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Sample records for kalman smoothing reduced

  1. 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.

  2. 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.

  3. Ensemble Kalman filtering with one-step-ahead smoothing

    KAUST Repository

    Raboudi, Naila F.; Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

    2018-01-01

    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

  4. 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.

  5. A new deterministic Ensemble Kalman Filter with one-step-ahead smoothing for storm surge forecasting

    KAUST Repository

    Raboudi, Naila

    2016-11-01

    The Ensemble Kalman Filter (EnKF) is a popular data assimilation method for state-parameter estimation. Following a sequential assimilation strategy, it breaks the problem into alternating cycles of forecast and analysis steps. In the forecast step, the dynamical model is used to integrate a stochastic sample approximating the state analysis distribution (called analysis ensemble) to obtain a forecast ensemble. In the analysis step, the forecast ensemble is updated with the incoming observation using a Kalman-like correction, which is then used for the next forecast step. In realistic large-scale applications, EnKFs are implemented with limited ensembles, and often poorly known model errors statistics, leading to a crude approximation of the forecast covariance. This strongly limits the filter performance. Recently, a new EnKF was proposed in [1] following a one-step-ahead smoothing strategy (EnKF-OSA), which involves an OSA smoothing of the state between two successive analysis. At each time step, EnKF-OSA exploits the observation twice. The incoming observation is first used to smooth the ensemble at the previous time step. The resulting smoothed ensemble is then integrated forward to compute a "pseudo forecast" ensemble, which is again updated with the same observation. The idea of constraining the state with future observations is to add more information in the estimation process in order to mitigate for the sub-optimal character of EnKF-like methods. The second EnKF-OSA "forecast" is computed from the smoothed ensemble and should therefore provide an improved background. In this work, we propose a deterministic variant of the EnKF-OSA, based on the Singular Evolutive Interpolated Ensemble Kalman (SEIK) filter. The motivation behind this is to avoid the observations perturbations of the EnKF in order to improve the scheme\\'s behavior when assimilating big data sets with small ensembles. The new SEIK-OSA scheme is implemented and its efficiency is demonstrated

  6. Kalman filtering and smoothing for linear wave equations with model error

    International Nuclear Information System (INIS)

    Lee, Wonjung; McDougall, D; Stuart, A M

    2011-01-01

    Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data are acquired sequentially. The Kalman filter plays a central role in many applications because it is exact for linear systems subject to Gaussian noise, and because it forms the basis for many approximate filters which are used in high-dimensional systems. The aim of this paper is to study the effect of model error on the Kalman filter, in the context of linear wave propagation problems. A consistency result is proved when no model error is present, showing recovery of the true signal in the large data limit. This result, however, is not robust: it is also proved that arbitrarily small model error can lead to inconsistent recovery of the signal in the large data limit. If the model error is in the form of a constant shift to the velocity, the filtering and smoothing distributions only recover a partial Fourier expansion, a phenomenon related to aliasing. On the other hand, for a class of wave velocity model errors which are time dependent, it is possible to recover the filtering distribution exactly, but not the smoothing distribution. Numerical results are presented which corroborate the theory, and also propose a computational approach which overcomes the inconsistency in the presence of model error, by relaxing the model

  7. State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

    Directory of Open Access Journals (Sweden)

    Nataliya Chukhrova

    2017-05-01

    Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.

  8. Recursive inverse kinematics for robot arms via Kalman filtering and Bryson-Frazier smoothing

    Science.gov (United States)

    Rodriguez, G.; Scheid, R. E., Jr.

    1987-01-01

    This paper applies linear filtering and smoothing theory to solve recursively the inverse kinematics problem for serial multilink manipulators. This problem is to find a set of joint angles that achieve a prescribed tip position and/or orientation. A widely applicable numerical search solution is presented. The approach finds the minimum of a generalized distance between the desired and the actual manipulator tip position and/or orientation. Both a first-order steepest-descent gradient search and a second-order Newton-Raphson search are developed. The optimal relaxation factor required for the steepest descent method is computed recursively using an outward/inward procedure similar to those used typically for recursive inverse dynamics calculations. The second-order search requires evaluation of a gradient and an approximate Hessian. A Gauss-Markov approach is used to approximate the Hessian matrix in terms of products of first-order derivatives. This matrix is inverted recursively using a two-stage process of inward Kalman filtering followed by outward smoothing. This two-stage process is analogous to that recently developed by the author to solve by means of spatial filtering and smoothing the forward dynamics problem for serial manipulators.

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

    Science.gov (United States)

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

    2017-08-01

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

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

    KAUST Repository

    El Gharamti, Mohamad

    2015-11-26

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

  11. 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...

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

    Directory of Open Access Journals (Sweden)

    Xin Li

    2018-02-01

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

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

    Science.gov (United States)

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

    2018-02-02

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

  14. Using Kalman Filters to Reduce Noise from RFID Location System

    Science.gov (United States)

    Xavier, José; Reis, Luís Paulo; Petry, Marcelo

    2014-01-01

    Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes—linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11–13% of improvement). PMID:24592186

  15. 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.

  16. A new deterministic Ensemble Kalman Filter with one-step-ahead smoothing for storm surge forecasting

    KAUST Repository

    Raboudi, Naila

    2016-01-01

    KF-OSA exploits the observation twice. The incoming observation is first used to smooth the ensemble at the previous time step. The resulting smoothed ensemble is then integrated forward to compute a "pseudo forecast" ensemble, which is again updated with the same

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

    KAUST Repository

    Gharamti, M. E.

    2015-05-11

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

  18. 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.

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

    KAUST Repository

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

    2015-01-01

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

  20. A Signal Decomposition Method for Ultrasonic Guided Wave Generated from Debonding Combining Smoothed Pseudo Wigner-Ville Distribution and Vold–Kalman Filter Order Tracking

    Directory of Open Access Journals (Sweden)

    Junhua Wu

    2017-01-01

    Full Text Available Carbon fibre composites have a promising application future of the vehicle, due to its excellent physical properties. Debonding is a major defect of the material. Analyses of wave packets are critical for identification of the defect on ultrasonic nondestructive evaluation and testing. In order to isolate different components of ultrasonic guided waves (GWs, a signal decomposition algorithm combining Smoothed Pseudo Wigner-Ville distribution and Vold–Kalman filter order tracking is presented. In the algorithm, the time-frequency distribution of GW is first obtained by using Smoothed Pseudo Wigner-Ville distribution. The frequencies of different modes are computed based on summation of the time-frequency coefficients in the frequency direction. On the basis of these frequencies, isolation of different modes is done by Vold–Kalman filter order tracking. The results of the simulation signal and the experimental signal reveal that the presented algorithm succeeds in decomposing the multicomponent signal into monocomponents. Even though components overlap in corresponding Fourier spectrum, they can be isolated by using the presented algorithm. So the frequency resolution of the presented method is promising. Based on this, we can do research about defect identification, calculation of the defect size, and locating the position of the defect.

  1. Simple smoothing technique to reduce data scattering in physics experiments

    International Nuclear Information System (INIS)

    Levesque, L

    2008-01-01

    This paper describes an experiment involving motorized motion and a method to reduce data scattering from data acquisition. Jitter or minute instrumental vibrations add noise to a detected signal, which often renders small modulations of a graph very difficult to interpret. Here we describe a method to reduce scattering amongst data points from the signal measured by a photodetector that is motorized and scanned in a direction parallel to the plane of a rectangular slit during a computer-controlled diffraction experiment. The smoothing technique is investigated using subsets of many data points from the data acquisition. A limit for the number of data points in a subset is determined from the results based on the trend of the small measured signal to avoid severe changes in the shape of the signal from the averaging procedure. This simple smoothing method can be achieved using any type of spreadsheet software

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

    Science.gov (United States)

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

    2015-12-01

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

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

    KAUST Repository

    Dreano, Denis

    2017-04-05

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

  4. 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.

  5. Use of the Kalman filter in signal processing to reduce beam requirements for alpha-particle diagnostics

    International Nuclear Information System (INIS)

    Cooper, W.S.

    1986-01-01

    Several techniques proposed for diagnosing the velocity distribution of fast alpha-particles in a burning plasma require the injection of a beam of fast neutral atoms as probes. The author discusses how improving signal detection techniques is a high leverage factor in reducing the cost of the diagnostic beam. Optimal estimation theory provides a computational algorithm, the Kalman filter, that can optimally estimate the amplitude of a signal with arbitrary (but known) time dependence in the presence of noise. In one example presented, based on a square-wave signal and assumed noise levels, the Kalman filter achieves an enhancement of signal detection efficiency of about a factor of 10 (as compared with the straightforward observation of the signal superimposed on noise) with an observation time of 100 signal periods

  6. 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.

  7. Deletion of Dicer in smooth muscle affects voiding pattern and reduces detrusor contractility and neuroeffector transmission.

    Directory of Open Access Journals (Sweden)

    Mardjaneh Karbalaei Sadegh

    Full Text Available MicroRNAs have emerged as important regulators of smooth muscle phenotype and may play important roles in pathogenesis of various smooth muscle related disease states. The aim of this study was to investigate the role of miRNAs for urinary bladder function. We used an inducible and smooth muscle specific Dicer knockout (KO mouse which resulted in significantly reduced levels of miRNAs, including miR-145, miR-143, miR-22, miR125b-5p and miR-27a, from detrusor preparations without mucosa. Deletion of Dicer resulted in a disturbed micturition pattern in vivo and reduced depolarization-induced pressure development in the isolated detrusor. Furthermore, electrical field stimulation revealed a decreased cholinergic but maintained purinergic component of neurogenic activation in Dicer KO bladder strips. The ultrastructure of detrusor smooth muscle cells was well maintained, and the density of nerve terminals was similar. Western blotting demonstrated reduced contents of calponin and desmin. Smooth muscle α-actin, SM22α and myocardin were unchanged. Activation of strips with exogenous agonists showed that depolarization-induced contraction was preferentially reduced; ATP- and calyculin A-induced contractions were unchanged. Quantitative real time PCR and western blotting demonstrated reduced expression of Cav1.2 (Cacna1c. It is concluded that smooth muscle miRNAs play an important role for detrusor contractility and voiding pattern of unrestrained mice. This is mediated in part via effects on expression of smooth muscle differentiation markers and L-type Ca(2+ channels in the detrusor.

  8. A new smoothing procedure to reduce delivery segments for static MLC-based IMRT planning

    International Nuclear Information System (INIS)

    Sun Xuepeng; Xia Ping

    2004-01-01

    In the application of pixel-based intensity-modulated radiation therapy (IMRT) using the step-and-shoot delivery method, one major difficulty is the prolonged delivery time. In this study, we present an integrated IMRT planning system that involves a simple smoothing method to reduce the complexity of the beam profiles. The system consists of three main steps: (a) an inverse planning process based on a least-square dose-based cost function; (b) smoothing of the intensity maps; (c) reoptimization of the segment weights. Step (a) obtains the best plan with the lowest cost value using a simulated annealing optimization algorithm with discrete intensity levels. Step (b) takes the intensity maps obtained from (a) and reduces the complexity of the maps by smoothing the adjacent beamlet intensities. During this process each beamlet is assigned a structure index based on anatomical information. A smoothing update is applied to average adjacent beamlets with the same index. To control the quality of the plan, a predefined clinical protocol is used as an acceptance criterion. The smoothing updates that violate the criterion are rejected. After the smoothing process, the segment weights are reoptimized in step (c) to further improve the plan quality. Three clinical cases were studied using this system: a medulloblastoma, a prostate cancer, and an oropharyngeal carcinoma. While the final plans demonstrate a degradation of the original plan quality, they still meet the plan acceptance criterion. On the other hand, the segment numbers or delivery times are reduced by 40%, 20%, and 20% for the three cases, respectively

  9. 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

  10. Assessment of reduced-order unscented Kalman filter for parameter identification in 1-dimensional blood flow models using experimental data.

    Science.gov (United States)

    Caiazzo, A; Caforio, Federica; Montecinos, Gino; Muller, Lucas O; Blanco, Pablo J; Toro, Eluterio F

    2016-10-25

    This work presents a detailed investigation of a parameter estimation approach on the basis of the reduced-order unscented Kalman filter (ROUKF) in the context of 1-dimensional blood flow models. In particular, the main aims of this study are (1) to investigate the effects of using real measurements versus synthetic data for the estimation procedure (i.e., numerical results of the same in silico model, perturbed with noise) and (2) to identify potential difficulties and limitations of the approach in clinically realistic applications to assess the applicability of the filter to such setups. For these purposes, the present numerical study is based on a recently published in vitro model of the arterial network, for which experimental flow and pressure measurements are available at few selected locations. To mimic clinically relevant situations, we focus on the estimation of terminal resistances and arterial wall parameters related to vessel mechanics (Young's modulus and wall thickness) using few experimental observations (at most a single pressure or flow measurement per vessel). In all cases, we first perform a theoretical identifiability analysis on the basis of the generalized sensitivity function, comparing then the results owith the ROUKF, using either synthetic or experimental data, to results obtained using reference parameters and to available measurements. Copyright © 2016 John Wiley & Sons, Ltd.

  11. Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

    Science.gov (United States)

    Ballabrera-Poy, Joaquim; Busalacchi, Antonio J.; Murtugudde, Ragu

    2000-01-01

    A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

  12. 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.

  13. 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.

  14. Implementation of Kalman filter algorithm on models reduced using singular pertubation approximation method and its application to measurement of water level

    Science.gov (United States)

    Rachmawati, Vimala; Khusnul Arif, Didik; Adzkiya, Dieky

    2018-03-01

    The systems contained in the universe often have a large order. Thus, the mathematical model has many state variables that affect the computation time. In addition, generally not all variables are known, so estimations are needed to measure the magnitude of the system that cannot be measured directly. In this paper, we discuss the model reduction and estimation of state variables in the river system to measure the water level. The model reduction of a system is an approximation method of a system with a lower order without significant errors but has a dynamic behaviour that is similar to the original system. The Singular Perturbation Approximation method is one of the model reduction methods where all state variables of the equilibrium system are partitioned into fast and slow modes. Then, The Kalman filter algorithm is used to estimate state variables of stochastic dynamic systems where estimations are computed by predicting state variables based on system dynamics and measurement data. Kalman filters are used to estimate state variables in the original system and reduced system. Then, we compare the estimation results of the state and computational time between the original and reduced system.

  15. 随机奇异系统分布式最优融合降阶卡尔曼滤波器%Distributed Reduced-order Optimal Fusion Kalman Filters for Stochastic Singular Systems

    Institute of Scientific and Technical Information of China (English)

    孙书利; 马静

    2006-01-01

    Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed full-order optimal fusion Kalman filter (DFFKF) is given for discrete-time stochastic singular systems with multiple sensors, which involves the inverse of a highdimension matrix to compute matrix weights. To reduce the computational burden, a distributed reduced-order fusion Kalman filter (DRFKF) is presented, which involves in parallel the inverses of two relatively low-dimension matrices to compute matrix weights. A simulation example shows the effectiveness.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-03-15

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

  17. 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.

  18. Vascular smooth muscle responsiveness to nitric oxide is reduced in healthy adults with increased adiposity.

    Science.gov (United States)

    Christou, Demetra D; Pierce, Gary L; Walker, Ashley E; Hwang, Moon-Hyon; Yoo, Jeung-Ki; Luttrell, Meredith; Meade, Thomas H; English, Mark; Seals, Douglas R

    2012-09-15

    Vascular smooth muscle responsiveness to nitric oxide, as assessed by nitroglycerin-induced dilation (NID), is impaired in clinical cardiovascular disease, but its relation to adiposity is unknown. We determined the relation of NID to total and abdominal adiposity in healthy adults varying widely in adiposity. In 224 men and women [age, 18-79 years; body mass index (BMI), 16.4-42.2 kg/m(2)], we measured NID (brachial artery dilation to 0.4 mg sublingual nitroglycerin), total body adiposity [BMI and percent body fat (percent BF via dual-energy X-ray absorptiometry)], and indexes of abdominal adiposity [waist circumference (WC) and waist-to-hip ratio (WHR)]. In a subgroup (n = 74), we also measured total abdominal fat (TAF), abdominal visceral fat (AVF), and subcutaneous fat (ASF) using computed tomography. Based on multiple linear regression, NID was negatively related to BMI [part correlation coefficient (r(part)) = -0.19, P = 0.004] and abdominal adiposity (WC, r(part) = -0.22; WHR, r(part) = -0.19; TAF, r(part) = -0.36; AVF, r(part) = -0.36; and ASF, r(part) = -0.30; all P ≤ 0.009) independent of sex, but only tended to be related to total percent BF (r(part) = -0.12, P = 0.07). In a subgroup of subjects with the highest compared with the lowest amount of AVF, NID was 35% lower (P = 0.003). Accounting for systolic blood pressure, HDL cholesterol, glucose, insulin resistance, adiponectin, and brachial artery diameter reduced or abolished some of the relations between NID and adiposity. In conclusion, NID is or tends to be negatively associated with measures of total adiposity (BMI and percent BF, respectively) but is consistently and more strongly negatively associated with abdominal adiposity. Adiposity may influence NID in part via other cardiovascular risk factors.

  19. CD16(+) monocytes with smooth muscle cell characteristics are reduced in human renal chronic transplant dysfunction

    NARCIS (Netherlands)

    Boersema, M.; van den Born, Joost; van Ark, J.; Harms, Geertruida; Seelen, M. A.; van Dijk, M. C. R. F.; van Goor, H.; Navis, G. J.; Popa, E. R.; Hillebrands, J. L.

    In chronic transplant dysfunction (CTD), persistent (allo)immune-mediated inflammation eventually leads to tissue remodeling including neointima formation in intragraft arteries. We previously showed that recipient-derived neointimal alpha-SMA(+) smooth muscle-like cells are present in human renal

  20. Adaptable Iterative and Recursive Kalman Filter Schemes

    Science.gov (United States)

    Zanetti, Renato

    2014-01-01

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

  1. Implementation of a reduced order Kalman filter to assimilate ocean color data into a coupled physical-biochemical model of the North Aegean Sea.

    Science.gov (United States)

    Kalaroni, Sofia; Tsiaras, Kostas; Economou-Amilli, Athena; Petihakis, George; Politikos, Dimitrios; Triantafyllou, George

    2013-04-01

    Within the framework of the European project OPEC (Operational Ecology), a data assimilation system was implemented to describe chlorophyll-a concentrations of the North Aegean, as well the impact on the European anchovy (Engraulis encrasicolus) biomass distribution provided by a bioenergetics model, related to the density of three low trophic level functional groups of zooplankton (heterotrophic flagellates, microzooplankton and mesozooplankton). The three-dimensional hydrodynamic-biogeochemical model comprises two on-line coupled sub-models: the Princeton Ocean Model (POM) and the European Regional Seas Ecosystem Model (ERSEM). The assimilation scheme is based on the Singular Evolutive Extended Kalman (SEEK) filter and its variant that uses a fixed correction base (SFEK). For the initialization, SEEK filter uses a reduced order error covariance matrix provided by the dominant Empirical Orthogonal Functions (EOF) of model. The assimilation experiments were performed for year 2003 using SeaWiFS chlorophyll-a data during which the physical model uses the atmospheric forcing obtained from the regional climate model HIRHAM5. The assimilation system is validated by assessing the relevance of the system in fitting the data, the impact of the assimilation on non-observed biochemical parameters and the overall quality of the forecasts.

  2. Vascular smooth muscle responsiveness to nitric oxide is reduced in healthy adults with increased adiposity

    OpenAIRE

    Christou, Demetra D.; Pierce, Gary L.; Walker, Ashley E.; Hwang, Moon-Hyon; Yoo, Jeung-Ki; Luttrell, Meredith; Meade, Thomas H.; English, Mark; Seals, Douglas R.

    2012-01-01

    Vascular smooth muscle responsiveness to nitric oxide, as assessed by nitroglycerin-induced dilation (NID), is impaired in clinical cardiovascular disease, but its relation to adiposity is unknown. We determined the relation of NID to total and abdominal adiposity in healthy adults varying widely in adiposity. In 224 men and women [age, 18–79 years; body mass index (BMI), 16.4–42.2 kg/m2], we measured NID (brachial artery dilation to 0.4 mg sublingual nitroglycerin), total body adiposity [BMI...

  3. 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.

  4. 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.

  5. 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.

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

    KAUST Repository

    Hoteit, Ibrahim

    2010-09-19

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

  7. Erythroxylum pungens elicits vasorelaxation by reducing intracellular calcium concentration in vascular smooth muscle cells of rats

    Directory of Open Access Journals (Sweden)

    Aurylene C. Oliveira

    2012-01-01

    Full Text Available The cardiovascular effects elicited by the ethanolic extract obtained from the roots of Erythroxylum pungens O.E. Schulz, Erythroxylaceae (EEEP and the vasorelaxant effect induced by its main tropane alkaloid (pungencine were investigated. In normotensive rats, administration of EEEP (1, 10, 30 and 60 mg/kg i.v., randomly produced dose-dependent hypotension (-2±1, -7±0.5 -17.6±1, -24±1 Δ mmHg, n=5 followed by tachycardia (3±0.5, 7±2, 7.1±1, 10±5 Δ bpm, n=5. In intact phenylephrine (Phe, 10 µM-pre-contracted rings, EEEP (0.01-500 µg/mL induced concentration-dependent vasorelaxation (EC50 13.7±5.5 µg/mL, Maximal Response= 92±2.6%, and this effect was unchanged after the removal of the vascular endothelium (EC50 27.2±4.7 µg/ml, Maximal Response= 88.3±3.3 %. In KCl (80 mM-pre-contracted-endothelium-denuded rings, EEEP elicited concentration-dependent relaxation (EC50= 128.2±11.2 µg/mL, Maximal Response 76.8±3.4%. Vasorelaxation has also been achieved with tonic contractions evoked by the L-type Ca2+ channel agonist Bay K 8644 (EC50 80.2±9.1 µg/mL, Maximal Response 86.3±8.3%. In addition, in a depolarizing medium, EEEP inhibited CaCl2 (30-500 µg/mL induced contractions and caused a concentration-dependent rightward shift of the relaxation curves. Lastly, the tropane alkaloid pungencine caused vasorelaxation in mesenteric arteries resembling to the EEEP responses. These results suggests that EEEP induces hypotension and vasorelaxation, at least in part, due to the reduction in [Ca2+]i in vascular smooth muscle cells.

  8. Can Reduced-Step Polishers Be as Effective as Multiple-Step Polishers in Enhancing Surface Smoothness?

    Science.gov (United States)

    Kemaloglu, Hande; Karacolak, Gamze; Turkun, L Sebnem

    2017-02-01

    The aim of this study was to evaluate the effects of various finishing and polishing systems on the final surface roughness of a resin composite. Hypotheses tested were: (1) reduced-step polishing systems are as effective as multiple-step systems on reducing the surface roughness of a resin composite and (2) the number of application steps in an F/P system has no effect on reducing surface roughness. Ninety discs of a nano-hybrid resin composite were fabricated and divided into nine groups (n = 10). Except the control, all of the specimens were roughened prior to be polished by: Enamel Plus Shiny, Venus Supra, One-gloss, Sof-Lex Wheels, Super-Snap, Enhance/PoGo, Clearfil Twist Dia, and rubber cups. The surface roughness was measured and the surfaces were examined under scanning electron microscope. Results were analyzed with analysis of variance and Holm-Sidak's multiple comparisons test (p One-gloss, Enamel Plus Shiny, and Venus Supra groups. (1) The number of application steps has no effect on the performance of F/P systems. (2) Reduced-step polishers used after a finisher can be preferable to multiple-step systems when used on nanohybrid resin composites. (3) The effect of F/P systems on surface roughness seems to be material-dependent rather than instrument- or system-dependent. Reduced-step systems used after a prepolisher can be an acceptable alternative to multiple-step systems on enhancing the surface smoothness of a nanohybrid composite; however, their effectiveness depends on the materials' properties. (J Esthet Restor Dent 29:31-40, 2017). © 2016 Wiley Periodicals, Inc.

  9. 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.

  10. Resveratrol Increases Serum BDNF Concentrations and Reduces Vascular Smooth Muscle Cells Contractility via a NOS-3-Independent Mechanism

    Directory of Open Access Journals (Sweden)

    Michał Wiciński

    2017-01-01

    Full Text Available Resveratrol is a polyphenol that presents both antineuroinflammatory properties and the ability to interact with NOS-3, what contributes to vasorelaxation. Brain-derived neurotrophic factor (BNDF, a molecule associated with neuroprotection in many neurodegenerative disorders, is considered as an important element of maintaining stable cerebral blood flow. Vascular smooth muscle cells (VSMCs are considered to be an important element in the pathogenesis of neurodegeneration and a potential preventative target by agents which reduce the contractility of the vessels. Our main objectives were to define the relationship between serum and long-term oral resveratrol administration in the rat model, as well as to assess the effect of resveratrol on phenylephrine- (PHE- induced contraction of vascular smooth muscle cells (VSMCs. Moreover, we attempt to define the dependence of contraction mechanisms on endothelial NO synthase. Experiments were performed on Wistar rats (n=17 pretreated with resveratrol (4 weeks; 10 mg/kg p.o. or placebo. Serum BDNF levels were quantified after 2 and 4 weeks of treatment with ELISA. Contraction force was measured on isolated and perfused tail arteries as the increase of perfusion pressure with a constant flow. Values of serum BNDF in week 0 were 1.18±0.12 ng/mL (treated and 1.17±0.13 ng/mL (control (p = ns. After 2 weeks of treatment, BDNF in the treatment group was higher than in controls, 1.52±0.23 ng/mL and 1.24±0.13 ng/mL, respectively. (p=0.02 Following 4 weeks of treatment, BDNF values were higher in the resveratrol group compared to control 1.64±0.31 ng/mL and 1.32±0.26 ng/mL, respectively (p=0.031. EC50 values obtained for PHE in resveratrol pretreated arteries were significantly higher than controls (5.33±1.7 × 10−7 M/L versus 4.53±1.2 × 10−8 M/L, p<0.05. These results show a significant increase in BDNF concentration in the resveratrol pretreated group. The reactivity of resistant

  11. Mercury induces proliferation and reduces cell size in vascular smooth muscle cells through MAPK, oxidative stress and cyclooxygenase-2 pathways

    Energy Technology Data Exchange (ETDEWEB)

    Aguado, Andrea; Galán, María; Zhenyukh, Olha; Wiggers, Giulia A.; Roque, Fernanda R. [Departamento de Farmacología, Facultad de Medicina, Universidad Autónoma de Madrid, Instituto de Investigación Hospital Universitario La Paz (IdiPAZ), 28029, Madrid (Spain); Redondo, Santiago [Departamento de Farmacología, Facultad de Medicina, Universidad Complutense, 28040, Madrid (Spain); Peçanha, Franck [Departamento de Farmacología, Facultad de Medicina, Universidad Autónoma de Madrid, Instituto de Investigación Hospital Universitario La Paz (IdiPAZ), 28029, Madrid (Spain); Martín, Angela [Departamento de Bioquímica, Fisiología y Genética Molecular, Universidad Rey Juan Carlos, 28922, Alcorcón (Spain); Fortuño, Ana [Área de Ciencias Cardiovasculares, Centro de Investigación Médica Aplicada, Universidad de Navarra, 31008, Pamplona (Spain); Cachofeiro, Victoria [Departamento de Fisiología, Facultad de Medicina, Universidad Complutense, 28040, Madrid (Spain); Tejerina, Teresa [Departamento de Farmacología, Facultad de Medicina, Universidad Complutense, 28040, Madrid (Spain); Salaices, Mercedes, E-mail: mercedes.salaices@uam.es [Departamento de Farmacología, Facultad de Medicina, Universidad Autónoma de Madrid, Instituto de Investigación Hospital Universitario La Paz (IdiPAZ), 28029, Madrid (Spain); and others

    2013-04-15

    Mercury exposure is known to increase cardiovascular risk but the underlying cellular mechanisms remain undetermined. We analyzed whether chronic exposure to HgCl{sub 2} affects vascular structure and the functional properties of vascular smooth muscle cells (VSMC) through oxidative stress/cyclooxygenase-2 dependent pathways. Mesenteric resistance arteries and aortas from Wistar rats treated with HgCl{sub 2} (first dose 4.6 mg kg{sup −1}, subsequent doses 0.07 mg kg{sup −1} day{sup −1}, 30 days) and cultured aortic VSMC stimulated with HgCl{sub 2} (0.05–5 μg/ml) were used. Treatment of rats with HgCl{sub 2} decreased wall thickness of the resistance and conductance vasculature, increased the number of SMC within the media and decreased SMC nucleus size. In VSMCs, exposure to HgCl{sub 2}: 1) induced a proliferative response and a reduction in cell size; 2) increased superoxide anion production, NADPH oxidase activity, gene and/or protein levels of the NADPH oxidase subunit NOX-1, the EC- and Mn-superoxide dismutases and cyclooxygenase-2 (COX-2); 3) induced activation of ERK1/2 and p38 MAPK. Both antioxidants and COX-2 inhibitors normalized the proliferative response and the altered cell size induced by HgCl{sub 2}. Blockade of ERK1/2 and p38 signaling pathways abolished the HgCl{sub 2}-induced Nox1 and COX-2 expression and normalized the alterations induced by mercury in cell proliferation and size. In conclusion, long exposure of VSMC to low doses of mercury activates MAPK signaling pathways that result in activation of inflammatory proteins such as NADPH oxidase and COX-2 that in turn induce proliferation of VSMC and changes in cell size. These findings offer further evidence that mercury might be considered an environmental risk factor for cardiovascular disease. - Highlights: ► Chronic HgCl{sub 2} exposure induces vascular remodeling. ► HgCl{sub 2} induces proliferation and decreased cell size in vascular smooth muscle cells. ► HgCl{sub 2} induces

  12. Microparticle Shedding by Erythrocytes, Monocytes and Vascular Smooth Muscular Cells Is Reduced by Aspirin in Diabetic Patients.

    Science.gov (United States)

    Chiva-Blanch, Gemma; Suades, Rosa; Padró, Teresa; Vilahur, Gemma; Peña, Esther; Ybarra, Juan; Pou, Jose M; Badimon, Lina

    2016-07-01

    Diabetes mellitus is associated with an enhanced risk for cardiovascular disease and its prevalence is increasing. Diabetes induces metabolic stress on blood and vascular cells, promoting platelet activation and vascular dysfunction. The level of vascular cell activation can be measured by the number and phenotype of microparticles found in the circulation. The aim of this study was to investigate the effect of a platelet-inhibitory dose of aspirin on the number and type of microparticles shed to the circulation. Forty-three diabetic patients were enrolled in the study and received a daily dose of 100mg of aspirin for 10 days to cover the average platelet life-span in the circulation. Before and after the intervention period, circulating microparticles were characterized and quantified by flow cytometry. Type 1 diabetic patients had about twice the number of tissue factor-positive circulating microparticles (derived both from platelets and monocytes) and endothelial-derived E-selectin positive microparticles than type 2 diabetic patients. Aspirin therapy significantly inhibited platelets since cyclooxygenase 1 derived thromboxane generation levels were reduced by 99%. Microparticles derived from erythrocytes, activated monocytes, and smooth muscle cells were significantly reduced after 10 days of aspirin administration. These results indicate that: a) vascular and blood cells in type 1 diabetic patients are exposed to more sustained stress shown by their specific microparticle origin and levels; b) aspirin therapy inhibits vascular wall cell activation and microparticle shedding, and c) the effects of aspirin are similar in type 1 and 2 diabetes. Copyright © 2016 Sociedad Española de Cardiología. Published by Elsevier España, S.L.U. All rights reserved.

  13. 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.

  14. A quantum extended Kalman filter

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  15. A quantum extended Kalman filter

    Science.gov (United States)

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

    2017-06-01

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

  16. 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....

  17. 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.

  18. 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

  19. 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.

  20. 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.

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

    Science.gov (United States)

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

    2014-06-01

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

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  3. Multivariate localization methods for ensemble Kalman filtering

    OpenAIRE

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

    2015-01-01

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

  4. Overexpression of Mitofusin 2 inhibited oxidized low-density lipoprotein induced vascular smooth muscle cell proliferation and reduced atherosclerotic lesion formation in rabbit

    International Nuclear Information System (INIS)

    Guo Yanhong; Chen Kuanghueih; Gao Wei; Li Qian; Chen Li; Wang Guisong; Tang Jian

    2007-01-01

    Our previous studies have implies that Mitofusin 2 (Mfn2), which was progressively reduced in arteries from ApoE -/- mice during the development of atherosclerosis, may take part in pathogenesis of atherosclerosis. In this study, we found that overexpression of Mfn2 inhibited oxidized low-density lipoprotein or serum induced vascular smooth muscle cell proliferation by down-regulation of Akt and ERK phosphorylation. Then we investigated the in vivo role of Mfn2 on the development of atherosclerosis in rabbits using adenovirus expressing Mitofusin 2 gene (AdMfn2). By morphometric analysis we found overexpression of Mfn2 inhibited atherosclerotic lesion formation and intima/media ratio by 66.7% and 74.6%, respectively, compared with control group. These results suggest that local Mfn2 treatment suppresses the development of atherosclerosis in vivo in part by attenuating the smooth muscle cell proliferation induced by lipid deposition and vascular injury

  5. Autonomous Integrated Navigation for Indoor Robots Utilizing On-Line Iterated Extended Rauch-Tung-Striebel Smoothing

    Directory of Open Access Journals (Sweden)

    Yuan Xu

    2013-11-01

    Full Text Available In order to reduce the estimated errors of the inertial navigation system (INS/Wireless sensor network (WSN-integrated navigation for mobile robots indoors, this work proposes an on-line iterated extended Rauch-Tung-Striebel smoothing (IERTSS utilizing inertial measuring units (IMUs and an ultrasonic positioning system. In this mode, an iterated Extended Kalman filter (IEKF is used in forward data processing of the Extended Rauch-Tung-Striebel smoothing (ERTSS to improve the accuracy of the filtering output for the smoother. Furthermore, in order to achieve the on-line smoothing, IERTSS is embedded into the average filter. For verification, a real indoor test has been done to assess the performance of the proposed method. The results show that the proposed method is effective in reducing the errors compared with the conventional schemes.

  6. Analysis of spatial count data using Kalman smoothing

    DEFF Research Database (Denmark)

    Dethlefsen, Claus

    2007-01-01

    We consider spatial count data from an agricultural field experiment. Counts of weed plants in a field have been recorded in a project on precision farming. Interest is in mapping the weed intensity so that the dose of herbicide applied at any location can be adjusted to the amount of weed present...

  7. Smooth manifolds

    CERN Document Server

    Sinha, Rajnikant

    2014-01-01

    This book offers an introduction to the theory of smooth manifolds, helping students to familiarize themselves with the tools they will need for mathematical research on smooth manifolds and differential geometry. The book primarily focuses on topics concerning differential manifolds, tangent spaces, multivariable differential calculus, topological properties of smooth manifolds, embedded submanifolds, Sard’s theorem and Whitney embedding theorem. It is clearly structured, amply illustrated and includes solved examples for all concepts discussed. Several difficult theorems have been broken into many lemmas and notes (equivalent to sub-lemmas) to enhance the readability of the book. Further, once a concept has been introduced, it reoccurs throughout the book to ensure comprehension. Rank theorem, a vital aspect of smooth manifolds theory, occurs in many manifestations, including rank theorem for Euclidean space and global rank theorem. Though primarily intended for graduate students of mathematics, the book ...

  8. 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.

  9. 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

  10. Intraarterial beta irradiation induces smooth muscle cell apoptosis and reduces medial cellularity in a hypercholesterolemic rabbit restenosis model

    International Nuclear Information System (INIS)

    Verin, Vitali; Popowski, Youri; Bochaton-Piallat, Marie-Luce; Belenger, Jacques; Urban, Philip; Neuville, Pascal; Redard, Mireille; Costa, Manuel; Celetta, Giuseppe; Gabbiani, Giulio

    2000-01-01

    Purpose: Ionizing radiation has been shown to be a powerful inhibitor of neointimal hyperplasia following arterial injury in several animal models of post-percutaneous transluminal coronary angioplasty (post-PTCA) restenosis. This was previously shown to be associated with a reduction in smooth muscle cell (SMC) mitotic activity. This study evaluated the effect of intraarterial beta irradiation on the arterial wall SMC density and apoptosis. Methods and Materials: Twenty-five carotid and 7 iliac arteries of hypercholesterolemic New Zealand white rabbits were injured using the Baumgartner technique. The impact of an 18 Gy beta radiation dose administered after balloon injury was studied and compared to a nonirradiated injured control group. The medial SMC density as well as the percentage of apoptotic cells were determined at 8 days, 21 days, and 6 weeks after injury using an automated computer-based software. Apoptotic cells were identified using in situ end-labeling of fragmented DNA. Results: The values for medial apoptosis in control vs. irradiated arteries were: 0.014 ± 0.023 vs. 0.23 ± 0.28%, p = NS, at 8 days; 0.012 ± 0.018 vs. 0.07 ± 0.07%, p = 0.05, at 21 days; and 0 ± 0 vs. 0.16 ± 0.11%, p = 0.03, at 6 weeks. The overall incidence of medial apoptotic cells at all time points was 0.01 ± 0.017 vs. 0.13 ± 0.14% in controls and irradiated arteries respectively, p = 0.004. Medial SMC density was significantly decreased in irradiated arteries in comparison with controls (p < 0.01 at all time-points). Conclusions: Intraarterial beta irradiation stimulates medial SMC apoptosis in balloon-injured arteries. This, together with a decrease in SMC mitotic activity, contributes to a decrease in the arterial wall cellularity

  11. A THEORETICAL STUDY ON SIMPLIFIED KALMAN FILTER IN DATA ASSIMILATION

    Institute of Scientific and Technical Information of China (English)

    Ma Zhai-pu; Huang Da-ji; Zhang Ben-zhao

    2003-01-01

    In this paper, we put forward a new method to reduce the calculation amount of the gain matrix of Kalman filter in data assimilation. We rewrite the vector describing the total state variables with two vectors whose dimensions are small and thus obtain the main parts and the trivial parts of the state variables. On the basis of the rewrittten formula, we not only develop a reduced Kalman filter scheme, but also obtain the transition equations about truncation errors, with which the validity of the main parts acting for the total state variables can be evaluated quantitatively. The error transition equations thus offer an indirect testimony to the rationality of the main parts.

  12. A Novel Orally Available Asthma Drug Candidate That Reduces Smooth Muscle Constriction and Inflammation by Targeting GABAA Receptors in the Lung.

    Science.gov (United States)

    Forkuo, Gloria S; Nieman, Amanda N; Kodali, Revathi; Zahn, Nicolas M; Li, Guanguan; Rashid Roni, M S; Stephen, Michael Rajesh; Harris, Ted W; Jahan, Rajwana; Guthrie, Margaret L; Yu, Olivia B; Fisher, Janet L; Yocum, Gene T; Emala, Charles W; Steeber, Douglas A; Stafford, Douglas C; Cook, James M; Arnold, Leggy A

    2018-05-07

    We describe lead compound MIDD0301 for the oral treatment of asthma based on previously developed positive allosteric α 5 β 3 γ 2 selective GABA A receptor (GABA A R) ligands. MIDD0301 relaxed airway smooth muscle at single micromolar concentrations as demonstrated with ex vivo guinea pig tracheal rings. MIDD0301 also attenuated airway hyperresponsiveness (AHR) in an ovalbumin murine model of asthma by oral administration. Reduced numbers of eosinophils and macrophages were observed in mouse bronchoalveolar lavage fluid without changing mucous metaplasia. Importantly, lung cytokine expression of IL-17A, IL-4, and TNF-α were reduced for MIDD0301-treated mice without changing antiinflammatory cytokine IL-10 levels. Automated patch clamp confirmed amplification of GABA induced current mediated by α 1-3,5 β 3 γ 2 GABA A Rs in the presence of MIDD0301. Pharmacodynamically, transmembrane currents of ex vivo CD4 + T cells from asthmatic mice were potentiated by MIDD0301 in the presence of GABA. The number of CD4 + T cells observed in the lung of MIDD0301-treated mice were reduced by an oral treatment of 20 mg/kg b.i.d. for 5 days. A half-life of almost 14 h was demonstrated by pharmacokinetic studies (PK) with no adverse CNS effects when treated mice were subjected to sensorimotor studies using the rotarod. PK studies also confirmed very low brain distribution. In conclusion, MIDD0301 represents a safe and improved oral asthma drug candidate that relaxes airway smooth muscle and attenuates inflammation in the lung leading to a reduction of AHR at a dosage lower than earlier reported GABA A R ligands.

  13. 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

  14. 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

  15. Kalman-fuzzy algorithm in short term load forecasting

    International Nuclear Information System (INIS)

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

    1996-01-01

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

  16. Surface smoothness

    DEFF Research Database (Denmark)

    Tummala, Sudhakar; Dam, Erik B.

    2010-01-01

    accuracy, such novel markers must therefore be validated against clinically meaningful end-goals such as the ability to allow correct diagnosis. We present a method for automatic cartilage surface smoothness quantification in the knee joint. The quantification is based on a curvature flow method used....... We demonstrate that the fully automatic markers eliminate the time required for radiologist annotations, and in addition provide a diagnostic marker superior to the evaluated semi-manual markers....

  17. Insoluble elastin reduces collagen scaffold stiffness, improves viscoelastic properties, and induces a contractile phenotype in smooth muscle cells.

    Science.gov (United States)

    Ryan, Alan J; O'Brien, Fergal J

    2015-12-01

    Biomaterials with the capacity to innately guide cell behaviour while also displaying suitable mechanical properties remain a challenge in tissue engineering. Our approach to this has been to utilise insoluble elastin in combination with collagen as the basis of a biomimetic scaffold for cardiovascular tissue engineering. Elastin was found to markedly alter the mechanical and biological response of these collagen-based scaffolds. Specifically, during extensive mechanical assessment elastin was found to reduce the specific tensile and compressive moduli of the scaffolds in a concentration dependant manner while having minimal effect on scaffold microarchitecture with both scaffold porosity and pore size still within the ideal ranges for tissue engineering applications. However, the viscoelastic properties were significantly improved with elastin addition with a 3.5-fold decrease in induced creep strain, a 6-fold increase in cyclical strain recovery, and with a four-parameter viscoelastic model confirming the ability of elastin to confer resistance to long term deformation/creep. Furthermore, elastin was found to result in the modulation of SMC phenotype towards a contractile state which was determined via reduced proliferation and significantly enhanced expression of early (α-SMA), mid (calponin), and late stage (SM-MHC) contractile proteins. This allows the ability to utilise extracellular matrix proteins alone to modulate SMC phenotype without any exogenous factors added. Taken together, the ability of elastin to alter the mechanical and biological response of collagen scaffolds has led to the development of a biomimetic biomaterial highly suitable for cardiovascular tissue engineering. Copyright © 2015 Elsevier Ltd. All rights reserved.

  18. 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.

  19. 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.

  20. 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.

  1. 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

  2. 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.

  3. Kalman-predictive-proportional-integral-derivative (KPPID)

    International Nuclear Information System (INIS)

    Fluerasu, A.; Sutton, M.

    2004-01-01

    With third generation synchrotron X-ray sources, it is possible to acquire detailed structural information about the system under study with time resolution orders of magnitude faster than was possible a few years ago. These advances have generated many new challenges for changing and controlling the state of the system on very short time scales, in a uniform and controlled manner. For our particular X-ray experiments on crystallization or order-disorder phase transitions in metallic alloys, we need to change the sample temperature by hundreds of degrees as fast as possible while avoiding over or under shooting. To achieve this, we designed and implemented a computer-controlled temperature tracking system which combines standard Proportional-Integral-Derivative (PID) feedback, thermal modeling and finite difference thermal calculations (feedforward), and Kalman filtering of the temperature readings in order to reduce the noise. The resulting Kalman-Predictive-Proportional-Integral-Derivative (KPPID) algorithm allows us to obtain accurate control, to minimize the response time and to avoid over/under shooting, even in systems with inherently noisy temperature readings and time delays. The KPPID temperature controller was successfully implemented at the Advanced Photon Source at Argonne National Laboratories and was used to perform coherent and time-resolved X-ray diffraction experiments.

  4. Mixtures of skewed Kalman filters

    KAUST Repository

    Kim, Hyoungmoon

    2014-01-01

    Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class of closed skew-normal distributions. Some basic properties are derived and a class of closed skew. t distributions is obtained. Our suggested family of distributions is skewed and has heavy tails too, so it is appropriate for robust analysis. Our proposed special sequential Monte Carlo methods use a random mixture of the closed skew-normal distributions to approximate a target distribution. Hence it is possible to handle skewed and heavy tailed data simultaneously. These methods are illustrated with numerical experiments. © 2013 Elsevier Inc.

  5. 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.

  6. 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...

  7. 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.

  8. 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)

  9. Ganoderma lucidum Polysaccharides Reduce Lipopolysaccharide-Induced Interleukin-1β Expression in Cultured Smooth Muscle Cells and in Thoracic Aortas in Mice

    Directory of Open Access Journals (Sweden)

    Chan-Jung Liang

    2014-01-01

    Full Text Available The expression of inflammatory cytokines on vascular walls is a critical event in vascular diseases and inflammation. The aim of the present study was to examine the effects of an extract of Ganoderma lucidum (Reishi polysaccharides (EORPs, which is effective against immunological disorders, on interleukin- (IL- 1β expression by human aortic smooth muscle cells (HASMCs and the underlying mechanism. The lipopolysaccharide- (LPS- induced IL-1β expression was significantly reduced when HASMCs were pretreated with EORP by Western blot and immunofluorescent staining. Pretreatment with 10 μg/mL EORP decreased LPS-induced ERK, p38, JNK, and Akt phosphorylation. But the increase in IL-1β expression with LPS treatment was only inhibited by pretreatment with the ERK1/2 inhibitor, while the JNK and p38 inhibitors had no effect. In addition, EORP reduced the phosphorylation and nuclear translocation of nuclear factor- (NF- κB p65 in LPS-treated HASMCs. Furthermore, in vivo, IL-1β expression was strongly expressed in thoracic aortas in LPS-treated mice. Oral administration of EORP decreased IL-1β expression. The level of IL-1β expression in LPS-treated or in LPS/EORP-treated group was very low and was similar to that of the saline-treated group in toll-like receptor 4-deficient (TLR4−/− mice. These findings suggest that EORP has the anti-inflammatory property and could prove useful in the prevention of vascular diseases and inflammatory responses.

  10. A Kalman Filter Implementation for Precision Improvement in Low-Cost GPS Positioning of Tractors

    Science.gov (United States)

    Gomez-Gil, Jaime; Ruiz-Gonzalez, Ruben; Alonso-Garcia, Sergio; Gomez-Gil, Francisco Javier

    2013-01-01

    Low-cost GPS receivers provide geodetic positioning information using the NMEA protocol, usually with eight digits for latitude and nine digits for longitude. When these geodetic coordinates are converted into Cartesian coordinates, the positions fit in a quantization grid of some decimeters in size, the dimensions of which vary depending on the point of the terrestrial surface. The aim of this study is to reduce the quantization errors of some low-cost GPS receivers by using a Kalman filter. Kinematic tractor model equations were employed to particularize the filter, which was tuned by applying Monte Carlo techniques to eighteen straight trajectories, to select the covariance matrices that produced the lowest Root Mean Square Error in these trajectories. Filter performance was tested by using straight tractor paths, which were either simulated or real trajectories acquired by a GPS receiver. The results show that the filter can reduce the quantization error in distance by around 43%. Moreover, it reduces the standard deviation of the heading by 75%. Data suggest that the proposed filter can satisfactorily preprocess the low-cost GPS receiver data when used in an assistance guidance GPS system for tractors. It could also be useful to smooth tractor GPS trajectories that are sharpened when the tractor moves over rough terrain. PMID:24217355

  11. Smoothness in Binomial Edge Ideals

    Directory of Open Access Journals (Sweden)

    Hamid Damadi

    2016-06-01

    Full Text Available In this paper we study some geometric properties of the algebraic set associated to the binomial edge ideal of a graph. We study the singularity and smoothness of the algebraic set associated to the binomial edge ideal of a graph. Some of these algebraic sets are irreducible and some of them are reducible. If every irreducible component of the algebraic set is smooth we call the graph an edge smooth graph, otherwise it is called an edge singular graph. We show that complete graphs are edge smooth and introduce two conditions such that the graph G is edge singular if and only if it satisfies these conditions. Then, it is shown that cycles and most of trees are edge singular. In addition, it is proved that complete bipartite graphs are edge smooth.

  12. 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....

  13. 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...

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

    Science.gov (United States)

    Yang, Yaguang; Zhou, Zhiqiang

    2016-01-01

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

  15. 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.

  16. A Method for Low-Delay Pitch Tracking and Smoothing

    DEFF Research Database (Denmark)

    Christensen, Mads Græsbøll

    2012-01-01

    . In the second step, a Kalman filter is used to smooth the estimates and separate the pitch into a slowly varying component and a rapidly varying component. The former represents the mean pitch while the latter represents vibrato, slides and other fast changes. The method is intended for use in applica- tions...... that require fast and sample-by-sample estimates, like tuners for musical instruments, transcription tasks requiring details like vi- brato, and real-time tracking of voiced speech....

  17. 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

  18. 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.

  19. Boundary Value Problems Arising in Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Sinem Ertürk

    2009-01-01

    Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

  20. Boundary Value Problems Arising in Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Bashirov Agamirza

    2008-01-01

    Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

  1. 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

  2. Carrier tracking by smoothing filter improves symbol SNR

    Science.gov (United States)

    Pomalaza-Raez, Carlos A.; Hurd, William J.

    1986-01-01

    The potential benefit of using a smoothing filter to estimate carrier phase over use of phase locked loops (PLL) is determined. Numerical results are presented for the performance of three possible configurations of the deep space network advanced receiver. These are residual carrier PLL, sideband aided residual carrier PLL, and finally sideband aiding with a Kalman smoother. The average symbol signal to noise ratio (SNR) after losses due to carrier phase estimation error is computed for different total power SNRs, symbol rates and symbol SNRs. It is found that smoothing is most beneficial for low symbol SNRs and low symbol rates. Smoothing gains up to 0.4 dB over a sideband aided residual carrier PLL, and the combined benefit of smoothing and sideband aiding relative to a residual carrier loop is often in excess of 1 dB.

  3. Carrier tracking by smoothing filter can improve symbol SNR

    Science.gov (United States)

    Hurd, W. J.; Pomalaza-Raez, C. A.

    1985-01-01

    The potential benefit of using a smoothing filter to estimate carrier phase over use of phase locked loops (PLL) is determined. Numerical results are presented for the performance of three possible configurations of the deep space network advanced receiver. These are residual carrier PLL, sideband aided residual carrier PLL, and finally sideband aiding with a Kalman smoother. The average symbol signal to noise ratio (CNR) after losses due to carrier phase estimation error is computed for different total power SNRs, symbol rates and symbol SNRs. It is found that smoothing is most beneficial for low symbol SNRs and low symbol rates. Smoothing gains up to 0.4 dB over a sideband aided residual carrier PLL, and the combined benefit of smoothing and sideband aiding relative to a residual carrier loop is often in excess of 1 dB.

  4. 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

  5. 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].

  6. 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.

  7. 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.

  8. 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].

  9. Kalman Filter for Spinning Spacecraft Attitude Estimation

    Science.gov (United States)

    Markley, F. Landis; Sedlak, Joseph E.

    2008-01-01

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

  10. 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....

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. Data assimilation in integrated hydrological modeling using ensemble Kalman filtering

    DEFF Research Database (Denmark)

    Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh

    2015-01-01

    Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...

  16. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

    Roh, S.

    2015-12-03

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  17. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

    Roh, S.

    2015-05-08

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  18. Multivariate localization methods for ensemble Kalman filtering

    Science.gov (United States)

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

    2015-12-01

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  19. Multivariate localization methods for ensemble Kalman filtering

    KAUST Repository

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

    2015-01-01

    In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

  20. A NEW METHOD OF CHANNEL FRICTION INVERSION BASED ON KALMAN FILTER WITH UNKNOWN PARAMETER VECTOR

    Institute of Scientific and Technical Information of China (English)

    CHENG Wei-ping; MAO Gen-hai; LIU Guo-hua

    2005-01-01

    Channel friction is an important parameter in hydraulic analysis.A channel friction parameter inversion method based on Kalman Filter with unknown parameter vector is proposed.Numerical simulations indicate that when the number of monitoring stations exceeds a critical value, the solution is hardly affected.In addition, Kalman Filter with unknown parameter vector is effective only at unsteady state.For the nonlinear equations, computations of sensitivity matrices are time-costly.Two simplified measures can reduce computing time, but not influence the results.One is to reduce sensitivity matrix analysis time, the other is to substitute for sensitivity matrix.

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

    Directory of Open Access Journals (Sweden)

    Mohammadreza Asghari Oskoei

    2017-11-01

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

  2. Exponential smoothing weighted correlations

    Science.gov (United States)

    Pozzi, F.; Di Matteo, T.; Aste, T.

    2012-06-01

    In many practical applications, correlation matrices might be affected by the "curse of dimensionality" and by an excessive sensitiveness to outliers and remote observations. These shortcomings can cause problems of statistical robustness especially accentuated when a system of dynamic correlations over a running window is concerned. These drawbacks can be partially mitigated by assigning a structure of weights to observational events. In this paper, we discuss Pearson's ρ and Kendall's τ correlation matrices, weighted with an exponential smoothing, computed on moving windows using a data-set of daily returns for 300 NYSE highly capitalized companies in the period between 2001 and 2003. Criteria for jointly determining optimal weights together with the optimal length of the running window are proposed. We find that the exponential smoothing can provide more robust and reliable dynamic measures and we discuss that a careful choice of the parameters can reduce the autocorrelation of dynamic correlations whilst keeping significance and robustness of the measure. Weighted correlations are found to be smoother and recovering faster from market turbulence than their unweighted counterparts, helping also to discriminate more effectively genuine from spurious correlations.

  3. Bds/gps Integrated Positioning Method Research Based on Nonlinear Kalman Filtering

    Science.gov (United States)

    Ma, Y.; Yuan, W.; Sun, H.

    2017-09-01

    In order to realize fast and accurate BDS/GPS integrated positioning, it is necessary to overcome the adverse effects of signal attenuation, multipath effect and echo interference to ensure the result of continuous and accurate navigation and positioning. In this paper, pseudo-range positioning is used as the mathematical model. In the stage of data preprocessing, using precise and smooth carrier phase measurement value to promote the rough pseudo-range measurement value without ambiguity. At last, the Extended Kalman Filter(EKF), the Unscented Kalman Filter(UKF) and the Particle Filter(PF) algorithm are applied in the integrated positioning method for higher positioning accuracy. The experimental results show that the positioning accuracy of PF is the highest, and UKF is better than EKF.

  4. 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.

  5. 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

  6. 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.

  7. 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...

  8. Kalman Orbit Optimized Loop Tracking

    Science.gov (United States)

    Young, Lawrence E.; Meehan, Thomas K.

    2011-01-01

    Under certain conditions of low signal power and/or high noise, there is insufficient signal to noise ratio (SNR) to close tracking loops with individual signals on orbiting Global Navigation Satellite System (GNSS) receivers. In addition, the processing power available from flight computers is not great enough to implement a conventional ultra-tight coupling tracking loop. This work provides a method to track GNSS signals at very low SNR without the penalty of requiring very high processor throughput to calculate the loop parameters. The Kalman Orbit-Optimized Loop (KOOL) tracking approach constitutes a filter with a dynamic model and using the aggregate of information from all tracked GNSS signals to close the tracking loop for each signal. For applications where there is not a good dynamic model, such as very low orbits where atmospheric drag models may not be adequate to achieve the required accuracy, aiding from an IMU (inertial measurement unit) or other sensor will be added. The KOOL approach is based on research JPL has done to allow signal recovery from weak and scintillating signals observed during the use of GPS signals for limb sounding of the Earth s atmosphere. That approach uses the onboard PVT (position, velocity, time) solution to generate predictions for the range, range rate, and acceleration of the low-SNR signal. The low- SNR signal data are captured by a directed open loop. KOOL builds on the previous open loop tracking by including feedback and observable generation from the weak-signal channels so that the MSR receiver will continue to track and provide PVT, range, and Doppler data, even when all channels have low SNR.

  9. 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....

  10. 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....

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

    Science.gov (United States)

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

    2016-05-01

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

  12. 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.

  13. 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...

  14. A Self-Tuning Kalman Filter for Autonomous Navigation using the Global Positioning System (GPS)

    Science.gov (United States)

    Truong, S. H.

    1999-01-01

    Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

  15. 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...

  16. 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

  17. 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.

  18. Free Space Computation From Stochastic Occupancy Grids Based On Iconic Kalman Filtered Disparity Maps

    DEFF Research Database (Denmark)

    Høilund, Carsten; Moeslund, Thomas B.; Madsen, Claus B.

    2010-01-01

    This paper presents a method for determining the free space in a scene as viewed by a vehicle-mounted camera. Using disparity maps from a stereo camera and known camera motion, the disparity maps are first filtered by an iconic Kalman filter, operating on each pixel individually, thereby reducing...

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

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

    DEFF Research Database (Denmark)

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

    1998-01-01

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

  1. 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.

  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,

  3. Bayesian Exponential Smoothing.

    OpenAIRE

    Forbes, C.S.; Snyder, R.D.; Shami, R.S.

    2000-01-01

    In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based on a state space model containing only a single source of error for each time interval. This model allows us to improve current practices surrounding exponential smoothing by providing both point predictions and measures of the uncertainty surrounding them.

  4. Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.

    Science.gov (United States)

    Xin, Jingzhou; Zhou, Jianting; Yang, Simon X; Li, Xiaoqing; Wang, Yu

    2018-01-19

    Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing

  5. Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model

    Directory of Open Access Journals (Sweden)

    Jingzhou Xin

    2018-01-01

    Full Text Available Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA, and generalized autoregressive conditional heteroskedasticity (GARCH. Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS deformation monitoring system demonstrated that: (1 the Kalman filter is capable of denoising the bridge deformation monitoring data; (2 the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3 in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity; the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data

  6. Ensemble Kalman methods for inverse problems

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  7. Smooth polyhedral surfaces

    KAUST Repository

    Gü nther, Felix; Jiang, Caigui; Pottmann, Helmut

    2017-01-01

    Polyhedral surfaces are fundamental objects in architectural geometry and industrial design. Whereas closeness of a given mesh to a smooth reference surface and its suitability for numerical simulations were already studied extensively, the aim of our work is to find and to discuss suitable assessments of smoothness of polyhedral surfaces that only take the geometry of the polyhedral surface itself into account. Motivated by analogies to classical differential geometry, we propose a theory of smoothness of polyhedral surfaces including suitable notions of normal vectors, tangent planes, asymptotic directions, and parabolic curves that are invariant under projective transformations. It is remarkable that seemingly mild conditions significantly limit the shapes of faces of a smooth polyhedral surface. Besides being of theoretical interest, we believe that smoothness of polyhedral surfaces is of interest in the architectural context, where vertices and edges of polyhedral surfaces are highly visible.

  8. Smooth polyhedral surfaces

    KAUST Repository

    Günther, Felix

    2017-03-15

    Polyhedral surfaces are fundamental objects in architectural geometry and industrial design. Whereas closeness of a given mesh to a smooth reference surface and its suitability for numerical simulations were already studied extensively, the aim of our work is to find and to discuss suitable assessments of smoothness of polyhedral surfaces that only take the geometry of the polyhedral surface itself into account. Motivated by analogies to classical differential geometry, we propose a theory of smoothness of polyhedral surfaces including suitable notions of normal vectors, tangent planes, asymptotic directions, and parabolic curves that are invariant under projective transformations. It is remarkable that seemingly mild conditions significantly limit the shapes of faces of a smooth polyhedral surface. Besides being of theoretical interest, we believe that smoothness of polyhedral surfaces is of interest in the architectural context, where vertices and edges of polyhedral surfaces are highly visible.

  9. Accounting for Location Error in Kalman Filters: Integrating Animal Borne Sensor Data into Assimilation Schemes

    Science.gov (United States)

    Sengupta, Aritra; Foster, Scott D.; Patterson, Toby A.; Bravington, Mark

    2012-01-01

    Data assimilation is a crucial aspect of modern oceanography. It allows the future forecasting and backward smoothing of ocean state from the noisy observations. Statistical methods are employed to perform these tasks and are often based on or related to the Kalman filter. Typically Kalman filters assumes that the locations associated with observations are known with certainty. This is reasonable for typical oceanographic measurement methods. Recently, however an alternative and abundant source of data comes from the deployment of ocean sensors on marine animals. This source of data has some attractive properties: unlike traditional oceanographic collection platforms, it is relatively cheap to collect, plentiful, has multiple scientific uses and users, and samples areas of the ocean that are often difficult of costly to sample. However, inherent uncertainty in the location of the observations is a barrier to full utilisation of animal-borne sensor data in data-assimilation schemes. In this article we examine this issue and suggest a simple approximation to explicitly incorporate the location uncertainty, while staying in the scope of Kalman-filter-like methods. The approximation stems from a Taylor-series approximation to elements of the updating equation. PMID:22900005

  10. Comparison of different incremental analysis update schemes in a realistic assimilation system with Ensemble Kalman Filter

    Science.gov (United States)

    Yan, Y.; Barth, A.; Beckers, J. M.; Brankart, J. M.; Brasseur, P.; Candille, G.

    2017-07-01

    In this paper, three incremental analysis update schemes (IAU 0, IAU 50 and IAU 100) are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The difference between the three IAU schemes lies on the position of the increment update window. The relevance of each IAU scheme is evaluated through analyses on both thermohaline and dynamical variables. The validation of the assimilation results is performed according to both deterministic and probabilistic metrics against different sources of observations. For deterministic validation, the ensemble mean and the ensemble spread are compared to the observations. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score. The obtained results show that 1) the IAU 50 scheme has the same performance as the IAU 100 scheme 2) the IAU 50/100 schemes outperform the IAU 0 scheme in error covariance propagation for thermohaline variables in relatively stable region, while the IAU 0 scheme outperforms the IAU 50/100 schemes in dynamical variables estimation in dynamically active region 3) in case with sufficient number of observations and good error specification, the impact of IAU schemes is negligible. The differences between the IAU 0 scheme and the IAU 50/100 schemes are mainly due to different model integration time and different instability (density inversion, large vertical velocity, etc.) induced by the increment update. The longer model integration time with the IAU 50/100 schemes, especially the free model integration, on one hand, allows for better re-establishment of the equilibrium model state, on the other hand, smooths the strong gradients in dynamically active region.

  11. 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

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

    Science.gov (United States)

    Csank, Jeffrey T.; Connolly, Joseph W.

    2016-01-01

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

  13. Direct and accelerated parameter mapping using the unscented Kalman filter.

    Science.gov (United States)

    Zhao, Li; Feng, Xue; Meyer, Craig H

    2016-05-01

    To accelerate parameter mapping using a new paradigm that combines image reconstruction and model regression as a parameter state-tracking problem. In T2 mapping, the T2 map is first encoded in parameter space by multi-TE measurements and then encoded by Fourier transformation with readout/phase encoding gradients. Using a state transition function and a measurement function, the unscented Kalman filter can describe T2 mapping as a dynamic system and directly estimate the T2 map from the k-space data. The proposed method was validated with a numerical brain phantom and volunteer experiments with a multiple-contrast spin echo sequence. Its performance was compared with a conjugate-gradient nonlinear inversion method at undersampling factors of 2 to 8. An accelerated pulse sequence was developed based on this method to achieve prospective undersampling. Compared with the nonlinear inversion reconstruction, the proposed method had higher precision, improved structural similarity and reduced normalized root mean squared error, with acceleration factors up to 8 in numerical phantom and volunteer studies. This work describes a new perspective on parameter mapping by state tracking. The unscented Kalman filter provides a highly accelerated and efficient paradigm for T2 mapping. © 2015 Wiley Periodicals, Inc.

  14. Extracting Steady State Components from Synchrophasor Data Using Kalman Filters

    Directory of Open Access Journals (Sweden)

    Farhan Mahmood

    2016-04-01

    Full Text Available Data from phasor measurement units (PMUs may be exploited to provide steady state information to the applications which require it. As PMU measurements may contain errors and missing data, the paper presents the application of a Kalman Filter technique for real-time data processing. PMU data captures the power system’s response at different time-scales, which are generated by different types of power system events; the presented Kalman Filter methods have been applied to extract the steady state components of PMU measurements that can be fed to steady state applications. Two KF-based methods have been proposed, i.e., a windowing-based KF method and “the modified KF”. Both methods are capable of reducing noise, compensating for missing data and filtering outliers from input PMU signals. A comparison of proposed methods has been carried out using the PMU data generated from a hardware-in-the-loop (HIL experimental setup. In addition, a performance analysis of the proposed methods is performed using an evaluation metric.

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

    Science.gov (United States)

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

    2018-04-01

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

  16. ERP Estimation using a Kalman Filter in VLBI

    Science.gov (United States)

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

    2014-12-01

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

  17. Activation of GLP-1 receptors on vascular smooth muscle cells reduces the autoregulatory response in afferent arterioles and increases renal blood flow

    DEFF Research Database (Denmark)

    Jensen, Elisa Pouline; Poulsen, Steen Seier; Kissow, Hannelouise

    2015-01-01

    was to localize renal GLP-1 receptors and describe GLP-1 mediated effects on the renal vasculature. We hypothesized that renal GLP-1 receptors are located in the renal microcirculation and activation of these affects renal autoregulation and increases renal blood flow. In vivo autoradiography using 125I-GLP-1......, 125I-exendin-4 (GLP-1 analog) and 125I-exendin 9-39 (GLP-1 receptor antagonist) was performed in rodents to localize specific GLP-1 receptor binding. GLP-1 mediated effects on blood pressure (BP), renal blood flow (RBF), heart rate (HR), renin secretion, urinary flow rate and Na+ and K+ excretion were...... conclude that GLP-1 receptors are located in the renal vasculature including afferent arterioles. Activation of these receptors reduces the autoregulatory response of afferent arterioles to acute pressure increases and increases renal blood flow in normotensive rats....

  18. Activation of GLP-1 receptors on vascular smooth muscle cells reduces the autoregulatory response in afferent arterioles and increases renal blood flow.

    Science.gov (United States)

    Jensen, Elisa P; Poulsen, Steen S; Kissow, Hannelouise; Holstein-Rathlou, Niels-Henrik; Deacon, Carolyn F; Jensen, Boye L; Holst, Jens J; Sorensen, Charlotte M

    2015-04-15

    Glucagon-like peptide (GLP)-1 has a range of extrapancreatic effects, including renal effects. The mechanisms are poorly understood, but GLP-1 receptors have been identified in the kidney. However, the exact cellular localization of the renal receptors is poorly described. The aim of the present study was to localize renal GLP-1 receptors and describe GLP-1-mediated effects on the renal vasculature. We hypothesized that renal GLP-1 receptors are located in the renal microcirculation and that activation of these affects renal autoregulation and increases renal blood flow. In vivo autoradiography using (125)I-labeled GLP-1, (125)I-labeled exendin-4 (GLP-1 analog), and (125)I-labeled exendin 9-39 (GLP-1 receptor antagonist) was performed in rodents to localize specific GLP-1 receptor binding. GLP-1-mediated effects on blood pressure, renal blood flow (RBF), heart rate, renin secretion, urinary flow rate, and Na(+) and K(+) excretion were investigated in anesthetized rats. Effects of GLP-1 on afferent arterioles were investigated in isolated mouse kidneys. Specific binding of (125)I-labeled GLP-1, (125)I-labeled exendin-4, and (125)I-labeled exendin 9-39 was observed in the renal vasculature, including afferent arterioles. Infusion of GLP-1 increased blood pressure, RBF, and urinary flow rate significantly in rats. Heart rate and plasma renin concentrations were unchanged. Exendin 9-39 inhibited the increase in RBF. In isolated murine kidneys, GLP-1 and exendin-4 significantly reduced the autoregulatory response of afferent arterioles in response to stepwise increases in pressure. We conclude that GLP-1 receptors are located in the renal vasculature, including afferent arterioles. Activation of these receptors reduces the autoregulatory response of afferent arterioles to acute pressure increases and increases RBF in normotensive rats. Copyright © 2015 the American Physiological Society.

  19. 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.

  20. Smoothness of limit functors

    Indian Academy of Sciences (India)

    Abstract. Let S be a scheme. Assume that we are given an action of the one dimen- sional split torus Gm,S on a smooth affine S-scheme X. We consider the limit (also called attractor) subfunctor Xλ consisting of points whose orbit under the given action. 'admits a limit at 0'. We show that Xλ is representable by a smooth ...

  1. Neutron flux filtration using Kalman filter

    International Nuclear Information System (INIS)

    Urcikan, Marian

    2005-01-01

    In the course of the WWER-440 start-up procedure the time dependent reactivity is determined from the measured ionization chamber signal by inverse kinetic method. Due to the random nature of the fission process and random nature the detection process the measured ionization chamber signal contains certain noise content. To minimize the unwonted noise on measured reactivity one of the possibility method is utilization Kalman filter, based on a stochastic model of reactor system (Author)

  2. 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.

  3. 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.

  4. 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....

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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

  12. Smooth quantile normalization.

    Science.gov (United States)

    Hicks, Stephanie C; Okrah, Kwame; Paulson, Joseph N; Quackenbush, John; Irizarry, Rafael A; Bravo, Héctor Corrada

    2018-04-01

    Between-sample normalization is a critical step in genomic data analysis to remove systematic bias and unwanted technical variation in high-throughput data. Global normalization methods are based on the assumption that observed variability in global properties is due to technical reasons and are unrelated to the biology of interest. For example, some methods correct for differences in sequencing read counts by scaling features to have similar median values across samples, but these fail to reduce other forms of unwanted technical variation. Methods such as quantile normalization transform the statistical distributions across samples to be the same and assume global differences in the distribution are induced by only technical variation. However, it remains unclear how to proceed with normalization if these assumptions are violated, for example, if there are global differences in the statistical distributions between biological conditions or groups, and external information, such as negative or control features, is not available. Here, we introduce a generalization of quantile normalization, referred to as smooth quantile normalization (qsmooth), which is based on the assumption that the statistical distribution of each sample should be the same (or have the same distributional shape) within biological groups or conditions, but allowing that they may differ between groups. We illustrate the advantages of our method on several high-throughput datasets with global differences in distributions corresponding to different biological conditions. We also perform a Monte Carlo simulation study to illustrate the bias-variance tradeoff and root mean squared error of qsmooth compared to other global normalization methods. A software implementation is available from https://github.com/stephaniehicks/qsmooth.

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  14. Fusion Kalman filtration with k-step delay sharing pattern

    Directory of Open Access Journals (Sweden)

    Duda Zdzisław

    2015-09-01

    Full Text Available A fusion hierarchical state filtration with k−step delay sharing pattern for a multisensor system is considered. A global state estimate depends on local state estimates determined by local nodes using local information. Local available information consists of local measurements and k−step delay global information - global estimate sent from a central node. Local estimates are transmitted to the central node to be fused. The synthesis of local and global filters is presented. It is shown that a fusion filtration with k−step delay sharing pattern is equivalent to the optimal centralized classical Kalman filtration when local measurements are transmitted to the center node and used to determine a global state estimate. It is proved that the k−step delay sharing pattern can reduce covariances of local state errors.

  15. 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

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

    Institute of Scientific and Technical Information of China (English)

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

    2014-01-01

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

  17. 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.

  18. 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

  19. 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.

  20. 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…

  1. 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

  2. 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 ...

  3. Virtual microphone sensing through vibro-acoustic modelling and Kalman filtering

    Science.gov (United States)

    van de Walle, A.; Naets, F.; Desmet, W.

    2018-05-01

    This work proposes a virtual microphone methodology which enables full field acoustic measurements for vibro-acoustic systems. The methodology employs a Kalman filtering framework in order to combine a reduced high-fidelity vibro-acoustic model with a structural excitation measurement and small set of real microphone measurements on the system under investigation. By employing model order reduction techniques, a high order finite element model can be converted in a much smaller model which preserves the desired accuracy and maintains the main physical properties of the original model. Due to the low order of the reduced-order model, it can be effectively employed in a Kalman filter. The proposed methodology is validated experimentally on a strongly coupled vibro-acoustic system. The virtual sensor vastly improves the accuracy with respect to regular forward simulation. The virtual sensor also allows to recreate the full sound field of the system, which is very difficult/impossible to do through classical measurements.

  4. Kalman filter tracking on parallel architectures

    Science.gov (United States)

    Cerati, G.; Elmer, P.; Krutelyov, S.; Lantz, S.; Lefebvre, M.; McDermott, K.; Riley, D.; Tadel, M.; Wittich, P.; Wurthwein, F.; Yagil, A.

    2017-10-01

    We report on the progress of our studies towards a Kalman filter track reconstruction algorithm with optimal performance on manycore architectures. The combinatorial structure of these algorithms is not immediately compatible with an efficient SIMD (or SIMT) implementation; the challenge for us is to recast the existing software so it can readily generate hundreds of shared-memory threads that exploit the underlying instruction set of modern processors. We show how the data and associated tasks can be organized in a way that is conducive to both multithreading and vectorization. We demonstrate very good performance on Intel Xeon and Xeon Phi architectures, as well as promising first results on Nvidia GPUs.

  5. Vehicle Sideslip Angle Estimation Based on Hybrid Kalman Filter

    Directory of Open Access Journals (Sweden)

    Jing Li

    2016-01-01

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

  6. 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.

  7. 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.

  8. 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...

  9. 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.

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

    OpenAIRE

    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. Perf...

  11. A hybrid nudging-ensemble Kalman filter approach to data assimilation. Part I: application in the Lorenz system

    Directory of Open Access Journals (Sweden)

    Lili Lei

    2012-05-01

    Full Text Available A hybrid data assimilation approach combining nudging and the ensemble Kalman filter (EnKF for dynamic analysis and numerical weather prediction is explored here using the non-linear Lorenz three-variable model system with the goal of a smooth, continuous and accurate data assimilation. The hybrid nudging-EnKF (HNEnKF computes the hybrid nudging coefficients from the flow-dependent, time-varying error covariance matrix from the EnKF's ensemble forecasts. It extends the standard diagonal nudging terms to additional off-diagonal statistical correlation terms for greater inter-variable influence of the innovations in the model's predictive equations to assist in the data assimilation process. The HNEnKF promotes a better fit of an analysis to data compared to that achieved by either nudging or incremental analysis update (IAU. When model error is introduced, it produces similar or better root mean square errors compared to the EnKF while minimising the error spikes/discontinuities created by the intermittent EnKF. It provides a continuous data assimilation with better inter-variable consistency and improved temporal smoothness than that of the EnKF. Data assimilation experiments are also compared to the ensemble Kalman smoother (EnKS. The HNEnKF has similar or better temporal smoothness than that of the EnKS, and with much smaller central processing unit (CPU time and data storage requirements.

  12. 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.

  13. Kalman Filter Tracking on Parallel Architectures

    International Nuclear Information System (INIS)

    Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

    2016-01-01

    Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors such as GPGPU, ARM and Intel MIC. In order to achieve the theoretical performance gains of these processors, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High-Luminosity Large Hadron Collider (HL-LHC), for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques such as Cellular Automata or Hough Transforms. The most common track finding techniques in use today, however, are those based on a Kalman filter approach. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust, and are in use today at the LHC. Given the utility of the Kalman filter in track finding, we have begun to port these algorithms to parallel architectures, namely Intel Xeon and Xeon Phi. We report here on our progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a simplified experimental environment

  14. 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.

  15. Impact of spectral smoothing on gamma radiation portal alarm probabilities

    International Nuclear Information System (INIS)

    Burr, T.; Hamada, M.; Hengartner, N.

    2011-01-01

    Gamma detector counts are included in radiation portal monitors (RPM) to screen for illicit nuclear material. Gamma counts are sometimes smoothed to reduce variance in the estimated underlying true mean count rate, which is the 'signal' in our context. Smoothing reduces total error variance in the estimated signal if the bias that smoothing introduces is more than offset by the variance reduction. An empirical RPM study for vehicle screening applications is presented for unsmoothed and smoothed gamma counts in low-resolution plastic scintillator detectors and in medium-resolution NaI detectors. - Highlights: → We evaluate options for smoothing counts from gamma detectors deployed for portal monitoring. → A new multiplicative bias correction (MBC) is shown to reduce bias in peak and valley regions. → Performance is measured using mean squared error and detection probabilities for sources. → Smoothing with the MBC improves detection probabilities and the mean squared error.

  16. 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.

  17. Revealed smooth nontransitive preferences

    DEFF Research Database (Denmark)

    Keiding, Hans; Tvede, Mich

    2013-01-01

    In the present paper, we are concerned with the behavioural consequences of consumers having nontransitive preference relations. Data sets consist of finitely many observations of price vectors and consumption bundles. A preference relation rationalizes a data set provided that for every observed...... consumption bundle, all strictly preferred bundles are more expensive than the observed bundle. Our main result is that data sets can be rationalized by a smooth nontransitive preference relation if and only if prices can normalized such that the law of demand is satisfied. Market data sets consist of finitely...... many observations of price vectors, lists of individual incomes and aggregate demands. We apply our main result to characterize market data sets consistent with equilibrium behaviour of pure-exchange economies with smooth nontransitive consumers....

  18. Generalizing smooth transition autoregressions

    DEFF Research Database (Denmark)

    Chini, Emilio Zanetti

    We introduce a variant of the smooth transition autoregression - the GSTAR model - capable to parametrize the asymmetry in the tails of the transition equation by using a particular generalization of the logistic function. A General-to-Specific modelling strategy is discussed in detail, with part......We introduce a variant of the smooth transition autoregression - the GSTAR model - capable to parametrize the asymmetry in the tails of the transition equation by using a particular generalization of the logistic function. A General-to-Specific modelling strategy is discussed in detail......, with particular emphasis on two different LM-type tests for the null of symmetric adjustment towards a new regime and three diagnostic tests, whose power properties are explored via Monte Carlo experiments. Four classical real datasets illustrate the empirical properties of the GSTAR, jointly to a rolling...

  19. Three-phase electric drive with modified electronic smoothing inductor

    DEFF Research Database (Denmark)

    Singh, Yash Veer; Rasmussen, Peter Omand; Andersen, Torben Ole

    2010-01-01

    This paper presents a three-phase electric drive with a modified electronic smoothing inductor (MESI) having reduced size of passive components. The classical electronic smoothing inductor (ESI) is able to control a diode bridge output current and also reduce not only mains current harmonics...

  20. Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.

    Science.gov (United States)

    Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun

    2016-05-09

    The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors.

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

    Science.gov (United States)

    Huang, Lei

    2015-01-01

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

  2. 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.

  3. Smooth Phase Interpolated Keying

    Science.gov (United States)

    Borah, Deva K.

    2007-01-01

    Smooth phase interpolated keying (SPIK) is an improved method of computing smooth phase-modulation waveforms for radio communication systems that convey digital information. SPIK is applicable to a variety of phase-shift-keying (PSK) modulation schemes, including quaternary PSK (QPSK), octonary PSK (8PSK), and 16PSK. In comparison with a related prior method, SPIK offers advantages of better performance and less complexity of implementation. In a PSK scheme, the underlying information waveform that one seeks to convey consists of discrete rectangular steps, but the spectral width of such a waveform is excessive for practical radio communication. Therefore, the problem is to smooth the step phase waveform in such a manner as to maintain power and bandwidth efficiency without incurring an unacceptably large error rate and without introducing undesired variations in the amplitude of the affected radio signal. Although the ideal constellation of PSK phasor points does not cause amplitude variations, filtering of the modulation waveform (in which, typically, a rectangular pulse is converted to a square-root raised cosine pulse) causes amplitude fluctuations. If a power-efficient nonlinear amplifier is used in the radio communication system, the fluctuating-amplitude signal can undergo significant spectral regrowth, thus compromising the bandwidth efficiency of the system. In the related prior method, one seeks to solve the problem in a procedure that comprises two major steps: phase-value generation and phase interpolation. SPIK follows the two-step approach of the related prior method, but the details of the steps are different. In the phase-value-generation step, the phase values of symbols in the PSK constellation are determined by a phase function that is said to be maximally smooth and that is chosen to minimize the spectral spread of the modulated signal. In this step, the constellation is divided into two groups by assigning, to information symbols, phase values

  4. 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.

  5. 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.

  6. Anti-smooth muscle antibody

    Science.gov (United States)

    ... gov/ency/article/003531.htm Anti-smooth muscle antibody To use the sharing features on this page, please enable JavaScript. Anti-smooth muscle antibody is a blood test that detects the presence ...

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

    Science.gov (United States)

    Simon, Donald L.; Garg, Sanjay

    2011-01-01

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

  8. A coupling method for a cardiovascular simulation model which includes the Kalman filter.

    Science.gov (United States)

    Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

    2012-01-01

    Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

  9. 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

  10. Smooth functors vs. differential forms

    NARCIS (Netherlands)

    Schreiber, U.; Waldorf, K.

    2011-01-01

    We establish a relation between smooth 2-functors defined on the path 2-groupoid of a smooth manifold and differential forms on this manifold. This relation can be understood as a part of a dictionary between fundamental notions from category theory and differential geometry. We show that smooth

  11. Polarization beam smoothing for inertial confinement fusion

    International Nuclear Information System (INIS)

    Rothenberg, Joshua E.

    2000-01-01

    For both direct and indirect drive approaches to inertial confinement fusion (ICF) it is imperative to obtain the best possible drive beam uniformity. The approach chosen for the National Ignition Facility uses a random-phase plate to generate a speckle pattern with a precisely controlled envelope on target. A number of temporal smoothing techniques can then be employed to utilize bandwidth to rapidly change the speckle pattern, and thus average out the small-scale speckle structure. One technique which generally can supplement other smoothing methods is polarization smoothing (PS): the illumination of the target with two distinct and orthogonally polarized speckle patterns. Since these two polarizations do not interfere, the intensity patterns add incoherently, and the rms nonuniformity can be reduced by a factor of (√2). A number of PS schemes are described and compared on the basis of the aggregate rms and the spatial spectrum of the focused illumination distribution. The (√2) rms nonuniformity reduction of PS is present on an instantaneous basis and is, therefore, of particular interest for the suppression of laser plasma instabilities, which have a very rapid response time. When combining PS and temporal methods, such as smoothing by spectral dispersion (SSD), PS can reduce the rms of the temporally smoothed illumination by an additional factor of (√2). However, it has generally been thought that in order to achieve this reduction of (√2), the increased divergence of the beam from PS must exceed the divergence of SSD. It is also shown here that, over the time scales of interest to direct or indirect drive ICF, under some conditions PS can reduce the smoothed illumination rms by nearly (√2) even when the PS divergence is much smaller than that of SSD. (c) 2000 American Institute of Physics

  12. 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.

  13. 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...

  14. 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.

  15. 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.

  16. Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

    Directory of Open Access Journals (Sweden)

    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.

  17. Potential fire detection based on Kalman-driven change detection

    CSIR Research Space (South Africa)

    Van Den Bergh, F

    2009-07-01

    Full Text Available A new active fire event detection algorithm for data collected with the Spinning Enhanced Visible and Infrared Imager (SEVIRI) sensor, based on the extended Kalman filter, is introduced. Instead of using the observed temperatures of the spatial...

  18. 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.

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

    Science.gov (United States)

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

    2018-06-01

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

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

    KAUST Repository

    El Gharamti, Mohamad

    2012-04-01

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

  1. 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.

  2. Smooth massless limit of field theories

    International Nuclear Information System (INIS)

    Fronsdal, C.

    1980-01-01

    The massless limit of Fierz-Pauli field theories, describing fields with fixed mass and spin interacting with external sources, is examined. Results are obtained for spins, 1, 3/2, 2 and 3 using conventional models, and then for all half-integral spins in a relatively model-independent manner. It is found that the massless limit is smooth provided that the sources satisfy certain conditions. In the massless limit these conditions reduce to the conservation laws required by internal consistency of massless field theory. Smoothness simply requires that quantities that vanish in the massless case approach zero in a certain well-defined manner. (orig.)

  3. 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.

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

    OpenAIRE

    Skoglund, Martin; Hendeby, Gustaf; Axehill, Daniel

    2015-01-01

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

  5. 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

    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. The U.S. Department of Energy has made a long term commitment to advance the efficiency, understanding and development of solid-state lighting (SSL) and is making a strong push for the acceptance and use of SSL products to reduce overall energy consumption attributable to lighting. 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 SSL Luminaires from LM-80 test data. The TM-21 model uses an Arrhenius Equation with an Activation Energy, Pre-decay factor and Decay Rates. Several failure mechanisms may be active in a luminaire at a single time causing lumen depreciation. The underlying TM-21 Arrhenius 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, a Kalman Filter and Extended Kalman Filters have been used to develop a 70% Lumen Maintenance Life Prediction Model for a LEDs used in SSL luminaires. This model can be used to calculate acceleration factors, evaluate failure-probability and identify ALT methodologies for reducing test time. Ten-thousand hour LM

  6. 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.

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

    Institute of Scientific and Technical Information of China (English)

    赵利锋; 张崇岐

    2009-01-01

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

  8. Smooth functions statistics

    International Nuclear Information System (INIS)

    Arnold, V.I.

    2006-03-01

    To describe the topological structure of a real smooth function one associates to it the graph, formed by the topological variety, whose points are the connected components of the level hypersurface of the function. For a Morse function, such a graph is a tree. Generically, it has T triple vertices, T + 2 endpoints, 2T + 2 vertices and 2T + 1 arrows. The main goal of the present paper is to study the statistics of the graphs, corresponding to T triple points: what is the growth rate of the number φ(T) of different graphs? Which part of these graphs is representable by the polynomial functions of corresponding degree? A generic polynomial of degree n has at most (n - 1) 2 critical points on R 2 , corresponding to 2T + 2 = (n - 1) 2 + 1, that is to T = 2k(k - 1) saddle-points for degree n = 2k

  9. Dynamic Kalman filtering to separate low-frequency instabilities from turbulent fluctuations: Application to the Large-Eddy Simulation of unsteady turbulent flows

    International Nuclear Information System (INIS)

    Cahuzac, A; Boudet, J; Borgnat, P; Lévêque, E

    2011-01-01

    A dynamic method based on Kalman filtering is presented to isolate low-frequency unsteadiness from turbulent fluctuations in the large-eddy simulation (LES) of unsteady turbulent flows. The method can be viewed as an adaptive exponential smoothing, in which the smoothing factor adapts itself dynamically to the local behavior of the flow. Interestingly, the proposed method does not require any empirical tuning. In practice, it is used to estimate a shear-improved Smagorinsky viscosity, in which the low-frequency component of the velocity field is used to estimate a correction term to the Smagorinsky viscosity. The LES of the flow past a circular cylinder at Reynolds number Re D = 4.7 × 10 4 is examined as a challenging test case. Good comparisons are obtained with the experimental results, indicating the relevance of the shear-improved Smagorinsky model and the efficiency of the Kalman filtering. Finally, the adaptive cut-off of the Kalman filter is investigated, and shown to adapt locally and instantaneously to the complex flow around the cylinder.

  10. Classification of smooth Fano polytopes

    DEFF Research Database (Denmark)

    Øbro, Mikkel

    A simplicial lattice polytope containing the origin in the interior is called a smooth Fano polytope, if the vertices of every facet is a basis of the lattice. The study of smooth Fano polytopes is motivated by their connection to toric varieties. The thesis concerns the classification of smooth...... Fano polytopes up to isomorphism. A smooth Fano -polytope can have at most vertices. In case of vertices an explicit classification is known. The thesis contains the classification in case of vertices. Classifications of smooth Fano -polytopes for fixed exist only for . In the thesis an algorithm...... for the classification of smooth Fano -polytopes for any given is presented. The algorithm has been implemented and used to obtain the complete classification for ....

  11. Ensemble Kalman filtering with residual nudging

    KAUST Repository

    Luo, X.

    2012-10-03

    Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.

  12. Subspace System Identification of the Kalman Filter

    Directory of Open Access Journals (Sweden)

    David Di Ruscio

    2003-07-01

    Full Text Available Some proofs concerning a subspace identification algorithm are presented. It is proved that the Kalman filter gain and the noise innovations process can be identified directly from known input and output data without explicitly solving the Riccati equation. Furthermore, it is in general and for colored inputs, proved that the subspace identification of the states only is possible if the deterministic part of the system is known or identified beforehand. However, if the inputs are white, then, it is proved that the states can be identified directly. Some alternative projection matrices which can be used to compute the extended observability matrix directly from the data are presented. Furthermore, an efficient method for computing the deterministic part of the system is presented. The closed loop subspace identification problem is also addressed and it is shown that this problem is solved and unbiased estimates are obtained by simply including a filter in the feedback. Furthermore, an algorithm for consistent closed loop subspace estimation is presented. This algorithm is using the controller parameters in order to overcome the bias problem.

  13. BWR level estimation using Kalman Filtering approach

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  14. Performance Analysis of Local Ensemble Kalman Filter

    Science.gov (United States)

    Tong, Xin T.

    2018-03-01

    Ensemble Kalman filter (EnKF) is an important data assimilation method for high-dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only information within a local radius. This paper rigorously analyzes the local EnKF (LEnKF) for linear systems and shows that the filter error can be dominated by the ensemble covariance, as long as (1) the sample size exceeds the logarithmic of state dimension and a constant that depends only on the local radius; (2) the forecast covariance matrix admits a stable localized structure. In particular, this indicates that with small system and observation noises, the filter error will be accurate in long time even if the initialization is not. The analysis also reveals an intrinsic inconsistency caused by the localization technique, and a stable localized structure is necessary to control this inconsistency. While this structure is usually taken for granted for the operation of LEnKF, it can also be rigorously proved for linear systems with sparse local observations and weak local interactions. These theoretical results are also validated by numerical implementation of LEnKF on a simple stochastic turbulence in two dynamical regimes.

  15. Autonomous mobile robot localization using Kalman filter

    Directory of Open Access Journals (Sweden)

    Mohd Nasir Nabil Zhafri

    2017-01-01

    Full Text Available Autonomous mobile robot field has gain interest among researchers in recent years. The ability of a mobile robot to locate its current position and surrounding environment is the fundamental in order for it to operate autonomously, which commonly known as localization. Localization of mobile robot are commonly affected by the inaccuracy of the sensors. These inaccuracies are caused by various factors which includes internal interferences of the sensor and external environment noises. In order to overcome these noises, a filtering method is required in order to improve the mobile robot’s localization. In this research, a 2- wheeled-drive (2WD mobile robot will be used as platform. The odometers, inertial measurement unit (IMU, and ultrasonic sensors are used for data collection. Data collected is processed using Kalman filter to predict and correct the error from these sensors reading. The differential drive model and measurement model which estimates the environmental noises and predict a correction are used in this research. Based on the simulation and experimental results, the x, y and heading was corrected by converging the error to10 mm, 10 mm and 0.06 rad respectively.

  16. Ensemble Kalman filtering with residual nudging

    Directory of Open Access Journals (Sweden)

    Xiaodong Luo

    2012-10-01

    Full Text Available Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF by (in effect adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.

  17. SmoothMoves : Smooth pursuits head movements for augmented reality

    NARCIS (Netherlands)

    Esteves, Augusto; Verweij, David; Suraiya, Liza; Islam, Rasel; Lee, Youryang; Oakley, Ian

    2017-01-01

    SmoothMoves is an interaction technique for augmented reality (AR) based on smooth pursuits head movements. It works by computing correlations between the movements of on-screen targets and the user's head while tracking those targets. The paper presents three studies. The first suggests that head

  18. Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models

    KAUST Repository

    Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

    2015-01-01

    This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.

  19. Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2015-08-13

    This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.

  20. 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)

  1. 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.

  2. 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.

  3. 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.

  4. 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.

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-11-15

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

  7. Effectiveness of Variable-Gain Kalman Filter Based on Angle Error Calculated from Acceleration Signals in Lower Limb Angle Measurement with Inertial Sensors

    Science.gov (United States)

    Watanabe, Takashi

    2013-01-01

    The wearable sensor system developed by our group, which measured lower limb angles using Kalman-filtering-based method, was suggested to be useful in evaluation of gait function for rehabilitation support. However, it was expected to reduce variations of measurement errors. In this paper, a variable-Kalman-gain method based on angle error that was calculated from acceleration signals was proposed to improve measurement accuracy. The proposed method was tested comparing to fixed-gain Kalman filter and a variable-Kalman-gain method that was based on acceleration magnitude used in previous studies. First, in angle measurement in treadmill walking, the proposed method measured lower limb angles with the highest measurement accuracy and improved significantly foot inclination angle measurement, while it improved slightly shank and thigh inclination angles. The variable-gain method based on acceleration magnitude was not effective for our Kalman filter system. Then, in angle measurement of a rigid body model, it was shown that the proposed method had measurement accuracy similar to or higher than results seen in other studies that used markers of camera-based motion measurement system fixing on a rigid plate together with a sensor or on the sensor directly. The proposed method was found to be effective in angle measurement with inertial sensors. PMID:24282442

  8. Switching Kalman filter for failure prognostic

    Science.gov (United States)

    Lim, Chi Keong Reuben; Mba, David

    2015-02-01

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

  9. Full Waveform Inversion Using Nonlinearly Smoothed Wavefields

    KAUST Repository

    Li, Y.; Choi, Yun Seok; Alkhalifah, Tariq Ali; Li, Z.

    2017-01-01

    The lack of low frequency information in the acquired data makes full waveform inversion (FWI) conditionally converge to the accurate solution. An initial velocity model that results in data with events within a half cycle of their location in the observed data was required to converge. The multiplication of wavefields with slightly different frequencies generates artificial low frequency components. This can be effectively utilized by multiplying the wavefield with itself, which is nonlinear operation, followed by a smoothing operator to extract the artificially produced low frequency information. We construct the objective function using the nonlinearly smoothed wavefields with a global-correlation norm to properly handle the energy imbalance in the nonlinearly smoothed wavefield. Similar to the multi-scale strategy, we progressively reduce the smoothing width applied to the multiplied wavefield to welcome higher resolution. We calculate the gradient of the objective function using the adjoint-state technique, which is similar to the conventional FWI except for the adjoint source. Examples on the Marmousi 2 model demonstrate the feasibility of the proposed FWI method to mitigate the cycle-skipping problem in the case of a lack of low frequency information.

  10. Full Waveform Inversion Using Nonlinearly Smoothed Wavefields

    KAUST Repository

    Li, Y.

    2017-05-26

    The lack of low frequency information in the acquired data makes full waveform inversion (FWI) conditionally converge to the accurate solution. An initial velocity model that results in data with events within a half cycle of their location in the observed data was required to converge. The multiplication of wavefields with slightly different frequencies generates artificial low frequency components. This can be effectively utilized by multiplying the wavefield with itself, which is nonlinear operation, followed by a smoothing operator to extract the artificially produced low frequency information. We construct the objective function using the nonlinearly smoothed wavefields with a global-correlation norm to properly handle the energy imbalance in the nonlinearly smoothed wavefield. Similar to the multi-scale strategy, we progressively reduce the smoothing width applied to the multiplied wavefield to welcome higher resolution. We calculate the gradient of the objective function using the adjoint-state technique, which is similar to the conventional FWI except for the adjoint source. Examples on the Marmousi 2 model demonstrate the feasibility of the proposed FWI method to mitigate the cycle-skipping problem in the case of a lack of low frequency information.

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

    International Nuclear Information System (INIS)

    Annibal, P.S.

    1990-08-01

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

  12. Does responsive pricing smooth demand shocks?

    OpenAIRE

    Pascal, Courty; Mario, Pagliero

    2011-01-01

    Using data from a unique pricing experiment, we investigate Vickrey’s conjecture that responsive pricing can be used to smooth both predictable and unpredictable demand shocks. Our evidence shows that increasing the responsiveness of price to demand conditions reduces the magnitude of deviations in capacity utilization rates from a pre-determined target level. A 10 percent increase in price variability leads to a decrease in the variability of capacity utilization rates between...

  13. 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.

  14. 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.

  15. 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

  16. 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.

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

    Directory of Open Access Journals (Sweden)

    Rika Favoria Gusa

    2014-03-01

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

  18. 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.)

  19. Nonlinear dynamical system identification using unscented Kalman filter

    Science.gov (United States)

    Rehman, M. Javvad ur; Dass, Sarat Chandra; Asirvadam, Vijanth Sagayan

    2016-11-01

    Kalman Filter is the most suitable choice for linear state space and Gaussian error distribution from decades. In general practical systems are not linear and Gaussian so these assumptions give inconsistent results. System Identification for nonlinear dynamical systems is a difficult task to perform. Usually, Extended Kalman Filter (EKF) is used to deal with non-linearity in which Jacobian method is used for linearizing the system dynamics, But it has been observed that in highly non-linear environment performance of EKF is poor. Unscented Kalman Filter (UKF) is proposed here as a better option because instead of analytical linearization of state space, UKF performs statistical linearization by using sigma point calculated from deterministic samples. Formation of the posterior distribution is based on the propagation of mean and covariance through sigma points.

  20. Local Transfer Coefficient, Smooth Channel

    Directory of Open Access Journals (Sweden)

    R. T. Kukreja

    1998-01-01

    Full Text Available Naphthalene sublimation technique and the heat/mass transfer analogy are used to determine the detailed local heat/mass transfer distributions on the leading and trailing walls of a twopass square channel with smooth walls that rotates about a perpendicular axis. Since the variation of density is small in the flow through the channel, buoyancy effect is negligible. Results show that, in both the stationary and rotating channel cases, very large spanwise variations of the mass transfer exist in he turn and in the region immediately downstream of the turn in the second straight pass. In the first straight pass, the rotation-induced Coriolis forces reduce the mass transfer on the leading wall and increase the mass transfer on the trailing wall. In the turn, rotation significantly increases the mass transfer on the leading wall, especially in the upstream half of the turn. Rotation also increases the mass transfer on the trailing wall, more in the downstream half of the turn than in the upstream half of the turn. Immediately downstream of the turn, rotation causes the mass transfer to be much higher on the trailing wall near the downstream corner of the tip of the inner wall than on the opposite leading wall. The mass transfer in the second pass is higher on the leading wall than on the trailing wall. A slower flow causes higher mass transfer enhancement in the turn on both the leading and trailing walls.

  1. 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...

  2. 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....

  3. 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

  4. 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...

  5. Investigation of angular and axial smoothing of PET data

    International Nuclear Information System (INIS)

    Daube-Witherspoon, M.E.; Carson, R.E.

    1996-01-01

    Radial filtering of emission and transmission data is routinely performed in PET during reconstruction in order to reduce image noise. Angular smoothing is not typically done, due to the introduction of a non-uniform resolution loss; axial filtering is also not usually performed on data acquired in 2D mode. The goal of this paper was to assess the effects of angular and axial smoothing on noise and resolution. Angular and axial smoothing was incorporated into the reconstruction process on the Scanditronix PC2048-15B brain PET scanner. In-plane spatial resolution and noise reduction were measured for different amounts of radial and angular smoothing. For radial positions away from the center of the scanner, noise reduction and degraded tangential resolution with no loss of radial resolution were seen. Near the center, no resolution loss was observed, but there was also no reduction in noise for angular filters up to a 7 degrees FWHM. These results can be understood by considering the combined effects of smoothing projections across rows (angles) and then summing (backprojecting). Thus, angular smoothing is not optimal due to its anisotropic noise reduction and resolution degradation properties. However, uniform noise reduction comparable to that seen with radial filtering can be achieved with axial smoothing of transmission data. The axial results suggest that combined radial and axial transmission smoothing could lead to improved noise characteristics with more isotropic resolution degradation

  6. An Adjoint-Based Adaptive Ensemble Kalman Filter

    KAUST Repository

    Song, Hajoon

    2013-10-01

    A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.

  7. An Adjoint-Based Adaptive Ensemble Kalman Filter

    KAUST Repository

    Song, Hajoon; Hoteit, Ibrahim; Cornuelle, Bruce D.; Luo, Xiaodong; Subramanian, Aneesh C.

    2013-01-01

    A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.

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

    Directory of Open Access Journals (Sweden)

    Yunsick Sung

    2016-11-01

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

  9. 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...

  10. Earth orientation parameters from VLBI determined with a Kalman filter

    Directory of Open Access Journals (Sweden)

    Maria Karbon

    2017-11-01

    We prove that the Kalman filter is more than on par with the classical least squares method and that it is a valuable alternative, especially on the advent of the VLBI2010 Global Observing System and within the GGOS frame work.

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

    Science.gov (United States)

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

    2016-07-26

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

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

    NARCIS (Netherlands)

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

    2006-01-01

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

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

    Science.gov (United States)

    Xie, Xianming

    2016-08-22

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

  14. Predicting Breeding Values in Animals by Kalman Filter

    DEFF Research Database (Denmark)

    Karacaoren, B; Janss, L L G; Kadarmideen, H N

    2012-01-01

    The aim of this study was to investigate usefulness of Kalman Filter (KF) Random Walk methodology (KF-RW) for prediction of breeding values in animals. We used body condition score (BCS) from dairy cattle for illustrating use of KF-RW. BCS was measured by Swiss Holstein Breeding Association during...

  15. Improving Artificial Neural Network Forecasts with Kalman Filtering ...

    African Journals Online (AJOL)

    In this paper, we examine the use of the artificial neural network method as a forecasting technique in financial time series and the application of a Kalman filter algorithm to improve the accuracy of the model. Forecasting accuracy criteria are used to compare the two models over different set of data from different companies ...

  16. 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.

  17. 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...

  18. 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.

  19. 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.

  20. 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.

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

    Science.gov (United States)

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

    2014-03-01

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

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

    Science.gov (United States)

    Shrivastava, Akash; Mohanty, A. R.

    2018-03-01

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

  3. 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.

  4. Kalman filter with a linear state model for PDR+WLAN positioning and its application to assisting a particle filter

    Science.gov (United States)

    Raitoharju, Matti; Nurminen, Henri; Piché, Robert

    2015-12-01

    Indoor positioning based on wireless local area network (WLAN) signals is often enhanced using pedestrian dead reckoning (PDR) based on an inertial measurement unit. The state evolution model in PDR is usually nonlinear. We present a new linear state evolution model for PDR. In simulated-data and real-data tests of tightly coupled WLAN-PDR positioning, the positioning accuracy with this linear model is better than with the traditional models when the initial heading is not known, which is a common situation. The proposed method is computationally light and is also suitable for smoothing. Furthermore, we present modifications to WLAN positioning based on Gaussian coverage areas and show how a Kalman filter using the proposed model can be used for integrity monitoring and (re)initialization of a particle filter.

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

    Science.gov (United States)

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

    2018-04-01

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

  6. Phase Center Interpolation Algorithm for Airborne GPS through the Kalman Filter

    Directory of Open Access Journals (Sweden)

    Edson A. Mitishita

    2005-12-01

    Full Text Available The aerial triangulation is a fundamental step in any photogrammetric project. The surveying of the traditional control points, depending on region to be mapped, still has a high cost. The distribution of control points at the block, and its positional quality, influence directly in the resulting precisions of the aero triangulation processing. The airborne GPS technique has as key objectives cost reduction and quality improvement of the ground control in the modern photogrammetric projects. Nowadays, in Brazil, the greatest photogrammetric companies are acquiring airborne GPS systems, but those systems are usually presenting difficulties in the operation, due to the need of human resources for the operation, because of the high technology involved. Inside the airborne GPS technique, one of the fundamental steps is the interpolation of the position of the phase center of the GPS antenna, in the photo shot instant. Traditionally, low degree polynomials are used, but recent studies show that those polynomials is reduced in turbulent flights, which are quite common, mainly in great scales flights. This paper has as objective to present a solution for that problem, through an algorithm based on the Kalman Filter, which takes into account the dynamic aspect of the problem. At the end of the paper, the results of a comparison between experiments done with the proposed methodology and a common linear interpolator are shown. These results show a significant accuracy gain at the procedure of linear interpolation, when the Kalman filter is used.

  7. Gyro Drift Correction for An Indirect Kalman Filter Based Sensor Fusion Driver

    Directory of Open Access Journals (Sweden)

    Chan-Gun Lee

    2016-06-01

    Full Text Available Sensor fusion techniques have made a significant contribution to the success of the recently emerging mobile applications era because a variety of mobile applications operate based on multi-sensing information from the surrounding environment, such as navigation systems, fitness trackers, interactive virtual reality games, etc. For these applications, the accuracy of sensing information plays an important role to improve the user experience (UX quality, especially with gyroscopes and accelerometers. Therefore, in this paper, we proposed a novel mechanism to resolve the gyro drift problem, which negatively affects the accuracy of orientation computations in the indirect Kalman filter based sensor fusion. Our mechanism focuses on addressing the issues of external feedback loops and non-gyro error elements contained in the state vectors of an indirect Kalman filter. Moreover, the mechanism is implemented in the device-driver layer, providing lower process latency and transparency capabilities for the upper applications. These advances are relevant to millions of legacy applications since utilizing our mechanism does not require the existing applications to be re-programmed. The experimental results show that the root mean square errors (RMSE before and after applying our mechanism are significantly reduced from 6.3 × 10−1 to 5.3 × 10−7, respectively.

  8. Maximum Correntropy Unscented Kalman Filter for Ballistic Missile Navigation System based on SINS/CNS Deeply Integrated Mode.

    Science.gov (United States)

    Hou, Bowen; He, Zhangming; Li, Dong; Zhou, Haiyin; Wang, Jiongqi

    2018-05-27

    Strap-down inertial navigation system/celestial navigation system ( SINS/CNS) integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter.

  9. Maximum Correntropy Unscented Kalman Filter for Ballistic Missile Navigation System based on SINS/CNS Deeply Integrated Mode

    Directory of Open Access Journals (Sweden)

    Bowen Hou

    2018-05-01

    Full Text Available Strap-down inertial navigation system/celestial navigation system ( SINS/CNS integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter.

  10. Smooth Nanowire/Polymer Composite Transparent Electrodes

    KAUST Repository

    Gaynor, Whitney; Burkhard, George F.; McGehee, Michael D.; Peumans, Peter

    2011-01-01

    Smooth composite transparent electrodes are fabricated via lamination of silver nanowires into the polymer poly-(4,3-ethylene dioxythiophene): poly(styrene-sulfonate) (PEDOT:PSS). The surface roughness is dramatically reduced compared to bare nanowires. High-efficiency P3HT:PCBM organic photovoltaic cells can be fabricated using these composites, reproducing the performance of cells on indium tin oxide (ITO) on glass and improving the performance of cells on ITO on plastic. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  11. Smooth Nanowire/Polymer Composite Transparent Electrodes

    KAUST Repository

    Gaynor, Whitney

    2011-04-29

    Smooth composite transparent electrodes are fabricated via lamination of silver nanowires into the polymer poly-(4,3-ethylene dioxythiophene): poly(styrene-sulfonate) (PEDOT:PSS). The surface roughness is dramatically reduced compared to bare nanowires. High-efficiency P3HT:PCBM organic photovoltaic cells can be fabricated using these composites, reproducing the performance of cells on indium tin oxide (ITO) on glass and improving the performance of cells on ITO on plastic. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  12. Vardenafil inhibiting parasympathetic function of tracheal smooth muscle.

    Science.gov (United States)

    Lee, Fei-Peng; Chao, Pin-Zhir; Wang, Hsing-Won

    2018-07-01

    Levitra, a phosphodiesterase-5 (PDE5) inhibitor, is the trade name of vardenafil. Nowadays, it is applied to treatment of erectile dysfunction. PDE5 inhibitors are employed to induce dilatation of the vascular smooth muscle. The effect of Levitra on impotency is well known; however, its effect on the tracheal smooth muscle has rarely been explored. When administered for sexual symptoms via oral intake or inhalation, Levitra might affect the trachea. This study assessed the effects of Levitra on isolated rat tracheal smooth muscle by examining its effect on resting tension of tracheal smooth muscle, contraction caused by 10 -6  M methacholine as a parasympathetic mimetic, and electrically induced tracheal smooth muscle contractions. The results showed that adding methacholine to the incubation medium caused the trachea to contract in a dose-dependent manner. Addition of Levitra at doses of 10 -5  M or above elicited a significant relaxation response to 10 -6  M methacholine-induced contraction. Levitra could inhibit electrical field stimulation-induced spike contraction. It alone had minimal effect on the basal tension of the trachea as the concentration increased. High concentrations of Levitra could inhibit parasympathetic function of the trachea. Levitra when administered via oral intake might reduce asthma attacks in impotent patients because it might inhibit parasympathetic function and reduce methacholine-induced contraction of the tracheal smooth muscle. Copyright © 2018. Published by Elsevier Taiwan LLC.

  13. Effects of contrast on smooth pursuit eye movements.

    Science.gov (United States)

    Spering, Miriam; Kerzel, Dirk; Braun, Doris I; Hawken, Michael J; Gegenfurtner, Karl R

    2005-05-20

    It is well known that moving stimuli can appear to move more slowly when contrast is reduced (P. Thompson, 1982). Here we address the question whether changes in stimulus contrast also affect smooth pursuit eye movements. Subjects were asked to smoothly track a moving Gabor patch. Targets varied in velocity (1, 8, and 15 deg/s), spatial frequency (0.1, 1, 4, and 8 c/deg), and contrast, ranging from just below individual thresholds to maximum contrast. Results show that smooth pursuit eye velocity gain rose significantly with increasing contrast. Below a contrast level of two to three times threshold, pursuit gain, acceleration, latency, and positional accuracy were severely impaired. Therefore, the smooth pursuit motor response shows the same kind of slowing at low contrast that was demonstrated in previous studies on perception.

  14. Non-smooth dynamical systems

    CERN Document Server

    2000-01-01

    The book provides a self-contained introduction to the mathematical theory of non-smooth dynamical problems, as they frequently arise from mechanical systems with friction and/or impacts. It is aimed at applied mathematicians, engineers, and applied scientists in general who wish to learn the subject.

  15. Panel Smooth Transition Regression Models

    DEFF Research Database (Denmark)

    González, Andrés; Terasvirta, Timo; Dijk, Dick van

    We introduce the panel smooth transition regression model. This new model is intended for characterizing heterogeneous panels, allowing the regression coefficients to vary both across individuals and over time. Specifically, heterogeneity is allowed for by assuming that these coefficients are bou...

  16. Smoothing type buffer memory device

    International Nuclear Information System (INIS)

    Podorozhnyj, D.M.; Yashin, I.V.

    1990-01-01

    The layout of the micropower 4-bit smoothing type buffer memory device allowing one to record without counting the sequence of input randomly distributed pulses in multi-channel devices with serial poll, is given. The power spent by a memory cell for one binary digit recording is not greater than 0.15 mW, the device dead time is 10 mus

  17. Covariances of smoothed observational data

    Czech Academy of Sciences Publication Activity Database

    Vondrák, Jan; Čepek, A.

    2000-01-01

    Roč. 40, 5-6 (2000), s. 42-44 ISSN 1210-2709 R&D Projects: GA ČR GA205/98/1104 Institutional research plan: CEZ:AV0Z1003909 Keywords : digital filter * smoothing * estimation of uncertainties Subject RIV: BN - Astronomy, Celestial Mechanics, Astrophysics

  18. Income smoothing by Dutch hospitals

    NARCIS (Netherlands)

    Boterenbrood, D.R.

    2014-01-01

    Research indicates that hospitals manage their earnings. However, these findings might be influenced by methodological issues. In this study, I exploit specific features of Dutch hospitals to study income smoothing while limiting these methodological issues. The managers of Dutch hospitals have the

  19. 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.

  20. On Predictive Coding for Erasure Channels Using a Kalman Framework

    DEFF Research Database (Denmark)

    Arildsen, Thomas; Murthi, Manohar; Andersen, Søren Vang

    2009-01-01

    We present a new design method for robust low-delay coding of autoregressive sources for transmission across erasure channels. It is a fundamental rethinking of existing concepts. It considers the encoder a mechanism that produces signal measurements from which the decoder estimates the original...... signal. The method is based on linear predictive coding and Kalman estimation at the decoder. We employ a novel encoder state-space representation with a linear quantization noise model. The encoder is represented by the Kalman measurement at the decoder. The presented method designs the encoder...... and decoder offline through an iterative algorithm based on closed-form minimization of the trace of the decoder state error covariance. The design method is shown to provide considerable performance gains, when the transmitted quantized prediction errors are subject to loss, in terms of signal-to-noise ratio...

  1. 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

  2. Research on Kalman-filter based multisensor data fusion

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Multisensor data fusion has played a significant role in diverse areas ranging from local robot guidance to global military theatre defense etc.Various multisensor data fusion methods have been extensively investigated by researchers,of which Klaman filtering is one of the most important.Kalman filtering is the best-known recursive least mean-square algorithm to optimally estimate the unknown.states of a dynamic system,which has found widespread application in many areas.The scope of the work is restricted to investigate the various data fusion and track fusion techniques based on the Kalman Filter methods.then a new method of state fusion is proposed.Finally the simulation results demonstrate the effectiveness of the introduced method.

  3. 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.

  4. Kalman filtered MR temperature imaging for laser induced thermal therapies.

    Science.gov (United States)

    Fuentes, D; Yung, J; Hazle, J D; Weinberg, J S; Stafford, R J

    2012-04-01

    The feasibility of using a stochastic form of Pennes bioheat model within a 3-D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L(2) (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error 10 sec.

  5. 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.

  6. 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.

  7. Nonlinear Kalman filters for calibration in radio interferometry

    Science.gov (United States)

    Tasse, C.

    2014-06-01

    The data produced by the new generation of interferometers are affected by a wide variety of partially unknown complex effects such as pointing errors, phased array beams, ionosphere, troposphere, Faraday rotation, or clock drifts. Most algorithms addressing direction-dependent calibration solve for the effective Jones matrices, and cannot constrain the underlying physical quantities of the radio interferometry measurement equation (RIME). A related difficulty is that they lack robustness in the presence of low signal-to-noise ratios, and when solving for moderate to large numbers of parameters they can be subject to ill-conditioning. These effects can have dramatic consequences in the image plane such as source or even thermal noise suppression. The advantage of solvers directly estimating the physical terms appearing in the RIME is that they can potentially reduce the number of free parameters by orders of magnitudes while dramatically increasing the size of usable data, thereby improving conditioning. We present here a new calibration scheme based on a nonlinear version of the Kalman filter that aims at estimating the physical terms appearing in the RIME. We enrich the filter's structure with a tunable data representation model, together with an augmented measurement model for regularization. Using simulations we show that it can properly estimate the physical effects appearing in the RIME. We found that this approach is particularly useful in the most extreme cases such as when ionospheric and clock effects are simultaneously present. Combined with the ability to provide prior knowledge on the expected structure of the physical instrumental effects (expected physical state and dynamics), we obtain a fairly computationally cheap algorithm that we believe to be robust, especially in low signal-to-noise regimes. Potentially, the use of filters and other similar methods can represent an improvement for calibration in radio interferometry, under the condition that

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

    KAUST Repository

    Belkhatir, Zehor

    2015-11-23

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

  9. 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...

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

    DEFF Research Database (Denmark)

    Li, Chunjian; Andersen, Søren Vang

    2005-01-01

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

  11. Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies

    OpenAIRE

    Fuentes, D.; Yung, J.; Hazle, J. D.; Weinberg, J. S.; Stafford, R. J.

    2011-01-01

    The feasibility of using a stochastic form of Pennes bioheat model within a 3D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comp...

  12. 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.

  13. 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.

  14. Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models

    Science.gov (United States)

    2015-07-06

    similarly transformed to work with the Laplace distribution. Cubature formulae for w(x) = 1 over regions of various shapes could be used for evaluating...measurement and process non- linearities, such as the cubature Kalman filter, can perform ex- tremely poorly in many applications involving angular...in the form of the “unscented transform ”) consider just converting such measurements into Cartesian coordinates and feeding the converted measurements

  15. ANALYSIS OF SST IMAGES BY WEIGHTED ENSEMBLE TRANSFORM KALMAN FILTER

    OpenAIRE

    Sai , Gorthi; Beyou , Sébastien; Memin , Etienne

    2011-01-01

    International audience; This paper presents a novel, efficient scheme for the analysis of Sea Surface Temperature (SST) ocean images. We consider the estimation of the velocity fields and vorticity values from a sequence of oceanic images. The contribution of this paper lies in proposing a novel, robust and simple approach based onWeighted Ensemble Transform Kalman filter (WETKF) data assimilation technique for the analysis of real SST images, that may contain coast regions or large areas of ...

  16. Objective judgement by Kalman filtering in the generalized Landsbergian scheme

    International Nuclear Information System (INIS)

    Lukacs, B.; Racz, A.

    1992-08-01

    A method is suggested to check if a non-equilibrium thermodynamic description of a system is complete. Exploring Landsberg's idea of the role of third person, a scheme is proposed for treating non-equilibrium systems as well. In order to suppress irrelevant information carried by measurement noise or for very fast phenomena, Kalman filter can act as the objective spectator. The idea is illustrated via a thermodynamic model of non-relativistic heavy ion collisions. (author) 12 refs.; 3 figs

  17. LHCb Kalman filter cross architecture studies

    CERN Document Server

    AUTHOR|(INSPIRE)INSPIRE-00388548

    2017-01-01

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

  18. 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

  19. 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.

  20. 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).

  1. 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.

  2. 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.

  3. 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

  4. 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...

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

    Institute of Scientific and Technical Information of China (English)

    WANGGuohong; XIUJianjuan; HEYou

    2004-01-01

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

  6. In Situ Monitoring of Groundwater Contamination Using the Kalman Filter For Sustainable Remediation

    Science.gov (United States)

    Schmidt, F.; Wainwright, H. M.; Faybishenko, B.; Denham, M. E.; Eddy-Dilek, C. A.

    2017-12-01

    Sustainable remediation - based on less intensive passive remediation and natural attenuation - has become a desirable remediation alternative at contaminated sites. Although it has a number of benefits, such as reduced waste and water/energy usage, it carries a significant burden of proof to verify plume stability and to ensure insignificant increase of risk to public health. Modeling of contaminant transport is still challenging despite recent advances in numerical methods. Long-term monitoring has, therefore, become a critical component in sustainable remediation. However, the current approach, which relies on sparse groundwater sampling, is problematic, since it could miss sudden significant changes in plume behavior. A new method is needed to combine existing knowledge about contaminant behavior and latest advances in in situ groundwater sensors. This study presents an example of the effective use of the Kalman filter approach to estimate contaminant concentrations, based on in situ measured water quality parameters (e.g. electrical conductivity and pH) along with the results of sparse groundwater sampling. The Kalman filter can effectively couple physical models and data correlations between the contaminant concentrations and in situ measured variables. We aim (1) to develop a framework capable of integrating different data types to provide accurate contaminant concentration estimates, (2) to demonstrate that these results remain reliable, even when the groundwater sampling frequency is reduced, and (3) to evaluate the future efficacy of this strategy using reactive transport simulations. This framework can also serve as an early warning system for detecting unexpected plume migration. We demonstrate our approach using historical and current groundwater data from the Savannah River Site (SRS) F-Area Seepage Basins to estimate uranium and tritium concentrations. The results show that the developed method can provide reliable estimates of contaminant

  7. Effects of Piecewise Spatial Smoothing in 4-D SPECT Reconstruction

    Science.gov (United States)

    Qi, Wenyuan; Yang, Yongyi; King, Michael A.

    2014-02-01

    further reduce the error level in the myocardium in 4-D reconstruction along with motion-compensated temporal smoothing. In contrast to quadratic spatial smoothing, TV smoothing could reduce the noise level in the LV at a faster pace than the increase in the bias level, thereby achieving a net decrease in the error level. In particular, at the same noise level, TV smoothing could reduce the bias by about 30% compared to quadratic smoothing. Moreover, the CHO results indicate that TV could also improve the lesion detectability even when the lesion is small. The PAC results show that, at the same noise level, TV smoothing achieved lower temporal bias, which is also consistent with the improved spatial resolution of the LV in reconstruction. The improvement in blurring effects by TV was also observed in the clinical images.

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

    KAUST Repository

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

    2015-01-01

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

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

    Science.gov (United States)

    2009-06-01

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

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

    KAUST Repository

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

    2017-01-01

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

  11. 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

  12. Exchange rate smoothing in Hungary

    OpenAIRE

    Karádi, Péter

    2005-01-01

    The paper proposes a structural empirical model capable of examining exchange rate smoothing in the small, open economy of Hungary. The framework assumes the existence of an unobserved and changing implicit exchange rate target. The central bank is assumed to use interest rate policy to obtain this preferred rate in the medium term, while market participants are assumed to form rational expectations about this target and influence exchange rates accordingly. The paper applies unobserved varia...

  13. Smooth surfaces from rational bilinear patches

    KAUST Repository

    Shi, Ling; Wang, Jun; Pottmann, Helmut

    2014-01-01

    Smooth freeform skins from simple panels constitute a challenging topic arising in contemporary architecture. We contribute to this problem area by showing how to approximate a negatively curved surface by smoothly joined rational bilinear patches

  14. 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

  15. Calcium dynamics in vascular smooth muscle

    OpenAIRE

    Amberg, Gregory C.; Navedo, Manuel F.

    2013-01-01

    Smooth muscle cells are ultimately responsible for determining vascular luminal diameter and blood flow. Dynamic changes in intracellular calcium are a critical mechanism regulating vascular smooth muscle contractility. Processes influencing intracellular calcium are therefore important regulators of vascular function with physiological and pathophysiological consequences. In this review we discuss the major dynamic calcium signals identified and characterized in vascular smooth muscle cells....

  16. multiscale smoothing in supervised statistical learning

    Indian Academy of Sciences (India)

    Optimum level of smoothing is chosen based on the entire training sample, while a good choice of smoothing parameter may also depend on the observation to be classified. One may like to assess the strength of evidence in favor of different competing class at different scale of smoothing. In allows only one single ...

  17. A SAS IML Macro for Loglinear Smoothing

    Science.gov (United States)

    Moses, Tim; von Davier, Alina

    2011-01-01

    Polynomial loglinear models for one-, two-, and higher-way contingency tables have important applications to measurement and assessment. They are essentially regarded as a smoothing technique, which is commonly referred to as loglinear smoothing. A SAS IML (SAS Institute, 2002a) macro was created to implement loglinear smoothing according to…

  18. ECG Denoising Using Marginalized Particle Extended Kalman Filter With an Automatic Particle Weighting Strategy.

    Science.gov (United States)

    Hesar, Hamed Danandeh; Mohebbi, Maryam

    2017-05-01

    In this paper, a model-based Bayesian filtering framework called the "marginalized particle-extended Kalman filter (MP-EKF) algorithm" is proposed for electrocardiogram (ECG) denoising. This algorithm does not have the extended Kalman filter (EKF) shortcoming in handling non-Gaussian nonstationary situations because of its nonlinear framework. In addition, it has less computational complexity compared with particle filter. This filter improves ECG denoising performance by implementing marginalized particle filter framework while reducing its computational complexity using EKF framework. An automatic particle weighting strategy is also proposed here that controls the reliance of our framework to the acquired measurements. We evaluated the proposed filter on several normal ECGs selected from MIT-BIH normal sinus rhythm database. To do so, artificial white Gaussian and colored noises as well as nonstationary real muscle artifact (MA) noise over a range of low SNRs from 10 to -5 dB were added to these normal ECG segments. The benchmark methods were the EKF and extended Kalman smoother (EKS) algorithms which are the first model-based Bayesian algorithms introduced in the field of ECG denoising. From SNR viewpoint, the experiments showed that in the presence of Gaussian white noise, the proposed framework outperforms the EKF and EKS algorithms in lower input SNRs where the measurements and state model are not reliable. Owing to its nonlinear framework and particle weighting strategy, the proposed algorithm attained better results at all input SNRs in non-Gaussian nonstationary situations (such as presence of pink noise, brown noise, and real MA). In addition, the impact of the proposed filtering method on the distortion of diagnostic features of the ECG was investigated and compared with EKF/EKS methods using an ECG diagnostic distortion measure called the "Multi-Scale Entropy Based Weighted Distortion Measure" or MSEWPRD. The results revealed that our proposed

  19. 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...

  20. 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

  1. 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...

  2. Improving short-range ensemble Kalman storm surge forecasting using robust adaptive inflation

    NARCIS (Netherlands)

    Altaf, M.U.; Butler, T.; Luo, X.; Dawson, C.; Mayo, T.; Hoteit, I.

    2013-01-01

    This paper presents a robust ensemble filtering methodology for storm surge forecasting based on the singular evolutive interpolated Kalman (SEIK) filter, which has been implemented in the framework of the H? filter. By design, an H? filter is more robust than the common Kalman filter in the sense

  3. Applying Kalman filtering to investigate tropospheric effects in VLBI

    Science.gov (United States)

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

    2014-05-01

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

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

    Directory of Open Access Journals (Sweden)

    Szelitzky T.

    2011-12-01

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

  5. Acoustic cardiac signals analysis: a Kalman filter–based approach

    Directory of Open Access Journals (Sweden)

    Salleh SH

    2012-06-01

    Full Text Available Sheik Hussain Salleh,1 Hadrina Sheik Hussain,2 Tan Tian Swee,2 Chee-Ming Ting,2 Alias Mohd Noor,2 Surasak Pipatsart,3 Jalil Ali,4 Preecha P Yupapin31Department of Biomedical Instrumentation and Signal Processing, Universiti Teknologi Malaysia, Skudai, Malaysia; 2Centre for Biomedical Engineering Transportation Research Alliance, Universiti Teknologi Malaysia, Johor Bahru, Malaysia; 3Nanoscale Science and Engineering Research Alliance, King Mongkut's Institute of Technology Ladkrabang, Bangkok, Thailand; 4Institute of Advanced Photonics Science, Universiti Teknologi Malaysia, Johor Bahru, MalaysiaAbstract: Auscultation of the heart is accompanied by both electrical activity and sound. Heart auscultation provides clues to diagnose many cardiac abnormalities. Unfortunately, detection of relevant symptoms and diagnosis based on heart sound through a stethoscope is difficult. The reason GPs find this difficult is that the heart sounds are of short duration and separated from one another by less than 30 ms. In addition, the cost of false positives constitutes wasted time and emotional anxiety for both patient and GP. Many heart diseases cause changes in heart sound, waveform, and additional murmurs before other signs and symptoms appear. Heart-sound auscultation is the primary test conducted by GPs. These sounds are generated primarily by turbulent flow of blood in the heart. Analysis of heart sounds requires a quiet environment with minimum ambient noise. In order to address such issues, the technique of denoising and estimating the biomedical heart signal is proposed in this investigation. Normally, the performance of the filter naturally depends on prior information related to the statistical properties of the signal and the background noise. This paper proposes Kalman filtering for denoising statistical heart sound. The cycles of heart sounds are certain to follow first-order Gauss–Markov process. These cycles are observed with additional noise

  6. 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.

  7. Scheme of adaptive polarization filtering based on Kalman model

    Institute of Scientific and Technical Information of China (English)

    Song Lizhong; Qi Haiming; Qiao Xiaolin; Meng Xiande

    2006-01-01

    A new kind of adaptive polarization filtering algorithm in order to suppress the angle cheating interference for the active guidance radar is presented. The polarization characteristic of the interference is dynamically tracked by using Kalman estimator under variable environments with time. The polarization filter parameters are designed according to the polarization characteristic of the interference, and the polarization filtering is finished in the target cell. The system scheme of adaptive polarization filter is studied and the tracking performance of polarization filter and improvement of angle measurement precision are simulated. The research results demonstrate this technology can effectively suppress the angle cheating interference in guidance radar and is feasible in engineering.

  8. 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.

  9. Recursive B-spline approximation using the Kalman filter

    Directory of Open Access Journals (Sweden)

    Jens Jauch

    2017-02-01

    Full Text Available This paper proposes a novel recursive B-spline approximation (RBA algorithm which approximates an unbounded number of data points with a B-spline function and achieves lower computational effort compared with previous algorithms. Conventional recursive algorithms based on the Kalman filter (KF restrict the approximation to a bounded and predefined interval. Conversely RBA includes a novel shift operation that enables to shift estimated B-spline coefficients in the state vector of a KF. This allows to adapt the interval in which the B-spline function can approximate data points during run-time.

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

    Science.gov (United States)

    2016-12-01

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

  11. Adaptive training of feedforward neural networks by Kalman filtering

    International Nuclear Information System (INIS)

    Ciftcioglu, Oe.

    1995-02-01

    Adaptive training of feedforward neural networks by Kalman filtering is described. Adaptive training is particularly important in estimation by neural network in real-time environmental where the trained network is used for system estimation while the network is further trained by means of the information provided by the experienced/exercised ongoing operation. As result of this, neural network adapts itself to a changing environment to perform its mission without recourse to re-training. The performance of the training method is demonstrated by means of actual process signals from a nuclear power plant. (orig.)

  12. Temperature profile retrievals with extended Kalman-Bucy filters

    Science.gov (United States)

    Ledsham, W. H.; Staelin, D. H.

    1979-01-01

    The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.

  13. 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.

  14. 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.

  15. 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.

  16. Comparison of some nonlinear smoothing methods

    International Nuclear Information System (INIS)

    Bell, P.R.; Dillon, R.S.

    1977-01-01

    Due to the poor quality of many nuclear medicine images, computer-driven smoothing procedures are frequently employed to enhance the diagnostic utility of these images. While linear methods were first tried, it was discovered that nonlinear techniques produced superior smoothing with little detail suppression. We have compared four methods: Gaussian smoothing (linear), two-dimensional least-squares smoothing (linear), two-dimensional least-squares bounding (nonlinear), and two-dimensional median smoothing (nonlinear). The two dimensional least-squares procedures have yielded the most satisfactorily enhanced images, with the median smoothers providing quite good images, even in the presence of widely aberrant points

  17. 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.

  18. 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.

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

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

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

  20. A Nonlinear Framework of Delayed Particle Smoothing Method for Vehicle Localization under Non-Gaussian Environment

    Directory of Open Access Journals (Sweden)

    Zhu Xiao

    2016-05-01

    Full Text Available In this paper, a novel nonlinear framework of smoothing method, non-Gaussian delayed particle smoother (nGDPS, is proposed, which enables vehicle state estimation (VSE with high accuracy taking into account the non-Gaussianity of the measurement and process noises. Within the proposed method, the multivariate Student’s t-distribution is adopted in order to compute the probability distribution function (PDF related to the process and measurement noises, which are assumed to be non-Gaussian distributed. A computation approach based on Ensemble Kalman Filter (EnKF is designed to cope with the mean and the covariance matrix of the proposal non-Gaussian distribution. A delayed Gibbs sampling algorithm, which incorporates smoothing of the sampled trajectories over a fixed-delay, is proposed to deal with the sample degeneracy of particles. The performance is investigated based on the real-world data, which is collected by low-cost on-board vehicle sensors. The comparison study based on the real-world experiments and the statistical analysis demonstrates that the proposed nGDPS has significant improvement on the vehicle state accuracy and outperforms the existing filtering and smoothing methods.

  1. Distributed multisensor data fusion based on Kalman filtering and the parallel implementation%基于Kalman滤波的多传感器分布式数据融合算法及其并行实现

    Institute of Scientific and Technical Information of China (English)

    郭强; 郁松年

    2006-01-01

    The purpose of data fusion is to produce an improved model or estimate of a system from a set of independent data sources. Various multisensor data fusion approaches exist, in which Kalman filtering is important. In this paper, a fusion algorithm based on multisensor systems is discussed and a distributed multisensor data fusion algorithm based on Kalman filtering presented. The algorithm has been implemented on cluster-based high performance computers. Experimental results show that the method produces precise estimation in considerably reduced execution time.

  2. Smooth random change point models.

    Science.gov (United States)

    van den Hout, Ardo; Muniz-Terrera, Graciela; Matthews, Fiona E

    2011-03-15

    Change point models are used to describe processes over time that show a change in direction. An example of such a process is cognitive ability, where a decline a few years before death is sometimes observed. A broken-stick model consists of two linear parts and a breakpoint where the two lines intersect. Alternatively, models can be formulated that imply a smooth change between the two linear parts. Change point models can be extended by adding random effects to account for variability between subjects. A new smooth change point model is introduced and examples are presented that show how change point models can be estimated using functions in R for mixed-effects models. The Bayesian inference using WinBUGS is also discussed. The methods are illustrated using data from a population-based longitudinal study of ageing, the Cambridge City over 75 Cohort Study. The aim is to identify how many years before death individuals experience a change in the rate of decline of their cognitive ability. Copyright © 2010 John Wiley & Sons, Ltd.

  3. Calcium signaling in smooth muscle.

    Science.gov (United States)

    Hill-Eubanks, David C; Werner, Matthias E; Heppner, Thomas J; Nelson, Mark T

    2011-09-01

    Changes in intracellular Ca(2+) are central to the function of smooth muscle, which lines the walls of all hollow organs. These changes take a variety of forms, from sustained, cell-wide increases to temporally varying, localized changes. The nature of the Ca(2+) signal is a reflection of the source of Ca(2+) (extracellular or intracellular) and the molecular entity responsible for generating it. Depending on the specific channel involved and the detection technology employed, extracellular Ca(2+) entry may be detected optically as graded elevations in intracellular Ca(2+), junctional Ca(2+) transients, Ca(2+) flashes, or Ca(2+) sparklets, whereas release of Ca(2+) from intracellular stores may manifest as Ca(2+) sparks, Ca(2+) puffs, or Ca(2+) waves. These diverse Ca(2+) signals collectively regulate a variety of functions. Some functions, such as contractility, are unique to smooth muscle; others are common to other excitable cells (e.g., modulation of membrane potential) and nonexcitable cells (e.g., regulation of gene expression).

  4. A balanced Kalman filter ocean data assimilation system with application to the South Australian Sea

    Science.gov (United States)

    Li, Yi; Toumi, Ralf

    2017-08-01

    In this paper, an Ensemble Kalman Filter (EnKF) based regional ocean data assimilation system has been developed and applied to the South Australian Sea. This system consists of the data assimilation algorithm provided by the NCAR Data Assimilation Research Testbed (DART) and the Regional Ocean Modelling System (ROMS). We describe the first implementation of the physical balance operator (temperature-salinity, hydrostatic and geostrophic balance) to DART, to reduce the spurious waves which may be introduced during the data assimilation process. The effect of the balance operator is validated in both an idealised shallow water model and the ROMS model real case study. In the shallow water model, the geostrophic balance operator eliminates spurious ageostrophic waves and produces a better sea surface height (SSH) and velocity analysis and forecast. Its impact increases as the sea surface height and wind stress increase. In the real case, satellite-observed sea surface temperature (SST) and SSH are assimilated in the South Australian Sea with 50 ensembles using the Ensemble Adjustment Kalman Filter (EAKF). Assimilating SSH and SST enhances the estimation of SSH and SST in the entire domain, respectively. Assimilation with the balance operator produces a more realistic simulation of surface currents and subsurface temperature profile. The best improvement is obtained when only SSH is assimilated with the balance operator. A case study with a storm suggests that the benefit of the balance operator is of particular importance under high wind stress conditions. Implementing the balance operator could be a general benefit to ocean data assimilation systems.

  5. Calibration of a Land Subsidence Model Using InSAR Data via the Ensemble Kalman Filter.

    Science.gov (United States)

    Li, Liangping; Zhang, Meijing; Katzenstein, Kurt

    2017-11-01

    The application of interferometric synthetic aperture radar (InSAR) has been increasingly used to improve capabilities to model land subsidence in hydrogeologic studies. A number of investigations over the last decade show how spatially detailed time-lapse images of ground displacements could be utilized to advance our understanding for better predictions. In this work, we use simulated land subsidences as observed measurements, mimicking InSAR data to inversely infer inelastic specific storage in a stochastic framework. The inelastic specific storage is assumed as a random variable and modeled using a geostatistical method such that the detailed variations in space could be represented and also that the uncertainties of both characterization of specific storage and prediction of land subsidence can be assessed. The ensemble Kalman filter (EnKF), a real-time data assimilation algorithm, is used to inversely calibrate a land subsidence model by matching simulated subsidences with InSAR data. The performance of the EnKF is demonstrated in a synthetic example in which simulated surface deformations using a reference field are assumed as InSAR data for inverse modeling. The results indicate: (1) the EnKF can be used successfully to calibrate a land subsidence model with InSAR data; the estimation of inelastic specific storage is improved, and uncertainty of prediction is reduced, when all the data are accounted for; and (2) if the same ensemble is used to estimate Kalman gain, the analysis errors could cause filter divergence; thus, it is essential to include localization in the EnKF for InSAR data assimilation. © 2017, National Ground Water Association.

  6. Kalman Filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry.

    Science.gov (United States)

    Zhang, Yuxin; Chen, Shuo; Deng, Kexin; Chen, Bingyao; Wei, Xing; Yang, Jiafei; Wang, Shi; Ying, Kui

    2017-01-01

    To develop a self-adaptive and fast thermometry method by combining the original hybrid magnetic resonance thermometry method and the bio heat transfer equation (BHTE) model. The proposed Kalman filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry, abbreviated as KalBHT hybrid method, introduced the BHTE model to synthesize a window on the regularization term of the hybrid algorithm, which leads to a self-adaptive regularization both spatially and temporally with change of temperature. Further, to decrease the sensitivity to accuracy of the BHTE model, Kalman filter is utilized to update the window at each iteration time. To investigate the effect of the proposed model, computer heating simulation, phantom microwave heating experiment and dynamic in-vivo model validation of liver and thoracic tumor were conducted in this study. The heating simulation indicates that the KalBHT hybrid algorithm achieves more accurate results without adjusting λ to a proper value in comparison to the hybrid algorithm. The results of the phantom heating experiment illustrate that the proposed model is able to follow temperature changes in the presence of motion and the temperature estimated also shows less noise in the background and surrounding the hot spot. The dynamic in-vivo model validation with heating simulation demonstrates that the proposed model has a higher convergence rate, more robustness to susceptibility problem surrounding the hot spot and more accuracy of temperature estimation. In the healthy liver experiment with heating simulation, the RMSE of the hot spot of the proposed model is reduced to about 50% compared to the RMSE of the original hybrid model and the convergence time becomes only about one fifth of the hybrid model. The proposed model is able to improve the accuracy of the original hybrid algorithm and accelerate the convergence rate of MR temperature estimation.

  7. 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.

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

    Science.gov (United States)

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

    2017-09-19

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

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

    Directory of Open Access Journals (Sweden)

    Romy Budhi Widodo

    2016-01-01

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

  10. Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

    Science.gov (United States)

    Kar, Soummya; Moura, José M. F.

    2011-04-01

    The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \\emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.

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

    Directory of Open Access Journals (Sweden)

    Xi Liu

    2016-09-01

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

  12. Skew redundant MEMS IMU calibration using a Kalman filter

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  13. 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

  14. Method for Improving Indoor Positioning Accuracy Using Extended Kalman Filter

    Directory of Open Access Journals (Sweden)

    Seoung-Hyeon Lee

    2016-01-01

    Full Text Available Beacons using bluetooth low-energy (BLE technology have emerged as a new paradigm of indoor positioning service (IPS because of their advantages such as low power consumption, miniaturization, wide signal range, and low cost. However, the beacon performance is poor in terms of the indoor positioning accuracy because of noise, motion, and fading, all of which are characteristics of a bluetooth signal and depend on the installation location. Therefore, it is necessary to improve the accuracy of beacon-based indoor positioning technology by fusing it with existing indoor positioning technology, which uses Wi-Fi, ZigBee, and so forth. This study proposes a beacon-based indoor positioning method using an extended Kalman filter that recursively processes input data including noise. After defining the movement of a smartphone on a flat two-dimensional surface, it was assumed that the beacon signal is nonlinear. Then, the standard deviation and properties of the beacon signal were analyzed. According to the analysis results, an extended Kalman filter was designed and the accuracy of the smartphone’s indoor position was analyzed through simulations and tests. The proposed technique achieved good indoor positioning accuracy, with errors of 0.26 m and 0.28 m from the average x- and y-coordinates, respectively, based solely on the beacon signal.

  15. Adaptive Kalman filtering for diagnosis of multiple component degradations

    International Nuclear Information System (INIS)

    Aumeier, S. E.; Alpay, B.; Lee, J. C.

    2005-01-01

    We have developed an adaptive Kalman filtering algorithm for the diagnosis of faults or degradations of multiple components in nuclear power plants. We propose to detect the presence and magnitude of the fault(s) through noisy system observations when the measurements indicate significant deviations from predictions. Our diagnostic algorithm uses the measurement residuals, i.e., the difference between the measurements and predictions, to generate a noise input to the uncertain component state in an adaptive Kalman filtering algorithm so that various postulated component transitions or degradations may be statistically represented. The diagnostic algorithm has been tested with a balance of plant (BOP) model of a boiling water reactor (BWR). We have presented a set of algorithms for the detection and diagnosis of component faults of arbitrary magnitude and type within a multi-component system. By analyzing a number of transients including the one example illustrated in the paper, we find that these algorithms are not only capable of determining the correct component fault and magnitude for single components but also they can be used to determine binary faults satisfactorily. Additional study is under way to evaluate the performance of the proposed algorithm including the sensitivity of the diagnostic time to adaptive noise matrix introduced (see equations 7 and 8 illustrated in the paper)

  16. ECG fiducial point extraction using switching Kalman filter.

    Science.gov (United States)

    Akhbari, Mahsa; Ghahjaverestan, Nasim Montazeri; Shamsollahi, Mohammad B; Jutten, Christian

    2018-04-01

    In this paper, we propose a novel method for extracting fiducial points (FPs) of the beats in electrocardiogram (ECG) signals using switching Kalman filter (SKF). In this method, according to McSharry's model, ECG waveforms (P-wave, QRS complex and T-wave) are modeled with Gaussian functions and ECG baselines are modeled with first order auto regressive models. In the proposed method, a discrete state variable called "switch" is considered that affects only the observation equations. We denote a mode as a specific observation equation and switch changes between 7 modes and corresponds to different segments of an ECG beat. At each time instant, the probability of each mode is calculated and compared among two consecutive modes and a path is estimated, which shows the relation of each part of the ECG signal to the mode with the maximum probability. ECG FPs are found from the estimated path. For performance evaluation, the Physionet QT database is used and the proposed method is compared with methods based on wavelet transform, partially collapsed Gibbs sampler (PCGS) and extended Kalman filter. For our proposed method, the mean error and the root mean square error across all FPs are 2 ms (i.e. less than one sample) and 14 ms, respectively. These errors are significantly smaller than those obtained using other methods. The proposed method achieves lesser RMSE and smaller variability with respect to others. Copyright © 2018 Elsevier B.V. All rights reserved.

  17. Vinpocetine Attenuates the Osteoblastic Differentiation of Vascular Smooth Muscle Cells.

    Directory of Open Access Journals (Sweden)

    Yun-Yun Ma

    Full Text Available Vascular calcification is an active process of osteoblastic differentiation of vascular smooth muscle cells; however, its definite mechanism remains unknown. Vinpocetine, a derivative of the alkaloid vincamine, has been demonstrated to inhibit the high glucose-induced proliferation of vascular smooth muscle cells; however, it remains unknown whether vinpocetine can affect the osteoblastic differentiation of vascular smooth muscle cells. We hereby investigated the effect of vinpocetine on vascular calcification using a beta-glycerophosphate-induced cell model. Our results showed that vinpocetine significantly reduced the osteoblast-like phenotypes of vascular smooth muscle cells including ALP activity, osteocalcin, collagen type I, Runx2 and BMP-2 expression as well as the formation of mineralized nodule. Vinpocetine, binding to translocation protein, induced phosphorylation of extracellular signal-related kinase and Akt and thus inhibited the translocation of nuclear factor-kappa B into the nucleus. Silencing of translocator protein significantly attenuated the inhibitory effect of vinpocetine on osteoblastic differentiation of vascular smooth muscle cells. Taken together, vinpocetine may be a promising candidate for the clinical therapy of vascular calcification.

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

    KAUST Repository

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

    2016-01-01

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

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

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2016-08-12

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

  20. Lensing smoothing of BAO wiggles

    Energy Technology Data Exchange (ETDEWEB)

    Dio, Enea Di, E-mail: enea.didio@oats.inaf.it [INAF—Osservatorio Astronomico di Trieste, Via G.B. Tiepolo 11, I-34143 Trieste (Italy)

    2017-03-01

    We study non-perturbatively the effect of the deflection angle on the BAO wiggles of the matter power spectrum in real space. We show that from redshift z ∼2 this introduces a dispersion of roughly 1 Mpc at BAO scale, which corresponds approximately to a 1% effect. The lensing effect induced by the deflection angle, which is completely geometrical and survey independent, smears out the BAO wiggles. The effect on the power spectrum amplitude at BAO scale is about 0.1 % for z ∼2 and 0.2 % for z ∼4. We compare the smoothing effects induced by the lensing potential and non-linear structure formation, showing that the two effects become comparable at z ∼ 4, while the lensing effect dominates for sources at higher redshifts. We note that this effect is not accounted through BAO reconstruction techniques.

  1. Radial smoothing and closed orbit

    International Nuclear Information System (INIS)

    Burnod, L.; Cornacchia, M.; Wilson, E.

    1983-11-01

    A complete simulation leading to a description of one of the error curves must involve four phases: (1) random drawing of the six set-up points within a normal population having a standard deviation of 1.3 mm; (b) random drawing of the six vertices of the curve in the sextant mode within a normal population having a standard deviation of 1.2 mm. These vertices are to be set with respect to the axis of the error lunes, while this axis has as its origins the positions defined by the preceding drawing; (c) mathematical definition of six parabolic curves and their junctions. These latter may be curves with very slight curvatures, or segments of a straight line passing through the set-up point and having lengths no longer than one LSS. Thus one gets a mean curve for the absolute errors; (d) plotting of the actually observed radial positions with respect to the mean curve (results of smoothing)

  2. Investigating the Impact of Acetone Vapor Smoothing on the Strength and Elongation of Printed ABS Parts

    Science.gov (United States)

    Gao, Harry; Kaweesa, Dorcas V.; Moore, Jacob; Meisel, Nicholas A.

    2017-03-01

    Acetone vapor smoothing is a chemical treatment that "melts" the surface of additively manufactured acrylonitrile butadiene styrene parts. The process fuses layers together and allows them to reform when vapor is removed, resulting in a smooth surface finish. Although commonly used to improve aesthetics, recent work has begun to investigate the effects of vapor smoothing on part strength. Nevertheless, most of this work has failed to take into account the anisotropic nature of printed parts. Prior research has shown that vapor smoothing reduces strength under best-case loading conditions, when the tensile load is parallel with the direction of the layers. In this article, the authors hypothesize that vapor smoothing may increase strength under nonoptimal loading conditions as a result of increased cohesion between layers and a reduction in stress concentrations. They use a design of experiments approach to identify the combined impact of printing and vapor smoothing parameters on part material properties.

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

    Science.gov (United States)

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

    2018-06-03

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

  4. Kalman filter application to mitigate the errors in the trajectory simulations due to the lunar gravitational model uncertainty

    International Nuclear Information System (INIS)

    Gonçalves, L D; Rocco, E M; De Moraes, R V; Kuga, H K

    2015-01-01

    This paper aims to simulate part of the orbital trajectory of Lunar Prospector mission to analyze the relevance of using a Kalman filter to estimate the trajectory. For this study it is considered the disturbance due to the lunar gravitational potential using one of the most recent models, the LP100K model, which is based on spherical harmonics, and considers the maximum degree and order up to the value 100. In order to simplify the expression of the gravitational potential and, consequently, to reduce the computational effort required in the simulation, in some cases, lower values for degree and order are used. Following this aim, it is made an analysis of the inserted error in the simulations when using such values of degree and order to propagate the spacecraft trajectory and control. This analysis was done using the standard deviation that characterizes the uncertainty for each one of the values of the degree and order used in LP100K model for the satellite orbit. With knowledge of the uncertainty of the gravity model adopted, lunar orbital trajectory simulations may be accomplished considering these values of uncertainty. Furthermore, it was also used a Kalman filter, where is considered the sensor's uncertainty that defines the satellite position at each step of the simulation and the uncertainty of the model, by means of the characteristic variance of the truncated gravity model. Thus, this procedure represents an effort to approximate the results obtained using lower values for the degree and order of the spherical harmonics, to the results that would be attained if the maximum accuracy of the model LP100K were adopted. Also a comparison is made between the error in the satellite position in the situation in which the Kalman filter is used and the situation in which the filter is not used. The data for the comparison were obtained from the standard deviation in the velocity increment of the space vehicle. (paper)

  5. Hybrid Kalman and unscented Kalman filters for INS/GPS integrated system considering constant lever arm effect

    Institute of Scientific and Technical Information of China (English)

    常国宾; 柳明

    2015-01-01

    In inertial navigation system (INS) and global positioning system (GPS) integrated system, GPS antennas are usually not located at the same location as the inertial measurement unit (IMU) of the INS, so the lever arm effect exists, which makes the observation equation highly nonlinear. The INS/GPS integration with constant lever arm effect is studied. The position relation of IMU and GPS’s antenna is represented in the earth centered earth fixed frame, while the velocity relation of these two systems is represented in local horizontal frame. Due to the small integration time interval of INS, i.e. 0.1 s in this work, the nonlinearity in the INS error equation is trivial, so the linear INS error model is constructed and addressed by Kalman filter’s prediction step. On the other hand, the high nonlinearity in the observation equation due to lever arm effect is addressed by unscented Kalman filter’s update step to attain higher accuracy and better applicability. Simulation is designed and the performance of the hybrid filter is validated.

  6. Decentralized identification of nonlinear structure under strong ground motion using the extended Kalman filter and unscented Kalman filter

    Science.gov (United States)

    Tao, Dongwang; Li, Hui; Ma, Qiang

    2016-04-01

    Complete structure identification of complicate nonlinear system using extend Kalman filter (EKF) or unscented Kalman filter (UKF) may have the problems of divergence, huge computation and low estimation precision due to the large dimension of the extended state space for the system. In this article, a decentralized identification method of hysteretic system based on the joint EKF and UKF is proposed. The complete structure is divided into linear substructures and nonlinear substructures. The substructures are identified from the top to the bottom. For the linear substructure, EKF is used to identify the extended space including the displacements, velocities, stiffness and damping coefficients of the substructures, using the limited absolute accelerations and the identified interface force above the substructure. Similarly, for the nonlinear substructure, UKF is used to identify the extended space including the displacements, velocities, stiffness, damping coefficients and control parameters for the hysteretic Bouc-Wen model and the force at the interface of substructures. Finally a 10-story shear-type structure with multiple inter-story hysteresis is used for numerical simulation and is identified using the decentralized approach, and the identified results are compared with those using only EKF or UKF for the complete structure identification. The results show that the decentralized approach has the advantage of more stability, relative less computation and higher estimation precision.

  7. Effective Five Directional Partial Derivatives-Based Image Smoothing and a Parallel Structure Design.

    Science.gov (United States)

    Choongsang Cho; Sangkeun Lee

    2016-04-01

    Image smoothing has been used for image segmentation, image reconstruction, object classification, and 3D content generation. Several smoothing approaches have been used at the pre-processing step to retain the critical edge, while removing noise and small details. However, they have limited performance, especially in removing small details and smoothing discrete regions. Therefore, to provide fast and accurate smoothing, we propose an effective scheme that uses a weighted combination of the gradient, Laplacian, and diagonal derivatives of a smoothed image. In addition, to reduce computational complexity, we designed and implemented a parallel processing structure for the proposed scheme on a graphics processing unit (GPU). For an objective evaluation of the smoothing performance, the images were linearly quantized into several layers to generate experimental images, and the quantized images were smoothed using several methods for reconstructing the smoothly changed shape and intensity of the original image. Experimental results showed that the proposed scheme has higher objective scores and better successful smoothing performance than similar schemes, while preserving and removing critical and trivial details, respectively. For computational complexity, the proposed smoothing scheme running on a GPU provided 18 and 16 times lower complexity than the proposed smoothing scheme running on a CPU and the L0-based smoothing scheme, respectively. In addition, a simple noise reduction test was conducted to show the characteristics of the proposed approach; it reported that the presented algorithm outperforms the state-of-the art algorithms by more than 5.4 dB. Therefore, we believe that the proposed scheme can be a useful tool for efficient image smoothing.

  8. Investigation, development, and application of optimal output feedback theory. Volume 3: The relationship between dynamic compensators and observers and Kalman filters

    Science.gov (United States)

    Broussard, John R.

    1987-01-01

    Relationships between observers, Kalman Filters and dynamic compensators using feedforward control theory are investigated. In particular, the relationship, if any, between the dynamic compensator state and linear functions of a discrete plane state are investigated. It is shown that, in steady state, a dynamic compensator driven by the plant output can be expressed as the sum of two terms. The first term is a linear combination of the plant state. The second term depends on plant and measurement noise, and the plant control. Thus, the state of the dynamic compensator can be expressed as an estimator of the first term with additive error given by the second term. Conditions under which a dynamic compensator is a Kalman filter are presented, and reduced-order optimal estimaters are investigated.

  9. Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls

    KAUST Repository

    Iglesias, Marco

    2017-11-26

    In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified Ensemble Kalman Filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using $50\\\\%$ or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.

  10. Doing smooth pursuit paradigms in Windows 7

    DEFF Research Database (Denmark)

    Wilms, Inge Linda

    predict strengths or deficits in perception and attention. However, smooth pursuit movements have been difficult to study and very little normative data is available for smooth pursuit performance in children and adults. This poster describes the challenges in setting up a smooth pursuit paradigm...... in Windows 7 with live capturing of eye movements using a Tobii TX300 eye tracker. In particular, the poster describes the challenges and limitations created by the hardware and the software...

  11. Income and Consumption Smoothing among US States

    DEFF Research Database (Denmark)

    Sørensen, Bent; Yosha, Oved

    within regions but not between regions. This suggests that capital markets transcend regional barriers while credit markets are regional in their nature. Smoothing within the club of rich states is accomplished mainly via capital markets whereas consumption smoothing is dominant within the club of poor...... states. The fraction of a shock to gross state products smoothed by the federal tax-transfer system is the same for various regions and other clubs of states. We calculate the scope for consumption smoothing within various regions and clubs, finding that most gains from risk sharing can be achieved...

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

    KAUST Repository

    Hoteit, Ibrahim; Luo, Xiaodong; Pham, Dinh-Tuan

    2012-01-01

    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.

  13. 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.

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

    Institute of Scientific and Technical Information of China (English)

    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.

  15. Analysis of Dynamic Performance of a Kalman Filter for Combining Multiple MEMS Gyroscopes

    Directory of Open Access Journals (Sweden)

    Liang Xue

    2014-11-01

    Full Text Available In this paper, the dynamic performance of a Kalman filter (KF was analyzed, which is used to combine multiple measurements of a gyroscopes array to reduce the noise and improve the accuracy of the individual sensors. A principle for accuracy improvement by the KF was briefly presented to obtain an optimal estimate of input rate signal. In particular, the influences of some crucial factors on the KF dynamic performance were analyzed by simulations such as the factors input signal frequency, signal sampling, and KF filtering rate. Finally, a system that was comprised of a six-gyroscope array was designed and implemented to test the dynamic performance. Experimental results indicated that the 1σ error for the combined rate signal was reduced to about 0.2°/s in the constant rate test, which was a reduction by a factor of more than eight compared to the single gyroscope. The 1σ error was also reduced from 1.6°/s to 0.48°/s in the swing test. It showed that the estimated angular rate signal could well reflect the dynamic characteristic of the input signal in dynamic conditions.

  16. A User Guide for Smoothing Air Traffic Radar Data

    Science.gov (United States)

    Bach, Ralph E.; Paielli, Russell A.

    2014-01-01

    Matlab software was written to provide smoothing of radar tracking data to simulate ADS-B (Automatic Dependent Surveillance-Broadcast) data in order to test a tactical conflict probe. The probe, called TSAFE (Tactical Separation-Assured Flight Environment), is designed to handle air-traffic conflicts left undetected or unresolved when loss-of-separation is predicted to occur within approximately two minutes. The data stream that is down-linked from an aircraft equipped with an ADS-B system would include accurate GPS-derived position and velocity information at sample rates of 1 Hz. Nation-wide ADS-B equipage (mandated by 2020) should improve surveillance accuracy and TSAFE performance. Currently, position data are provided by Center radar (nominal 12-sec samples) and Terminal radar (nominal 4.8-sec samples). Aircraft ground speed and ground track are estimated using real-time filtering, causing lags up to 60 sec, compromising performance of a tactical resolution tool. Offline smoothing of radar data reduces wild-point errors, provides a sample rate as high as 1 Hz, and yields more accurate and lag-free estimates of ground speed, ground track, and climb rate. Until full ADS-B implementation is available, smoothed radar data should provide reasonable track estimates for testing TSAFE in an ADS-B-like environment. An example illustrates the smoothing of radar data and shows a comparison of smoothed-radar and ADS-B tracking. This document is intended to serve as a guide for using the smoothing software.

  17. Performance reliability prediction for thermal aging based on kalman filtering

    International Nuclear Information System (INIS)

    Ren Shuhong; Wen Zhenhua; Xue Fei; Zhao Wensheng

    2015-01-01

    The performance reliability of the nuclear power plant main pipeline that failed due to thermal aging was studied by the performance degradation theory. Firstly, through the data obtained from the accelerated thermal aging experiments, the degradation process of the impact strength and fracture toughness of austenitic stainless steel material of the main pipeline was analyzed. The time-varying performance degradation model based on the state space method was built, and the performance trends were predicted by using Kalman filtering. Then, the multi-parameter and real-time performance reliability prediction model for the main pipeline thermal aging was developed by considering the correlation between the impact properties and fracture toughness, and by using the stochastic process theory. Thus, the thermal aging performance reliability and reliability life of the main pipeline with multi-parameter were obtained, which provides the scientific basis for the optimization management of the aging maintenance decision making for nuclear power plant main pipelines. (authors)

  18. Kalman Filter Track Fits and Track Breakpoint Analysis

    CERN Document Server

    Astier, Pierre; Cousins, R D; Letessier-Selvon, A A; Popov, B A; Vinogradova, T G; Astier, Pierre; Cardini, Alessandro; Cousins, Robert D.; Letessier-Selvon, Antoine; Popov, Boris A.; Vinogradova, Tatiana

    2000-01-01

    We give an overview of track fitting using the Kalman filter method in the NOMAD detector at CERN, and emphasize how the wealth of by-product information can be used to analyze track breakpoints (discontinuities in track parameters caused by scattering, decay, etc.). After reviewing how this information has been previously exploited by others, we describe extensions which add power to breakpoint detection and characterization. We show how complete fits to the entire track, with breakpoint parameters added, can be easily obtained from the information from unbroken fits. Tests inspired by the Fisher F-test can then be used to judge breakpoints. Signed quantities (such as change in momentum at the breakpoint) can supplement unsigned quantities such as the various chisquares. We illustrate the method with electrons from real data, and with Monte Carlo simulations of pion decays.

  19. Quantum Kalman filtering and the Heisenberg limit in atomic magnetometry

    Energy Technology Data Exchange (ETDEWEB)

    Geremia, J M; Stockton, John K; Doherty, Andrew C; Mabuchi, Hideo [Norman Bridge Laboratory of Physics, California Institute of Technology, Pasadena, California, 91125 (United States)

    2003-12-19

    The shot-noise detection limit in current high-precision magnetometry [I. Kominis, T. Kornack, J. Allred, and M. Romalis, Nature (London) 422, 596 (2003)]10.1038/nature01484 is a manifestation of quantum fluctuations that scale as 1/{radical}(N) in an ensemble of N atoms. Here, we develop a procedure that combines continuous measurement and quantum Kalman filtering [V. Belavkin, Rep. Math. Phys. 43, 405 (1999)] to surpass this conventional limit by exploiting conditional spin squeezing to achieve 1/N field sensitivity. Our analysis demonstrates the importance of optimal estimation for high bandwidth precision magnetometry at the Heisenberg limit and also identifies an approximate estimator based on linear regression.

  20. Kalman Filter for Mass Property and Thrust Identification (MMS)

    Science.gov (United States)

    Queen, Steven

    2015-01-01

    The Magnetospheric Multiscale (MMS) mission consists of four identically instrumented, spin-stabilized observatories, elliptically orbiting the Earth in a tetrahedron formation. For the operational success of the mission, on-board systems must be able to deliver high-precision orbital adjustment maneuvers. On MMS, this is accomplished using feedback from on-board star sensors in tandem with accelerometers whose measurements are dynamically corrected for errors associated with a spinning platform. In order to determine the required corrections to the measured acceleration, precise estimates of attitude, rate, and mass-properties is necessary. To this end, both an on-board and ground-based Multiplicative Extended Kalman Filter (MEKF) were formulated and implemented in order to estimate the dynamic and quasi-static properties of the spacecraft.

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

    Science.gov (United States)

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

    2018-03-01

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

  2. Kalman filtering of self-powered neutron detectors

    International Nuclear Information System (INIS)

    Kantrowitz, M.L.

    1992-01-01

    Pressurized water reactors employ a wide variety of in-core detectors to determine the neutronic behavior within the core. Among the detectors used are rhodium and vanadium self-powered detectors (SPDs), which are very accurate, but respond slowly to changes in neutron flux. This paper describes a new dynamic compensation algorithm, based on Kalman filtering, which converts delayed-responding rhodium and vanadium SPDs into prompt-responding detectors by reconstructing the dynamic flux signal sensed by the detectors from the prompt and delayed components. This conversion offers the possibility of utilizing current fixed in-core detector systems based on these delayed-responding detectors for core control and/or core protection functions without the need for fixed in-core detectors which are prompt-responding. As a result, the capabilities of current fixed in-core detector systems could be expanded significantly without a major hardware investment

  3. Kalman filtering for rhodium self-powered neutron detectors

    International Nuclear Information System (INIS)

    Kantrowitz, M.L.

    1988-01-01

    Rhodium self-powered neutron detectors are utilized in many pressurized water reactors to determine the neutronic behavior within the core. In order to compensate for the inherent time delay associated with the response of these detectors, a dynamic compensation algorithm is currently used in Combustion Engineering plants to reconstruct the dynamic flux signal which is being sensed by the rhodium detectors. This paper describes a new dynamic compensation algorithm, based on Kalman filtering, which improves on the noise gain and response time characteristics of the algorithm currently used, and offers the possibility of utilizing the proven rhodium detector based fixed in-core detector system as an integral part of advanced core control and/or protection systems

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

    International Nuclear Information System (INIS)

    Morsetti, R.

    1983-01-01

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

  5. 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.

  6. Unscented Kalman filtering in the additive noise case

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    The unscented Kalman filter(UKF) has four implementations in the additive noise case,according to whether the state is augmented with noise vectors and whether a new set of sigma points is redrawn from the predicted state(which is so-called resampling) for the observation prediction.This paper concerns the differences of performances for those implementations,such as accuracy,adaptability,computational complexity,etc.The conditionally equivalent relationships between the augmented and non-augmented unscented transforms(UTs) are proved for several sampling strategies that are commonly used.Then,we find that the augmented and non-augmented UKFs have the same filter results with the additive measurement noise,but only have the same state predictions with the additive process noise.Resampling is not believed to be necessary in some researches.However,we find out that resampling can be helpful for an adaptive Kalman gain.This will improve the convergence and accuracy of the filter when the large scale state modeling bias or unknown maneuvers occur.Finally,some universal designing principles for a practical UKF are given as follows:1) for the additive observation noise case,it’s better to use the non-augmented UKF;2) for the additive process noise case,when the small state modeling bias or maneuvers are involved,the non-resampling algorithms with state whether augmented or not are candidates for filters;3) the resampling and non-augmented algorithm is the only choice while the large state modeling bias or maneuvers are latent.

  7. Kalman Filter for Calibrating a Telescope Focal Plane

    Science.gov (United States)

    Kang, Bryan; Bayard, David

    2006-01-01

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

  8. Smooth horizons and quantum ripples

    International Nuclear Information System (INIS)

    Golovnev, Alexey

    2015-01-01

    Black holes are unique objects which allow for meaningful theoretical studies of strong gravity and even quantum gravity effects. An infalling and a distant observer would have very different views on the structure of the world. However, a careful analysis has shown that it entails no genuine contradictions for physics, and the paradigm of observer complementarity has been coined. Recently this picture was put into doubt. In particular, it was argued that in old black holes a firewall must form in order to protect the basic principles of quantum mechanics. This AMPS paradox has already been discussed in a vast number of papers with different attitudes and conclusions. Here we want to argue that a possible source of confusion is the neglect of quantum gravity effects. Contrary to widespread perception, it does not necessarily mean that effective field theory is inapplicable in rather smooth neighbourhoods of large black hole horizons. The real offender might be an attempt to consistently use it over the huge distances from the near-horizon zone of old black holes to the early radiation. We give simple estimates to support this viewpoint and show how the Page time and (somewhat more speculative) scrambling time do appear. (orig.)

  9. Smooth horizons and quantum ripples

    Energy Technology Data Exchange (ETDEWEB)

    Golovnev, Alexey [Saint Petersburg State University, High Energy Physics Department, Saint-Petersburg (Russian Federation)

    2015-05-15

    Black holes are unique objects which allow for meaningful theoretical studies of strong gravity and even quantum gravity effects. An infalling and a distant observer would have very different views on the structure of the world. However, a careful analysis has shown that it entails no genuine contradictions for physics, and the paradigm of observer complementarity has been coined. Recently this picture was put into doubt. In particular, it was argued that in old black holes a firewall must form in order to protect the basic principles of quantum mechanics. This AMPS paradox has already been discussed in a vast number of papers with different attitudes and conclusions. Here we want to argue that a possible source of confusion is the neglect of quantum gravity effects. Contrary to widespread perception, it does not necessarily mean that effective field theory is inapplicable in rather smooth neighbourhoods of large black hole horizons. The real offender might be an attempt to consistently use it over the huge distances from the near-horizon zone of old black holes to the early radiation. We give simple estimates to support this viewpoint and show how the Page time and (somewhat more speculative) scrambling time do appear. (orig.)

  10. 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

  11. 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

  12. Smoothed Analysis of Local Search Algorithms

    NARCIS (Netherlands)

    Manthey, Bodo; Dehne, Frank; Sack, Jörg-Rüdiger; Stege, Ulrike

    2015-01-01

    Smoothed analysis is a method for analyzing the performance of algorithms for which classical worst-case analysis fails to explain the performance observed in practice. Smoothed analysis has been applied to explain the performance of a variety of algorithms in the last years. One particular class of

  13. A Damping Grid Strapdown Inertial Navigation System Based on a Kalman Filter for Ships in Polar Regions.

    Science.gov (United States)

    Huang, Weiquan; Fang, Tao; Luo, Li; Zhao, Lin; Che, Fengzhu

    2017-07-03

    The grid strapdown inertial navigation system (SINS) used in polar navigation also includes three kinds of periodic oscillation errors as common SINS are based on a geographic coordinate system. Aiming ships which have the external information to conduct a system reset regularly, suppressing the Schuler periodic oscillation is an effective way to enhance navigation accuracy. The Kalman filter based on the grid SINS error model which applies to the ship is established in this paper. The errors of grid-level attitude angles can be accurately estimated when the external velocity contains constant error, and then correcting the errors of the grid-level attitude angles through feedback correction can effectively dampen the Schuler periodic oscillation. The simulation results show that with the aid of external reference velocity, the proposed external level damping algorithm based on the Kalman filter can suppress the Schuler periodic oscillation effectively. Compared with the traditional external level damping algorithm based on the damping network, the algorithm proposed in this paper can reduce the overshoot errors when the state of grid SINS is switched from the non-damping state to the damping state, and this effectively improves the navigation accuracy of the system.

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

    Science.gov (United States)

    Cheng, Xuemin; Hao, Qun; Xie, Mengdi

    2016-04-07

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

  15. Accurate human limb angle measurement: sensor fusion through Kalman, least mean squares and recursive least-squares adaptive filtering

    Science.gov (United States)

    Olivares, A.; Górriz, J. M.; Ramírez, J.; Olivares, G.

    2011-02-01

    Inertial sensors are widely used in human body motion monitoring systems since they permit us to determine the position of the subject's limbs. Limb angle measurement is carried out through the integration of the angular velocity measured by a rate sensor and the decomposition of the components of static gravity acceleration measured by an accelerometer. Different factors derived from the sensors' nature, such as the angle random walk and dynamic bias, lead to erroneous measurements. Dynamic bias effects can be reduced through the use of adaptive filtering based on sensor fusion concepts. Most existing published works use a Kalman filtering sensor fusion approach. Our aim is to perform a comparative study among different adaptive filters. Several least mean squares (LMS), recursive least squares (RLS) and Kalman filtering variations are tested for the purpose of finding the best method leading to a more accurate and robust limb angle measurement. A new angle wander compensation sensor fusion approach based on LMS and RLS filters has been developed.

  16. Accurate human limb angle measurement: sensor fusion through Kalman, least mean squares and recursive least-squares adaptive filtering

    International Nuclear Information System (INIS)

    Olivares, A; Olivares, G; Górriz, J M; Ramírez, J

    2011-01-01

    Inertial sensors are widely used in human body motion monitoring systems since they permit us to determine the position of the subject's limbs. Limb angle measurement is carried out through the integration of the angular velocity measured by a rate sensor and the decomposition of the components of static gravity acceleration measured by an accelerometer. Different factors derived from the sensors' nature, such as the angle random walk and dynamic bias, lead to erroneous measurements. Dynamic bias effects can be reduced through the use of adaptive filtering based on sensor fusion concepts. Most existing published works use a Kalman filtering sensor fusion approach. Our aim is to perform a comparative study among different adaptive filters. Several least mean squares (LMS), recursive least squares (RLS) and Kalman filtering variations are tested for the purpose of finding the best method leading to a more accurate and robust limb angle measurement. A new angle wander compensation sensor fusion approach based on LMS and RLS filters has been developed

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

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  18. Kalman/Map Filtering-Aided Fast Normalized Cross Correlation-Based Wi-Fi Fingerprinting Location Sensing

    Directory of Open Access Journals (Sweden)

    Yongliang Sun

    2013-11-01

    Full Text Available A Kalman/map filtering (KMF-aided fast normalized cross correlation (FNCC-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results.

  19. Kalman/Map filtering-aided fast normalized cross correlation-based Wi-Fi fingerprinting location sensing.

    Science.gov (United States)

    Sun, Yongliang; Xu, Yubin; Li, Cheng; Ma, Lin

    2013-11-13

    A Kalman/map filtering (KMF)-aided fast normalized cross correlation (FNCC)-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS) mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF) that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results.

  20. 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.

  1. 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.

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

    Science.gov (United States)

    Borodachev, S. M.

    2016-06-01

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

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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%.

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

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    The alignment accuracy of the strap-down inertial navigation system (SINS) of airborne weapon is greatly degraded by the dynamic wing flexure of the aircraft. An adaptive Kalman filter uses innovation sequences based on the maximum likelihood estimated criterion to adapt the system noise covariance matrix and the measurement noise covariance matrix on line, which is used to estimate the misalignment if the model of wing flexure of the aircraft is unknown. From a number of simulations, it is shown that the accuracy of the adaptive Kalman filter is better than the conventional Kalman filter, and the erroneous misalignment models of the wing flexure of aircraft will cause bad estimation results of Kalman filter using attitude match method.

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

    National Research Council Canada - National Science Library

    Vanek, Barry

    1999-01-01

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

  10. 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)

  11. 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.

  12. 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.

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

    National Research Council Canada - National Science Library

    Erwin, R. S; Bernstein, Dennis S

    2005-01-01

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

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. Assessment of smoothed spectra using autocorrelation function

    International Nuclear Information System (INIS)

    Urbanski, P.; Kowalska, E.

    2006-01-01

    Recently, data and signal smoothing became almost standard procedures in the spectrometric and chromatographic methods. In radiometry, the main purpose to apply smoothing is minimisation of the statistical fluctuation and avoid distortion. The aim of the work was to find a qualitative parameter, which could be used, as a figure of merit for detecting distortion of the smoothed spectra, based on the linear model. It is assumed that as long as the part of the raw spectrum removed by the smoothing procedure (v s ) will be of random nature, the smoothed spectrum can be considered as undistorted. Thanks to this feature of the autocorrelation function, drifts of the mean value in the removed noise vs as well as its periodicity can be more easily detected from the autocorrelogram than from the original data

  19. Mediators on human airway smooth muscle.

    Science.gov (United States)

    Armour, C; Johnson, P; Anticevich, S; Ammit, A; McKay, K; Hughes, M; Black, J

    1997-01-01

    1. Bronchial hyperresponsiveness in asthma may be due to several abnormalities, but must include alterations in the airway smooth muscle responsiveness and/or volume. 2. Increased responsiveness of airway smooth muscle in vitro can be induced by certain inflammatory cell products and by induction of sensitization (atopy). 3. Increased airway smooth muscle growth can also be induced by inflammatory cell products and atopic serum. 4. Mast cell numbers are increased in the airways of asthmatics and, in our studies, in airway smooth muscle that is sensitized and hyperresponsive. 5. We propose that there is a relationship between mast cells and airway smooth muscle cells which, once an allergic process has been initiated, results in the development of critical features in the lungs in asthma.

  20. Arginase strongly impairs neuronal nitric oxide-mediated airway smooth muscle relaxation in allergic asthma

    NARCIS (Netherlands)

    Maarsingh, H; Leusink, J; Bos, I Sophie T; Zaagsma, J; Meurs, H

    2006-01-01

    Background: Using guinea pig tracheal preparations, we have recently shown that endogenous arginase activity attenuates inhibitory nonadrenergic noncholinergic (iNANC) nerve-mediated airway smooth muscle relaxation by reducing nitric oxide (NO) production - due to competition with neuronal

  1. A Kalman Filter for SINS Self-Alignment Based on Vector Observation.

    Science.gov (United States)

    Xu, Xiang; Xu, Xiaosu; Zhang, Tao; Li, Yao; Tong, Jinwu

    2017-01-29

    In this paper, a self-alignment method for strapdown inertial navigation systems based on the q -method is studied. In addition, an improved method based on integrating gravitational apparent motion to form apparent velocity is designed, which can reduce the random noises of the observation vectors. For further analysis, a novel self-alignment method using a Kalman filter based on adaptive filter technology is proposed, which transforms the self-alignment procedure into an attitude estimation using the observation vectors. In the proposed method, a linear psuedo-measurement equation is adopted by employing the transfer method between the quaternion and the observation vectors. Analysis and simulation indicate that the accuracy of the self-alignment is improved. Meanwhile, to improve the convergence rate of the proposed method, a new method based on parameter recognition and a reconstruction algorithm for apparent gravitation is devised, which can reduce the influence of the random noises of the observation vectors. Simulations and turntable tests are carried out, and the results indicate that the proposed method can acquire sound alignment results with lower standard variances, and can obtain higher alignment accuracy and a faster convergence rate.

  2. An Unobtrusive Fall Detection and Alerting System Based on Kalman Filter and Bayes Network Classifier.

    Science.gov (United States)

    He, Jian; Bai, Shuang; Wang, Xiaoyi

    2017-06-16

    Falls are one of the main health risks among the elderly. A fall detection system based on inertial sensors can automatically detect fall event and alert a caregiver for immediate assistance, so as to reduce injuries causing by falls. Nevertheless, most inertial sensor-based fall detection technologies have focused on the accuracy of detection while neglecting quantization noise caused by inertial sensor. In this paper, an activity model based on tri-axial acceleration and gyroscope is proposed, and the difference between activities of daily living (ADLs) and falls is analyzed. Meanwhile, a Kalman filter is proposed to preprocess the raw data so as to reduce noise. A sliding window and Bayes network classifier are introduced to develop a wearable fall detection system, which is composed of a wearable motion sensor and a smart phone. The experiment shows that the proposed system distinguishes simulated falls from ADLs with a high accuracy of 95.67%, while sensitivity and specificity are 99.0% and 95.0%, respectively. Furthermore, the smart phone can issue an alarm to caregivers so as to provide timely and accurate help for the elderly, as soon as the system detects a fall.

  3. 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.

  4. 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.

  5. Accounting for model error due to unresolved scales within ensemble Kalman filtering

    OpenAIRE

    Mitchell, Lewis; Carrassi, Alberto

    2014-01-01

    We propose a method to account for model error due to unresolved scales in the context of the ensemble transform Kalman filter (ETKF). The approach extends to this class of algorithms the deterministic model error formulation recently explored for variational schemes and extended Kalman filter. The model error statistic required in the analysis update is estimated using historical reanalysis increments and a suitable model error evolution law. Two different versions of the method are describe...

  6. 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...

  7. AN ADAPTIVE OPTIMAL KALMAN FILTER FOR STOCHASTIC VIBRATION CONTROL SYSTEM WITH UNKNOWN NOISE VARIANCES

    Institute of Scientific and Technical Information of China (English)

    Li Shu; Zhuo Jiashou; Ren Qingwen

    2000-01-01

    In this paper, an optimal criterion is presented for adaptive Kalman filter in a control sys tem with unknown variances of stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration can be implemented by LQG method.

  8. 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.

  9. Research on Kalman Filtering Algorithm for Deformation Information Series of Similar Single-Difference Model

    Institute of Scientific and Technical Information of China (English)

    L(U) Wei-cai; XU Shao-quan

    2004-01-01

    Using similar single-difference methodology(SSDM) to solve the deformation values of the monitoring points, there is unstability of the deformation information series, at sometimes.In order to overcome this shortcoming, Kalman filtering algorithm for this series is established,and its correctness and validity are verified with the test data obtained on the movable platform in plane. The results show that Kalman filtering can improve the correctness, reliability and stability of the deformation information series.

  10. Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

    Science.gov (United States)

    Gaebler, John; Hur-Diaz. Sun; Carpenter, Russell

    2010-01-01

    Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.

  11. 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.

  12. 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

  13. 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

  14. A Kalman Filter-Based Method to Generate Continuous Time Series of Medium-Resolution NDVI Images

    Directory of Open Access Journals (Sweden)

    Fernando Sedano

    2014-12-01

    Full Text Available A data assimilation method to produce complete temporal sequences of synthetic medium-resolution images is presented. The method implements a Kalman filter recursive algorithm that integrates medium and moderate resolution imagery. To demonstrate the approach, time series of 30-m spatial resolution NDVI images at 16-day time steps were generated using Landsat NDVI images and MODIS NDVI products at four sites with different ecosystems and land cover-land use dynamics. The results show that the time series of synthetic NDVI images captured seasonal land surface dynamics and maintained the spatial structure of the landscape at higher spatial resolution. The time series of synthetic medium-resolution NDVI images were validated within a Monte Carlo simulation framework. Normalized residuals decreased as the number of available observations increased, ranging from 0.2 to below 0.1. Residuals were also significantly lower for time series of synthetic NDVI images generated at combined recursion (smoothing than individually at forward and backward recursions (filtering. Conversely, the uncertainties of the synthetic images also decreased when the number of available observations increased and combined recursions were implemented.

  15. Real-time noise reduction for Mössbauer spectroscopy through online implementation of a modified Kalman filter

    Energy Technology Data Exchange (ETDEWEB)

    Abrecht, David G., E-mail: david.abrecht@pnnl.gov [National Security Directorate, Pacific Northwest National Laboratory, 902 Battelle Blvd., Richland, WA 99352 (United States); Schwantes, Jon M. [National Security Directorate, Pacific Northwest National Laboratory, 902 Battelle Blvd., Richland, WA 99352 (United States); Kukkadapu, Ravi K. [Environmental Molecular Sciences Laboratory, Pacific Northwest National Laboratory, 902 Battelle Blvd., Richland, WA 99352 (United States); McDonald, Benjamin S.; Eiden, Gregory C.; Sweet, Lucas E. [National Security Directorate, Pacific Northwest National Laboratory, 902 Battelle Blvd., Richland, WA 99352 (United States)

    2015-02-11

    Spectrum-processing software that incorporates a Gaussian smoothing kernel within the statistics of first-order Kalman filtration has been developed to provide cross-channel spectral noise reduction for increased real-time signal-to-noise ratios for Mössbauer spectroscopy. The filter was optimized for the breadth of the Gaussian using the Mössbauer spectrum of natural iron foil, and comparisons among the peak broadening, signal-to-noise ratios, and shifts in the calculated hyperfine parameters are presented. The results of optimization give a maximum improvement in the signal-to-noise ratio of 51.1% over the unfiltered spectrum at a Gaussian breadth of 27 channels, or 2.5% of the total spectrum width. The full-width half-maximum of the spectrum peaks showed an increase of 19.6% at this optimum point, indicating a relatively weak increase in the peak broadening relative to the signal enhancement, leading to an overall increase in the observable signal. Calculations of the hyperfine parameters showed that no statistically significant deviations were introduced from the application of the filter, confirming the utility of this filter for spectroscopy applications.

  16. Smooth halos in the cosmic web

    International Nuclear Information System (INIS)

    Gaite, José

    2015-01-01

    Dark matter halos can be defined as smooth distributions of dark matter placed in a non-smooth cosmic web structure. This definition of halos demands a precise definition of smoothness and a characterization of the manner in which the transition from smooth halos to the cosmic web takes place. We introduce entropic measures of smoothness, related to measures of inequality previously used in economy and with the advantage of being connected with standard methods of multifractal analysis already used for characterizing the cosmic web structure in cold dark matter N-body simulations. These entropic measures provide us with a quantitative description of the transition from the small scales portrayed as a distribution of halos to the larger scales portrayed as a cosmic web and, therefore, allow us to assign definite sizes to halos. However, these ''smoothness sizes'' have no direct relation to the virial radii. Finally, we discuss the influence of N-body discreteness parameters on smoothness

  17. Smooth halos in the cosmic web

    Energy Technology Data Exchange (ETDEWEB)

    Gaite, José, E-mail: jose.gaite@upm.es [Physics Dept., ETSIAE, IDR, Universidad Politécnica de Madrid, Pza. Cardenal Cisneros 3, E-28040 Madrid (Spain)

    2015-04-01

    Dark matter halos can be defined as smooth distributions of dark matter placed in a non-smooth cosmic web structure. This definition of halos demands a precise definition of smoothness and a characterization of the manner in which the transition from smooth halos to the cosmic web takes place. We introduce entropic measures of smoothness, related to measures of inequality previously used in economy and with the advantage of being connected with standard methods of multifractal analysis already used for characterizing the cosmic web structure in cold dark matter N-body simulations. These entropic measures provide us with a quantitative description of the transition from the small scales portrayed as a distribution of halos to the larger scales portrayed as a cosmic web and, therefore, allow us to assign definite sizes to halos. However, these ''smoothness sizes'' have no direct relation to the virial radii. Finally, we discuss the influence of N-body discreteness parameters on smoothness.

  18. An implicit Smooth Particle Hydrodynamic code

    Energy Technology Data Exchange (ETDEWEB)

    Knapp, Charles E. [Univ. of New Mexico, Albuquerque, NM (United States)

    2000-05-01

    An implicit version of the Smooth Particle Hydrodynamic (SPH) code SPHINX has been written and is working. In conjunction with the SPHINX code the new implicit code models fluids and solids under a wide range of conditions. SPH codes are Lagrangian, meshless and use particles to model the fluids and solids. The implicit code makes use of the Krylov iterative techniques for solving large linear-systems and a Newton-Raphson method for non-linear corrections. It uses numerical derivatives to construct the Jacobian matrix. It uses sparse techniques to save on memory storage and to reduce the amount of computation. It is believed that this is the first implicit SPH code to use Newton-Krylov techniques, and is also the first implicit SPH code to model solids. A description of SPH and the techniques used in the implicit code are presented. Then, the results of a number of tests cases are discussed, which include a shock tube problem, a Rayleigh-Taylor problem, a breaking dam problem, and a single jet of gas problem. The results are shown to be in very good agreement with analytic solutions, experimental results, and the explicit SPHINX code. In the case of the single jet of gas case it has been demonstrated that the implicit code can do a problem in much shorter time than the explicit code. The problem was, however, very unphysical, but it does demonstrate the potential of the implicit code. It is a first step toward a useful implicit SPH code.

  19. Experimental investigation of smoothing by spectral dispersion

    International Nuclear Information System (INIS)

    Regan, Sean P.; Marozas, John A.; Kelly, John H.; Boehly, Thomas R.; Donaldson, William R.; Jaanimagi, Paul A.; Keck, Robert L.; Kessler, Terrance J.; Meyerhofer, David D.; Seka, Wolf

    2000-01-01

    Measurements of smoothing rates for smoothing by spectral dispersion (SSD) of high-power, solid-state laser beams used for inertial confinement fusion (ICF) research are reported. Smoothing rates were obtained from the intensity distributions of equivalent target plane images for laser pulses of varying duration. Simulations of the experimental data with the known properties of the phase plates and the frequency modulators are in good agreement with the experimental data. These results inspire confidence in extrapolating to higher bandwidths and other SSD configurations that may be suitable for ICF experiments and ultimately for direct-drive laser-fusion ignition. (c) 2000 Optical Society of America

  20. Bifurcations of non-smooth systems

    Science.gov (United States)

    Angulo, Fabiola; Olivar, Gerard; Osorio, Gustavo A.; Escobar, Carlos M.; Ferreira, Jocirei D.; Redondo, Johan M.

    2012-12-01

    Non-smooth systems (namely piecewise-smooth systems) have received much attention in the last decade. Many contributions in this area show that theory and applications (to electronic circuits, mechanical systems, …) are relevant to problems in science and engineering. Specially, new bifurcations have been reported in the literature, and this was the topic of this minisymposium. Thus both bifurcation theory and its applications were included. Several contributions from different fields show that non-smooth bifurcations are a hot topic in research. Thus in this paper the reader can find contributions from electronics, energy markets and population dynamics. Also, a carefully-written specific algebraic software tool is presented.

  1. Trajectory generation algorithm for smooth movement of a hybrid-type robot Rocker-Pillar

    Energy Technology Data Exchange (ETDEWEB)

    Jung, Seung Min; Choi, Dong Kyu; Kim, Jong Won [School of Mechanical and Aerospace Engineering, Seoul National University, Seoul (Korea, Republic of); Kim, Hwa Soo [Dept. of Mechanical System Engineering, Kyonggi University, Suwon (Korea, Republic of)

    2016-11-15

    While traveling on rough terrain, smooth movement of a mobile robot plays an important role in carrying out the given tasks successfully. This paper describes the trajectory generation algorithm for smooth movement of hybrid-type mobile robot Rocker-Pillar by adjusting the angular velocity of its caterpillar as well as each wheel velocity in such a manner to minimize a proper index for smoothness. To this end, a new Smoothness index (SI) is first suggested to evaluate the smoothness of movement of Rocker-Pillar. Then, the trajectory generation algorithm is proposed to reduce the undesired oscillations of its Center of mass (CoM). The experiment are performed to examine the movement of Rocker-Pillar climbing up the step whose height is twice larger than its wheel radius. It is verified that the resulting SI is improved by more than 40 % so that the movement of Rocker-Pillar becomes much smoother by the proposed trajectory algorithm.

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

    KAUST Repository

    El Gharamti, Mohamad

    2013-10-01

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

  3. Smoothed Spectra, Ogives, and Error Estimates for Atmospheric Turbulence Data

    Science.gov (United States)

    Dias, Nelson Luís

    2018-01-01

    A systematic evaluation is conducted of the smoothed spectrum, which is a spectral estimate obtained by averaging over a window of contiguous frequencies. The technique is extended to the ogive, as well as to the cross-spectrum. It is shown that, combined with existing variance estimates for the periodogram, the variance—and therefore the random error—associated with these estimates can be calculated in a straightforward way. The smoothed spectra and ogives are biased estimates; with simple power-law analytical models, correction procedures are devised, as well as a global constraint that enforces Parseval's identity. Several new results are thus obtained: (1) The analytical variance estimates compare well with the sample variance calculated for the Bartlett spectrum and the variance of the inertial subrange of the cospectrum is shown to be relatively much larger than that of the spectrum. (2) Ogives and spectra estimates with reduced bias are calculated. (3) The bias of the smoothed spectrum and ogive is shown to be negligible at the higher frequencies. (4) The ogives and spectra thus calculated have better frequency resolution than the Bartlett spectrum, with (5) gradually increasing variance and relative error towards the low frequencies. (6) Power-law identification and extraction of the rate of dissipation of turbulence kinetic energy are possible directly from the ogive. (7) The smoothed cross-spectrum is a valid inner product and therefore an acceptable candidate for coherence and spectral correlation coefficient estimation by means of the Cauchy-Schwarz inequality. The quadrature, phase function, coherence function and spectral correlation function obtained from the smoothed spectral estimates compare well with the classical ones derived from the Bartlett spectrum.

  4. Full-waveform inversion using a nonlinearly smoothed wavefield

    KAUST Repository

    Li, Yuanyuan

    2017-12-08

    Conventional full-waveform inversion (FWI) based on the least-squares misfit function faces problems in converging to the global minimum when using gradient methods because of the cycle-skipping phenomena. An initial model producing data that are at most a half-cycle away from the observed data is needed for convergence to the global minimum. Low frequencies are helpful in updating low-wavenumber components of the velocity model to avoid cycle skipping. However, low enough frequencies are usually unavailable in field cases. The multiplication of wavefields of slightly different frequencies adds artificial low-frequency components in the data, which can be used for FWI to generate a convergent result and avoid cycle skipping. We generalize this process by multiplying the wavefield with itself and then applying a smoothing operator to the multiplied wavefield or its square to derive the nonlinearly smoothed wavefield, which is rich in low frequencies. The global correlation-norm-based objective function can mitigate the dependence on the amplitude information of the nonlinearly smoothed wavefield. Therefore, we have evaluated the use of this objective function when using the nonlinearly smoothed wavefield. The proposed objective function has much larger convexity than the conventional objective functions. We calculate the gradient of the objective function using the adjoint-state technique, which is similar to that of the conventional FWI except for the adjoint source. We progressively reduce the smoothing width applied to the nonlinear wavefield to naturally adopt the multiscale strategy. Using examples on the Marmousi 2 model, we determine that the proposed FWI helps to generate convergent results without the need for low-frequency information.

  5. HSP20 phosphorylation and airway smooth muscle relaxation

    Directory of Open Access Journals (Sweden)

    Mariam Ba

    2009-06-01

    Full Text Available Mariam Ba1, Cherie A Singer1, Manoj Tyagi2, Colleen Brophy3, Josh E Baker4, Christine Cremo4, Andrew Halayko5, William T Gerthoffer21Department of Pharmacology, University of Nevada School of Medicine, Reno, NV, USA; 2Department of Biochemistry and Molecular Biology, University of South Alabama, Mobile, AL, USA; 3Harrington Department of Biochemistry, Arizona State University, Tempe, AZ, USA; 4Department of Biochemistry and Molecular Biology, University of Nevada, Reno, NV, USA; 5Departments of Physiology and Internal Medicine, University of Manitoba, Winnipeg, MB, CanadaAbstract: HSP20 (HSPB6 is a small heat shock protein expressed in smooth muscles that is hypothesized to inhibit contraction when phosphorylated by cAMP-dependent protein kinase. To investigate this hypothesis in airway smooth muscle (ASM we showed that HSP20 was constitutively expressed as well as being inducible in cultured hASM cells by treatment with 1 µM isoproterenol or 10 µM salmeterol. In contrast, a mixture of proinflammatory mediators (interleukin-1β, tumor necrosis factor α, and interferon γ inhibited expression of HSP20 by about 50% in 48 hours. To determine whether phosphorylation of HSP20 is sufficient to induce relaxation, canine tracheal smooth muscle was treated with a cell permeant phosphopeptide that mimics the phosphorylation of HSP20. The HSP20 phosphopeptide antagonized carbacholinduced contraction by 60% with no change in myosin light chain phosphorylation. Recombinant full length HSP20 inhibited skeletal actin binding to smooth muscle myosin subfragment 1 (S1, and recombinant cell permeant TAT-HSP20 S16D mutant reduced F-actin filaments in cultured hASM cells. Carbachol stimulation of canine tracheal smooth muscle tissue caused redistribution of HSP20 from large macromolecular complexes (200–500 kDa to smaller complexes (<60 kDa. The results are consistent with HSP20 expression and macromolecular structure being dynamically regulated in airway

  6. A Bluetooth Low Energy Indoor Positioning System with Channel Diversity, Weighted Trilateration and Kalman Filtering

    Science.gov (United States)

    Cantón Paterna, Vicente; Paradells Aspas, Josep; Pérez Bullones, María Alejandra

    2017-01-01

    Indoor Positioning Systems (IPS) using Bluetooth Low Energy (BLE) technology are currently becoming real and available, which has made them grow in popularity and use. However, there are still plenty of challenges related to this technology, especially in terms of Received Signal Strength Indicator (RSSI) fluctuations due to the behaviour of the channels and the multipath effect, that lead to poor precision. In order to mitigate these effects, in this paper we propose and implement a real Indoor Positioning System based on Bluetooth Low Energy, that improves accuracy while reducing power consumption and costs. The three main proposals are: frequency diversity, Kalman filtering and a trilateration method what we have denominated “weighted trilateration”. The analysis of the results proves that all the proposals improve the precision of the system, which goes up to 1.82 m 90% of the time for a device moving in a middle-size room and 0.7 m for static devices. Furthermore, we have proved that the system is scalable and efficient in terms of cost and power consumption. The implemented approach allows using a very simple device (like a SensorTag) on the items to locate. The system enables a very low density of anchor points or references and with a precision better than existing solutions. PMID:29258195

  7. Adaptive Kalman Filter Based on Adjustable Sampling Interval in Burst Detection for Water Distribution System

    Directory of Open Access Journals (Sweden)

    Doo Yong Choi

    2016-04-01

    Full Text Available Rapid detection of bursts and leaks in water distribution systems (WDSs can reduce the social and economic costs incurred through direct loss of water into the ground, additional energy demand for water supply, and service interruptions. Many real-time burst detection models have been developed in accordance with the use of supervisory control and data acquisition (SCADA systems and the establishment of district meter areas (DMAs. Nonetheless, no consideration has been given to how frequently a flow meter measures and transmits data for predicting breaks and leaks in pipes. This paper analyzes the effect of sampling interval when an adaptive Kalman filter is used for detecting bursts in a WDS. A new sampling algorithm is presented that adjusts the sampling interval depending on the normalized residuals of flow after filtering. The proposed algorithm is applied to a virtual sinusoidal flow curve and real DMA flow data obtained from Jeongeup city in South Korea. The simulation results prove that the self-adjusting algorithm for determining the sampling interval is efficient and maintains reasonable accuracy in burst detection. The proposed sampling method has a significant potential for water utilities to build and operate real-time DMA monitoring systems combined with smart customer metering systems.

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

    Directory of Open Access Journals (Sweden)

    J. D. Annan

    2005-01-01

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

  9. 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.

  10. 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

  11. 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.

  12. 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

  13. Reliability based impact localization in composite panels using Bayesian updating and the Kalman filter

    Science.gov (United States)

    Morse, Llewellyn; Sharif Khodaei, Zahra; Aliabadi, M. H.

    2018-01-01

    In this work, a reliability based impact detection strategy for a sensorized composite structure is proposed. Impacts are localized using Artificial Neural Networks (ANNs) with recorded guided waves due to impacts used as inputs. To account for variability in the recorded data under operational conditions, Bayesian updating and Kalman filter techniques are applied to improve the reliability of the detection algorithm. The possibility of having one or more faulty sensors is considered, and a decision fusion algorithm based on sub-networks of sensors is proposed to improve the application of the methodology to real structures. A strategy for reliably categorizing impacts into high energy impacts, which are probable to cause damage in the structure (true impacts), and low energy non-damaging impacts (false impacts), has also been proposed to reduce the false alarm rate. The proposed strategy involves employing classification ANNs with different features extracted from captured signals used as inputs. The proposed methodologies are validated by experimental results on a quasi-isotropic composite coupon impacted with a range of impact energies.

  14. Effects of income smoothing practices on the conservatism of public companies listed on the BM & FBOVESPA

    Directory of Open Access Journals (Sweden)

    José Elias Feres de Almeida

    2012-04-01

    Full Text Available The aim of this study was to investigate two aspects of accounting information that may be inherently related: income smoothing practices and conditional conservatism. Theoretically, the more a firm employs income smoothing, i.e., uses accruals to reduce the variability of profits, the less possibility there is for the timely acknowledgement of future economic losses (i.e., bad economic news in profits. Eckel's model (1981 was used in this study to classify listed companies as smoothing or non-smoothing, and Basu's model (1997 was used to quantify the degree of conditional conservatism present in each firm. To make the results more robust, samples were created with annual stock return data from both March and December. The results indicated that non-smoothing firms had a higher degree of conditional conservatism, i.e., more opportunity to recognize future economic losses because the market could use the stock return data to anticipate future losses contained in the information regarding profits. This research made it possible to observe theoretical relationships between properties of accounting information: i there is a relationship between income smoothing and conditional conservatism (i.e., accounting choices; ii the informational environment of the Brazilian capital market contributes to the market distinction between smoothing and non-smoothing firms; and iii the improvement of the capital market provides economic operators with greater insight into economic losses that are contained in accounting results.

  15. Optimal Smoothing in Adaptive Location Estimation

    OpenAIRE

    Mammen, Enno; Park, Byeong U.

    1997-01-01

    In this paper higher order performance of kernel basedadaptive location estimators are considered. Optimalchoice of smoothing parameters is discussed and it isshown how much is lossed in efficiency by not knowingthe underlying translation density.

  16. Smooth surfaces from rational bilinear patches

    KAUST Repository

    Shi, Ling

    2014-01-01

    Smooth freeform skins from simple panels constitute a challenging topic arising in contemporary architecture. We contribute to this problem area by showing how to approximate a negatively curved surface by smoothly joined rational bilinear patches. The approximation problem is solved with help of a new computational approach to the hyperbolic nets of Huhnen-Venedey and Rörig and optimization algorithms based on it. We also discuss its limits which lie in the topology of the input surface. Finally, freeform deformations based on Darboux transformations are used to generate smooth surfaces from smoothly joined Darboux cyclide patches; in this way we eliminate the restriction to surfaces with negative Gaussian curvature. © 2013 Elsevier B.V.

  17. Smooth embeddings with Stein surface images

    OpenAIRE

    Gompf, Robert E.

    2011-01-01

    A simple characterization is given of open subsets of a complex surface that smoothly perturb to Stein open subsets. As applications, complex 2-space C^2 contains domains of holomorphy (Stein open subsets) that are exotic R^4's, and others homotopy equivalent to the 2-sphere but cut out by smooth, compact 3-manifolds. Pseudoconvex embeddings of Brieskorn spheres and other 3-manifolds into complex surfaces are constructed, as are pseudoconcave holomorphic fillings (with disagreeing contact and...

  18. Some splines produced by smooth interpolation

    Czech Academy of Sciences Publication Activity Database

    Segeth, Karel

    2018-01-01

    Roč. 319, 15 February (2018), s. 387-394 ISSN 0096-3003 R&D Projects: GA ČR GA14-02067S Institutional support: RVO:67985840 Keywords : smooth data approximation * smooth data interpolation * cubic spline Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.738, year: 2016 http://www.sciencedirect.com/science/article/pii/S0096300317302746?via%3Dihub

  19. Some splines produced by smooth interpolation

    Czech Academy of Sciences Publication Activity Database

    Segeth, Karel

    2018-01-01

    Roč. 319, 15 February (2018), s. 387-394 ISSN 0096-3003 R&D Projects: GA ČR GA14-02067S Institutional support: RVO:67985840 Keywords : smooth data approximation * smooth data interpolation * cubic spline Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.738, year: 2016 http://www. science direct.com/ science /article/pii/S0096300317302746?via%3Dihub

  20. Optimal Smooth Consumption and Annuity Design

    DEFF Research Database (Denmark)

    Bruhn, Kenneth; Steffensen, Mogens

    2013-01-01

    We propose an optimization criterion that yields extraordinary consumption smoothing compared to the well known results of the life-cycle model. Under this criterion we solve the related consumption and investment optimization problem faced by individuals with preferences for intertemporal stabil...... stability in consumption. We find that the consumption and investment patterns demanded under the optimization criterion is in general offered as annuity benefits from products in the class of ‘Formula Based Smoothed Investment-Linked Annuities’....

  1. 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)

  2. Optical smoothing of laser imprinting in planar-target experiments on OMEGA EP using multi-FM 1-D smoothing by spectral dispersion

    Energy Technology Data Exchange (ETDEWEB)

    Hohenberger, M., E-mail: mhoh@lle.rochester.edu; Shvydky, A.; Marozas, J. A.; Bonino, M. J.; Canning, D.; Collins, T. J. B.; Dorrer, C.; Kessler, T. J.; Kruschwitz, B. E.; McKenty, P. W.; Regan, S. P.; Sangster, T. C.; Zuegel, J. D. [Laboratory for Laser Energetics, University of Rochester, 250 East River Road Rochester, Rochester, New York 14623 (United States); Fiksel, G. [Nuclear Engineering and Radiological Sciences (NERS), University of Michigan, Ann Arbor, Michigan 48109 (United States); Meyerhofer, D. D. [Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States)

    2016-09-15

    Direct-drive ignition on the National Ignition Facility (NIF) requires single-beam smoothing to minimize imprinting of laser nonuniformities that can negatively affect implosion performance. One-dimensional, multi-FM smoothing by spectral dispersion (SSD) has been proposed to provide the required smoothing [Marozas et al., Bull. Am. Phys. Soc. 55, 294 (2010)]. A prototype multi-FM SSD system has been integrated into the NIF-like beamline of the OMEGA EP Laser System. Experiments have been performed to verify the smoothing performance by measuring Rayleigh–Taylor growth rates in planar targets of laser-imprinted and preimposed surface modulations. Multi-FM 1-D SSD has been observed to reduce imprint levels by ∼50% compared to the nominal OMEGA EP SSD system. The experimental results are in agreement with 2-D DRACO simulations using realistic, time-dependent far-field spot-intensity calculations that emulate the effect of SSD.

  3. 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.

  4. Vehicle State Information Estimation with the Unscented Kalman Filter

    Directory of Open Access Journals (Sweden)

    Hongbin Ren

    2014-01-01

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

  5. Traditional Tracking with Kalman Filter on Parallel Architectures

    Science.gov (United States)

    Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; MacNeill, Ian; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

    2015-05-01

    Power density constraints are limiting the performance improvements of modern CPUs. To address this, we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The most common track finding techniques in use today are however those based on the Kalman Filter. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. We report the results of our investigations into the potential and limitations of these algorithms on the new parallel hardware.

  6. Discrete Kalman Filter based Sensor Fusion for Robust Accessibility Interfaces

    International Nuclear Information System (INIS)

    Ghersi, I; Miralles, M T; Mariño, M

    2016-01-01

    Human-machine interfaces have evolved, benefiting from the growing access to devices with superior, embedded signal-processing capabilities, as well as through new sensors that allow the estimation of movements and gestures, resulting in increasingly intuitive interfaces. In this context, sensor fusion for the estimation of the spatial orientation of body segments allows to achieve more robust solutions, overcoming specific disadvantages derived from the use of isolated sensors, such as the sensitivity of magnetic-field sensors to external influences, when used in uncontrolled environments. In this work, a method for the combination of image-processing data and angular-velocity registers from a 3D MEMS gyroscope, through a Discrete-time Kalman Filter, is proposed and deployed as an alternate user interface for mobile devices, in which an on-screen pointer is controlled with head movements. Results concerning general performance of the method are presented, as well as a comparative analysis, under a dedicated test application, with results from a previous version of this system, in which the relative-orientation information was acquired directly from MEMS sensors (3D magnetometer-accelerometer). These results show an improved response for this new version of the pointer, both in terms of precision and response time, while keeping many of the benefits that were highlighted for its predecessor, giving place to a complementary method for signal acquisition that can be used as an alternative-input device, as well as for accessibility solutions. (paper)

  7. On a nonlinear Kalman filter with simplified divided difference approximation

    KAUST Repository

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

    2012-01-01

    We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling's interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling's interpolation formula to evaluate the statistics of the background ensemble during the prediction step, while at the filtering step the sDDF employs the formulae in an ensemble square root filter (EnSRF) to update the background to the analysis. In this sense, the sDDF is a hybrid of Stirling's interpolation formula and the EnSRF method, while the computational cost of the sDDF is less than that of the EnSRF. Numerical comparison between the sDDF and the EnSRF, with the ensemble transform Kalman filter (ETKF) as the representative, is conducted. The experiment results suggest that the sDDF outperforms the ETKF with a relatively large ensemble size, and thus is a good candidate for data assimilation in systems with moderate dimensions. © 2011 Elsevier B.V. All rights reserved.

  8. Filtering Meteoroid Flights Using Multiple Unscented Kalman Filters

    Science.gov (United States)

    Sansom, E. K.; Bland, P. A.; Rutten, M. G.; Paxman, J.; Towner, M. C.

    2016-11-01

    Estimator algorithms are immensely versatile and powerful tools that can be applied to any problem where a dynamic system can be modeled by a set of equations and where observations are available. A well designed estimator enables system states to be optimally predicted and errors to be rigorously quantified. Unscented Kalman filters (UKFs) and interactive multiple models can be found in methods from satellite tracking to self-driving cars. The luminous trajectory of the Bunburra Rockhole fireball was observed by the Desert Fireball Network in mid-2007. The recorded data set is used in this paper to examine the application of these two techniques as a viable approach to characterizing fireball dynamics. The nonlinear, single-body system of equations, used to model meteoroid entry through the atmosphere, is challenged by gross fragmentation events that may occur. The incorporation of the UKF within an interactive multiple model smoother provides a likely solution for when fragmentation events may occur as well as providing a statistical analysis of the state uncertainties. In addition to these benefits, another advantage of this approach is its automatability for use within an image processing pipeline to facilitate large fireball data analyses and meteorite recoveries.

  9. Fuzzy Logic Based Autonomous Parallel Parking System with Kalman Filtering

    Science.gov (United States)

    Panomruttanarug, Benjamas; Higuchi, Kohji

    This paper presents an emulation of fuzzy logic control schemes for an autonomous parallel parking system in a backward maneuver. There are four infrared sensors sending the distance data to a microcontroller for generating an obstacle-free parking path. Two of them mounted on the front and rear wheels on the parking side are used as the inputs to the fuzzy rules to calculate a proper steering angle while backing. The other two attached to the front and rear ends serve for avoiding collision with other cars along the parking space. At the end of parking processes, the vehicle will be in line with other parked cars and positioned in the middle of the free space. Fuzzy rules are designed based upon a wall following process. Performance of the infrared sensors is improved using Kalman filtering. The design method needs extra information from ultrasonic sensors. Starting from modeling the ultrasonic sensor in 1-D state space forms, one makes use of the infrared sensor as a measurement to update the predicted values. Experimental results demonstrate the effectiveness of sensor improvement.

  10. 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.

  11. Dynamics of Electricity Demand in Lesotho: A Kalman Filter Approach

    Directory of Open Access Journals (Sweden)

    Thamae Retselisitsoe Isaiah

    2015-04-01

    Full Text Available This study provides an empirical analysis of the time-varying price and income elasticities of electricity demand in Lesotho for the period 1995-2012 using the Kalman filter approach. The results reveal that economic growth has been one of the main drivers of electricity consumption in Lesotho while electricity prices are found to play a less significant role since they are monopoly-driven and relatively low when compared to international standards. These findings imply that increases in electricity prices in Lesotho might not have a significant impact on consumption in the short-run. However, if the real electricity prices become too high over time, consumers might change their behavior and sensitivity to price and hence, energy policymakers will need to reconsider their impact in the long-run. Furthermore, several exogenous shocks seem to have affected the sensitivity of electricity demand during the period prior to regulation, which made individuals, businesses and agencies to be more sensitive to electricity costs. On the other hand, the period after regulation has been characterized by more stable and declining sensitivity of electricity demand. Therefore, factors such as regulation and changes in the country’s economic activities appear to have affected both price and income elasticities of electricity demand in Lesotho.

  12. A Kalman filter technique applied for medical image reconstruction

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  13. Rainfall estimation with TFR model using Ensemble Kalman filter

    Science.gov (United States)

    Asyiqotur Rohmah, Nabila; Apriliani, Erna

    2018-03-01

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

  14. On a nonlinear Kalman filter with simplified divided difference approximation

    KAUST Repository

    Luo, Xiaodong

    2012-03-01

    We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling\\'s interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling\\'s interpolation formula to evaluate the statistics of the background ensemble during the prediction step, while at the filtering step the sDDF employs the formulae in an ensemble square root filter (EnSRF) to update the background to the analysis. In this sense, the sDDF is a hybrid of Stirling\\'s interpolation formula and the EnSRF method, while the computational cost of the sDDF is less than that of the EnSRF. Numerical comparison between the sDDF and the EnSRF, with the ensemble transform Kalman filter (ETKF) as the representative, is conducted. The experiment results suggest that the sDDF outperforms the ETKF with a relatively large ensemble size, and thus is a good candidate for data assimilation in systems with moderate dimensions. © 2011 Elsevier B.V. All rights reserved.

  15. IASI Radiance Data Assimilation in Local Ensemble Transform Kalman Filter

    Science.gov (United States)

    Cho, K.; Hyoung-Wook, C.; Jo, Y.

    2016-12-01

    Korea institute of Atmospheric Prediction Systems (KIAPS) is developing NWP model with data assimilation systems. Local Ensemble Transform Kalman Filter (LETKF) system, one of the data assimilation systems, has been developed for KIAPS Integrated Model (KIM) based on cubed-sphere grid and has successfully assimilated real data. LETKF data assimilation system has been extended to 4D- LETKF which considers time-evolving error covariance within assimilation window and IASI radiance data assimilation using KPOP (KIAPS package for observation processing) with RTTOV (Radiative Transfer for TOVS). The LETKF system is implementing semi operational prediction including conventional (sonde, aircraft) observation and AMSU-A (Advanced Microwave Sounding Unit-A) radiance data from April. Recently, the semi operational prediction system updated radiance observations including GPS-RO, AMV, IASI (Infrared Atmospheric Sounding Interferometer) data at July. A set of simulation of KIM with ne30np4 and 50 vertical levels (of top 0.3hPa) were carried out for short range forecast (10days) within semi operation prediction LETKF system with ensemble forecast 50 members. In order to only IASI impact, our experiments used only conventional and IAIS radiance data to same semi operational prediction set. We carried out sensitivity test for IAIS thinning method (3D and 4D). IASI observation number was increased by temporal (4D) thinning and the improvement of IASI radiance data impact on the forecast skill of model will expect.

  16. Estimating ice-affected streamflow by extended Kalman filtering

    Science.gov (United States)

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

    1998-01-01

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

  17. Determination of Unidentified Leakage Using a Kalman Smoother

    International Nuclear Information System (INIS)

    Jang, Soek Bo; Heo, Gyunyoung; Ra, Insik; Han, Jeonghyun; Lee, Seon Woo

    2008-01-01

    Since the safety significance of leaks from the RCS can widely vary depending on the source of the leak as well as the leak rate, the detection of the leakage is an important issue. The leakage is classified into 1) identified leakage which is defined as leakage into closed systems such as pump seal or valve packing leaks that can be captured, and 2) unidentified leakage which is all other leakage. The unidentified leakage is typically determined by the RCS inventory balance method which is based on NUREG-1107. Since the accuracy of leak rate calculation is dependent of the plant operating condition, the change in the RCS temperature, inventory, and the transient operating condition should be avoided during the measurement period. Nevertheless, the operation of the makeup of the borated water into the RCS and the diversion of the inventory to the outside of the RCS boundary makes it difficult to maintain the plant stable over an hour. Due to the large fluctuation of the calculated leak rate, it is sometimes hard to know the trend of the leakage as well as the instantaneous leak rate. Any fluctuation of operating conditions can results in unreliable leak rate. This study proposes a new way of determining the unidentified leak rate using a Kalman filter and smoother technique. The proposed algorithm enhances the accuracy of the leak rate calculation not only for the steady state operations but also for transients in a well timed manner

  18. 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.

  19. 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.

  20. Kalman filters for assimilating near-surface observations into the Richards equation - Part 2: A dual filter approach for simultaneous retrieval of states and parameters

    Science.gov (United States)

    Medina, H.; Romano, N.; Chirico, G. B.

    2014-07-01

    This study presents a dual Kalman filter (DSUKF - dual standard-unscented Kalman filter) for retrieving states and parameters controlling the soil water dynamics in a homogeneous soil column, by assimilating near-surface state observations. The DSUKF couples a standard Kalman filter for retrieving the states of a linear solver of the Richards equation, and an unscented Kalman filter for retrieving the parameters of the soil hydraulic functions, which are defined according to the van Genuchten-Mualem closed-form model. The accuracy and the computational expense of the DSUKF are compared with those of the dual ensemble Kalman filter (DEnKF) implemented with a nonlinear solver of the Richards equation. Both the DSUKF and the DEnKF are applied with two alternative state-space formulations of the Richards equation, respectively differentiated by the type of variable employed for representing the states: either the soil water content (θ) or the soil water matric pressure head (h). The comparison analyses are conducted with reference to synthetic time series of the true states, noise corrupted observations, and synthetic time series of the meteorological forcing. The performance of the retrieval algorithms are examined accounting for the effects exerted on the output by the input parameters, the observation depth and assimilation frequency, as well as by the relationship between retrieved states and assimilated variables. The uncertainty of the states retrieved with DSUKF is considerably reduced, for any initial wrong parameterization, with similar accuracy but less computational effort than the DEnKF, when this is implemented with ensembles of 25 members. For ensemble sizes of the same order of those involved in the DSUKF, the DEnKF fails to provide reliable posterior estimates of states and parameters. The retrieval performance of the soil hydraulic parameters is strongly affected by several factors, such as the initial guess of the unknown parameters, the wet or dry