A cognition-based method to ease the computational load for an extended Kalman filter.

Science.gov (United States)

Li, Yanpeng; Li, Xiang; Deng, Bin; Wang, Hongqiang; Qin, Yuliang

2014-12-03

The extended Kalman filter (EKF) is the nonlinear model of a Kalman filter (KF). It is a useful parameter estimation method when the observation model and/or the state transition model is not a linear function. However, the computational requirements in EKF are a difficulty for the system. With the help of cognition-based designation and the Taylor expansion method, a novel algorithm is proposed to ease the computational load for EKF in azimuth predicting and localizing under a nonlinear observation model. When there are nonlinear functions and inverse calculations for matrices, this method makes use of the major components (according to current performance and the performance requirements) in the Taylor expansion. As a result, the computational load is greatly lowered and the performance is ensured. Simulation results show that the proposed measure will deliver filtering output with a similar precision compared to the regular EKF. At the same time, the computational load is substantially lowered.

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.

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.

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...

Detection of broken rotor bars in induction motors using nonlinear Kalman filters.

Science.gov (United States)

Karami, Farzaneh; Poshtan, Javad; Poshtan, Majid

2010-04-01

This paper presents a model-based fault detection approach for induction motors. A new filtering technique using Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF) is utilized as a state estimation tool for on-line detection of broken bars in induction motors based on rotor parameter value estimation from stator current and voltage processing. The hypothesis on which the detection is based is that the failure events are detected by jumps in the estimated parameter values of the model. Both UKF and EKF are used to estimate the value of rotor resistance. Upon breaking a bar the estimated rotor resistance is increased instantly, thus providing two values of resistance after and before bar breakage. In order to compare the estimation performance of the EKF and UKF, both observers are designed for the same motor model and run with the same covariance matrices under the same conditions. Computer simulations are carried out for a squirrel cage induction motor. The results show the superiority of UKF over EKF in nonlinear system (such as induction motors) as it provides better estimates for rotor fault detection. Copyright 2010. Published by Elsevier Ltd.

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.

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.

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.

Schmidt-Kalman Filter with Polynomial Chaos Expansion for Orbit Determination of Space Objects

Science.gov (United States)

Yang, Y.; Cai, H.; Zhang, K.

2016-09-01

Parameter errors in orbital models can result in poor orbit determination (OD) using a traditional Kalman filter. One approach to account for these errors is to consider them in the so-called Schmidt-Kalman filter (SKF), by augmenting the state covariance matrix (CM) with additional parameter covariance rather than additively estimating these so-called "consider" parameters. This paper introduces a new SKF algorithm with polynomial chaos expansion (PCE-SKF). The PCE approach has been proved to be more efficient than Monte Carlo method for propagating the input uncertainties onto the system response without experiencing any constraints of linear dynamics, or Gaussian distributions of the uncertainty sources. The state and covariance needed in the orbit prediction step are propagated using PCE. An inclined geosynchronous orbit scenario is set up to test the proposed PCE-SKF based OD algorithm. The satellite orbit is propagated based on numerical integration, with the uncertain coefficient of solar radiation pressure considered. The PCE-SKF solutions are compared with extended Kalman filter (EKF), SKF and PCE-EKF (EKF with PCE) solutions. It is implied that the covariance propagation using PCE leads to more precise OD solutions in comparison with those based on linear propagation of covariance.

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.

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...

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.

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.

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

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.

Robust cubature Kalman filter for GNSS/INS with missing observations and colored measurement noise.

Science.gov (United States)

Cui, Bingbo; Chen, Xiyuan; Tang, Xihua; Huang, Haoqian; Liu, Xiao

2018-01-01

In order to improve the accuracy of GNSS/INS working in GNSS-denied environment, a robust cubature Kalman filter (RCKF) is developed by considering colored measurement noise and missing observations. First, an improved cubature Kalman filter (CKF) is derived by considering colored measurement noise, where the time-differencing approach is applied to yield new observations. Then, after analyzing the disadvantages of existing methods, the measurement augment in processing colored noise is translated into processing the uncertainties of CKF, and new sigma point update framework is utilized to account for the bounded model uncertainties. By reusing the diffused sigma points and approximation residual in the prediction stage of CKF, the RCKF is developed and its error performance is analyzed theoretically. Results of numerical experiment and field test reveal that RCKF is more robust than CKF and extended Kalman filter (EKF), and compared with EKF, the heading error of land vehicle is reduced by about 72.4%. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

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...

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.

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.

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.

Variable-State-Dimension Kalman-based Filter for orientation determination using inertial and magnetic sensors.

Science.gov (United States)

Sabatini, Angelo Maria

2012-01-01

In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF) is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU) integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF switches between a quiescent EKF, where the magnetic disturbance is modeled as a first-order Gauss-Markov stochastic process (GM-1), and a higher-order EKF where extra state components are introduced to model the time-rate of change of the magnetic field as a GM-1 stochastic process, namely the magnetic disturbance is modeled as a second-order Gauss-Markov stochastic process (GM-2). Experimental validation tests show the effectiveness of the VSD-EKF, as compared to either the quiescent EKF or the higher-order EKF when they run separately.

Variable-State-Dimension Kalman-Based Filter for Orientation Determination Using Inertial and Magnetic Sensors

Directory of Open Access Journals (Sweden)

Angelo Maria Sabatini

2012-06-01

Full Text Available In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF switches between a quiescent EKF, where the magnetic disturbance is modeled as a first-order Gauss-Markov stochastic process (GM-1, and a higher-order EKF where extra state components are introduced to model the time-rate of change of the magnetic field as a GM-1 stochastic process, namely the magnetic disturbance is modeled as a second-order Gauss-Markov stochastic process (GM-2. Experimental validation tests show the effectiveness of the VSD-EKF, as compared to either the quiescent EKF or the higher-order EKF when they run separately.

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.

On a New Family of Kalman Filter Algorithms for Integrated Navigation

Science.gov (United States)

Mahboub, V.; Saadatseresht, M.; Ardalan, A. A.

2017-09-01

Here we present a review on a new family of Kalman filter algorithms which recently developed for integrated navigation. In particular it is useful for vision based navigation due to the type of data. Here we mainly focus on three algorithms namely weighted Total Kalman filter (WTKF), integrated Kalman filter (IKF) and constrained integrated Kalman filter (CIKF). The common characteristic of these algorithms is that they can consider the neglected random observed quantities which may appear in the dynamic model. Moreover, our approach makes use of condition equations and straightforward variance propagation rules. The WTKF algorithm can deal with problems with arbitrary weight matrixes. Both of the observation equations and system equations can be dynamic-errors-in-variables (DEIV) models in the IKF algorithms. In some problems a quadratic constraint may exist. They can be solved by CIKF algorithm. Finally, we compare four algorithms WTKF, IKF, CIKF and EKF in numerical examples.

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.

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.

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.

Tracking single dynamic MEG dipole sources using the projected Extended Kalman Filter.

Science.gov (United States)

Yao, Yuchen; Swindlehurst, A Lee

2011-01-01

This paper presents two new algorithms based on the Extended Kalman Filter (EKF) for tracking the parameters of single dynamic magnetoencephalography (MEG) dipole sources. We assume a dynamic MEG dipole source with possibly both time-varying location and dipole orientation. The standard EKF-based tracking algorithm performs well under the assumption that the dipole source components vary in time as a Gauss-Markov process, provided that the background noise is temporally stationary. We propose a Projected-EKF algorithm that is adapted to a more forgiving condition where the background noise is temporally nonstationary, as well as a Projected-GLS-EKF algorithm that works even more universally, when the dipole components vary arbitrarily from one sample to the next.

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.

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.

Prediction of Lumen Output and Chromaticity Shift in LEDs Using Kalman Filter and Extended Kalman Filter Based Models

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, J Lynn

2014-06-24

Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have

Non-stationary reconstruction for dynamic fluorescence molecular tomography with extended kalman filter.

Science.gov (United States)

Liu, Xin; Wang, Hongkai; Yan, Zhuangzhi

2016-11-01

Dynamic fluorescence molecular tomography (FMT) plays an important role in drug delivery research. However, the majority of current reconstruction methods focus on solving the stationary FMT problems. If the stationary reconstruction methods are applied to the time-varying fluorescence measurements, the reconstructed results may suffer from a high level of artifacts. In addition, based on the stationary methods, only one tomographic image can be obtained after scanning one circle projection data. As a result, the movement of fluorophore in imaged object may not be detected due to the relative long data acquisition time (typically >1 min). In this paper, we apply extended kalman filter (EKF) technique to solve the non-stationary fluorescence tomography problem. Especially, to improve the EKF reconstruction performance, the generalized inverse of kalman gain is calculated by a second-order iterative method. The numerical simulation, phantom, and in vivo experiments are performed to evaluate the performance of the method. The experimental results indicate that by using the proposed EKF-based second-order iterative (EKF-SOI) method, we cannot only clearly resolve the time-varying distributions of fluorophore within imaged object, but also greatly improve the reconstruction time resolution (~2.5 sec/frame) which makes it possible to detect the movement of fluorophore during the imaging processes.

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.

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.

Determination of Paris' law constants and crack length evolution via Extended and Unscented Kalman filter: An application to aircraft fuselage panels

Science.gov (United States)

Wang, Yiwei; Binaud, Nicolas; Gogu, Christian; Bes, Christian; Fu, Jian

2016-12-01

Prediction of fatigue crack length in aircraft fuselage panels is one of the key issues for aircraft structural safety since it helps prevent catastrophic failures. Accurate estimation of crack length propagation is also meaningful for helping develop aircraft maintenance strategies. Paris' law is often used to capture the dynamics of fatigue crack propagation in metallic material. However, uncertainties are often present in the crack growth model, measured crack size and pressure differential in each flight and need to be accounted for accurate prediction. The aim of this paper is to estimate the two unknown Paris' law constants m and C as well as the crack length evolution by taking into account these uncertainties. Due to the nonlinear nature of the Paris' law, we propose here an on-line estimation algorithm based on two widespread nonlinear filtering techniques, Extended Kalman filter (EKF) and Unscented Kalman filter (UKF). The numerical experiments indicate that both EKF and UKF estimated the crack length well and accurately identified the unknown parameters. Although UKF is theoretical superior to EKF, in this Paris' law application EKF is comparable in accuracy to UKF and requires less computational expense.

Novel Simplex Unscented Transform and Filter

Institute of Scientific and Technical Information of China (English)

Wan-Chun Li; Ping Wei; Xian-Ci Xiao

2008-01-01

In this paper, a new simplex unscented transform (UT) based Schmidt orthogonal algorithm and a new filter method based on this transform are proposed. This filter has less computation consumption than UKF (unscented Kalman filter), SUKF (simplex unscented Kalman filter) and EKF (extended Kalman filter). Computer simulation shows that this filter has the same performance as UKF and SUKF, and according to the analysis of the computational requirements of EKF, UKF and SUKF, this filter has preferable practicality value. Finally, the appendix shows the efficiency for this UT.

L70 life prediction for solid state lighting using Kalman Filter and Extended Kalman Filter based models

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-08-08

Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. The measured state variable has been related to the underlying damage using physics-based models. Life

Application of Consider Covariance to the Extended Kalman Filter

Science.gov (United States)

Lundberg, John B.

1996-01-01

The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.

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.

A Bioinspired Neural Model Based Extended Kalman Filter for Robot SLAM

Directory of Open Access Journals (Sweden)

Jianjun Ni

2014-01-01

Full Text Available Robot simultaneous localization and mapping (SLAM problem is a very important and challenging issue in the robotic field. The main tasks of SLAM include how to reduce the localization error and the estimated error of the landmarks and improve the robustness and accuracy of the algorithms. The extended Kalman filter (EKF based method is one of the most popular methods for SLAM. However, the accuracy of the EKF based SLAM algorithm will be reduced when the noise model is inaccurate. To solve this problem, a novel bioinspired neural model based SLAM approach is proposed in this paper. In the proposed approach, an adaptive EKF based SLAM structure is proposed, and a bioinspired neural model is used to adjust the weights of system noise and observation noise adaptively, which can guarantee the stability of the filter and the accuracy of the SLAM algorithm. The proposed approach can deal with the SLAM problem in various situations, for example, the noise is in abnormal conditions. Finally, some simulation experiments are carried out to validate and demonstrate the efficiency of the proposed approach.

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.

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.

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.

Kalman filter based data fusion for neutral axis tracking in wind turbine towers

DEFF Research Database (Denmark)

Soman, Rohan; Malinowski, Pawel; Ostachowicz, Wieslaw

2015-01-01

downtime, hence increasing the availability of the system. The present work is based on the use of neutral axis (NA) for SHM of the structure. The NA is tracked by data fusion of measured yaw angle and strain through the use of Extended Kalman Filter (EKF). The EKF allows accurate tracking even...... in the NA position may be used for detecting and locating the damage. The wind turbine tower has been modelled with FE software ABAQUS and validated on data from load measurements carried out on the 34m high tower of the Nordtank, NTK 500/41 wind turbine....

Localization of Wheeled Mobile Robot Based on Extended Kalman Filtering

Directory of Open Access Journals (Sweden)

Li Guangxu

2015-01-01

Full Text Available A mobile robot localization method which combines relative positioning with absolute orientation is presented. The code salver and gyroscope are used for relative positioning, and the laser radar is used to detect absolute orientation. In this paper, we established environmental map, multi-sensor information fusion model, sensors and robot motion model. The Extended Kalman Filtering (EKF is adopted as multi-sensor data fusion technology to realize the precise localization of wheeled mobile robot.

Experimental investigation of extended Kalman Filter combined with carrier phase recovery for 16-QAM system

Science.gov (United States)

Shu, Tong; Li, Yan; Yu, Miao; Zhang, Yifan; Zhou, Honghang; Qiu, Jifang; Guo, Hongxiang; Hong, Xiaobin; Wu, Jian

2018-02-01

Performance of Extended Kalman Filter combined with the Viterbi-Viterbi phase estimation (VVPE-EKF) for joint phase noise mitigation and amplitude noise equalization is experimental demonstrated. Experimental results show that, for 11.2 Gbaud SP-16-QAM, the proposed VVPE-EKF achieves 0.9 dB required OSNR reduction at bit error ratio (BER) of 3.8e-3 compared to the VVPE. The result of maximum likelihood combined with VVPE (VVPE-ML) is only 0.3 dB. For 28 GBaud SP-16-QAM signal, VVPE-EKF achieves 3 dB required OSNR reduction at BER=3.8e-3 (7% HD-FEC threshold) compared to VVPE. And VVPE-ML can reduce the required OSNR for 1.7 dB compared to the VVPE. VVPE-EKF outperforms DD-EKF 3.7 dB and 0.7 dB for 11.2 GBaud and 28 GBaud system, respectively.

Quaternion normalization in additive EKF for spacecraft attitude determination. [Extended Kalman Filters

Science.gov (United States)

Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.

1991-01-01

This work introduces, examines and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter to spacecraft attitude determination, which is based on vector measurements. Three new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstate the performance of all four schemes.

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.

Generalized Optimal-State-Constraint Extended Kalman Filter (OSC-EKF)

Science.gov (United States)

2017-02-01

algorithms is demonstrated by achieving reasonable consistency and accuracy on a challenging micro aerial vehicle dataset. simultaneous localization...platforms exist,4 and many others have been constructed with low-cost components. Visual-inertial simultaneous localization and mapping (SLAM) and...epipolar constraints. The OSC-EKF used a window size of 10 frames. The SAM problem was constructed using an inverse -depth feature position param

Autonomous determination of orbit for probe around asteroids using unscented Kalman filter

Institute of Scientific and Technical Information of China (English)

崔平远; 崔祜涛; 黄翔宇; 栾恩杰

2003-01-01

The observed images of the asteroid and the asteroid reference images are used to obtain the probe-to-asteroid direction and the location of the limb features of the asteroid in the inertial coordinate. These informa-tion in combination with the shape model of the asteroid and attitude information of the probe are utilized to ob-tain the position of the probe. The position information is then input to the UKF which determines the real-timeorbit of the probe. Finally, the autonomous orbit determination algorithm is validated using digital simulation.The determination of orbit using UKF is compared with that using extended Kalman filter (EKF), and the resultshows that UKF is superior to EKF.

Convergence and Consistency Analysis for A 3D Invariant-EKF SLAM

OpenAIRE

Zhang, Teng; Wu, Kanzhi; Song, Jingwei; Huang, Shoudong; Dissanayake, Gamini

2017-01-01

In this paper, we investigate the convergence and consistency properties of an Invariant-Extended Kalman Filter (RI-EKF) based Simultaneous Localization and Mapping (SLAM) algorithm. Basic convergence properties of this algorithm are proven. These proofs do not require the restrictive assumption that the Jacobians of the motion and observation models need to be evaluated at the ground truth. It is also shown that the output of RI-EKF is invariant under any stochastic rigid body transformation...

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.

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*

KAUST Repository

Hoteit, Ibrahim

2012-02-01

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter, but is different from it in that the standard weight-type correction in the particle filter is complemented by the Kalman-type correction with the associated covariance matrices in the Gaussian mixture. The authors show that this filter is an algorithm in between the Kalman filter and the particle filter, and therefore is referred to as the particle Kalman filter (PKF). In the PKF, the solution of a nonlinear filtering problem is expressed as the weighted average of an “ensemble of Kalman filters” operating in parallel. Running an ensemble of Kalman filters is, however, computationally prohibitive for realistic atmospheric and oceanic data assimilation problems. For this reason, the authors consider the construction of the PKF through an “ensemble” of ensemble Kalman filters (EnKFs) instead, and call the implementation the particle EnKF (PEnKF). It is shown that different types of the EnKFs can be considered as special cases of the PEnKF. Similar to the situation in the particle filter, the authors also introduce a resampling step to the PEnKF in order to reduce the risk of weights collapse and improve the performance of the filter. Numerical experiments with the strongly nonlinear Lorenz-96 model are presented and discussed.

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

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.

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

Performance Enhancement of Pharmacokinetic Diffuse Fluorescence Tomography by Use of Adaptive Extended Kalman Filtering.

Science.gov (United States)

Wang, Xin; Wu, Linhui; Yi, Xi; Zhang, Yanqi; Zhang, Limin; Zhao, Huijuan; Gao, Feng

2015-01-01

Due to both the physiological and morphological differences in the vascularization between healthy and diseased tissues, pharmacokinetic diffuse fluorescence tomography (DFT) can provide contrast-enhanced and comprehensive information for tumor diagnosis and staging. In this regime, the extended Kalman filtering (EKF) based method shows numerous advantages including accurate modeling, online estimation of multiparameters, and universal applicability to any optical fluorophore. Nevertheless the performance of the conventional EKF highly hinges on the exact and inaccessible prior knowledge about the initial values. To address the above issues, an adaptive-EKF scheme is proposed based on a two-compartmental model for the enhancement, which utilizes a variable forgetting-factor to compensate the inaccuracy of the initial states and emphasize the effect of the current data. It is demonstrated using two-dimensional simulative investigations on a circular domain that the proposed adaptive-EKF can obtain preferable estimation of the pharmacokinetic-rates to the conventional-EKF and the enhanced-EKF in terms of quantitativeness, noise robustness, and initialization independence. Further three-dimensional numerical experiments on a digital mouse model validate the efficacy of the method as applied in realistic biological systems.

Mobile location with NLOS identification and mitigation based on modified Kalman filtering.

Science.gov (United States)

Ke, Wei; Wu, Lenan

2011-01-01

In order to enhance accuracy and reliability of wireless location in the mixed line-of-sight (LOS) and non-line-of-sight (NLOS) environments, a robust mobile location algorithm is presented to track the position of a mobile node (MN). An extended Kalman filter (EKF) modified in the updating phase is utilized to reduce the NLOS error in rough wireless environments, in which the NLOS bias contained in each measurement range is estimated directly by the constrained optimization method. To identify the change of channel situation between NLOS and LOS, a low complexity identification method based on innovation vectors is proposed. Numerical results illustrate that the location errors of the proposed algorithm are all significantly smaller than those of the iterated NLOS EKF algorithm and the conventional EKF algorithm in different LOS/NLOS conditions. Moreover, this location method does not require any statistical distribution knowledge of the NLOS error. In addition, complexity experiments suggest that this algorithm supports real-time applications.

An EKF-based approach for estimating leg stiffness during walking.

Science.gov (United States)

Ochoa-Diaz, Claudia; Menegaz, Henrique M; Bó, Antônio P L; Borges, Geovany A

2013-01-01

The spring-like behavior is an inherent condition for human walking and running. Since leg stiffness k(leg) is a parameter that cannot be directly measured, many techniques has been proposed in order to estimate it, most of them using force data. This paper intends to address this problem using an Extended Kalman Filter (EKF) based on the Spring-Loaded Inverted Pendulum (SLIP) model. The formulation of the filter only uses as measurement information the Center of Mass (CoM) position and velocity, no a priori information about the stiffness value is known. From simulation results, it is shown that the EKF-based approach can generate a reliable stiffness estimation for walking.

Extended Kalman filtering for joint mitigation of phase and amplitude noise in coherent QAM systems.

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2016-03-21

We numerically investigate our proposed carrier phase and amplitude noise estimation (CPANE) algorithm using extend Kalman filter (EKF) for joint mitigation of linear and non-linear phase noise as well as amplitude noise on 4, 16 and 64 polarization multiplexed (PM) quadrature amplitude modulation (QAM) 224 Gb/s systems. The results are compared to decision directed (DD) carrier phase estimation (CPE), DD phase locked loop (PLL) and universal CPE (U-CPE) algorithms. Besides eliminating the necessity of phase unwrapping function, EKF-CPANE shows improved performance for both back-to-back (BTB) and transmission scenarios compared to the aforementioned algorithms. We further propose a weighted innovation approach (WIA) of the EKF-CPANE which gives an improvement of 0.3 dB in the Q-factor, compared to the original algorithm.

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

An Extended Kalman filter (EKF) for Mars Exploration Rover (MER) entry, descent, and landing reconstruction

Science.gov (United States)

Lisano, M. E.

2003-01-01

This paper describes the design and initial test results of an extended Kalman filter that has been developed at Jet Propulsion Laboratory (JPL) for post-flight reconstruction of the trajectory and attitude history of a spacecraft entering a planetary atmosphere and descending upon a parachute.

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.

Model Calibration of Exciter and PSS Using Extended Kalman Filter

Energy Technology Data Exchange (ETDEWEB)

Kalsi, Karanjit; Du, Pengwei; Huang, Zhenyu

2012-07-26

Power system modeling and controls continue to become more complex with the advent of smart grid technologies and large-scale deployment of renewable energy resources. As demonstrated in recent studies, inaccurate system models could lead to large-scale blackouts, thereby motivating the need for model calibration. Current methods of model calibration rely on manual tuning based on engineering experience, are time consuming and could yield inaccurate parameter estimates. In this paper, the Extended Kalman Filter (EKF) is used as a tool to calibrate exciter and Power System Stabilizer (PSS) models of a particular type of machine in the Western Electricity Coordinating Council (WECC). The EKF-based parameter estimation is a recursive prediction-correction process which uses the mismatch between simulation and measurement to adjust the model parameters at every time step. Numerical simulations using actual field test data demonstrate the effectiveness of the proposed approach in calibrating the parameters.

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...

A low false negative filter for detecting rare bird species from short video segments using a probable observation data set-based EKF method.

Science.gov (United States)

Song, Dezhen; Xu, Yiliang

2010-09-01

We report a new filter to assist the search for rare bird species. Since a rare bird only appears in front of a camera with very low occurrence (e.g., less than ten times per year) for very short duration (e.g., less than a fraction of a second), our algorithm must have a very low false negative rate. We verify the bird body axis information with the known bird flying dynamics from the short video segment. Since a regular extended Kalman filter (EKF) cannot converge due to high measurement error and limited data, we develop a novel probable observation data set (PODS)-based EKF method. The new PODS-EKF searches the measurement error range for all probable observation data that ensures the convergence of the corresponding EKF in short time frame. The algorithm has been extensively tested using both simulated inputs and real video data of four representative bird species. In the physical experiments, our algorithm has been tested on rock pigeons and red-tailed hawks with 119 motion sequences. The area under the ROC curve is 95.0%. During the one-year search of ivory-billed woodpeckers, the system reduces the raw video data of 29.41 TB to only 146.7 MB (reduction rate 99.9995%).

Active Fault Diagnosis for Hybrid Systems Based on Sensitivity Analysis and EKF

DEFF Research Database (Denmark)

Gholami, Mehdi; Schiøler, Henrik; Bak, Thomas

2011-01-01

in the estimation of the corresponding parameter. The fault detection and isolation is done by comparing the nominal parameters with those estimated by Extended Kalman Filter (EKF). In study, Gaussian noise is used as the input disturbance as well as the measurement noise for simulation. The method is implemented...

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.

Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

Science.gov (United States)

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Comparison Study on the Battery SoC Estimation with EKF and UKF Algorithms

Directory of Open Access Journals (Sweden)

Hongwen He

2013-09-01

Full Text Available The battery state of charge (SoC, whose estimation is one of the basic functions of battery management system (BMS, is a vital input parameter in the energy management and power distribution control of electric vehicles (EVs. In this paper, two methods based on an extended Kalman filter (EKF and unscented Kalman filter (UKF, respectively, are proposed to estimate the SoC of a lithium-ion battery used in EVs. The lithium-ion battery is modeled with the Thevenin model and the model parameters are identified based on experimental data and validated with the Beijing Driving Cycle. Then space equations used for SoC estimation are established. The SoC estimation results with EKF and UKF are compared in aspects of accuracy and convergence. It is concluded that the two algorithms both perform well, while the UKF algorithm is much better with a faster convergence ability and a higher accuracy.

Kalman filter-based tracking of moving objects using linear ultrasonic sensor array for road vehicles

Science.gov (United States)

Li, Shengbo Eben; Li, Guofa; Yu, Jiaying; Liu, Chang; Cheng, Bo; Wang, Jianqiang; Li, Keqiang

2018-01-01

Detection and tracking of objects in the side-near-field has attracted much attention for the development of advanced driver assistance systems. This paper presents a cost-effective approach to track moving objects around vehicles using linearly arrayed ultrasonic sensors. To understand the detection characteristics of a single sensor, an empirical detection model was developed considering the shapes and surface materials of various detected objects. Eight sensors were arrayed linearly to expand the detection range for further application in traffic environment recognition. Two types of tracking algorithms, including an Extended Kalman filter (EKF) and an Unscented Kalman filter (UKF), for the sensor array were designed for dynamic object tracking. The ultrasonic sensor array was designed to have two types of fire sequences: mutual firing or serial firing. The effectiveness of the designed algorithms were verified in two typical driving scenarios: passing intersections with traffic sign poles or street lights, and overtaking another vehicle. Experimental results showed that both EKF and UKF had more precise tracking position and smaller RMSE (root mean square error) than a traditional triangular positioning method. The effectiveness also encourages the application of cost-effective ultrasonic sensors in the near-field environment perception in autonomous driving systems.

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.

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.

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.

Data assimilation with an extended Kalman filter for impact-produced shock-wave dynamics

International Nuclear Information System (INIS)

Kao, Jim; Flicker, Dawn; Henninger, Rudy; Frey, Sarah; Ghil, Michael; Ide, Kayo

2004-01-01

Model assimilation of data strives to determine optimally the state of an evolving physical system from a limited number of observations. The present study represents the first attempt of applying the extended Kalman filter (EKF) method of data assimilation to shock-wave dynamics induced by a high-speed impact. EKF solves the full nonlinear state evolution and estimates its associated error-covariance matrix in time. The state variables obtained by the blending of past model evolution with currently available data, along with their associated minimized errors (or uncertainties), are then used as initial conditions for further prediction until the next time at which data becomes available. In this study, a one-dimensional (1D) finite-difference code is used along with data measured from a 1D flyer plate experiment. An ensemble simulation suggests that the nonlinearity of the modeled system can be reasonably tracked by EKF. The results demonstrate that the EKF assimilation of a limited amount of pressure data, measured at the middle of the target plate alone, helps track the evolution of all the state variables. The fidelity of EKF is further investigated with numerically generated synthetic data from so-called 'identical-twin experiments', in which the true state is known and various measurement techniques and strategies can be made easily simulated. We find that the EKF method can effectively assimilate the density fields, which are distributed sparsely in time to mimic radiographic data, into the modeled system

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)

Mover Position Detection for PMTLM Based on Linear Hall Sensors through EKF Processing.

Science.gov (United States)

Yan, Leyang; Zhang, Hui; Ye, Peiqing

2017-04-06

Accurate mover position is vital for a permanent magnet tubular linear motor (PMTLM) control system. In this paper, two linear Hall sensors are utilized to detect the mover position. However, Hall sensor signals contain third-order harmonics, creating errors in mover position detection. To filter out the third-order harmonics, a signal processing method based on the extended Kalman filter (EKF) is presented. The limitation of conventional processing method is first analyzed, and then EKF is adopted to detect the mover position. In the EKF model, the amplitude of the fundamental component and the percentage of the harmonic component are taken as state variables, and they can be estimated based solely on the measured sensor signals. Then, the harmonic component can be calculated and eliminated. The proposed method has the advantages of faster convergence, better stability and higher accuracy. Finally, experimental results validate the effectiveness and superiority of the proposed method.

A hybrid EKF and switching PSO algorithm for joint state and parameter estimation of lateral flow immunoassay models.

Science.gov (United States)

Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Liu, Xiaohui

2012-01-01

In this paper, a hybrid extended Kalman filter (EKF) and switching particle swarm optimization (SPSO) algorithm is proposed for jointly estimating both the parameters and states of the lateral flow immunoassay model through available short time-series measurement. Our proposed method generalizes the well-known EKF algorithm by imposing physical constraints on the system states. Note that the state constraints are encountered very often in practice that give rise to considerable difficulties in system analysis and design. The main purpose of this paper is to handle the dynamic modeling problem with state constraints by combining the extended Kalman filtering and constrained optimization algorithms via the maximization probability method. More specifically, a recently developed SPSO algorithm is used to cope with the constrained optimization problem by converting it into an unconstrained optimization one through adding a penalty term to the objective function. The proposed algorithm is then employed to simultaneously identify the parameters and states of a lateral flow immunoassay model. It is shown that the proposed algorithm gives much improved performance over the traditional EKF method.

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...

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.

Streamflow data assimilation in SWAT model using Extended Kalman Filter

Science.gov (United States)

Sun, Leqiang; Nistor, Ioan; Seidou, Ousmane

2015-12-01

The Extended Kalman Filter (EKF) is coupled with the Soil and Water Assessment Tools (SWAT) model in the streamflow assimilation of the upstream Senegal River in West Africa. Given the large number of distributed variables in SWAT, only the average watershed scale variables are included in the state vector and the Hydrological Response Unit (HRU) scale variables are updated with the a posteriori/a priori ratio of their watershed scale counterparts. The Jacobian matrix is calculated numerically by perturbing the state variables. Both the soil moisture and CN2 are significantly updated in the wet season, yet they have opposite update patterns. A case study for a large flood forecast shows that for up to seven days, the streamflow forecast is moderately improved using the EKF-subsequent open loop scheme but significantly improved with a newly designed quasi-error update scheme. The former has better performances in the flood rising period while the latter has better performances in the recession period. For both schemes, the streamflow forecast is improved more significantly when the lead time is shorter.

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

Gene regulatory network inference by point-based Gaussian approximation filters incorporating the prior information.

Science.gov (United States)

Jia, Bin; Wang, Xiaodong

2013-12-17

: The extended Kalman filter (EKF) has been applied to inferring gene regulatory networks. However, it is well known that the EKF becomes less accurate when the system exhibits high nonlinearity. In addition, certain prior information about the gene regulatory network exists in practice, and no systematic approach has been developed to incorporate such prior information into the Kalman-type filter for inferring the structure of the gene regulatory network. In this paper, an inference framework based on point-based Gaussian approximation filters that can exploit the prior information is developed to solve the gene regulatory network inference problem. Different point-based Gaussian approximation filters, including the unscented Kalman filter (UKF), the third-degree cubature Kalman filter (CKF3), and the fifth-degree cubature Kalman filter (CKF5) are employed. Several types of network prior information, including the existing network structure information, sparsity assumption, and the range constraint of parameters, are considered, and the corresponding filters incorporating the prior information are developed. Experiments on a synthetic network of eight genes and the yeast protein synthesis network of five genes are carried out to demonstrate the performance of the proposed framework. The results show that the proposed methods provide more accurate inference results than existing methods, such as the EKF and the traditional UKF.

Optimization-based particle filter for state and parameter estimation

Institute of Scientific and Technical Information of China (English)

Li Fu; Qi Fei; Shi Guangming; Zhang Li

2009-01-01

In recent years, the theory of particle filter has been developed and widely used for state and parameter estimation in nonlinear/non-Gaussian systems. Choosing good importance density is a critical issue in particle filter design. In order to improve the approximation of posterior distribution, this paper provides an optimization-based algorithm (the steepest descent method) to generate the proposal distribution and then sample particles from the distribution. This algorithm is applied in 1-D case, and the simulation results show that the proposed particle filter performs better than the extended Kalman filter (EKF), the standard particle filter (PF), the extended Kalman particle filter (PF-EKF) and the unscented particle filter (UPF) both in efficiency and in estimation precision.

An extended Kalman filter with inequality constraints for real-time detection of intradialytic hypotension.

Science.gov (United States)

Ansari, Sardar; Molaei, Somayeh; Oldham, Kenn; Heung, Michael; Ward, Kevin R; Najarian, Kayvan

2017-07-01

Intradialytic hypotension (IDH) is the most common complication of hemodialysis, affecting 15-50% of all dialysis sessions. Previously, we had presented a non-invasive Polyvinylidene Fluoride (PVDF) based sensor in the form of a ring to measure vascular tone and we showed that the morphology of the signal can be utilized to predict IDH. This paper presents an approach for analyzing the PVDF signal using extended Kalman filter (EKF) and a synthetic model that has previously been used to model the ECG signal with Gaussian functions. Moreover, a novel approach for incorporating state inequality constraints into the EKF process using a gradient projection method is introduced. The taut string algorithm was first used to estimate the outline of the signal and remove it to highlight the reflection waves. Then, the EKF was used to characterize the morphology of the signal using Gaussian functions. The amplitudes of the Gaussian functions were used as features to train a classifier. The results indicated that the PPV and NPV for the prediction were 83.33% and 100%, respectively.

Quaternion normalization in additive EKF for spacecraft attitude determination

Science.gov (United States)

Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.

1991-01-01

This work introduces, examines, and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter (EKF) to spacecraft attitude determination, which is based on vector measurements. Two new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstrate the performance of all three schemes. A fourth scheme is suggested for future research. Although the schemes were tested for spacecraft attitude determination, the conclusions are general and hold for attitude determination of any three dimensional body when based on vector measurements, and use an additive EKF for estimation, and the quaternion for specifying the attitude.

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

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.

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.

A novel spatiotemporal muscle activity imaging approach based on the Extended Kalman Filter.

Science.gov (United States)

Wang, Jing; Zhang, Yingchun; Zhu, Xiangjun; Zhou, Ping; Liu, Chenguang; Rymer, William Z

2012-01-01

A novel spatiotemporal muscle activity imaging (sMAI) approach has been developed using the Extended Kalman Filter (EKF) to reconstruct internal muscle activities from non-invasive multi-channel surface electromyogram (sEMG) recordings. A distributed bioelectric dipole source model is employed to describe the internal muscle activity space, and a linear relationship between the muscle activity space and the sEMG measurement space is then established. The EKF is employed to recursively solve the ill-posed inverse problem in the sMAI approach, in which the weighted minimum norm (WMN) method is utilized to calculate the initial state and a new nonlinear method is developed based on the propagating features of muscle activities to predict the recursive state. A series of computer simulations was conducted to test the performance of the proposed sMAI approach. Results show that the localization error rapidly decreases over 35% and the overlap ratio rapidly increases over 45% compared to the results achieved using the WMN method only. The present promising results demonstrate the feasibility of utilizing the proposed EKF-based sMAI approach to accurately reconstruct internal muscle activities from non-invasive sEMG recordings.

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.

Filtering in hybrid dynamic Bayesian networks

DEFF Research Database (Denmark)

Andersen, Morten Nonboe; Andersen, Rasmus Ørum; Wheeler, Kevin

2004-01-01

for inference. We extend the experiment and perform approximate inference using The Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). Furthermore, we combine these techniques in a 'non-strict' Rao-Blackwellisation framework and apply it to the watertank system. We show that UKF and UKF in a PF...... framework outperform the generic PF, EKF and EKF in a PF framework with respect to accuracy and robustness in terms of estimation RMSE (root-mean-square error). Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. We also show...... that the choice of network structure is very important for the performance of the generic PF and the EKF algorithms, but not for the UKF algorithms. Furthermore, we investigate the influence of data noise in the watertank simulation. Theory and implementation is based on the theory presented in (v.d. Merwe et al...

Optimal Nonlinear Filter for INS Alignment

Institute of Scientific and Technical Information of China (English)

赵瑞; 顾启泰

2002-01-01

All the methods to handle the inertial navigation system (INS) alignment were sub-optimal in the past. In this paper, particle filtering (PF) as an optimal method is used for solving the problem of INS alignment. A sub-optimal two-step filtering algorithm is presented to improve the real-time performance of PF. The approach combines particle filtering with Kalman filtering (KF). Simulation results illustrate the superior performance of these approaches when compared with extended Kalman filtering (EKF).

Nonlinear Kalman filtering in affine term structure models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

2014-01-01

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed-income applications. We investigate whether the unscented Kalman filter should be used to capture nonlinearities and compare the performance of the Kalman filter...... with that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in the states, and cap prices, which are highly nonlinear. When caps are used to filter the states, the unscented Kalman filter significantly outperforms its extended counterpart. The unscented Kalman filter also...... performs well when compared with the much more computationally intensive particle filter. These findings suggest that the unscented Kalman filter may be a good approach for a variety of problems in fixed-income pricing....

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.

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.

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

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.

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.

Very-low speed control of PMSM based on EKF estimation with closed loop optimized parameters.

Science.gov (United States)

Xu, Dong; Zhang, Shaoguang; Liu, Jingmeng

2013-11-01

When calculating the speed from the position of permanent magnet synchronous motor (PMSM), the accuracy and real-time are limited by the precision of the sensor. This problem causes crawling and jitter at very-low speed. Using the angle from the position sensor, an extended Kalman filter (EKF) designed in dq-coordinate is presented to solve this problem. The usage of position sensor simplifies the model and improves the accuracy of speed estimation. Specially, a closed loop optimal (CLO) method is devised to overcome the difficulty to adjust the parameters of the EKF. The EKF is the feedback link of speed control, CLO method is derived from the perspective of the speed step response to optimize the measurement covariance matrix and the system covariance matrix of EKF. Simulation and experimental results, comparing the low-speed performance of the EKF and sensor feedback methods, prove the effectiveness of the method to adjust the parameters of EKF and the advantages in eliminating the low speed jitter. © 2013 ISA. Published by ISA. All rights reserved.

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.

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.

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.

Performance enhancement for a GPS vector-tracking loop utilizing an adaptive iterated extended Kalman filter.

Science.gov (United States)

Chen, Xiyuan; Wang, Xiying; Xu, Yuan

2014-12-09

This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively.

Nonlinear control of a multicomponent distillation process coupled with a binary distillation model as an EKF predictor.

Science.gov (United States)

Jana, Amiya Kumar; Ganguly, Saibal; Samanta, Amar Nath

2006-10-01

The work is devoted to design the globally linearizing control (GLC) strategy for a multicomponent distillation process. The control system is comprised with a nonlinear transformer, a nonlinear closed-loop state estimator [extended Kalman filter (EKF)], and a linear external controller [conventional proportional integral (PI) controller]. The model of a binary distillation column has been used as a state predictor to avoid huge design complexity of the EKF estimator. The binary components are the light key and the heavy key of the multicomponent system. The proposed GLC-EKF (GLC in conjunction with EKF) control algorithm has been compared with the GLC-ROOLE [GLC coupled with reduced-order open-loop estimator (ROOLE)] and the dual-loop PI controller based on set point tracking and disturbance rejection performance. Despite huge process/predictor mismatch, the superiority of the GLC-EKF has been inspected over the GLC-ROOLE control structure.

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....

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.

A comparison of nonlinear filtering approaches in the context of an HIV model.

Science.gov (United States)

Banks, H Thomas; Hu, Shuhua; Kenz, Zackary R; Tran, Hien T

2010-04-01

In this paper three different filtering methods, the Extended Kalman Filter (EKF), the Gauss-Hermite Filter (GHF), and the Unscented Kalman Filter (UKF), are compared for state-only and coupled state and parameter estimation when used with log state variables of a model of the immunologic response to the human immunodeficiency virus (HIV) in individuals. The filters are implemented to estimate model states as well as model parameters from simulated noisy data, and are compared in terms of estimation accuracy and computational time. Numerical experiments reveal that the GHF is the most computationally expensive algorithm, while the EKF is the least expensive one. In addition, computational experiments suggest that there is little difference in the estimation accuracy between the UKF and GHF. When measurements are taken as frequently as every week to two weeks, the EKF is the superior filter. When measurements are further apart, the UKF is the best choice in the problem under investigation.

Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics

Institute of Scientific and Technical Information of China (English)

Zhaoxia PU; Joshua HACKER

2009-01-01

This study examines the effectiveness of ensemble Kalman filters in data assimilation with the strongly nonlinear dynamics of the Lorenz-63 model, and in particular their use in predicting the regime transition that occurs when the model jumps from one basin of attraction to the other. Four configurations of the ensemble-based Kalman filtering data assimilation techniques, including the ensemble Kalman filter, ensemble adjustment Kalman filter, ensemble square root filter and ensemble transform Kalman filter, are evaluated with their ability in predicting the regime transition (also called phase transition) and also are compared in terms of their sensitivity to both observational and sampling errors. The sensitivity of each ensemble-based filter to the size of the ensemble is also examined.

Improved Kalman Filter-Based Speech Enhancement with Perceptual Post-Filtering

Institute of Scientific and Technical Information of China (English)

WEIJianqiang; DULimin; YANZhaoli; ZENGHui

2004-01-01

In this paper, a Kalman filter-based speech enhancement algorithm with some improvements of previous work is presented. A new technique based on spectral subtraction is used for separation speech and noise characteristics from noisy speech and for the computation of speech and noise Autoregressive (AR) parameters. In order to obtain a Kalman filter output with high audible quality, a perceptual post-filter is placed at the output of the Kalman filter to smooth the enhanced speech spectra.Extensive experiments indicate that this newly proposed method works well.

A new extended H∞ filter for discrete nonlinear systems

Institute of Scientific and Technical Information of China (English)

张永安; 周荻; 段广仁

2004-01-01

Nonlinear estimation problem is investigated in this paper. By extension of a linear H∞ estimation with corrector-predictor form to nonlinear cases, a new extended H∞ filter is proposed for time-varying discretetime nonlinear systems. The new filter has a simple observer structure based on a local linearization model, and can be viewed as a general case of the extended Kalman filter (EKF). An example demonstrates that the new filter with a suitable-chosen prescribed H∞ bound performs better than the EKF.

Control of spatial xenon oscillations in pressurized water reactors via the Kalman filter

International Nuclear Information System (INIS)

Lin, C.; Lin, Y.J.

1994-01-01

A direct control method is developed to control the spatial xenon oscillations in pressurized water reactors. The xenon and iodine concentration difference between the top and bottom halves of the core is estimated by using the extended Kalman filter (EKF), which is a closed-loop estimation method. The measurement equation used in the observer is the axial offset measurement equation, which reflects the xenon unbalanced effect on the axial offset. Meanwhile, some of the coefficients of the observer are estimated on-line to reduce estimation error resulting from model error, i.e., simplified xenon and iodine dynamics. Therefore, the estimation can be guaranteed to be accurate, and the success of the estimation does not greatly depend on the accuracy of the observer model. The predicted one-step ahead xenon concentration, by using the EKF, was used to calculate the possible axial offset variation, and then the control rod motion was calculated to compensate for it. The simulation results show that the proposed method successfully controls the xenon oscillations

Damage Detection for Continuous Bridge Based on Static-Dynamic Condensation and Extended Kalman Filtering

Directory of Open Access Journals (Sweden)

Haoxiang He

2014-01-01

Full Text Available As an effective and classical method about physical parameter identification, extended Kalman filtering (EKF algorithm is widely used in structural damage identification, but the equations and solutions for the structure with bending deformation are not established based on EKF. The degrees of freedom about rotation can be eliminated by the static condensation method, and the dynamic condensation method considering Rayleigh damping is proposed in order to establish the equivalent and simplified modal based on complex finite element model such as continuous girder bridge. According to the requirement of bridge inspection and health monitoring, the online and convenient damage detection method based on EKF is presented. The impact excitation can be generated only on one location by one hammer actuator, and the signal in free vibration is analyzed. The deficiency that the complex excitation information is needed based on the traditional method is overcome. As a numerical example, a three-span continuous girder bridge is simulated, and the corresponding stiffness, the damage location and degree, and the damping parameter are identified accurately. It is verified that the method is suitable for the dynamic signal with high noise-signal ratio; the convergence speed is fast and this method is feasible for application.

Feature Selection Criteria for Real Time EKF-SLAM Algorithm

Directory of Open Access Journals (Sweden)

Fernando Auat Cheein

2010-02-01

Full Text Available This paper presents a seletion procedure for environmet features for the correction stage of a SLAM (Simultaneous Localization and Mapping algorithm based on an Extended Kalman Filter (EKF. This approach decreases the computational time of the correction stage which allows for real and constant-time implementations of the SLAM. The selection procedure consists in chosing the features the SLAM system state covariance is more sensible to. The entire system is implemented on a mobile robot equipped with a range sensor laser. The features extracted from the environment correspond to lines and corners. Experimental results of the real time SLAM algorithm and an analysis of the processing-time consumed by the SLAM with the feature selection procedure proposed are shown. A comparison between the feature selection approach proposed and the classical sequential EKF-SLAM along with an entropy feature selection approach is also performed.

Online transition matrix identification of the state evolution model for the extended Kalman filter in electrical impedance tomography

International Nuclear Information System (INIS)

Moura, Fernando S; Aya, Julio C C; Lima, Raul G; Fleury, Agenor T

2008-01-01

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on contour electrical potential measurements caused by an imposed electrical current distribution into the boundary. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, it is observed poor tracking ability of the Extended Kalman Filter (EKF). An analytically developed evolution model is not feasible at this moment. The present work investigates the possibility of identifying the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model is identified using the history of resistivity distribution obtained by a sensitivity matrix based algorithm. To numerically identify the linear evolution model, it is used the Ibrahim Time Domain Method, normally used to identify the transition matrix on structural dynamics. The investigation was performed by numerical simulations of a time varying domain with the addition of noise. Numerical dificulties to compute the transition matrix were solved using a Tikhonov regularization. The EKF numerical simulations suggest that the tracking ability is significantly improved.

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.

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.

Prediction of L70 lumen maintenance and chromaticity for LEDs using extended Kalman filter models

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-09-30

Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. The measured state variable has been related to the underlying damage using physics-based models. Life

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.

Gas Path Health Monitoring for a Turbofan Engine Based on a Nonlinear Filtering Approach

Directory of Open Access Journals (Sweden)

Yiqiu Lv

2013-01-01

Full Text Available Different approaches for gas path performance estimation of dynamic systems are commonly used, the most common being the variants of the Kalman filter. The extended Kalman filter (EKF method is a popular approach for nonlinear systems which combines the traditional Kalman filtering and linearization techniques to effectively deal with weakly nonlinear and non-Gaussian problems. Its mathematical formulation is based on the assumption that the probability density function (PDF of the state vector can be approximated to be Gaussian. Recent investigations have focused on the particle filter (PF based on Monte Carlo sampling algorithms for tackling strong nonlinear and non-Gaussian models. Considering the aircraft engine is a complicated machine, operating under a harsh environment, and polluted by complex noises, the PF might be an available way to monitor gas path health for aircraft engines. Up to this point in time a number of Kalman filtering approaches have been used for aircraft turbofan engine gas path health estimation, but the particle filters have not been used for this purpose and a systematic comparison has not been published. This paper presents gas path health monitoring based on the PF and the constrained extend Kalman particle filter (cEKPF, and then compares the estimation accuracy and computational effort of these filters to the EKF for aircraft engine performance estimation under rapid faults and general deterioration. Finally, the effects of the constraint mechanism and particle number on the cEKPF are discussed. We show in this paper that the cEKPF outperforms the EKF, PF and EKPF, and conclude that the cEKPF is the best choice for turbofan engine health monitoring.

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.

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.

Vehicle Sideslip Angle Estimation Based on Hybrid Kalman Filter

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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.

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

Leader-Follower Tracking System for Agricultural Vehicles: Fusion of Laser and Odometry Positioning Using Extended Kalman Filter

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Zhang Lin Huan

2015-03-01

Full Text Available The aim of this research was to develop a safe human-driven and autonomous leader-follower tracking system for an autonomous tractor. To enable the tracking system, a laser range finder (LRF-based landmark detection system was designed to observe the relative position between a leader and a follower used in agricultural operations. The virtual follower-based formation-tracking algorithm was developed to minimize tracking errors and ensure safety. An extended Kalman filter (EKF was implemented for fusing LRF and odometry position to ensure stability of tracking in noisy farmland conditions. Simulations were conducted for tracking the leader in small and large sinusoidal curved paths. Simulated results verified high accuracy of formation tracking, stable velocity, and regulated steering angle of the follower. The tracking method confirmed the follower could follow the leader with a required formation safely and steadily in noisy conditions. The EKF helped to improve observation accuracy, velocity, and steering angle stability of the follower. As a result of the improved accuracy of observation and motion action, the tracking performance for lateral, longitudinal, and heading were also improved after the EKF was implemented in the tracking system.

Generalized unscented Kalman filtering based radial basis function neural network for the prediction of ground radioactivity time series with missing data

International Nuclear Information System (INIS)

Wu Xue-Dong; Liu Wei-Ting; Zhu Zhi-Yu; Wang Yao-Nan

2011-01-01

On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent. (geophysics, astronomy, and astrophysics)

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....

Electrical Resistance Imaging of Bubble Boundary in Annular Two-Phase Flows Using Unscented Kalman Filter

International Nuclear Information System (INIS)

Lee, Jeong Seong; Chung, Soon Il; Ljaz, Umer Zeeshan; Khambampati, Anil Kumar; Kim, Kyung Youn; Kim, Sin Kim

2007-01-01

For the visualization of the phase boundary in annular two-phase flows, the electrical resistance tomography (ERT) technique is introduced. In ERT, a set of predetermined electrical currents is injected trough the electrodes placed on the boundary of the flow passage and the induced electrical potentials are measured on the electrode. With the relationship between the injected currents and the induced voltages, the electrical conductivity distribution across the flow domain is estimated through the image reconstruction algorithm. In this, the conductivity distribution corresponds to the phase distribution. In the application of ERT to two-phase flows where there are only two conductivity values, the conductivity distribution estimation problem can be transformed into the boundary estimation problem. This paper considers a bubble boundary estimation with ERT in annular two-phase flows. As the image reconstruction algorithm, the unscented Kalman filter (UKF) is adopted since from the control theory it is reported that the UKF shows better performance than the extended Kalman filter (EKF) that has been commonly used. We formulated the UKF algorithm to be incorporate into the image reconstruction algorithm for the present problem. Also, phantom experiments have been conducted to evaluate the improvement by UKF

Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

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Shiyuan Wang

2017-01-01

Full Text Available Conventional low degree spherical simplex-radial cubature Kalman filters often generate low filtering accuracy or even diverge for handling highly nonlinear systems. The high-degree Kalman filters can improve filtering accuracy at the cost of increasing computational complexity; nevertheless their stability will be influenced by the negative weights existing in the high-dimensional systems. To efficiently improve filtering accuracy and stability, a novel mixed-degree spherical simplex-radial cubature Kalman filter (MSSRCKF is proposed in this paper. The accuracy analysis shows that the true posterior mean and covariance calculated by the proposed MSSRCKF can agree accurately with the third-order moment and the second-order moment, respectively. Simulation results show that, in comparison with the conventional spherical simplex-radial cubature Kalman filters that are based on the same degrees, the proposed MSSRCKF can perform superior results from the aspects of filtering accuracy and computational complexity.

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.

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

Boundary Value Problems Arising in Kalman Filtering

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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.

Boundary Value Problems Arising in Kalman Filtering

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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.

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.

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

International Nuclear Information System (INIS)

Bukhari, W; Hong, S-M

2015-01-01

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR + , implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR + algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR + implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR + in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR + . The experimental results show that the EKF-GPR + algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR + reduces the patient-wise RMS error to 37%, 39% and 42

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

Science.gov (United States)

Bukhari, W.; Hong, S.-M.

2015-01-01

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR+, implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR+ algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR+ implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR+ in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR+. The experimental results show that the EKF-GPR+ algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR+ reduces the patient-wise RMS error to 37%, 39% and 42% in

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression.

Science.gov (United States)

Bukhari, W; Hong, S-M

2015-01-07

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR(+), implements a gating function without pre-specifying a particular region of the patient's breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR(+) algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR(+) implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR(+) in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR(+). The experimental results show that the EKF-GPR(+) algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR(+) reduces the patient-wise RMS error to 37%, 39% and

Personalized State-space Modeling of Glucose Dynamics for Type 1 Diabetes Using Continuously Monitored Glucose, Insulin Dose, and Meal Intake: An Extended Kalman Filter Approach.

Science.gov (United States)

Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan

2014-03-01

An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. © 2014 Diabetes Technology Society.

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....

Assimilation of lake water surface temperature observations using an extended Kalman filter

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Ekaterina Kourzeneva

2014-10-01

Full Text Available A new extended Kalman filter (EKF-based algorithm to assimilate lake water surface temperature (LWST observations into the lake model/parameterisation scheme Freshwater Lake (FLake has been developed. The data assimilation algorithm has been implemented into the stand-alone offline version of FLake. The mixed and non-mixed regimes in lakes are treated separately by the EKF algorithm. The timing of the ice period is indicated implicitly: no ice if water surface temperature is measured. Numerical experiments are performed using operational in-situ observations for 27 lakes and merged observations (in-situ plus satellite for 4 lakes in Finland. Experiments are analysed, potential problems are discussed, and the role of early spring observations is studied. In general, results of experiments are promising: (1 the impact of observations (calculated as the normalised reduction of the LWST root mean square error comparing to the free model run is more than 90% and (2 in cross-validation (when observations are partly assimilated, partly used for validation the normalised reduction of the LWST error standard deviation is more than 65%. The new data assimilation algorithm will allow prognostic variables in the lake parameterisation scheme to be initialised in operational numerical weather prediction models and the effects of model errors to be corrected by using LWST observations.

NONLINEAR FILTER METHOD OF GPS DYNAMIC POSITIONING BASED ON BANCROFT ALGORITHM

Institute of Scientific and Technical Information of China (English)

ZHANGQin; TAOBen-zao; ZHAOChao-ying; WANGLi

2005-01-01

Because of the ignored items after linearization, the extended Kalman filter (EKF) becomes a form of suboptimal gradient descent algorithm. The emanative tendency exists in GPS solution when the filter equations are ill-posed. The deviation in the estimation cannot be avoided. Furthermore, the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions. To solve the above problems in GPS dynamic positioning by using EKF, a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American. The method separates the spatial parts from temporal parts during processing the GPS filter problems, and solves the nonlinear GPS dynamic positioning, thus getting stable and reliable dynamic positioning solutions.

Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

Institute of Scientific and Technical Information of China (English)

Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

2016-01-01

Kalman filtering problem for singular systems is dealt with,where the measurements consist of instantaneous measurements and delayed ones,and the plant includes multiplicative noise.By utilizing standard singular value decomposition,the restricted equivalent delayed system is presented,and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma.The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations,and a numerical example is presented to show the validity and efficiency of the proposed approach,where the comparison between the filter and predictor is also given.

Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

Institute of Scientific and Technical Information of China (English)

Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

2016-01-01

Kalman filtering problem for singular systems is dealt with, where the measurements consist of instantaneous measurements and delayed ones, and the plant includes multiplicative noise. By utilizing standard singular value decomposition, the restricted equivalent delayed system is presented, and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma. The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations, and a numerical example is presented to show the validity and efficiency of the proposed approach, where the comparison between the filter and predictor is also given.

Robotic fish tracking method based on suboptimal interval Kalman filter

Science.gov (United States)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.

An Adaptive Particle Weighting Strategy for ECG Denoising Using Marginalized Particle Extended Kalman Filter: An Evaluation in Arrhythmia Contexts.

Science.gov (United States)

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-11-01

Model-based Bayesian frameworks have a common problem in processing electrocardiogram (ECG) signals with sudden morphological changes. This situation often happens in the case of arrhythmias where ECGs do not obey the predefined state models. To solve this problem, in this paper, a model-based Bayesian denoising framework is proposed using marginalized particle-extended Kalman filter (MP-EKF), variational mode decomposition, and a novel fuzzy-based adaptive particle weighting strategy. This strategy helps MP-EKF to perform well even when the morphology of signal does not comply with the predefined dynamic model. In addition, this strategy adapts MP-EKF's behavior to the acquired measurements in different input signal to noise ratios (SNRs). At low input SNRs, this strategy decreases the particles' trust level to the measurements while increasing their trust level to a synthetic ECG constructed with the feature parameters of ECG dynamic model. At high input SNRs, the particles' trust level to the measurements is increased and the trust level to synthetic ECG is decreased. The proposed method was evaluated on MIT-BIH normal sinus rhythm database and compared with EKF/EKS frameworks and previously proposed MP-EKF. It was also evaluated on ECG segments extracted from MIT-BIH arrhythmia database, which contained ventricular and atrial arrhythmia. The results showed that the proposed algorithm had a noticeable superiority over benchmark methods from both SNR improvement and multiscale entropy based weighted distortion (MSEWPRD) viewpoints at low input SNRs.

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.

An adaptive filtering method based on EMD for X-ray pulsar navigation with uncertain measurement noise

Directory of Open Access Journals (Sweden)

Li N.

2017-01-01

Full Text Available Affected by the unstable pulse radiation and the pulsar directional errors, the statistical characteristics of the pulsar measurement noise may vary with time slowly and cannot be accurately determined, which cause the filtering accuracy of the extended Kalman filter(EKF in pulsar navigation positioning system decline sharply or even diverge. To solve this problem, an adaptive extended Kalman filtering algorithm based on the empirical mode decomposition(EMD is proposed. In this method, the high frequency noise is separated from measurement information of pulsar by the method of EMD, and the noise variance can be estimated to update the parameters of EKF. The simulation results demonstrate that compared with conventional EKF, the proposed method can adaptively track the change of the measurement noise, and still keeps high estimation accuracy with unknown measurement noise, the positioning accuracy of the pulsar navigation is improved simultaneously.

Fusing inertial sensor data in an extended Kalman filter for 3D camera tracking.

Science.gov (United States)

Erdem, Arif Tanju; Ercan, Ali Özer

2015-02-01

In a setup where camera measurements are used to estimate 3D egomotion in an extended Kalman filter (EKF) framework, it is well-known that inertial sensors (i.e., accelerometers and gyroscopes) are especially useful when the camera undergoes fast motion. Inertial sensor data can be fused at the EKF with the camera measurements in either the correction stage (as measurement inputs) or the prediction stage (as control inputs). In general, only one type of inertial sensor is employed in the EKF in the literature, or when both are employed they are both fused in the same stage. In this paper, we provide an extensive performance comparison of every possible combination of fusing accelerometer and gyroscope data as control or measurement inputs using the same data set collected at different motion speeds. In particular, we compare the performances of different approaches based on 3D pose errors, in addition to camera reprojection errors commonly found in the literature, which provides further insight into the strengths and weaknesses of different approaches. We show using both simulated and real data that it is always better to fuse both sensors in the measurement stage and that in particular, accelerometer helps more with the 3D position tracking accuracy, whereas gyroscope helps more with the 3D orientation tracking accuracy. We also propose a simulated data generation method, which is beneficial for the design and validation of tracking algorithms involving both camera and inertial measurement unit measurements in general.

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.

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...

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....

Pedestrian Path Prediction with Recursive Bayesian Filters: A Comparative Study

NARCIS (Netherlands)

Schneider, N.; Gavrila, D.M.

2013-01-01

In the context of intelligent vehicles, we perform a comparative study on recursive Bayesian filters for pedestrian path prediction at short time horizons (< 2s). We consider Extended Kalman Filters (EKF) based on single dynamical models and Interacting Multiple Models (IMM) combining several such

A hybrid algorithm combining EKF and RLS in synchronous estimation of road grade and vehicle' mass for a hybrid electric bus

Science.gov (United States)

Sun, Yong; Li, Liang; Yan, Bingjie; Yang, Chao; Tang, Gongyou

2016-02-01

This paper proposes a novel hybrid algorithm for simultaneously estimating the vehicle mass and road grade for hybrid electric bus (HEB). First, the road grade in current step is estimated using extended Kalman filter (EKF) with the initial state including velocity and engine torque. Second, the vehicle mass is estimated twice, one with EKF and the other with recursive least square (RLS) using the estimated road grade. A more accurate value of the estimated mass is acquired by weighting the trade-off between EKF and RLS. Finally, the road grade and vehicle mass thus obtained are used as the initial states for the next step, and two variables could be decoupled from the nonlinear vehicle dynamics by performing the above procedure repeatedly. Simulation results show that in different starting conditions, the proposed algorithm provides higher accuracy and faster convergence speed, compared with the results using EKF or RLS alone.

Harmonic Detection at Initialization With Kalman Filter

DEFF Research Database (Denmark)

Hussain, Dil Muhammad Akbar; Imran, Raja Muhammad; Shoro, Ghulam Mustafa

2014-01-01

Most power electronic equipment these days generate harmonic disturbances, these devices hold nonlinear voltage/current characteristic. The harmonics generated can potentially be harmful to the consumer supply. Typically, filters are integrated at the power source or utility location to filter out...... the affect of harmonics on the supply. For the detection of these harmonics various techniques are available and one of that technique is the Kalman filter. In this paper we investigate that what are the consequences when harmonic detection system based on Kalman Filtering is initialized...

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.

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.

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

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.

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

Altaf, Muhammad

2014-08-01

This study evaluates and compares the performances of several variants of the popular ensembleKalman filter for the assimilation of storm surge data with the advanced circulation (ADCIRC) model. Using meteorological data from Hurricane Ike to force the ADCIRC model on a domain including the Gulf ofMexico coastline, the authors implement and compare the standard stochastic ensembleKalman filter (EnKF) and three deterministic square root EnKFs: the singular evolutive interpolated Kalman (SEIK) filter, the ensemble transform Kalman filter (ETKF), and the ensemble adjustment Kalman filter (EAKF). Covariance inflation and localization are implemented in all of these filters. The results from twin experiments suggest that the square root ensemble filters could lead to very comparable performances with appropriate tuning of inflation and localization, suggesting that practical implementation details are at least as important as the choice of the square root ensemble filter itself. These filters also perform reasonably well with a relatively small ensemble size, whereas the stochastic EnKF requires larger ensemble sizes to provide similar accuracy for forecasts of storm surge.

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

Altaf, Muhammad; Butler, T.; Mayo, T.; Luo, X.; Dawson, C.; Heemink, A. W.; Hoteit, Ibrahim

2014-01-01

This study evaluates and compares the performances of several variants of the popular ensembleKalman filter for the assimilation of storm surge data with the advanced circulation (ADCIRC) model. Using meteorological data from Hurricane Ike to force the ADCIRC model on a domain including the Gulf ofMexico coastline, the authors implement and compare the standard stochastic ensembleKalman filter (EnKF) and three deterministic square root EnKFs: the singular evolutive interpolated Kalman (SEIK) filter, the ensemble transform Kalman filter (ETKF), and the ensemble adjustment Kalman filter (EAKF). Covariance inflation and localization are implemented in all of these filters. The results from twin experiments suggest that the square root ensemble filters could lead to very comparable performances with appropriate tuning of inflation and localization, suggesting that practical implementation details are at least as important as the choice of the square root ensemble filter itself. These filters also perform reasonably well with a relatively small ensemble size, whereas the stochastic EnKF requires larger ensemble sizes to provide similar accuracy for forecasts of storm surge.

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.

ECG denoising and fiducial point extraction using an extended Kalman filtering framework with linear and nonlinear phase observations.

Science.gov (United States)

Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Armoundas, Antonis A; Sayadi, Omid

2016-02-01

In this paper we propose an efficient method for denoising and extracting fiducial point (FP) of ECG signals. The method is based on a nonlinear dynamic model which uses Gaussian functions to model ECG waveforms. For estimating the model parameters, we use an extended Kalman filter (EKF). In this framework called EKF25, all the parameters of Gaussian functions as well as the ECG waveforms (P-wave, QRS complex and T-wave) in the ECG dynamical model, are considered as state variables. In this paper, the dynamic time warping method is used to estimate the nonlinear ECG phase observation. We compare this new approach with linear phase observation models. Using linear and nonlinear EKF25 for ECG denoising and nonlinear EKF25 for fiducial point extraction and ECG interval analysis are the main contributions of this paper. Performance comparison with other EKF-based techniques shows that the proposed method results in higher output SNR with an average SNR improvement of 12 dB for an input SNR of -8 dB. To evaluate the FP extraction performance, we compare the proposed method with a method based on partially collapsed Gibbs sampler and an established EKF-based method. The mean absolute error and the root mean square error of all FPs, across all databases are 14 ms and 22 ms, respectively, for our proposed method, with an advantage when using a nonlinear phase observation. These errors are significantly smaller than errors obtained with other methods. For ECG interval analysis, with an absolute mean error and a root mean square error of about 22 ms and 29 ms, the proposed method achieves better accuracy and smaller variability with respect to other methods.

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.

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

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....

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.

Development of an extended Kalman filter for the self-sensing application of a spring-biased shape memory alloy wire actuator

International Nuclear Information System (INIS)

Gurung, H; Banerjee, A

2016-01-01

This report presents the development of an extended Kalman filter (EKF) to harness the self-sensing capability of a shape memory alloy (SMA) wire, actuating a linear spring. The stress and temperature of the SMA wire, constituting the state of the system, are estimated using the EKF, from the measured change in electrical resistance (ER) of the SMA. The estimated stress is used to compute the change in length of the spring, eliminating the need for a displacement sensor. The system model used in the EKF comprises the heat balance equation and the constitutive relation of the SMA wire coupled with the force–displacement behavior of a spring. Both explicit and implicit approaches are adopted to evaluate the system model at each time-update step of the EKF. Next, in the measurement-update step, estimated states are updated based on the measured electrical resistance. It has been observed that for the same time step, the implicit approach consumes less computational time than the explicit method. To verify the implementation, EKF estimated states of the system are compared with those of an established model for different inputs to the SMA wire. An experimental setup is developed to measure the actual spring displacement and ER of the SMA, for any time-varying voltage applied to it. The process noise covariance is decided using a heuristic approach, whereas the measurement noise covariance is obtained experimentally. Finally, the EKF is used to estimate the spring displacement for a given input and the corresponding experimentally obtained ER of the SMA. The qualitative agreement between the EKF estimated displacement with that obtained experimentally reveals the true potential of this approach to harness the self-sensing capability of the SMA. (paper)

Development of an extended Kalman filter for the self-sensing application of a spring-biased shape memory alloy wire actuator

Science.gov (United States)

Gurung, H.; Banerjee, A.

2016-02-01

This report presents the development of an extended Kalman filter (EKF) to harness the self-sensing capability of a shape memory alloy (SMA) wire, actuating a linear spring. The stress and temperature of the SMA wire, constituting the state of the system, are estimated using the EKF, from the measured change in electrical resistance (ER) of the SMA. The estimated stress is used to compute the change in length of the spring, eliminating the need for a displacement sensor. The system model used in the EKF comprises the heat balance equation and the constitutive relation of the SMA wire coupled with the force-displacement behavior of a spring. Both explicit and implicit approaches are adopted to evaluate the system model at each time-update step of the EKF. Next, in the measurement-update step, estimated states are updated based on the measured electrical resistance. It has been observed that for the same time step, the implicit approach consumes less computational time than the explicit method. To verify the implementation, EKF estimated states of the system are compared with those of an established model for different inputs to the SMA wire. An experimental setup is developed to measure the actual spring displacement and ER of the SMA, for any time-varying voltage applied to it. The process noise covariance is decided using a heuristic approach, whereas the measurement noise covariance is obtained experimentally. Finally, the EKF is used to estimate the spring displacement for a given input and the corresponding experimentally obtained ER of the SMA. The qualitative agreement between the EKF estimated displacement with that obtained experimentally reveals the true potential of this approach to harness the self-sensing capability of the SMA.

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...

Comparison of three nonlinear filters for fault detection in continuous glucose monitors.

Science.gov (United States)

Mahmoudi, Zeinab; Wendt, Sabrina Lyngbye; Boiroux, Dimitri; Hagdrup, Morten; Norgaard, Kirsten; Poulsen, Niels Kjolstad; Madsen, Henrik; Jorgensen, John Bagterp

2016-08-01

The purpose of this study is to compare the performance of three nonlinear filters in online drift detection of continuous glucose monitors. The nonlinear filters are the extended Kalman filter (EKF), the unscented Kalman filter (UKF), and the particle filter (PF). They are all based on a nonlinear model of the glucose-insulin dynamics in people with type 1 diabetes. Drift is modelled by a Gaussian random walk and is detected based on the statistical tests of the 90-min prediction residuals of the filters. The unscented Kalman filter had the highest average F score of 85.9%, and the smallest average detection delay of 84.1%, with the average detection sensitivity of 82.6%, and average specificity of 91.0%.

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.

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

Kalman filter implementation for small satellites using constraint GPS data

Science.gov (United States)

Wesam, Elmahy M.; Zhang, Xiang; Lu, Zhengliang; Liao, Wenhe

2017-06-01

Due to the increased need for autonomy, an Extended Kalman Filter (EKF) has been designed to autonomously estimate the orbit using GPS data. A propagation step models the satellite dynamics as a two body with J2 (second zonal effect) perturbations being suitable for orbits in altitudes higher than 600 km. An onboard GPS receiver provides continuous measurement inputs. The continuity of measurements decreases the errors of the orbit determination algorithm. Power restrictions are imposed on small satellites in general and nanosatellites in particular. In cubesats, the GPS is forced to be shut down most of the mission’s life time. GPS is turned on when experiments like atmospheric ones are carried out and meter level accuracy for positioning is required. This accuracy can’t be obtained by other autonomous sensors like magnetometer and sun sensor as they provide kilometer level accuracy. Through simulation using Matlab and satellite tool kit (STK) the position accuracy is analyzed after imposing constrained conditions suitable for small satellites and a very tight one suitable for nanosatellite missions.

A Brief Tutorial on the Ensemble Kalman Filter

OpenAIRE

Mandel, Jan

2009-01-01

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman filter for large problems (essentially, the covariance matrix is replaced by the sample covariance), and it is now an important data assimilation component of ensemble forecasting. EnKF is related to the particle filter (in this context, a particle is the s...

Bayesian target tracking based on particle filter

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, etc novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.

Evaluation of correlated digital back propagation and extended Kalman filtering for non-linear mitigation in PM-16-QAM WDM systems

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2017-01-01

We investigate the individual and combined performance of correlated digital back propagation (CDBP) and extended Kalman filtering (EKF) in mitigating inter and intra-channel non-linearities in wavelength division multiplexed (WDM) systems. The afore-mentioned algorithms are verified through numerical simulations on 28 Gbaud polarization multiplexed (PM) 16-quadrature amplitude modulation (16-QAM) 9-channel WDM system with 50 GHz spacing. A single channel CDBP with one-step-per-span based on asymmetric split step Fourier method (A-SSFM) with optimized non-linear coefficient has been employed. We also study an amplitude dependent optimization (AO) of the non-linear coefficient for CDBP which shows an improvement of ≍ 0.8 dB compared to the conventional optimized CDBP, in the non-linear regime. Moreover, our proposed carrier phase and amplitude noise estimation (CPANE) algorithm based on EKF outperforms AO-CDBP in both linear and non-linear regimes with an enhanced performance besides significantly reduced complexity. We further investigate the combined performance of AO-CDBP and EKF which results in an enhanced non-linear tolerance at the expense of increased computational cost trading off to the number of required CDBP steps per span. Furthermore, we also analyze the impact of cross phase modulation (XPM) on the combined performance of AO-CDBP and EKF by varying the number of WDM channels. Numerical results show that the obtained gain from employing AO-CDBP prior to EKF reduces with increasing effects of XPM. Additionally, we also discuss the computational complexity of the aforementioned algorithms.

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.

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

Passive Target Tracking in Non-cooperative Radar System Based on Particle Filtering

Institute of Scientific and Technical Information of China (English)

LI Shuo; TAO Ran

2006-01-01

We propose a target tracking method based on particle filtering(PF) to solve the nonlinear non-Gaussian target-tracking problem in the bistatic radar systems using external radiation sources. Traditional nonlinear state estimation method is extended Kalman filtering (EKF), which is to do the first level Taylor series extension. It will cause an inaccuracy or even a scatter estimation result on condition that there is either a highly nonlinear target or a large noise square-error. Besides, Kalman filtering is the optimal resolution under a Gaussian noise assumption, and is not suitable to the non-Gaussian condition. PF is a sort of statistic filtering based on Monte Carlo simulation that is using some random samples (particles) to simulate the posterior probability density of system random variables. This method can be used in any nonlinear random system. It can be concluded through simulation that PF can achieve higher accuracy than the traditional EKF.

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.

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.

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

Improving Artificial eural etwork Forecasts with Kalman Filtering

African Journals Online (AJOL)

Nafiisah

technique in financial time series and the application of a Kalman filter ... networks (ANN) model using a Kalman filter leads to significant improvements in .... 3-rd order polynomial (Galanis et al. (2006)): 1 t p. 2 t p. 3 t p. 4 t p. 1 t h. 2 t h tr t r ...

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

Hybrid extended particle filter (HEPF) for integrated inertial navigation and global positioning systems

International Nuclear Information System (INIS)

Aggarwal, Priyanka; Syed, Zainab; El-Sheimy, Naser

2009-01-01

Navigation includes the integration of methodologies and systems for estimating time-varying position, velocity and attitude of moving objects. Navigation incorporating the integrated inertial navigation system (INS) and global positioning system (GPS) generally requires extensive evaluations of nonlinear equations involving double integration. Currently, integrated navigation systems are commonly implemented using the extended Kalman filter (EKF). The EKF assumes a linearized process, measurement models and Gaussian noise distributions. These assumptions are unrealistic for highly nonlinear systems like land vehicle navigation and may cause filter divergence. A particle filter (PF) is developed to enhance integrated INS/GPS system performance as it can easily deal with nonlinearity and non-Gaussian noises. In this paper, a hybrid extended particle filter (HEPF) is developed as an alternative to the well-known EKF to achieve better navigation data accuracy for low-cost microelectromechanical system sensors. The results show that the HEPF performs better than the EKF during GPS outages, especially when simulated outages are located in periods with high vehicle dynamics

Study of the Jacobian of an extended Kalman filter for soil analysis in SURFEXv5

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A. Duerinckx

2015-03-01

Full Text Available An externalised surface scheme like SURFEX allows computationally cheap offline runs. This is a major advantage for surface assimilation techniques such as the extended Kalman filter (EKF, where the offline runs allow a cheaper numerical estimation of the observation operator Jacobian. In the recent past an EKF has been developed within SURFEX for the initialisation of soil water content and soil temperature based on screen-level temperature and relative humidity observations. In this paper we make a comparison of the Jacobian calculated with offline SURFEX runs and with runs coupled to the atmospheric ALARO model. Comparisons are made with respect to spatial structure and average value of the Jacobian, gain values and increments. We determine the optimal perturbation size of the Jacobian for the offline and coupled approaches and compare the linearity of the Jacobian for these cases. Results show that the offline Jacobian approach gives similar results to the coupled approach and that it allows for smaller perturbation sizes that better approximate this linearity assumption. We document a new case of non-linearities that can hamper this linearity assumption and cause spurious 2Δ t oscillations in small parts of the domain for the coupled as well as offline runs. While these oscillations do not have a detrimental effect on the model run, they can introduce some noise in the Jacobian at the affected locations. The oscillations influence both the surface fluxes and the screen-level variables. The oscillations occur in the late afternoon in summer when a stable boundary layer starts to form near the surface. We propose a filter to remove the oscillations and show that this filter works accordingly.

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

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.

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

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.

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

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.

Filtering in Hybrid Dynamic Bayesian Networks

Science.gov (United States)

Andersen, Morten Nonboe; Andersen, Rasmus Orum; Wheeler, Kevin

2000-01-01

We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).

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.

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.

An aperiodic phenomenon of the unscented Kalman filter in filtering noisy chaotic signals

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

A non-periodic oscillatory behavior of the unscented Kalman filter (UKF) when used to filter noisy contaminated chaotic signals is reported. We show both theoretically and experimentally that the gain of the UKF may not converge or diverge but oscillate aperiodically. More precisely, when a nonlinear system is periodic, the Kalman gain and error covariance of the UKF converge to zero. However, when the system being considered is chaotic, the Kalman gain either converges to a fixed point with a magnitude larger than zero or oscillates aperiodically.

Extended Kalman Filter Based Sliding Mode Control of Parallel-Connected Two Five-Phase PMSM Drive System

Directory of Open Access Journals (Sweden)

Tounsi Kamel

2018-01-01

Full Text Available This paper presents sliding mode control of sensor-less parallel-connected two five-phase permanent magnet synchronous machines (PMSMs fed by a single five-leg inverter. For both machines, the rotor speeds and rotor positions as well as load torques are estimated by using Extended Kalman Filter (EKF scheme. Fully decoupled control of both machines is possible via an appropriate phase transposition while connecting the stator windings parallel and employing proposed speed sensor-less method. In the resulting parallel-connected two-machine drive, the independent control of each machine in the group is achieved by controlling the stator currents and speed of each machine under vector control consideration. The effectiveness of the proposed Extended Kalman Filter in conjunction with the sliding mode control is confirmed through application of different load torques for wide speed range operation. Comparison between sliding mode control and PI control of the proposed two-motor drive is provided. The speed response shows a short rise time, an overshoot during reverse operation and settling times is 0.075 s when PI control is used. The speed response obtained by SMC is without overshoot and follows its reference and settling time is 0.028 s. Simulation results confirm that, in transient periods, sliding mode controller remarkably outperforms its counterpart PI controller.

A joint recovery scheme for carrier frequency offset and carrier phase noise using extended Kalman filter

Science.gov (United States)

Li, Linqian; Feng, Yiqiao; Zhang, Wenbo; Cui, Nan; Xu, Hengying; Tang, Xianfeng; Xi, Lixia; Zhang, Xiaoguang

2017-07-01

A joint carrier recovery scheme for polarization division multiplexing (PDM) coherent optical transmission system is proposed and demonstrated, in which the extended Kalman filter (EKF) is exploited to estimate and equalize the carrier frequency offset (CFO) and carrier phase noise (CPN) simultaneously. The proposed method is implemented and verified in the PDM-QPSK system and the PDM-16QAM system with the comparisons to conventional improved Mth-power (IMP) algorithm for CFO estimation, blind phase search (BPS) algorithm or Viterbi-Viterbi (V-V) algorithm for CPN recovery. It is demonstrated that the proposed scheme shows high CFO estimation accuracy, with absolute mean estimation error below 1.5 MHz. Meanwhile, the proposed method has the CFO tolerance of [±3 GHz] for PDM-QPSK system and [±0.9 GHz] for PDM-16QAM system. Compare with IMP/BPS and IMP/V-V, the proposed scheme can enhance the linewidth symbol duration product from 3 × 10-4 (IMP/BPS) and 2 × 10-4 (IMP/V-V) to 1 × 10-3 for PDM-QPSK, and from 1 × 10-4 (IMP/BPS) to 3 × 10-4 for PDM-16QAM, respectively, at the 1 dB optical signal-to-noise ratio (OSNR) penalty. The proposed Kalman filter also shows a fast convergence with only 100 symbols and much lower computational complexity.

Integration of GPS precise point positioning and MEMS-based INS using unscented particle filter.

Science.gov (United States)

Abd Rabbou, Mahmoud; El-Rabbany, Ahmed

2015-03-25

Integration of Global Positioning System (GPS) and Inertial Navigation System (INS) integrated system involves nonlinear motion state and measurement models. However, the extended Kalman filter (EKF) is commonly used as the estimation filter, which might lead to solution divergence. This is usually encountered during GPS outages, when low-cost micro-electro-mechanical sensors (MEMS) inertial sensors are used. To enhance the navigation system performance, alternatives to the standard EKF should be considered. Particle filtering (PF) is commonly considered as a nonlinear estimation technique to accommodate severe MEMS inertial sensor biases and noise behavior. However, the computation burden of PF limits its use. In this study, an improved version of PF, the unscented particle filter (UPF), is utilized, which combines the unscented Kalman filter (UKF) and PF for the integration of GPS precise point positioning and MEMS-based inertial systems. The proposed filter is examined and compared with traditional estimation filters, namely EKF, UKF and PF. Tightly coupled mechanization is adopted, which is developed in the raw GPS and INS measurement domain. Un-differenced ionosphere-free linear combinations of pseudorange and carrier-phase measurements are used for PPP. The performance of the UPF is analyzed using a real test scenario in downtown Kingston, Ontario. It is shown that the use of UPF reduces the number of samples needed to produce an accurate solution, in comparison with the traditional PF, which in turn reduces the processing time. In addition, UPF enhances the positioning accuracy by up to 15% during GPS outages, in comparison with EKF. However, all filters produce comparable results when the GPS measurement updates are available.

Robust Ensemble Filtering and Its Relation to Covariance Inflation in the Ensemble Kalman Filter

KAUST Repository

Luo, Xiaodong

2011-12-01

A robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum variance used in the Kalman filter. By design, the H∞ filter is more robust than the Kalman filter, in the sense that the estimation error in the H∞ filter in general has a finite growth rate with respect to the uncertainties in assimilation, except for a special case that corresponds to the Kalman filter. The original form of the H∞ filter contains global constraints in time, which may be inconvenient for sequential data assimilation problems. Therefore a variant is introduced that solves some time-local constraints instead, and hence it is called the time-local H∞ filter (TLHF). By analogy to the ensemble Kalman filter (EnKF), the concept of ensemble time-local H∞ filter (EnTLHF) is also proposed. The general form of the EnTLHF is outlined, and some of its special cases are discussed. In particular, it is shown that an EnKF with certain covariance inflation is essentially an EnTLHF. In this sense, the EnTLHF provides a general framework for conducting covariance inflation in the EnKF-based methods. Some numerical examples are used to assess the relative robustness of the TLHF–EnTLHF in comparison with the corresponding KF–EnKF method.

Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network

Science.gov (United States)

Bukhari, W.; Hong, S.-M.

2016-03-01

The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient’s breathing cycle. The algorithm, named EKF-GPRN+ , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN+ prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN+ implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN+ . The experimental results show that the EKF-GPRN+ algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN+ algorithm can further reduce the prediction error by employing the gating function, albeit

Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network

International Nuclear Information System (INIS)

Bukhari, W; Hong, S-M

2016-01-01

The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient’s breathing cycle. The algorithm, named EKF-GPRN +  , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN + prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN + implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN +  . The experimental results show that the EKF-GPRN + algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN + algorithm can further reduce the prediction error by employing the gating function

Dual-EKF-Based Real-Time Celestial Navigation for Lunar Rover

Directory of Open Access Journals (Sweden)

Li Xie

2012-01-01

Full Text Available A key requirement of lunar rover autonomous navigation is to acquire state information accurately in real-time during its motion and set up a gradual parameter-based nonlinear kinematics model for the rover. In this paper, we propose a dual-extended-Kalman-filter- (dual-EKF- based real-time celestial navigation (RCN method. The proposed method considers the rover position and velocity on the lunar surface as the system parameters and establishes a constant velocity (CV model. In addition, the attitude quaternion is considered as the system state, and the quaternion differential equation is established as the state equation, which incorporates the output of angular rate gyroscope. Therefore, the measurement equation can be established with sun direction vector from the sun sensor and speed observation from the speedometer. The gyro continuous output ensures the algorithm real-time operation. Finally, we use the dual-EKF method to solve the system equations. Simulation results show that the proposed method can acquire the rover position and heading information in real time and greatly improve the navigation accuracy. Our method overcomes the disadvantage of the cumulative error in inertial navigation.

Inferring microbial interaction networks from metagenomic data using SgLV-EKF algorithm.

Science.gov (United States)

Alshawaqfeh, Mustafa; Serpedin, Erchin; Younes, Ahmad Bani

2017-03-27

Inferring the microbial interaction networks (MINs) and modeling their dynamics are critical in understanding the mechanisms of the bacterial ecosystem and designing antibiotic and/or probiotic therapies. Recently, several approaches were proposed to infer MINs using the generalized Lotka-Volterra (gLV) model. Main drawbacks of these models include the fact that these models only consider the measurement noise without taking into consideration the uncertainties in the underlying dynamics. Furthermore, inferring the MIN is characterized by the limited number of observations and nonlinearity in the regulatory mechanisms. Therefore, novel estimation techniques are needed to address these challenges. This work proposes SgLV-EKF: a stochastic gLV model that adopts the extended Kalman filter (EKF) algorithm to model the MIN dynamics. In particular, SgLV-EKF employs a stochastic modeling of the MIN by adding a noise term to the dynamical model to compensate for modeling uncertainties. This stochastic modeling is more realistic than the conventional gLV model which assumes that the MIN dynamics are perfectly governed by the gLV equations. After specifying the stochastic model structure, we propose the EKF to estimate the MIN. SgLV-EKF was compared with two similarity-based algorithms, one algorithm from the integral-based family and two regression-based algorithms, in terms of the achieved performance on two synthetic data-sets and two real data-sets. The first data-set models the randomness in measurement data, whereas, the second data-set incorporates uncertainties in the underlying dynamics. The real data-sets are provided by a recent study pertaining to an antibiotic-mediated Clostridium difficile infection. The experimental results demonstrate that SgLV-EKF outperforms the alternative methods in terms of robustness to measurement noise, modeling errors, and tracking the dynamics of the MIN. Performance analysis demonstrates that the proposed SgLV-EKF algorithm

A unified model for transfer alignment at random misalignment angles based on second-order EKF

International Nuclear Information System (INIS)

Cui, Xiao; Qin, Yongyuan; Yan, Gongmin; Liu, Zhenbo; Mei, Chunbo

2017-01-01

In the transfer alignment process of inertial navigation systems (INSs), the conventional linear error model based on the small misalignment angle assumption cannot be applied to large misalignment situations. Furthermore, the nonlinear model based on the large misalignment angle suffers from redundant computation with nonlinear filters. This paper presents a unified model for transfer alignment suitable for arbitrary misalignment angles. The alignment problem is transformed into an estimation of the relative attitude between the master INS (MINS) and the slave INS (SINS), by decomposing the attitude matrix of the latter. Based on the Rodriguez parameters, a unified alignment model in the inertial frame with the linear state-space equation and a second order nonlinear measurement equation are established, without making any assumptions about the misalignment angles. Furthermore, we employ the Taylor series expansions on the second-order nonlinear measurement equation to implement the second-order extended Kalman filter (EKF2). Monte-Carlo simulations demonstrate that the initial alignment can be fulfilled within 10 s, with higher accuracy and much smaller computational cost compared with the traditional unscented Kalman filter (UKF) at large misalignment angles. (paper)

A unified model for transfer alignment at random misalignment angles based on second-order EKF

Science.gov (United States)

Cui, Xiao; Mei, Chunbo; Qin, Yongyuan; Yan, Gongmin; Liu, Zhenbo

2017-04-01

In the transfer alignment process of inertial navigation systems (INSs), the conventional linear error model based on the small misalignment angle assumption cannot be applied to large misalignment situations. Furthermore, the nonlinear model based on the large misalignment angle suffers from redundant computation with nonlinear filters. This paper presents a unified model for transfer alignment suitable for arbitrary misalignment angles. The alignment problem is transformed into an estimation of the relative attitude between the master INS (MINS) and the slave INS (SINS), by decomposing the attitude matrix of the latter. Based on the Rodriguez parameters, a unified alignment model in the inertial frame with the linear state-space equation and a second order nonlinear measurement equation are established, without making any assumptions about the misalignment angles. Furthermore, we employ the Taylor series expansions on the second-order nonlinear measurement equation to implement the second-order extended Kalman filter (EKF2). Monte-Carlo simulations demonstrate that the initial alignment can be fulfilled within 10 s, with higher accuracy and much smaller computational cost compared with the traditional unscented Kalman filter (UKF) at large misalignment angles.

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)

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.

Structural observability analysis and EKF based parameter estimation of building heating models

Directory of Open Access Journals (Sweden)

D.W.U. Perera

2016-07-01

Full Text Available Research for enhanced energy-efficient buildings has been given much recognition in the recent years owing to their high energy consumptions. Increasing energy needs can be precisely controlled by practicing advanced controllers for building Heating, Ventilation, and Air-Conditioning (HVAC systems. Advanced controllers require a mathematical building heating model to operate, and these models need to be accurate and computationally efficient. One main concern associated with such models is the accurate estimation of the unknown model parameters. This paper presents the feasibility of implementing a simplified building heating model and the computation of physical parameters using an off-line approach. Structural observability analysis is conducted using graph-theoretic techniques to analyze the observability of the developed system model. Then Extended Kalman Filter (EKF algorithm is utilized for parameter estimates using the real measurements of a single-zone building. The simulation-based results confirm that even with a simple model, the EKF follows the state variables accurately. The predicted parameters vary depending on the inputs and disturbances.

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody; Tembine, Hamidou; Tempone, Raul

2016-01-01

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

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%.

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

A Framework of Finite-model Kalman Filter with Case Study: MVDP-FMKF Algorithm%A Framework of Finite-model Kalman Filter with Case Study:MVDP-FMKF Algorithm

Institute of Scientific and Technical Information of China (English)

FENG Bo; MA Hong-Bin; FU Meng-Yin; WANG Shun-Ting

2013-01-01

Kalman filtering techniques have been widely used in many applications,however,standard Kalman filters for linear Gaussian systems usually cannot work well or even diverge in the presence of large model uncertainty.In practical applications,it is expensive to have large number of high-cost experiments or even impossible to obtain an exact system model.Motivated by our previous pioneering work on finite-model adaptive control,a framework of finite-model Kalman filtering is introduced in this paper.This framework presumes that large model uncertainty may be restricted by a finite set of known models which can be very different from each other.Moreover,the number of known models in the set can be flexibly chosen so that the uncertain model may always be approximated by one of the known models,in other words,the large model uncertainty is "covered" by the "convex hull" of the known models.Within the presented framework according to the idea of adaptive switching via the minimizing vector distance principle,a simple finite-model Kalman filter,MVDP-FMKF,is mathematically formulated and illustrated by extensive simulations.An experiment of MEMS gyroscope drift has verified the effectiveness of the proposed algorithm,indicating that the mechanism of finite-model Kalman filter is useful and efficient in practical applications of Kalman filters,especially in inertial navigation systems.

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.

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

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

RAPID TRANSFER ALIGNMENT USING FEDERATED KALMAN FILTER

Institute of Scientific and Technical Information of China (English)

GUDong-qing; QINYong-yuan; PENGRong; LIXin

2005-01-01

The dimension number of the centralized Kalman filter (CKF) for the rapid transfer alignment (TA) is as high as 21 if the aircraft wing flexure motion is considered in the rapid TA. The 21-dimensional CKF brings the calculation burden on the computer and the difficulty to meet a high filtering updating rate desired by rapid TA. The federated Kalman filter (FKF) for the rapid TA is proposed to solve the dilemma. The structure and the algorithm of the FKF, which can perform parallel computation and has less calculation burden, are designed.The wing flexure motion is modeled, and then the 12-order velocity matching local filter and the 15-order attitud ematching local filter are devised. Simulation results show that the proposed EKE for the rapid TA almost has the same performance as the CKF. Thus the calculation burden of the proposed FKF for the rapid TA is markedly decreased.

Gaussian particle filter based pose and motion estimation

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

Determination of relative three-dimensional (3D) position, orientation, and relative motion between two reference frames is an important problem in robotic guidance, manipulation, and assembly as well as in other fields such as photogrammetry.A solution to pose and motion estimation problem that uses two-dimensional (2D) intensity images from a single camera is desirable for real-time applications. The difficulty in performing this measurement is that the process of projecting 3D object features to 2D images is a nonlinear transformation. In this paper, the 3D transformation is modeled as a nonlinear stochastic system with the state estimation providing six degrees-of-freedom motion and position values, using line features in image plane as measuring inputs and dual quaternion to represent both rotation and translation in a unified notation. A filtering method called the Gaussian particle filter (GPF) based on the particle filtering concept is presented for 3D pose and motion estimation of a moving target from monocular image sequences. The method has been implemented with simulated data, and simulation results are provided along with comparisons to the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) to show the relative advantages of the GPF. Simulation results showed that GPF is a superior alternative to EKF and UKF.

Modified unscented Kalman filter using modified filter gain and variance scale factor for highly maneuvering target tracking

Institute of Scientific and Technical Information of China (English)

Changyun Liu; Penglang Shui; Gang Wei; Song Li

2014-01-01

To improve the low tracking precision caused by lagged filter gain or imprecise state noise when the target highly maneu-vers, a modified unscented Kalman filter algorithm based on the improved filter gain and adaptive scale factor of state noise is pre-sented. In every filter process, the estimated scale factor is used to update the state noise covariance Qk, and the improved filter gain is obtained in the filter process of unscented Kalman filter (UKF) via predicted variance Pk|k-1, which is similar to the standard Kalman filter. Simulation results show that the proposed algorithm provides better accuracy and ability to adapt to the highly maneu-vering target compared with the standard UKF.

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)

Improved Kalman Filter Method for Measurement Noise Reduction in Multi Sensor RFID Systems

Directory of Open Access Journals (Sweden)

Min Chul Kim

2011-10-01

Full Text Available Recently, the range of available Radio Frequency Identification (RFID tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less Mean Squared Error (MSE than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments.

Improved Kalman filter method for measurement noise reduction in multi sensor RFID systems.

Science.gov (United States)

Eom, Ki Hwan; Lee, Seung Joon; Kyung, Yeo Sun; Lee, Chang Won; Kim, Min Chul; Jung, Kyung Kwon

2011-01-01

Recently, the range of available radio frequency identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less mean squared error (MSE) than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments.

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

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.

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.

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.

A numerical storm surge forecast model with Kalman filter

Institute of Scientific and Technical Information of China (English)

Yu Fujiang; Zhang Zhanhai; Lin Yihua

2001-01-01

Kalman filter data assimilation technique is incorporated into a standard two-dimensional linear storm surge model. Imperfect model equation and imperfect meteorological forcimg are accounted for by adding noise terms to the momentum equations. The deterministic model output is corrected by using the available tidal gauge station data. The stationary Kalman filter algorithm for the model domain is calculated by an iterative procedure using specified information on the inaccuracies in the momentum equations and specified error information for the observations. An application to a real storm surge that occurred in the summer of 1956 in the East China Sea is performed by means of this data assimilation technique. The result shows that Kalman filter is useful for storm surge forecast and hindcast.

Kalman Filter Based Tracking in an Video Surveillance System

Directory of Open Access Journals (Sweden)

SULIMAN, C.

2010-05-01

Full Text Available In this paper we have developed a Matlab/Simulink based model for monitoring a contact in a video surveillance sequence. For the segmentation process and corect identification of a contact in a surveillance video, we have used the Horn-Schunk optical flow algorithm. The position and the behavior of the correctly detected contact were monitored with the help of the traditional Kalman filter. After that we have compared the results obtained from the optical flow method with the ones obtained from the Kalman filter, and we show the correct functionality of the Kalman filter based tracking. The tests were performed using video data taken with the help of a fix camera. The tested algorithm has shown promising results.

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...

Ensemble Kalman filtering in presence of inequality constraints

Science.gov (United States)

van Leeuwen, P. J.

2009-04-01

Kalman filtering is presence of constraints is an active area of research. Based on the Gaussian assumption for the probability-density functions, it looks hard to bring in extra constraints in the formalism. On the other hand, in geophysical systems we often encounter constraints related to e.g. the underlying physics or chemistry, which are violated by the Gaussian assumption. For instance, concentrations are always non-negative, model layers have non-negative thickness, and sea-ice concentration is between 0 and 1. Several methods to bring inequality constraints into the Kalman-filter formalism have been proposed. One of them is probability density function (pdf) truncation, in which the Gaussian mass from the non-allowed part of the variables is just equally distributed over the pdf where the variables are alolwed, as proposed by Shimada et al. 1998. However, a problem with this method is that the probability that e.g. the sea-ice concentration is zero, is zero! The new method proposed here does not have this drawback. It assumes that the probability-density function is a truncated Gaussian, but the truncated mass is not distributed equally over all allowed values of the variables, but put into a delta distribution at the truncation point. This delta distribution can easily be handled with in Bayes theorem, leading to posterior probability density functions that are also truncated Gaussians with delta distributions at the truncation location. In this way a much better representation of the system is obtained, while still keeping most of the benefits of the Kalman-filter formalism. In the full Kalman filter the formalism is prohibitively expensive in large-scale systems, but efficient implementation is possible in ensemble variants of the kalman filter. Applications to low-dimensional systems and large-scale systems will be discussed.

On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

Luo, Xiaodong; Hoteit, Ibrahim; Moroz, Irene M.

2010-01-01

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].

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,

Solid-state lighting life prediction using extended Kalman filter

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep [Auburn Univ., AL (United States); Wei, Junchao [Auburn Univ., AL (United States); Davis, Lynn [RTI International, Durham, NC (United States)

2013-07-16

-80 test data for various LEDs have been used for model development. System state has been described in state space form using the measurement of the feature vector, velocity of feature vector change and the acceleration of the feature vector change. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. The measured state variable has been related to the underlying damage using physics-based models. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have been compared with the TM-21 model predictions and experimental data.

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.

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.

Improved Particle Filter for Passive Target Tracking%改进粒子滤波在被动目标跟踪中的应用

Institute of Scientific and Technical Information of China (English)

邓小龙; 谢剑英; 杨煜普

2005-01-01

As a new method for dealing with any nonlinear or non-Gaussian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters (PF) are favored by researchers and widely applied in many fields. Based on particle filtering, an improved extended Kalman filter (EKF) proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for target tracking. Performances of the EKF, basic PF and the improved PF are compared in target tracking examples. The simulation results confirm that the improved particle filter outperforms the others.

Neural network training by Kalman filtering in process system monitoring

International Nuclear Information System (INIS)

Ciftcioglu, Oe.

1996-03-01

Kalman filtering approach for neural network training is described. Its extended form is used as an adaptive filter in a nonlinear environment of the form a feedforward neural network. Kalman filtering approach generally provides fast training as well as avoiding excessive learning which results in enhanced generalization capability. The network is used in a process monitoring application where the inputs are measurement signals. Since the measurement errors are also modelled in Kalman filter the approach yields accurate training with the implication of accurate neural network model representing the input and output relationships in the application. As the process of concern is a dynamic system, the input source of information to neural network is time dependent so that the training algorithm presents an adaptive form for real-time operation for the monitoring task. (orig.)

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…

UKF-based attitude determination method for gyroless satellite

Institute of Scientific and Technical Information of China (English)

张红梅; 邓正隆

2004-01-01

UKF (unscented Kalman filtering) is a new filtering method suitable to nonlinear systems. The method need not linearize nonlinear systems at the prediction stage of filtering, which is indispensable in EKF (extended Kalman filtering). As a result, the linearization error is avoided, and the filtering accuracy is greatly improved. UKF is applied to the attitude determination for gyroless satellite. Simulations are made to compare the new filter with the traditional EKF.The results indicate that under same conditions, compared with EKF, UKF has faster convergence speed, higher filtering accuracy and more stable estimation performance.

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.

Sensors and Algorithms for an Unmanned Surf-Zone Robot

Science.gov (United States)

2015-12-01

AXV TESIS - COMPLEMENTARY FILTER TEST % File writen by Oscar Garcia 24/08/15 clear all clc clf imu = fopen(’imucomp2.txt’,’r’); 178...IMU data fusion and filtering using a first order Kalman filter. % AXV TESIS - IMU KALMAN FILTER TEST % File writen by Oscar Garcia 30/08/15...AXV_IMU_EKF.m It performs IMU data fusion and filtering using an extended Kalman filter. % AXV TESIS - IMU EKF TEST % File writen by Oscar Garcia 30/08

Nonlinear Kalman Filtering in Affine Term Structure Models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

When the relationship between security prices and state variables in dynamic term structure models is nonlinear, existing studies usually linearize this relationship because nonlinear fi…ltering is computationally demanding. We conduct an extensive investigation of this linearization and analyze...... the potential of the unscented Kalman …filter to properly capture nonlinearities. To illustrate the advantages of the unscented Kalman …filter, we analyze the cross section of swap rates, which are relatively simple non-linear instruments, and cap prices, which are highly nonlinear in the states. An extensive...

Research on Kalman-filter based multisensor data fusion

Institute of Scientific and Technical Information of China (English)

无

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.

Prior knowledge processing for initial state of Kalman filter

Czech Academy of Sciences Publication Activity Database

Suzdaleva, Evgenia

2010-01-01

Roč. 24, č. 3 (2010), s. 188-202 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP201/06/P434 Institutional research plan: CEZ:AV0Z10750506 Keywords : Kalman filtering * prior knowledge * state-space model * initial state distribution Subject RIV: BC - Control Systems Theory Impact factor: 0.729, year: 2010 http://library.utia.cas.cz/separaty/2009/AS/suzdaleva-prior knowledge processing for initial state of kalman filter.pdf

Kalman filter based data fusion for neutral axis tracking in wind turbine towers

Science.gov (United States)

Soman, Rohan; Malinowski, Pawel; Ostachowicz, Wieslaw; Paulsen, Uwe S.

2015-03-01

Wind energy is seen as one of the most promising solutions to man's ever increasing demands of a clean source of energy. In particular to reduce the cost of energy (COE) generated, there are efforts to increase the life-time of the wind turbines, to reduce maintenance costs and to ensure high availability. Maintenance costs may be lowered and the high availability and low repair costs ensured through the use of condition monitoring (CM) and structural health monitoring (SHM). SHM allows early detection of damage and allows maintenance planning. Furthermore, it can allow us to avoid unnecessary downtime, hence increasing the availability of the system. The present work is based on the use of neutral axis (NA) for SHM of the structure. The NA is tracked by data fusion of measured yaw angle and strain through the use of Extended Kalman Filter (EKF). The EKF allows accurate tracking even in the presence of changing ambient conditions. NA is defined as the line or plane in the section of the beam which does not experience any tensile or compressive forces when loaded. The NA is the property of the cross section of the tower and is independent of the applied loads and ambient conditions. Any change in the NA position may be used for detecting and locating the damage. The wind turbine tower has been modelled with FE software ABAQUS and validated on data from load measurements carried out on the 34m high tower of the Nordtank, NTK 500/41 wind turbine.

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...

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

Predicting state of charge of lead-acid batteries for hybrid electric vehicles by extended Kalman filter

International Nuclear Information System (INIS)

Vasebi, A.; Bathaee, S.M.T.; Partovibakhsh, M.

2008-01-01

This paper describes and introduces a new nonlinear predictor and a novel battery model for estimating the state of charge (SoC) of lead-acid batteries for hybrid electric vehicles (HEV). Many problems occur for a traditional SoC indicator, such as offset, drift and long term state divergence, therefore this paper proposes a technique based on the extended Kalman filter (EKF) in order to overcome these problems. The underlying dynamic behavior of each cell is modeled using two capacitors (bulk and surface) and three resistors (terminal, surface and end). The SoC is determined from the voltage present on the bulk capacitor. In this new model, the value of the surface capacitor is constant, whereas the value of the bulk capacitor is not. Although the structure of the model, with two constant capacitors, has been previously reported for lithium-ion cells, this model can also be valid and reliable for lead-acid cells when used in conjunction with an EKF to estimate SoC (with a little variation). Measurements using real-time road data are used to compare the performance of conventional internal resistance (R int ) based methods for estimating SoC with those predicted from the proposed state estimation schemes. The results show that the proposed method is superior to the more traditional techniques, with accuracy in estimating the SoC within 3%

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)

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.

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.

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.

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)

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

Institute of Scientific and Technical Information of China (English)

无

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.

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

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

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.

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

Science.gov (United States)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Adaptive Kalman Filter of Transfer Alignment with Un-modeled Wing Flexure of Aircraft

Institute of Scientific and Technical Information of China (English)

无

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.

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.

Rotation speed measurement for turbine governor: torsion filtering by using Kalman filter

International Nuclear Information System (INIS)

Houry, M.P.; Bourles, H.

1996-01-01

The rotation speed of a turbogenerator is disturbed by its shaft torsion. Obtaining a filtered measure of this speed is a problem of a great practical importance for turbine governor. A good filtering of this speed must meet two requirements: it must cut frequencies of the shaft torsion oscillation and it must not reduce or delay the signal in the pass-band, i.e. at lower frequencies. At Electricite de France, the speed measure is used to set in motion the fast valving system as quickly as possible, after a short circuit close to the unit or rather an islanding. It is difficult to satisfy these two requirements by using conventional filtering methods. The standard solution consists in a first order filter: at Electricite de France, its time constant is equal to 80 ms. We have decided to improve this filtering by designing a new filter which cuts the frequencies of the shaft torsion oscillation without reducing the bandwidth to the speed measure. If one uses conventional methods to obtain a band stop filter, it is easy to obtain the desired magnitude but not a phase near zero in the whole pass-band. Therefore, we have chosen to design the filter by using Kalman'a theory. The measurement noise is modeled as a colored one, generated by a very lightly damped system driven by a while noise. The resulting Kalman filter is an effective band stop filter, whose phase nicely remains near zero in the whole pass-band. The digital simulations we made and the tests we carried out with the Electricite de France Micro Network laboratory show the advantages of the rotation speed filter we designed using Kalman's theory. With the proposed filter, the speed measure filtering is better in terms of reduction and phase shift. the result is that there are less untimely solicitations of the fast valving system. Consequently, this device improves the power systems stability by minimizing the risks of deep perturbations due to a temporary lack of generation and the risks of under-speed loss

Efficient decoding with steady-state Kalman filter in neural interface systems.

Science.gov (United States)

Malik, Wasim Q; Truccolo, Wilson; Brown, Emery N; Hochberg, Leigh R

2011-02-01

The Kalman filter is commonly used in neural interface systems to decode neural activity and estimate the desired movement kinematics. We analyze a low-complexity Kalman filter implementation in which the filter gain is approximated by its steady-state form, computed offline before real-time decoding commences. We evaluate its performance using human motor cortical spike train data obtained from an intracortical recording array as part of an ongoing pilot clinical trial. We demonstrate that the standard Kalman filter gain converges to within 95% of the steady-state filter gain in 1.5±0.5 s (mean ±s.d.). The difference in the intended movement velocity decoded by the two filters vanishes within 5 s, with a correlation coefficient of 0.99 between the two decoded velocities over the session length. We also find that the steady-state Kalman filter reduces the computational load (algorithm execution time) for decoding the firing rates of 25±3 single units by a factor of 7.0±0.9. We expect that the gain in computational efficiency will be much higher in systems with larger neural ensembles. The steady-state filter can thus provide substantial runtime efficiency at little cost in terms of estimation accuracy. This far more efficient neural decoding approach will facilitate the practical implementation of future large-dimensional, multisignal neural interface systems.

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

Science.gov (United States)

Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

2017-08-01

Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.

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....

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.

Swarm Underwater Acoustic 3D Localization: Kalman vs Monte Carlo

Directory of Open Access Journals (Sweden)

Sergio Taraglio

2015-07-01

Full Text Available Two three-dimensional localization algorithms for a swarm of underwater vehicles are presented. The first is grounded on an extended Kalman filter (EKF scheme used to fuse some proprioceptive data such as the vessel's speed and some exteroceptive measurements such as the time of flight (TOF sonar distance of the companion vessels. The second is a Monte Carlo particle filter localization processing the same sensory data suite. The results of several simulations using the two approaches are presented, with comparison. The case of a supporting surface vessel is also considered. An analysis of the robustness of the two approaches against some system parameters is given.

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.

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.

Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models.

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error. Copyright © 2012 Elsevier Ltd. All rights reserved.

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.

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...

Kalman filter analysis of delayed neutron nondestructive assay measurements

International Nuclear Information System (INIS)

Aumeier, S. E.

1998-01-01

The ability to nondestructively determine the presence and quantity of fissile and fertile nuclei in various matrices is important in several nuclear applications including international and domestics safeguards, radioactive waste characterization and nuclear facility operations. Material irradiation followed by delayed neutron counting is a well known and useful nondestructive assay technique used to determine the fissile-effective content of assay samples. Previous studies have demonstrated the feasibility of using Kalman filters to unfold individual isotopic contributions to delayed neutron measurements resulting from the assay of mixes of uranium and plutonium isotopes. However, the studies in question used simulated measurement data and idealized parameters. We present the results of the Kalman filter analysis of several measurements of U/Pu mixes taken using Argonne National Laboratory's delayed neutron nondestructive assay device. The results demonstrate the use of Kalman filters as a signal processing tool to determine the fissile and fertile isotopic content of an assay sample from the aggregate delayed neutron response following neutron irradiation

Two-level Robust Measurement Fusion Kalman Filter for Clustering Sensor Networks

Institute of Scientific and Technical Information of China (English)

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

2014-01-01

This paper investigates the distributed fusion Kalman filtering over clustering sensor networks. The sensor network is partitioned as clusters by the nearest neighbor rule and each cluster consists of sensing nodes and cluster-head. Using the minimax robust estimation principle, based on the worst-case conservative system with the conservative upper bounds of noise variances, two-level robust measurement fusion Kalman filter is presented for the clustering sensor network systems with uncertain noise variances. It can significantly reduce the communication load and save energy when the number of sensors is very large. A Lyapunov equation approach for the robustness analysis is presented, 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 among the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the two-level weighted measurement fuser is equal to that of the global centralized robust fuser and is higher than those of each local robust filter and each local weighted measurement fuser. A simulation example shows the correctness and effectiveness of the proposed results.

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.

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.

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.

A Sensorless Predictive Current Controlled Boost Converter by Using an EKF with Load Variation Effect Elimination Function.

Science.gov (United States)

Tong, Qiaoling; Chen, Chen; Zhang, Qiao; Zou, Xuecheng

2015-04-28

To realize accurate current control for a boost converter, a precise measurement of the inductor current is required to achieve high resolution current regulating. Current sensors are widely used to measure the inductor current. However, the current sensors and their processing circuits significantly contribute extra hardware cost, delay and noise to the system. They can also harm the system reliability. Therefore, current sensorless control techniques can bring cost effective and reliable solutions for various boost converter applications. According to the derived accurate model, which contains a number of parasitics, the boost converter is a nonlinear system. An Extended Kalman Filter (EKF) is proposed for inductor current estimation and output voltage filtering. With this approach, the system can have the same advantages as sensored current control mode. To implement EKF, the load value is necessary. However, the load may vary from time to time. This can lead to errors of current estimation and filtered output voltage. To solve this issue, a load variation elimination effect elimination (LVEE) module is added. In addition, a predictive average current controller is used to regulate the current. Compared with conventional voltage controlled system, the transient response is greatly improved since it only takes two switching cycles for the current to reach its reference. Finally, experimental results are presented to verify the stable operation and output tracking capability for large-signal transients of the proposed algorithm.

Event-triggered Kalman-consensus filter for two-target tracking sensor networks.

Science.gov (United States)

Su, Housheng; Li, Zhenghao; Ye, Yanyan

2017-11-01

This paper is concerned with the problem of event-triggered Kalman-consensus filter for two-target tracking sensor networks. According to the event-triggered protocol and the mean-square analysis, a suboptimal Kalman gain matrix is derived and a suboptimal event-triggered distributed filter is obtained. Based on the Kalman-consensus filter protocol, all sensors which only depend on its neighbors' information can track their corresponding targets. Furthermore, utilizing Lyapunov method and matrix theory, some sufficient conditions are presented for ensuring the stability of the system. Finally, a simulation example is presented to verify the effectiveness of the proposed event-triggered protocol. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Application and Optimization of Kalman Filter for Baseband Signal Processing of GPS Receivers

Directory of Open Access Journals (Sweden)

He Yanpin

2016-01-01

Full Text Available High sensitivity tracking in GPS receiver is required in many weak signal circumstances. The key of improving sensitivity is the optimization of the loop filter in tracking. As Kalman filter is the most optimized linear filter, it is used in many engineering fields. This article introduced the application of Kalman filter as the loop filter of the carrier tracking loop in GPS receiver, to improve tracking sensitivity. The traditional loop filter is replaced. Simulation results show that the new structure improves the tracking sensitivity by 6dB and can make the tracking loop more robust when the navigation signal is languishing. The optimization of theKalman filter is also analysed, which further improves the sensitivity by 4dB.

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.

Filtering Methods for Error Reduction in Spacecraft Attitude Estimation Using Quaternion Star Trackers

Science.gov (United States)

Calhoun, Philip C.; Sedlak, Joseph E.; Superfin, Emil

2011-01-01

Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.

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.

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].

EKF-based fault detection for guided missiles flight control system

Science.gov (United States)

Feng, Gang; Yang, Zhiyong; Liu, Yongjin

2017-03-01

The guided missiles flight control system is essential for guidance accuracy and kill probability. It is complicated and fragile. Since actuator faults and sensor faults could seriously affect the security and reliability of the system, fault detection for missiles flight control system is of great significance. This paper deals with the problem of fault detection for the closed-loop nonlinear model of the guided missiles flight control system in the presence of disturbance. First, set up the fault model of flight control system, and then design the residual generation based on the extended Kalman filter (EKF) for the Eulerian-discrete fault model. After that, the Chi-square test was selected for the residual evaluation and the fault detention task for guided missiles closed-loop system was accomplished. Finally, simulation results are provided to illustrate the effectiveness of the approach proposed in the case of elevator fault separately.

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.

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.

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.

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

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.

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.

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

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

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...

Nonlinear filtering for LIDAR signal processing

Directory of Open Access Journals (Sweden)

D. G. Lainiotis

1996-01-01

Full Text Available LIDAR (Laser Integrated Radar is an engineering problem of great practical importance in environmental monitoring sciences. Signal processing for LIDAR applications involves highly nonlinear models and consequently nonlinear filtering. Optimal nonlinear filters, however, are practically unrealizable. In this paper, the Lainiotis's multi-model partitioning methodology and the related approximate but effective nonlinear filtering algorithms are reviewed and applied to LIDAR signal processing. Extensive simulation and performance evaluation of the multi-model partitioning approach and its application to LIDAR signal processing shows that the nonlinear partitioning methods are very effective and significantly superior to the nonlinear extended Kalman filter (EKF, which has been the standard nonlinear filter in past engineering applications.

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.

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.

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.

Application of adaptive Kalman filter in vehicle laser Doppler velocimetry

Science.gov (United States)

Fan, Zhe; Sun, Qiao; Du, Lei; Bai, Jie; Liu, Jingyun

2018-03-01

Due to the variation of road conditions and motor characteristics of vehicle, great root-mean-square (rms) error and outliers would be caused. Application of Kalman filter in laser Doppler velocimetry(LDV) is important to improve the velocity measurement accuracy. In this paper, the state-space model is built by using current statistical model. A strategy containing two steps is adopted to make the filter adaptive and robust. First, the acceleration variance is adaptively adjusted by using the difference of predictive observation and measured observation. Second, the outliers would be identified and the measured noise variance would be adjusted according to the orthogonal property of innovation to reduce the impaction of outliers. The laboratory rotating table experiments show that adaptive Kalman filter greatly reduces the rms error from 0.59 cm/s to 0.22 cm/s and has eliminated all the outliers. Road experiments compared with a microwave radar show that the rms error of LDV is 0.0218 m/s, and it proves that the adaptive Kalman filtering is suitable for vehicle speed signal processing.

Kalman filter based fault diagnosis of networked control system with white noise

Institute of Scientific and Technical Information of China (English)

Yanwei WANG; Ying ZHENG

2005-01-01

The networked control system NCS is regarded as a sampled control system with output time-variant delay.White noise is considered in the model construction of NCS.By using the Kalman filter theory to compute the filter parameters,a Kalman filter is constructed for this NCS.By comparing the output of the filter and the practical system,a residual is generated to diagnose the sensor faults and the actuator faults.Finally,an example is given to show the feasibility of the approach.

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.

Adaptive Iterated Extended Kalman Filter and Its Application to Autonomous Integrated Navigation for Indoor Robot

Directory of Open Access Journals (Sweden)

Yuan Xu

2014-01-01

Full Text Available As the core of the integrated navigation system, the data fusion algorithm should be designed seriously. In order to improve the accuracy of data fusion, this work proposed an adaptive iterated extended Kalman (AIEKF which used the noise statistics estimator in the iterated extended Kalman (IEKF, and then AIEKF is used to deal with the nonlinear problem in the inertial navigation systems (INS/wireless sensors networks (WSNs-integrated navigation system. Practical test has been done to evaluate the performance of the proposed method. The results show that the proposed method is effective to reduce the mean root-mean-square error (RMSE of position by about 92.53%, 67.93%, 55.97%, and 30.09% compared with the INS only, WSN, EKF, and IEKF.

Observation Quality Control with a Robust Ensemble Kalman Filter

KAUST Repository

Roh, Soojin

2013-12-01

Current ensemble-based Kalman filter (EnKF) algorithms are not robust to gross observation errors caused by technical or human errors during the data collection process. In this paper, the authors consider two types of gross observational errors, additive statistical outliers and innovation outliers, and introduce a method to make EnKF robust to gross observation errors. Using both a one-dimensional linear system of dynamics and a 40-variable Lorenz model, the performance of the proposed robust ensemble Kalman filter (REnKF) was tested and it was found that the new approach greatly improves the performance of the filter in the presence of gross observation errors and leads to only a modest loss of accuracy with clean, outlier-free, observations.

Observation Quality Control with a Robust Ensemble Kalman Filter

KAUST Repository

Roh, Soojin; Genton, Marc G.; Jun, Mikyoung; Szunyogh, Istvan; Hoteit, Ibrahim

2013-01-01

Current ensemble-based Kalman filter (EnKF) algorithms are not robust to gross observation errors caused by technical or human errors during the data collection process. In this paper, the authors consider two types of gross observational errors, additive statistical outliers and innovation outliers, and introduce a method to make EnKF robust to gross observation errors. Using both a one-dimensional linear system of dynamics and a 40-variable Lorenz model, the performance of the proposed robust ensemble Kalman filter (REnKF) was tested and it was found that the new approach greatly improves the performance of the filter in the presence of gross observation errors and leads to only a modest loss of accuracy with clean, outlier-free, observations.

Study of the algorithm of backtracking decoupling and adaptive extended Kalman filter based on the quaternion expanded to the state variable for underwater glider navigation.

Science.gov (United States)

Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping

2014-12-03

High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method.

Study of the Algorithm of Backtracking Decoupling and Adaptive Extended Kalman Filter Based on the Quaternion Expanded to the State Variable for Underwater Glider Navigation

Science.gov (United States)

Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping

2014-01-01

High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331

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).

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.

Neural Model with Particle Swarm Optimization Kalman Learning for Forecasting in Smart Grids

Directory of Open Access Journals (Sweden)

Alma Y. Alanis

2013-01-01

Full Text Available This paper discusses a novel training algorithm for a neural network architecture applied to time series prediction with smart grids applications. The proposed training algorithm is based on an extended Kalman filter (EKF improved using particle swarm optimization (PSO to compute the design parameters. The EKF-PSO-based algorithm is employed to update the synaptic weights of the neural network. The size of the regression vector is determined by means of the Cao methodology. The proposed structure captures more efficiently the complex nature of the wind speed, energy generation, and electrical load demand time series that are constantly monitorated in a smart grid benchmark. The proposed model is trained and tested using real data values in order to show the applicability of the proposed scheme.

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.

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...

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.

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.

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.

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.

A Kalman Filtering Perspective for Multiatlas Segmentation*

Science.gov (United States)

Gao, Yi; Zhu, Liangjia; Cates, Joshua; MacLeod, Rob S.; Bouix, Sylvain; Tannenbaum, Allen

2016-01-01

In multiatlas segmentation, one typically registers several atlases to the novel image, and their respective segmented label images are transformed and fused to form the final segmentation. In this work, we provide a new dynamical system perspective for multiatlas segmentation, inspired by the following fact: The transformation that aligns the current atlas to the novel image can be not only computed by direct registration but also inferred from the transformation that aligns the previous atlas to the image together with the transformation between the two atlases. This process is similar to the global positioning system on a vehicle, which gets position by inquiring from the satellite and by employing the previous location and velocity—neither answer in isolation being perfect. To solve this problem, a dynamical system scheme is crucial to combine the two pieces of information; for example, a Kalman filtering scheme is used. Accordingly, in this work, a Kalman multiatlas segmentation is proposed to stabilize the global/affine registration step. The contributions of this work are twofold. First, it provides a new dynamical systematic perspective for standard independent multiatlas registrations, and it is solved by Kalman filtering. Second, with very little extra computation, it can be combined with most existing multiatlas segmentation schemes for better registration/segmentation accuracy. PMID:26807162

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.

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.

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.

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...

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

An adaptive Kalman filter for speckle reductions in ultrasound images

International Nuclear Information System (INIS)

Castellini, G.; Labate, D.; Masotti, L.; Mannini, E.; Rocchi, S.

1988-01-01

Speckle is the term used to describe the granular appearance found in ultrasound images. The presence of speckle reduces the diagnostic potential of the echographic technique because it tends to mask small inhomogeneities of the investigated tissue. We developed a new method of speckle reductions that utilizes an adaptive one-dimensional Kalman filter based on the assumption that the observed image can be considered as a superimposition of speckle on a ''true images''. The filter adaptivity, necessary to avoid loss of resolution, has been obtained by statistical considerations on the local signal variations. The results of the applications of this particular Kalman filter, both on A-Mode and B-MODE images, show a significant speckle reduction

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.

Sufficient Condition for Estimation in Designing H∞ Filter-Based SLAM

Directory of Open Access Journals (Sweden)

Nur Aqilah Othman

2015-01-01

Full Text Available Extended Kalman filter (EKF is often employed in determining the position of mobile robot and landmarks in simultaneous localization and mapping (SLAM. Nonetheless, there are some disadvantages of using EKF, namely, the requirement of Gaussian distribution for the state and noises, as well as the fact that it requires the smallest possible initial state covariance. This has led researchers to find alternative ways to mitigate the aforementioned shortcomings. Therefore, this study is conducted to propose an alternative technique by implementing H∞ filter in SLAM instead of EKF. In implementing H∞ filter in SLAM, the parameters of the filter especially γ need to be properly defined to prevent finite escape time problem. Hence, this study proposes a sufficient condition for the estimation purposes. Two distinct cases of initial state covariance are analysed considering an indoor environment to ensure the best solution for SLAM problem exists along with considerations of process and measurement noises statistical behaviour. If the prescribed conditions are not satisfied, then the estimation would exhibit unbounded uncertainties and consequently results in erroneous inference about the robot and landmarks estimation. The simulation results have shown the reliability and consistency as suggested by the theoretical analysis and our previous findings.

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.

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.

A comparative study of Kalman filter and Linear Matrix Inequality based H infinity filter for SPND delay compensation

International Nuclear Information System (INIS)

Tamboli, P.K.; Duttagupta, Siddhartha P.; Roy, Kallol

2016-01-01

Highlights: • Derivation for delay compensation algorithm using recursive Kalman filter. • Derivation for delay compensation algorithm using Linear Matrix Inequality based H infinity filter. • Process modeling suitable for delay compensation. • Dynamic tuning of the delay compensation algorithm for both Kalman and H infinity filter. • Simulations and trade-off curve for Kalman and H infinity filter. - Abstract: This paper deals with delay compensation of vanadium Self Powered Neutron Detectors (SPNDs) using Linear Matrix Inequality (LMI) based H-infinity filtering method and compares the results with Kalman filtering method. The entire study is established upon the framework of neutron flux estimation in large core Pressurized Heavy Water Reactor (PHWR) in which delayed SPNDs such as vanadium SPNDs are used as in-core flux monitoring detectors. The use of vanadium SPNDs are limited to 3-D flux mapping despite of providing better Signal to Noise Ratio as compared to other prompt SPNDs, due to their small prompt component in the signal. The use of an appropriate delay compensation technique has been always considered to be an effective strategy to build a prompt and accurate estimate of the neutron flux. We also indicate the noise-response trade-off curve for both the techniques. Since all the delay compensation algorithms always suffer from noise amplification, we propose an efficient adaptive parameter tuning technique for improving performance of the filtering algorithm against noise in the measurement.

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.

Rotation speed measurement for turbine governor: torsion filtering by using Kalman filter

International Nuclear Information System (INIS)

Houry, M.P.; Bourles, H.

1995-11-01

The rotation speed of a turbogenerator is disturbed by its shaft torsion. Obtaining a filtered measure of this sped a problem of a great practical importance for turbine governor. A good filtering of this speed must meet two requirements: it must cut frequencies of the shaft torsion oscillation and it must not reduce or delay the signal in the pass-band. i.e. at lower frequencies. At Electricite de France, the speed measure is used to set in motion the fast valving system as quickly as possible, after a short circuit close to the unit (to contribute to the stability) or after an islanding (to quickly reach a balance with the house load). It is difficult to satisfy these two requirements by using conventional filtering methods. The standard solution consists in a first order filter: at Electricite de France, its time constant is equal to 80 ms; We have decided to improve this filtering by designing a new filter which cuts the frequencies of the shaft torsion oscillation without reducing the bandwidth of the speed measure. If one uses conventional methods to obtain a band-stop filter (for instance a Butterworth, a Chebyshev or an elliptic band-stop filter),it is easy to obtain the desired magnitude but not a phase near zero in the whole pass-band. Therefore, we have chosen to design the filter by using Kalman's theory. The measurement noise is modeled as a colored one, generated by a very lightly damped system driven by a white noise. The resulting Kalman filter is an effective band-stop filter, whose phase nicely remains near zero in the whole pass-band. (authors). 13 refs., 12 figs

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.

Dynamic Optimization of Feedforward Automatic Gauge Control Based on Extended Kalman Filter

Institute of Scientific and Technical Information of China (English)

YANG Bin-hu; YANG Wei-dong; CHEN Lian-gui; QU Lei

2008-01-01

Automatic gauge control is an essentially nonlinear process varying with time delay, and stochastically varying input and process noise always influence the target gauge control accuracy. To improve the control capability of feedforward automatic gauge control, Kalman filter was employed to filter the noise signal transferred from one stand to another. The linearized matrix that the Kalman filter algorithm needed was concluded; thus, the feedforward automatic gauge control architecture was dynamically optimized. The theoretical analyses and simulation show that the proposed algorithm is reasonable and effective.

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

Interacting Multiple Model (IMM Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

Directory of Open Access Journals (Sweden)

Hua Liu

2017-06-01

Full Text Available For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF. The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF, the interacting multiple model cubature Kalman filter (IMMCKF and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF.

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

Science.gov (United States)

Liu, Hua; Wu, Wen

2017-06-13

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF).

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.

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

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

Science.gov (United States)

Janjic, Tijana; McLaughlin, Dennis B.; Cohn, Stephen E.; Verlaan, Martin

2013-01-01

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

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.

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.

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

Parallel Kalman filter track fit based on vector classes

Energy Technology Data Exchange (ETDEWEB)

Kisel, Ivan [GSI Helmholtzzentrum fuer Schwerionenforschung GmbH (Germany); Kretz, Matthias [Kirchhoff-Institut fuer Physik, Ruprecht-Karls Universitaet, Heidelberg (Germany); Kulakov, Igor [Goethe-Universitaet, Frankfurt am Main (Germany); National Taras Shevchenko University, Kyiv (Ukraine)

2010-07-01

Modern high energy physics experiments have to process terabytes of input data produced in particle collisions. The core of the data reconstruction in high energy physics is the Kalman filter. Therefore, developing the fast Kalman filter algorithm, which uses maximum available power of modern processors, is important, in particular for initial selection of events interesting for the new physics. One of processors features, which can speed up the algorithm, is a SIMD instruction set, which allows to pack several data items in one register and operate on all of them in one go, thus achieving more operations per clock cycle. Therefore a flexible and useful interface, which uses the SIMD instruction set on different CPU and GPU processors architectures, has been realized as a vector classes library. The Kalman filter based track fitting algorithm has been implemented with use of the vector classes. Fitting quality tests show good results with the residuals equal to 49 {mu}m and 44 {mu}m for x and y track parameters and relative momentum resolution of 0.7%. The fitting time of 0.053 {mu}s per track has been achieved on Intel Xeon X5550 with 8 cores at 2.6 GHz by using in addition Intel Threading Building Blocks.

Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.

Science.gov (United States)

Xia, Youshen; Wang, Jun

2015-07-01

This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

Study of the Algorithm of Backtracking Decoupling and Adaptive Extended Kalman Filter Based on the Quaternion Expanded to the State Variable for Underwater Glider Navigation

Directory of Open Access Journals (Sweden)

Haoqian Huang

2014-12-01

Full Text Available High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF based on the quaternion expanded to the state variable (BD-AEKF. The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method.

Fuzzy filter for state estimation of a glucoregulatory system.

Science.gov (United States)

Trajanoski, Z; Wach, P

1996-08-01

A filter based on fuzzy logic for state estimation of a glucoregulatory system is presented. A published non-linear model for the dynamics of glucose and its hormonal control including a single glucose compartment, five insulin compartments and a glucagon compartment was used for simulation. The simulated data were corrupted by an additive white noise with zero mean and a coefficient of variation (CV) of between 2 and 20% and then submitted to the state estimation procedure using a fuzzy filter (FF). The performance of the FF was compared with an extended Kalman filter (EKF) for state estimation. Both the FF and the EKF were evaluated in the following cases: (a) five state variables are measurable; three plasma variables are measurable; only plasma glucose is measurable; (b) for different measurement noise levels (CV of 2-20%); and (c) a mismatch between the glucoregulatory system and the given mathematical model (uncertain or approximate model). In contrast to the FF, in the case of approximate model of the glucose system, the EKF failed to achieve useful state estimation. Moreover, the performance of the FF was independent of the noise level. In conclusion, the FF approach is a viable alternative for state estimation in a noisy environment and with an uncertain mathematical model of the glucoregulatory system.

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

Science.gov (United States)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

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

Cooperative Navigation for Low-bandwidth Mobile Acoustic Networks

Science.gov (United States)

2015-01-01

travel-time TXCO temperature compensated crystal oscillator UKF unscented Kalman filter UMBS University of Michigan Biological Station USBL ultra...access CEKF centralized extended Kalman filter CEIF centralized extended information filter CI covariance intersection CNA cooperative navigation aid DCCL...programming DEIF decentralized extended information filter DVL Doppler velocity log EIF extended information filter EKF extended Kalman filter FDMA

Gravity Matching Aided Inertial Navigation Technique Based on Marginal Robust Unscented Kalman Filter

Directory of Open Access Journals (Sweden)

Ming Liu

2015-01-01

Full Text Available This paper is concerned with the topic of gravity matching aided inertial navigation technology using Kalman filter. The dynamic state space model for Kalman filter is constructed as follows: the error equation of the inertial navigation system is employed as the process equation while the local gravity model based on 9-point surface interpolation is employed as the observation equation. The unscented Kalman filter is employed to address the nonlinearity of the observation equation. The filter is refined in two ways as follows. The marginalization technique is employed to explore the conditionally linear substructure to reduce the computational load; specifically, the number of the needed sigma points is reduced from 15 to 5 after this technique is used. A robust technique based on Chi-square test is employed to make the filter insensitive to the uncertainties in the above constructed observation model. Numerical simulation is carried out, and the efficacy of the proposed method is validated by the simulation results.

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.

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

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.

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...

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.

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.

Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

Science.gov (United States)

Man, J.; Li, W.; Zeng, L.; Wu, L.

2015-12-01

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.

Proofs and Techniques Useful for Deriving the Kalman Filter

National Research Council Canada - National Science Library

Koks, Don

2008-01-01

This note is a tutorial in matrix manipulation and the normal distribution of statistics, concepts that are important for deriving and analysing the Kalman Filter, a basic tool of signal processing...

Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations

Directory of Open Access Journals (Sweden)

Pengpeng Chen

2015-01-01

Full Text Available This paper is concerned with the Kalman filtering problem for tracking a single target on the fixed-topology wireless sensor networks (WSNs. Both the insufficient anchor coverage and the packet dropouts have been taken into consideration in the filter design. The resulting tracking system is modeled as a multichannel nonlinear system with multiplicative noise. Noting that the channels may be correlated with each other, we use a general matrix to express the multiplicative noise. Then, a modified extended Kalman filtering algorithm is presented based on the obtained model to achieve high tracking accuracy. In particular, we evaluate the effect of various parameters on the tracking performance through simulation studies.

Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise

Directory of Open Access Journals (Sweden)

Bowen Hou

2017-11-01

Full Text Available As one of the most critical issues for target track, α -jerk model is an effective maneuver target track model. Non-Gaussian noises always exist in the track process, which usually lead to inconsistency and divergence of the track filter. A novel Kalman filter is derived and applied on α -jerk tracking model to handle non-Gaussian noise. The weighted least square solution is presented and the standard Kalman filter is deduced firstly. A novel Kalman filter with the weighted least square based on the maximum correntropy criterion is deduced. The robustness of the maximum correntropy criterion is also analyzed with the influence function and compared with the Huber-based filter, and, moreover, the kernel size of Gaussian kernel plays an important role in the filter algorithm. A new adaptive kernel method is proposed in this paper to adjust the parameter in real time. Finally, simulation results indicate the validity and the efficiency of the proposed filter. The comparison study shows that the proposed filter can significantly reduce the noise influence for α -jerk model.

Ensemble Kalman filtering with one-step-ahead smoothing

KAUST Repository

Raboudi, Naila F.

2018-01-11

The ensemble Kalman filter (EnKF) is widely used for sequential data assimilation. It operates as a succession of forecast and analysis steps. In realistic large-scale applications, EnKFs are implemented with small ensembles and poorly known model error statistics. This limits their representativeness of the background error covariances and, thus, their performance. This work explores the efficiency of the one-step-ahead (OSA) smoothing formulation of the Bayesian filtering problem to enhance the data assimilation performance of EnKFs. Filtering with OSA smoothing introduces an updated step with future observations, conditioning the ensemble sampling with more information. This should provide an improved background ensemble in the analysis step, which may help to mitigate the suboptimal character of EnKF-based methods. Here, the authors demonstrate the efficiency of a stochastic EnKF with OSA smoothing for state estimation. They then introduce a deterministic-like EnKF-OSA based on the singular evolutive interpolated ensemble Kalman (SEIK) filter. The authors show that the proposed SEIK-OSA outperforms both SEIK, as it efficiently exploits the data twice, and the stochastic EnKF-OSA, as it avoids observational error undersampling. They present extensive assimilation results from numerical experiments conducted with the Lorenz-96 model to demonstrate SEIK-OSA’s capabilities.

Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays

Directory of Open Access Journals (Sweden)

Dongyan Chen

2015-01-01

Full Text Available This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays. Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of the random two-step sensor delays which may happen during the data transmission. By using the state augmentation approach and innovation analysis technique, an optimal Kalman filter is constructed for the augmented system in the sense of the minimum mean square error (MMSE. Subsequently, the optimal Kalman filtering is derived for corresponding augmented system in initial instants. Finally, a simulation example is provided to demonstrate the feasibility and effectiveness of the proposed filtering method.

Sensorless SPMSM Position Estimation Using Position Estimation Error Suppression Control and EKF in Wide Speed Range

Directory of Open Access Journals (Sweden)

Zhanshan Wang

2014-01-01

Full Text Available The control of a high performance alternative current (AC motor drive under sensorless operation needs the accurate estimation of rotor position. In this paper, one method of accurately estimating rotor position by using both motor complex number model based position estimation and position estimation error suppression proportion integral (PI controller is proposed for the sensorless control of the surface permanent magnet synchronous motor (SPMSM. In order to guarantee the accuracy of rotor position estimation in the flux-weakening region, one scheme of identifying the permanent magnet flux of SPMSM by extended Kalman filter (EKF is also proposed, which formed the effective combination method to realize the sensorless control of SPMSM with high accuracy. The simulation results demonstrated the validity and feasibility of the proposed position/speed estimation system.

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

Science.gov (United States)

Kelly, David; Majda, Andrew J; Tong, Xin T

2015-08-25

The ensemble Kalman filter and ensemble square root filters are data assimilation methods used to combine high-dimensional, nonlinear dynamical models with observed data. Ensemble methods are indispensable tools in science and engineering and have enjoyed great success in geophysical sciences, because they allow for computationally cheap low-ensemble-state approximation for extremely high-dimensional turbulent forecast models. From a theoretical perspective, the dynamical properties of these methods are poorly understood. One of the central mysteries is the numerical phenomenon known as catastrophic filter divergence, whereby ensemble-state estimates explode to machine infinity, despite the true state remaining in a bounded region. In this article we provide a breakthrough insight into the phenomenon, by introducing a simple and natural forecast model that transparently exhibits catastrophic filter divergence under all ensemble methods and a large set of initializations. For this model, catastrophic filter divergence is not an artifact of numerical instability, but rather a true dynamical property of the filter. The divergence is not only validated numerically but also proven rigorously. The model cleanly illustrates mechanisms that give rise to catastrophic divergence and confirms intuitive accounts of the phenomena given in past literature.

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

Radionuclide release rate inversion of nuclear accidents in nuclear facility based on Kalman filter

International Nuclear Information System (INIS)

Tang Xiuhuan; Bao Lihong; Li Hua; Wan Junsheng

2014-01-01

The rapidly and continually back-calculating source term is important for nuclear emergency response. The Gaussian multi-puff atmospheric dispersion model was used to produce regional environment monitoring data virtually, and then a Kalman filter was designed to inverse radionuclide release rate of nuclear accidents in nuclear facility and the release rate tracking in real time was achieved. The results show that the Kalman filter combined with Gaussian multi-puff atmospheric dispersion model can successfully track the virtually stable, linear or nonlinear release rate after being iterated about 10 times. The standard error of inversion results increases with the true value. Meanwhile extended Kalman filter cannot inverse the height parameter of accident release as interceptive error is too large to converge. Kalman filter constructed from environment monitoring data and Gaussian multi-puff atmospheric dispersion model can be applied to source inversion in nuclear accident which is characterized by static height and position, short and continual release in nuclear facility. Hence it turns out to be an alternative source inversion method in nuclear emergency response. (authors)

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...

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.

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)

Kalman filtering techniques for reducing variance of digital speckle displacement measurement noise

Institute of Scientific and Technical Information of China (English)

Donghui Li; Li Guo

2006-01-01

@@ Target dynamics are assumed to be known in measuring digital speckle displacement. Use is made of a simple measurement equation, where measurement noise represents the effect of disturbances introduced in measurement process. From these assumptions, Kalman filter can be designed to reduce variance of measurement noise. An optical and analysis system was set up, by which object motion with constant displacement and constant velocity is experimented with to verify validity of Kalman filtering techniques for reduction of measurement noise variance.

A generalized polynomial chaos based ensemble Kalman filter with high accuracy

International Nuclear Information System (INIS)

Li Jia; Xiu Dongbin

2009-01-01

As one of the most adopted sequential data assimilation methods in many areas, especially those involving complex nonlinear dynamics, the ensemble Kalman filter (EnKF) has been under extensive investigation regarding its properties and efficiency. Compared to other variants of the Kalman filter (KF), EnKF is straightforward to implement, as it employs random ensembles to represent solution states. This, however, introduces sampling errors that affect the accuracy of EnKF in a negative manner. Though sampling errors can be easily reduced by using a large number of samples, in practice this is undesirable as each ensemble member is a solution of the system of state equations and can be time consuming to compute for large-scale problems. In this paper we present an efficient EnKF implementation via generalized polynomial chaos (gPC) expansion. The key ingredients of the proposed approach involve (1) solving the system of stochastic state equations via the gPC methodology to gain efficiency; and (2) sampling the gPC approximation of the stochastic solution with an arbitrarily large number of samples, at virtually no additional computational cost, to drastically reduce the sampling errors. The resulting algorithm thus achieves a high accuracy at reduced computational cost, compared to the classical implementations of EnKF. Numerical examples are provided to verify the convergence property and accuracy improvement of the new algorithm. We also prove that for linear systems with Gaussian noise, the first-order gPC Kalman filter method is equivalent to the exact Kalman filter.

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)