study the degree of relationship between the housing price and the independent variables. The attributes which correlate with housing prices, the study identified the most significant attributes. A model was developed to estimate the future house price by applying the pricing model which is incorporated with these attributes. A hedonic house price model derived from multiple liner regression analysis was developed for the purpose. The findings reveal that six attributes as design type of the house, distance to the local road, quality of Infrastructure, garden size, number of the bed rooms and property age are contributed to estimate the implicit value of Housing property. The model developed would be used to identify implicit values of houses located in urban neighborhood area of Sri Lanka.

  5. Fusion Kalman filtration with k-step delay sharing pattern

    Directory of Open Access Journals (Sweden)

    Duda Zdzisław

    2015-09-01

    Full Text Available A fusion hierarchical state filtration with k−step delay sharing pattern for a multisensor system is considered. A global state estimate depends on local state estimates determined by local nodes using local information. Local available information consists of local measurements and k−step delay global information - global estimate sent from a central node. Local estimates are transmitted to the central node to be fused. The synthesis of local and global filters is presented. It is shown that a fusion filtration with k−step delay sharing pattern is equivalent to the optimal centralized classical Kalman filtration when local measurements are transmitted to the center node and used to determine a global state estimate. It is proved that the k−step delay sharing pattern can reduce covariances of local state errors.

  6. Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty.

    Science.gov (United States)

    Lash, Timothy L

    2007-11-26

    The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a qualitative description of study limitations. The latter approach is

  7. Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty

    Directory of Open Access Journals (Sweden)

    Lash Timothy L

    2007-11-01

    Full Text Available Abstract Background The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. Methods For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. Results The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Conclusion Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a

  8. Scheme of adaptive polarization filtering based on Kalman model

    Institute of Scientific and Technical Information of China (English)

    Song Lizhong; Qi Haiming; Qiao Xiaolin; Meng Xiande

    2006-01-01

    A new kind of adaptive polarization filtering algorithm in order to suppress the angle cheating interference for the active guidance radar is presented. The polarization characteristic of the interference is dynamically tracked by using Kalman estimator under variable environments with time. The polarization filter parameters are designed according to the polarization characteristic of the interference, and the polarization filtering is finished in the target cell. The system scheme of adaptive polarization filter is studied and the tracking performance of polarization filter and improvement of angle measurement precision are simulated. The research results demonstrate this technology can effectively suppress the angle cheating interference in guidance radar and is feasible in engineering.

  9. Kalman Filter for Generalized 2-D Roesser Models

    Institute of Scientific and Technical Information of China (English)

    SHENG Mei; ZOU Yun

    2007-01-01

    The design problem of the state filter for the generalized stochastic 2-D Roesser models, which appears when both the state and measurement are simultaneously subjected to the interference from white noise, is discussed. The wellknown Kalman filter design is extended to the generalized 2-D Roesser models. Based on the method of "scanning line by line", the filtering problem of generalized 2-D Roesser models with mode-energy reconstruction is solved. The formula of the optimal filtering, which minimizes the variance of the estimation error of the state vectors, is derived. The validity of the designed filter is verified by the calculation steps and the examples are introduced.

  10. Recursive B-spline approximation using the Kalman filter

    Directory of Open Access Journals (Sweden)

    Jens Jauch

    2017-02-01

    Full Text Available This paper proposes a novel recursive B-spline approximation (RBA algorithm which approximates an unbounded number of data points with a B-spline function and achieves lower computational effort compared with previous algorithms. Conventional recursive algorithms based on the Kalman filter (KF restrict the approximation to a bounded and predefined interval. Conversely RBA includes a novel shift operation that enables to shift estimated B-spline coefficients in the state vector of a KF. This allows to adapt the interval in which the B-spline function can approximate data points during run-time.

  11. Temperature profile retrievals with extended Kalman-Bucy filters

    Science.gov (United States)

    Ledsham, W. H.; Staelin, D. H.

    1979-01-01

    The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.

  12. Data assimilation in integrated hydrological modeling using ensemble Kalman filtering

    DEFF Research Database (Denmark)

    Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh

    2015-01-01

    Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...

  13. Filtering remotely sensed chlorophyll concentrations in the Red Sea using a space-time covariance model and a Kalman filter

    KAUST Repository

    Dreano, Denis

    2015-04-27

    A statistical model is proposed to filter satellite-derived chlorophyll concentration from the Red Sea, and to predict future chlorophyll concentrations. The seasonal trend is first estimated after filling missing chlorophyll data using an Empirical Orthogonal Function (EOF)-based algorithm (Data Interpolation EOF). The anomalies are then modeled as a stationary Gaussian process. A method proposed by Gneiting (2002) is used to construct positive-definite space-time covariance models for this process. After choosing an appropriate statistical model and identifying its parameters, Kriging is applied in the space-time domain to make a one step ahead prediction of the anomalies. The latter serves as the prediction model of a reduced-order Kalman filter, which is applied to assimilate and predict future chlorophyll concentrations. The proposed method decreases the root mean square (RMS) prediction error by about 11% compared with the seasonal average.

  14. Filtering remotely sensed chlorophyll concentrations in the Red Sea using a space-time covariance model and a Kalman filter

    KAUST Repository

    Dreano, Denis; Mallick, Bani; Hoteit, Ibrahim

    2015-01-01

    A statistical model is proposed to filter satellite-derived chlorophyll concentration from the Red Sea, and to predict future chlorophyll concentrations. The seasonal trend is first estimated after filling missing chlorophyll data using an Empirical Orthogonal Function (EOF)-based algorithm (Data Interpolation EOF). The anomalies are then modeled as a stationary Gaussian process. A method proposed by Gneiting (2002) is used to construct positive-definite space-time covariance models for this process. After choosing an appropriate statistical model and identifying its parameters, Kriging is applied in the space-time domain to make a one step ahead prediction of the anomalies. The latter serves as the prediction model of a reduced-order Kalman filter, which is applied to assimilate and predict future chlorophyll concentrations. The proposed method decreases the root mean square (RMS) prediction error by about 11% compared with the seasonal average.

  15. An extended Kalman filtering approach to modeling nonlinear dynamic gene regulatory networks via short gene expression time series.

    Science.gov (United States)

    Wang, Zidong; Liu, Xiaohui; Liu, Yurong; Liang, Jinling; Vinciotti, Veronica

    2009-01-01

    In this paper, the extended Kalman filter (EKF) algorithm is applied to model the gene regulatory network from gene time series data. The gene regulatory network is considered as a nonlinear dynamic stochastic model that consists of the gene measurement equation and the gene regulation equation. After specifying the model structure, we apply the EKF algorithm for identifying both the model parameters and the actual value of gene expression levels. It is shown that the EKF algorithm is an online estimation algorithm that can identify a large number of parameters (including parameters of nonlinear functions) through iterative procedure by using a small number of observations. Four real-world gene expression data sets are employed to demonstrate the effectiveness of the EKF algorithm, and the obtained models are evaluated from the viewpoint of bioinformatics.

  16. A Fixed-Lag Kalman Smoother to Filter Power Line Interference in Electrocardiogram Recordings.

    Science.gov (United States)

    Warmerdam, G J J; Vullings, R; Schmitt, L; Van Laar, J O E H; Bergmans, J W M

    2017-08-01

    Filtering power line interference (PLI) from electrocardiogram (ECG) recordings can lead to significant distortions of the ECG and mask clinically relevant features in ECG waveform morphology. The objective of this study is to filter PLI from ECG recordings with minimal distortion of the ECG waveform. In this paper, we propose a fixed-lag Kalman smoother with adaptive noise estimation. The performance of this Kalman smoother in filtering PLI is compared to that of a fixed-bandwidth notch filter and several adaptive PLI filters that have been proposed in the literature. To evaluate the performance, we corrupted clean neonatal ECG recordings with various simulated PLI. Furthermore, examples are shown of filtering real PLI from an adult and a fetal ECG recording. The fixed-lag Kalman smoother outperforms other PLI filters in terms of step response settling time (improvements that range from 0.1 to 1 s) and signal-to-noise ratio (improvements that range from 17 to 23 dB). Our fixed-lag Kalman smoother can be used for semi real-time applications with a limited delay of 0.4 s. The fixed-lag Kalman smoother presented in this study outperforms other methods for filtering PLI and leads to minimal distortion of the ECG waveform.

  17. An expert judgment model applied to estimating the safety effect of a bicycle facility.

    Science.gov (United States)

    Leden, L; Gårder, P; Pulkkinen, U

    2000-07-01

    This paper presents a risk index model that can be used for assessing the safety effect of countermeasures. The model estimates risk in a multiplicative way, which makes it possible to analyze the impact of different factors separately. Expert judgments are incorporated through a Bayesian error model. The variance of the risk estimate is determined by Monte-Carlo simulation. The model was applied to assess the safety effect of a new design of a bicycle crossing. The intent was to gain safety by raising the crossings to reduce vehicle speeds and by making the crossings more visible by painting them in a bright color. Before the implementations, bicyclists were riding on bicycle crossings of conventional Swedish type, i.e. similar to crosswalks but delineated by white squares rather than solid lines or zebra markings. Automobile speeds were reduced as anticipated. However, it seems as if the positive effect of this was more or less canceled out by increased bicycle speeds. The safety per bicyclist was still improved by approximately 20%. This improvement was primarily caused by an increase in bicycle flow, since the data show that more bicyclists at a given location seem to benefit their safety. The increase in bicycle flow was probably caused by the new layout of the crossings since bicyclists perceived them as safer and causing less delay. Some future development work is suggested. Pros and cons with the used methodology are discussed. The most crucial parameter to be added is probably a model describing the interaction between motorists and bicyclists, for example, how risk is influenced by the lateral position of the bicyclist in relation to the motorist. It is concluded that the interaction seems to be optimal when both groups share the roadway.

  18. A Self-Tuning Kalman Filter for Autonomous Navigation using the Global Positioning System (GPS)

    Science.gov (United States)

    Truong, S. H.

    1999-01-01

    Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

  19. Implicit Kalman filter algorithm for nuclear reactor analysis

    International Nuclear Information System (INIS)

    Hassberger, J.A.; Lee, J.C.

    1986-01-01

    Artificial intelligence (AI) is currently the hot topic in nuclear power plant diagnostics and control. Recently, researchers have considered the use of simulation as knowledge in which faster than real-time best-estimate simulations based on first principles are tightly coupled with AI systems for analyzing power plant transients on-line. On-line simulations can be improved through a Kalman filter, a mathematical technique for obtaining the optimal estimate of a system state given the information contained in the equations of system dynamics and measurements made on the system. Filtering can be used to systemically adjust parameters of a low-order simulation model to obtain reasonable agreement between the model and actual plant dynamics. The authors present here a general Kalman filtering algorithm that derives its information of system dynamics implicitly and naturally from the discrete time step-series of state estimates available from a simulation program. Previous research has demonstrated that models adjusted on past data can be coupled with an intelligent controller to predict the future time-course of plant transients

  20. An iterated cubature unscented Kalman filter for large-DoF systems identification with noisy data

    Science.gov (United States)

    Ghorbani, Esmaeil; Cha, Young-Jin

    2018-04-01

    Structural and mechanical system identification under dynamic loading has been an important research topic over the last three or four decades. Many Kalman-filtering-based approaches have been developed for linear and nonlinear systems. For example, to predict nonlinear systems, an unscented Kalman filter was applied. However, from extensive literature reviews, the unscented Kalman filter still showed weak performance on systems with large degrees of freedom. In this research, a modified unscented Kalman filter is proposed by integration of a cubature Kalman filter to improve the system identification performance of systems with large degrees of freedom. The novelty of this work lies on conjugating the unscented transform with the cubature integration concept to find a more accurate output from the transformation of the state vector and its related covariance matrix. To evaluate the proposed method, three different numerical models (i.e., the single degree-of-freedom Bouc-Wen model, the linear 3-degrees-of-freedom system, and the 10-degrees-of-freedom system) are investigated. To evaluate the robustness of the proposed method, high levels of noise in the measured response data are considered. The results show that the proposed method is significantly superior to the traditional UKF for noisy measured data in systems with large degrees of freedom.

  1. Acoustic cardiac signals analysis: a Kalman filter–based approach

    Directory of Open Access Journals (Sweden)

    Salleh SH

    2012-06-01

    Full Text Available Sheik Hussain Salleh,1 Hadrina Sheik Hussain,2 Tan Tian Swee,2 Chee-Ming Ting,2 Alias Mohd Noor,2 Surasak Pipatsart,3 Jalil Ali,4 Preecha P Yupapin31Department of Biomedical Instrumentation and Signal Processing, Universiti Teknologi Malaysia, Skudai, Malaysia; 2Centre for Biomedical Engineering Transportation Research Alliance, Universiti Teknologi Malaysia, Johor Bahru, Malaysia; 3Nanoscale Science and Engineering Research Alliance, King Mongkut's Institute of Technology Ladkrabang, Bangkok, Thailand; 4Institute of Advanced Photonics Science, Universiti Teknologi Malaysia, Johor Bahru, MalaysiaAbstract: Auscultation of the heart is accompanied by both electrical activity and sound. Heart auscultation provides clues to diagnose many cardiac abnormalities. Unfortunately, detection of relevant symptoms and diagnosis based on heart sound through a stethoscope is difficult. The reason GPs find this difficult is that the heart sounds are of short duration and separated from one another by less than 30 ms. In addition, the cost of false positives constitutes wasted time and emotional anxiety for both patient and GP. Many heart diseases cause changes in heart sound, waveform, and additional murmurs before other signs and symptoms appear. Heart-sound auscultation is the primary test conducted by GPs. These sounds are generated primarily by turbulent flow of blood in the heart. Analysis of heart sounds requires a quiet environment with minimum ambient noise. In order to address such issues, the technique of denoising and estimating the biomedical heart signal is proposed in this investigation. Normally, the performance of the filter naturally depends on prior information related to the statistical properties of the signal and the background noise. This paper proposes Kalman filtering for denoising statistical heart sound. The cycles of heart sounds are certain to follow first-order Gauss–Markov process. These cycles are observed with additional noise

  2. Soft sensing for two-phase flow using an ensemble Kalman filter

    NARCIS (Netherlands)

    Gryzlov, A.; Leskens, M.; Mudde, R.F.

    2009-01-01

    A new approach for real-time monitoring of horizontal wells, which is based on data assimilation concepts, is presented. Such methodology can be used when the direct measurement of multiphase flow rates is unfeasible or even unavailable. The real-time estimator proposed is an ensemble Kalman filter

  3. A new Approach for Kalman filtering on Mobile Robots in the presence of uncertainties

    DEFF Research Database (Denmark)

    Larsen, Thomas Dall; Andersen, Nils Axel; Ravn, Ole

    1999-01-01

    In many practical Kalman filter applications, the quantity of most significance for the estimation error is the process noise matrix. When filters are stabilized or performance is sought to be improved, tuning of this matrix is the most common method. This tuning process cannot be done before the...

  4. Novel Kalman filter algorithm for statistical monitoring of extensive landscapes with synoptic sensor data

    Science.gov (United States)

    Raymond L. Czaplewski

    2015-01-01

    Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of...

  5. Kalman filtration of radiation monitoring data from atmospheric dispersion of radioactive materials

    DEFF Research Database (Denmark)

    Drews, M.; Lauritzen, B.; Madsen, H.

    2004-01-01

    A Kalman filter method using off-site radiation monitoring data is proposed as a tool for on-line estimation of the source term for short-range atmospheric dispersion of radioactive materials. The method is based on the Gaussian plume model, in which the plume parameters including the source term...

  6. Kalman Filter Predictor and Initialization Algorithm for PRI Tracking

    National Research Council Canada - National Science Library

    Hock, Melinda

    1998-01-01

    .... The algorithm uses a Kalman filter for prediction combined with a preprocessing routine to determine the period of the stagger sequence and to construct an uncorrupted data set for Kalman filter initialization...

  7. Application Of Kalman Filter In Navigation Process Of Automated Guided Vehicles

    Directory of Open Access Journals (Sweden)

    Śmieszek Mirosław

    2015-09-01

    Full Text Available In the paper an example of application of the Kalman filtering in the navigation process of automatically guided vehicles was presented. The basis for determining the position of automatically guided vehicles is odometry – the navigation calculation. This method of determining the position of a vehicle is affected by many errors. In order to eliminate these errors, in modern vehicles additional systems to increase accuracy in determining the position of a vehicle are used. In the latest navigation systems during route and position adjustments the probabilistic methods are used. The most frequently applied are Kalman filters.

  8. Demodulation of moire fringes in digital holographic interferometry using an extended Kalman filter.

    Science.gov (United States)

    Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

    2018-03-10

    This paper presents a method for extracting multiple phases from a single moire fringe pattern in digital holographic interferometry. The method relies on component separation using singular value decomposition and an extended Kalman filter for demodulating the moire fringes. The Kalman filter is applied by modeling the interference field locally as a multi-component polynomial phase signal and extracting the associated multiple polynomial coefficients using the state space approach. In addition to phase, the corresponding multiple phase derivatives can be simultaneously extracted using the proposed method. The applicability of the proposed method is demonstrated using simulation and experimental results.

  9. Geometric methods for estimating representative sidewalk widths applied to Vienna's streetscape surfaces database

    Science.gov (United States)

    Brezina, Tadej; Graser, Anita; Leth, Ulrich

    2017-04-01

    Space, and in particular public space for movement and leisure, is a valuable and scarce resource, especially in today's growing urban centres. The distribution and absolute amount of urban space—especially the provision of sufficient pedestrian areas, such as sidewalks—is considered crucial for shaping living and mobility options as well as transport choices. Ubiquitous urban data collection and today's IT capabilities offer new possibilities for providing a relation-preserving overview and for keeping track of infrastructure changes. This paper presents three novel methods for estimating representative sidewalk widths and applies them to the official Viennese streetscape surface database. The first two methods use individual pedestrian area polygons and their geometrical representations of minimum circumscribing and maximum inscribing circles to derive a representative width of these individual surfaces. The third method utilizes aggregated pedestrian areas within the buffered street axis and results in a representative width for the corresponding road axis segment. Results are displayed as city-wide means in a 500 by 500 m grid and spatial autocorrelation based on Moran's I is studied. We also compare the results between methods as well as to previous research, existing databases and guideline requirements on sidewalk widths. Finally, we discuss possible applications of these methods for monitoring and regression analysis and suggest future methodological improvements for increased accuracy.

  10. A Damping Grid Strapdown Inertial Navigation System Based on a Kalman Filter for Ships in Polar Regions.

    Science.gov (United States)

    Huang, Weiquan; Fang, Tao; Luo, Li; Zhao, Lin; Che, Fengzhu

    2017-07-03

    The grid strapdown inertial navigation system (SINS) used in polar navigation also includes three kinds of periodic oscillation errors as common SINS are based on a geographic coordinate system. Aiming ships which have the external information to conduct a system reset regularly, suppressing the Schuler periodic oscillation is an effective way to enhance navigation accuracy. The Kalman filter based on the grid SINS error model which applies to the ship is established in this paper. The errors of grid-level attitude angles can be accurately estimated when the external velocity contains constant error, and then correcting the errors of the grid-level attitude angles through feedback correction can effectively dampen the Schuler periodic oscillation. The simulation results show that with the aid of external reference velocity, the proposed external level damping algorithm based on the Kalman filter can suppress the Schuler periodic oscillation effectively. Compared with the traditional external level damping algorithm based on the damping network, the algorithm proposed in this paper can reduce the overshoot errors when the state of grid SINS is switched from the non-damping state to the damping state, and this effectively improves the navigation accuracy of the system.

  11. Time-frequency analysis of band-limited EEG with BMFLC and Kalman filter for BCI applications

    Science.gov (United States)

    2013-01-01

    Background Time-Frequency analysis of electroencephalogram (EEG) during different mental tasks received significant attention. As EEG is non-stationary, time-frequency analysis is essential to analyze brain states during different mental tasks. Further, the time-frequency information of EEG signal can be used as a feature for classification in brain-computer interface (BCI) applications. Methods To accurately model the EEG, band-limited multiple Fourier linear combiner (BMFLC), a linear combination of truncated multiple Fourier series models is employed. A state-space model for BMFLC in combination with Kalman filter/smoother is developed to obtain accurate adaptive estimation. By virtue of construction, BMFLC with Kalman filter/smoother provides accurate time-frequency decomposition of the bandlimited signal. Results The proposed method is computationally fast and is suitable for real-time BCI applications. To evaluate the proposed algorithm, a comparison with short-time Fourier transform (STFT) and continuous wavelet transform (CWT) for both synthesized and real EEG data is performed in this paper. The proposed method is applied to BCI Competition data IV for ERD detection in comparison with existing methods. Conclusions Results show that the proposed algorithm can provide optimal time-frequency resolution as compared to STFT and CWT. For ERD detection, BMFLC-KF outperforms STFT and BMFLC-KS in real-time applicability with low computational requirement. PMID:24274109

  12. Constraining the ensemble Kalman filter for improved streamflow forecasting

    Science.gov (United States)

    Maxwell, Deborah H.; Jackson, Bethanna M.; McGregor, James

    2018-05-01

    Data assimilation techniques such as the Ensemble Kalman Filter (EnKF) are often applied to hydrological models with minimal state volume/capacity constraints enforced during ensemble generation. Flux constraints are rarely, if ever, applied. Consequently, model states can be adjusted beyond physically reasonable limits, compromising the integrity of model output. In this paper, we investigate the effect of constraining the EnKF on forecast performance. A "free run" in which no assimilation is applied is compared to a completely unconstrained EnKF implementation, a 'typical' hydrological implementation (in which mass constraints are enforced to ensure non-negativity and capacity thresholds of model states are not exceeded), and then to a more tightly constrained implementation where flux as well as mass constraints are imposed to force the rate of water movement to/from ensemble states to be within physically consistent boundaries. A three year period (2008-2010) was selected from the available data record (1976-2010). This was specifically chosen as it had no significant data gaps and represented well the range of flows observed in the longer dataset. Over this period, the standard implementation of the EnKF (no constraints) contained eight hydrological events where (multiple) physically inconsistent state adjustments were made. All were selected for analysis. Mass constraints alone did little to improve forecast performance; in fact, several were significantly degraded compared to the free run. In contrast, the combined use of mass and flux constraints significantly improved forecast performance in six events relative to all other implementations, while the remaining two events showed no significant difference in performance. Placing flux as well as mass constraints on the data assimilation framework encourages physically consistent state estimation and results in more accurate and reliable forward predictions of streamflow for robust decision-making. We also

  13. Kalman Orbit Optimized Loop Tracking

    Science.gov (United States)

    Young, Lawrence E.; Meehan, Thomas K.

    2011-01-01

    Under certain conditions of low signal power and/or high noise, there is insufficient signal to noise ratio (SNR) to close tracking loops with individual signals on orbiting Global Navigation Satellite System (GNSS) receivers. In addition, the processing power available from flight computers is not great enough to implement a conventional ultra-tight coupling tracking loop. This work provides a method to track GNSS signals at very low SNR without the penalty of requiring very high processor throughput to calculate the loop parameters. The Kalman Orbit-Optimized Loop (KOOL) tracking approach constitutes a filter with a dynamic model and using the aggregate of information from all tracked GNSS signals to close the tracking loop for each signal. For applications where there is not a good dynamic model, such as very low orbits where atmospheric drag models may not be adequate to achieve the required accuracy, aiding from an IMU (inertial measurement unit) or other sensor will be added. The KOOL approach is based on research JPL has done to allow signal recovery from weak and scintillating signals observed during the use of GPS signals for limb sounding of the Earth s atmosphere. That approach uses the onboard PVT (position, velocity, time) solution to generate predictions for the range, range rate, and acceleration of the low-SNR signal. The low- SNR signal data are captured by a directed open loop. KOOL builds on the previous open loop tracking by including feedback and observable generation from the weak-signal channels so that the MSR receiver will continue to track and provide PVT, range, and Doppler data, even when all channels have low SNR.

  14. A balanced Kalman filter ocean data assimilation system with application to the South Australian Sea

    Science.gov (United States)

    Li, Yi; Toumi, Ralf

    2017-08-01

    In this paper, an Ensemble Kalman Filter (EnKF) based regional ocean data assimilation system has been developed and applied to the South Australian Sea. This system consists of the data assimilation algorithm provided by the NCAR Data Assimilation Research Testbed (DART) and the Regional Ocean Modelling System (ROMS). We describe the first implementation of the physical balance operator (temperature-salinity, hydrostatic and geostrophic balance) to DART, to reduce the spurious waves which may be introduced during the data assimilation process. The effect of the balance operator is validated in both an idealised shallow water model and the ROMS model real case study. In the shallow water model, the geostrophic balance operator eliminates spurious ageostrophic waves and produces a better sea surface height (SSH) and velocity analysis and forecast. Its impact increases as the sea surface height and wind stress increase. In the real case, satellite-observed sea surface temperature (SST) and SSH are assimilated in the South Australian Sea with 50 ensembles using the Ensemble Adjustment Kalman Filter (EAKF). Assimilating SSH and SST enhances the estimation of SSH and SST in the entire domain, respectively. Assimilation with the balance operator produces a more realistic simulation of surface currents and subsurface temperature profile. The best improvement is obtained when only SSH is assimilated with the balance operator. A case study with a storm suggests that the benefit of the balance operator is of particular importance under high wind stress conditions. Implementing the balance operator could be a general benefit to ocean data assimilation systems.

  15. Computationally efficient video restoration for Nyquist sampled imaging sensors combining an affine-motion-based temporal Kalman filter and adaptive Wiener filter.

    Science.gov (United States)

    Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J

    2014-05-01

    In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.

  16. A two-level approach to VLBI terrestrial and celestial reference frames using both least-squares adjustment and Kalman filter algorithms

    Science.gov (United States)

    Soja, B.; Krasna, H.; Boehm, J.; Gross, R. S.; Abbondanza, C.; Chin, T. M.; Heflin, M. B.; Parker, J. W.; Wu, X.

    2017-12-01

    The most recent realizations of the ITRS include several innovations, two of which are especially relevant to this study. On the one hand, the IERS ITRS combination center at DGFI-TUM introduced a two-level approach with DTRF2014, consisting of a classical deterministic frame based on normal equations and an optional coordinate time series of non-tidal displacements calculated from geophysical loading models. On the other hand, the JTRF2014 by the combination center at JPL is a time series representation of the ITRF determined by Kalman filtering. Both the JTRF2014 and the second level of the DTRF2014 are thus able to take into account short-term variations in the station coordinates. In this study, based on VLBI data, we combine these two approaches, applying them to the determination of both terrestrial and celestial reference frames. Our product has two levels like DTRF2014, with the second level being a Kalman filter solution like JTRF2014. First, we compute a classical TRF and CRF in a global least-squares adjustment by stacking normal equations from 5446 VLBI sessions between 1979 and 2016 using the Vienna VLBI and Satellite Software VieVS (solution level 1). Next, we obtain coordinate residuals from the global adjustment by applying the level-1 TRF and CRF in the single-session analysis and estimating coordinate offsets. These residuals are fed into a Kalman filter and smoother, taking into account the stochastic properties of the individual stations and radio sources. The resulting coordinate time series (solution level 2) serve as an additional layer representing irregular variations not considered in the first level of our approach. Both levels of our solution are implemented in VieVS in order to test their individual and combined performance regarding the repeatabilities of estimated baseline lengths, EOP, and radio source coordinates.

  17. Applying gold nanoparticles as tumor-vascular disrupting agents during brachytherapy: estimation of endothelial dose enhancement

    International Nuclear Information System (INIS)

    Ngwa, Wilfred; Makrigiorgos, G Mike; Berbeco, Ross I

    2010-01-01

    Tumor vascular disrupting agents (VDAs) represent a promising approach to the treatment of cancer, in view of the tumor vasculature's pivotal role in tumor survival, growth and metastasis. VDAs targeting the tumor's dysmorphic endothelial cells can cause selective and rapid occlusion of the tumor vasculature, leading to tumor cell death from ischemia and extensive hemorrhagic necrosis. In this study, the potential for applying gold nanoparticles (AuNPs) as VDAs, during brachytherapy, is examined. Analytic calculations based on the electron energy loss formula of Cole were carried out to estimate the endothelial dose enhancement caused by radiation-induced photo/Auger electrons originating from AuNPs targeting the tumor endothelium. The endothelial dose enhancement factor (EDEF), representing the ratio of the dose to the endothelium with and without gold nanoparticles was calculated for different AuNP local concentrations, and endothelial cell thicknesses. Four brachytherapy sources were investigated, I-125, Pd-103, Yb-169, as well as 50 kVp x-rays. The results reveal that, even at relatively low intra-vascular AuNP concentrations, ablative dose enhancement to tumor endothelial cells due to photo/Auger electrons from the AuNPs can be achieved. Pd-103 registered the highest EDEF values of 7.4-271.5 for local AuNP concentrations ranging from 7 to 350 mg g -1 , respectively. Over the same concentration range, I-125, 50 kVp and Yb-169 yielded values of 6.4-219.9, 6.3-214.5 and 4.0-99.7, respectively. Calculations of the EDEF as a function of endothelial cell thickness showed that lower energy sources like Pd-103 reach the maximum EDEF at smaller thicknesses. The results also reveal that the highest contribution to the EDEF comes from Auger electrons, apparently due to their shorter range. Overall, the data suggest that ablative dose enhancement to tumor endothelial cells can be achieved by applying tumor vasculature-targeted AuNPs as adjuvants to brachytherapy, with

  18. Applying gold nanoparticles as tumor-vascular disrupting agents during brachytherapy: estimation of endothelial dose enhancement

    Energy Technology Data Exchange (ETDEWEB)

    Ngwa, Wilfred; Makrigiorgos, G Mike; Berbeco, Ross I, E-mail: mmakrigiorgos@lroc.harvard.ed [Department of Radiation Oncology, Division of Medical Physics and Biophysics, Brigham and Women' s Hospital, Dana-Farber Cancer Institute and Harvard Medical School, Boston, MA 02115 (United States)

    2010-11-07

    Tumor vascular disrupting agents (VDAs) represent a promising approach to the treatment of cancer, in view of the tumor vasculature's pivotal role in tumor survival, growth and metastasis. VDAs targeting the tumor's dysmorphic endothelial cells can cause selective and rapid occlusion of the tumor vasculature, leading to tumor cell death from ischemia and extensive hemorrhagic necrosis. In this study, the potential for applying gold nanoparticles (AuNPs) as VDAs, during brachytherapy, is examined. Analytic calculations based on the electron energy loss formula of Cole were carried out to estimate the endothelial dose enhancement caused by radiation-induced photo/Auger electrons originating from AuNPs targeting the tumor endothelium. The endothelial dose enhancement factor (EDEF), representing the ratio of the dose to the endothelium with and without gold nanoparticles was calculated for different AuNP local concentrations, and endothelial cell thicknesses. Four brachytherapy sources were investigated, I-125, Pd-103, Yb-169, as well as 50 kVp x-rays. The results reveal that, even at relatively low intra-vascular AuNP concentrations, ablative dose enhancement to tumor endothelial cells due to photo/Auger electrons from the AuNPs can be achieved. Pd-103 registered the highest EDEF values of 7.4-271.5 for local AuNP concentrations ranging from 7 to 350 mg g{sup -1}, respectively. Over the same concentration range, I-125, 50 kVp and Yb-169 yielded values of 6.4-219.9, 6.3-214.5 and 4.0-99.7, respectively. Calculations of the EDEF as a function of endothelial cell thickness showed that lower energy sources like Pd-103 reach the maximum EDEF at smaller thicknesses. The results also reveal that the highest contribution to the EDEF comes from Auger electrons, apparently due to their shorter range. Overall, the data suggest that ablative dose enhancement to tumor endothelial cells can be achieved by applying tumor vasculature-targeted AuNPs as adjuvants to

  19. Applying gold nanoparticles as tumor-vascular disrupting agents during brachytherapy: estimation of endothelial dose enhancement

    Science.gov (United States)

    Ngwa, Wilfred; Makrigiorgos, G. Mike; Berbeco, Ross I.

    2010-11-01

    Tumor vascular disrupting agents (VDAs) represent a promising approach to the treatment of cancer, in view of the tumor vasculature's pivotal role in tumor survival, growth and metastasis. VDAs targeting the tumor's dysmorphic endothelial cells can cause selective and rapid occlusion of the tumor vasculature, leading to tumor cell death from ischemia and extensive hemorrhagic necrosis. In this study, the potential for applying gold nanoparticles (AuNPs) as VDAs, during brachytherapy, is examined. Analytic calculations based on the electron energy loss formula of Cole were carried out to estimate the endothelial dose enhancement caused by radiation-induced photo/Auger electrons originating from AuNPs targeting the tumor endothelium. The endothelial dose enhancement factor (EDEF), representing the ratio of the dose to the endothelium with and without gold nanoparticles was calculated for different AuNP local concentrations, and endothelial cell thicknesses. Four brachytherapy sources were investigated, I-125, Pd-103, Yb-169, as well as 50 kVp x-rays. The results reveal that, even at relatively low intra-vascular AuNP concentrations, ablative dose enhancement to tumor endothelial cells due to photo/Auger electrons from the AuNPs can be achieved. Pd-103 registered the highest EDEF values of 7.4-271.5 for local AuNP concentrations ranging from 7 to 350 mg g-1, respectively. Over the same concentration range, I-125, 50 kVp and Yb-169 yielded values of 6.4-219.9, 6.3-214.5 and 4.0-99.7, respectively. Calculations of the EDEF as a function of endothelial cell thickness showed that lower energy sources like Pd-103 reach the maximum EDEF at smaller thicknesses. The results also reveal that the highest contribution to the EDEF comes from Auger electrons, apparently due to their shorter range. Overall, the data suggest that ablative dose enhancement to tumor endothelial cells can be achieved by applying tumor vasculature-targeted AuNPs as adjuvants to brachytherapy, with lower

  20. Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls

    KAUST Repository

    Iglesias, Marco; Sawlan, Zaid A; Scavino, Marco; Tempone, Raul; Wood, Christopher

    2017-01-01

    In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations