An extended Kalman-Bucy filter for atmospheric temperature profile retrieval with a passive microwave sounder

Science.gov (United States)

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

1978-01-01

An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.

A novel extended Kalman filter for a class of nonlinear systems

Institute of Scientific and Technical Information of China (English)

DONG Zhe; YOU Zheng

2006-01-01

Estimation of the state variables of nonlinear systems is one of the fundamental and significant problems in control and signal processing. A new extended Kalman filtering approach for a class of nonlinear discrete-time systems in engineering is presented in this paper. In contrast to the celebrated extended Kalman filter (EKF), there is no linearization operation in the design procedure of the filter, and the parameters of the filter are obtained through minimizing a proper upper bound of the mean-square estimation error. Simulation results show that this filter can provide higher estimation precision than that provided by the EKF.

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...

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

Science.gov (United States)

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

2013-12-01

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

Modeling of an ionic polymer metal composite actuator based on an extended Kalman filter trained neural network

International Nuclear Information System (INIS)

Truong, Dinh Quang; Ahn, Kyoung Kwan

2014-01-01

An ion polymer metal composite (IPMC) is an electroactive polymer that bends in response to a small applied electric field as a result of mobility of cations in the polymer network and vice versa. This paper presents an innovative and accurate nonlinear black-box model (NBBM) for estimating the bending behavior of IPMC actuators. The model is constructed via a general multilayer perceptron neural network (GMLPNN) integrated with a smart learning mechanism (SLM) that is based on an extended Kalman filter with self-decoupling ability (SDEKF). Here the GMLPNN is built with an ability to autoadjust its structure based on its characteristic vector. Furthermore, by using the SLM based on the SDEKF, the GMLPNN parameters are optimized with small computational effort, and the modeling accuracy is improved. An apparatus employing an IPMC actuator is first set up to investigate the IPMC characteristics and to generate the data for training and validating the model. The advanced NBBM model for the IPMC system is then created with the proper inputs to estimate IPMC tip displacement. Next, the model is optimized using the SLM mechanism with the training data. Finally, the optimized NBBM model is verified with the validating data. A comparison between this model and the previously developed model is also carried out to prove the effectiveness of the proposed modeling technique. (paper)

A Hybrid Extended Kalman Filter as an Observer for a Pot-Electro-Magnetic Actuator

International Nuclear Information System (INIS)

Schmidt, Simon; Mercorelli, Paolo

2017-01-01

This paper deals with an application in which a hybrid extended Kalman Filter (HEKF) is used to estimate state variables in a U-shaped electro-magnetic actuator to be used in mechanical systems. In this context a hybrid Kalman Filter is the one which switches between different models. The paper proposes a hybrid model for an extended Kalman Filter to be used as an observer to estimate the state and to control the force of the actuator. Applications include position, velocity and force control in automotive, engine and manufacturing systems. This work is focused on the estimation of state variables of the actuator. Simulated results show the effectiveness of the proposed approach. (paper)

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.

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...

Ground Level Ozone Peak Forecast using Neural Networks and Kalman Filter

Czech Academy of Sciences Publication Activity Database

Pelikán, Emil; Eben, Kryštof; Vondráček, Jiří; Krejčíř, Pavel; Keder, J.

2000-01-01

Roč. 3, č. 2 (2000), s. 3-8 ISSN 1335-339X Grant - others:APPETISE(XE) IST-99-11764; MŽP ČR(CZ) ZZ520/2/97; MŠMT ČR(CZ) VS96008 Institutional research plan: AV0Z1030915 Keywords : ozone forecast * neural classifications * Kalman filter * genetic algorithms * Kohonen maps * Czech Republic Subject RIV: BB - Applied Statistics, Operational Research

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.

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.

A Quantised State Systems Approach for Jacobian Free Extended Kalman Filtering

DEFF Research Database (Denmark)

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

2007-01-01

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

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

CSIR Research Space (South Africa)

Olivier, JC

2009-05-01

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

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.

Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations

Directory of Open Access Journals (Sweden)

Pengpeng Chen

2015-01-01

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

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...

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

Directory of Open Access Journals (Sweden)

Biçer Cenker

2016-01-01

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

Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

Science.gov (United States)

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

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

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

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

International Nuclear Information System (INIS)

Candy, J.V.

1979-01-01

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

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...

Robust synchronization of coupled neural oscillators using the derivative-free nonlinear Kalman Filter.

Science.gov (United States)

Rigatos, Gerasimos

2014-12-01

A synchronizing control scheme for coupled neural oscillators of the FitzHugh-Nagumo type is proposed. Using differential flatness theory the dynamical model of two coupled neural oscillators is transformed into an equivalent model in the linear canonical (Brunovsky) form. A similar linearized description is succeeded using differential geometry methods and the computation of Lie derivatives. For such a model it becomes possible to design a state feedback controller that assures the synchronization of the membrane's voltage variations for the two neurons. To compensate for disturbances that affect the neurons' model as well as for parametric uncertainties and variations a disturbance observer is designed based on Kalman Filtering. This consists of implementation of the standard Kalman Filter recursion on the linearized equivalent model of the coupled neurons and computation of state and disturbance estimates using the diffeomorphism (relations about state variables transformation) provided by differential flatness theory. After estimating the disturbance terms in the neurons' model their compensation becomes possible. The performance of the synchronization control loop is tested through simulation experiments.

Demodulation of moire fringes in digital holographic interferometry using an extended Kalman filter.

Science.gov (United States)

Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

2018-03-10

This paper presents a method for extracting multiple phases from a single moire fringe pattern in digital holographic interferometry. The method relies on component separation using singular value decomposition and an extended Kalman filter for demodulating the moire fringes. The Kalman filter is applied by modeling the interference field locally as a multi-component polynomial phase signal and extracting the associated multiple polynomial coefficients using the state space approach. In addition to phase, the corresponding multiple phase derivatives can be simultaneously extracted using the proposed method. The applicability of the proposed method is demonstrated using simulation and experimental results.

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.

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.

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.

Adaptive Filtering Using Recurrent Neural Networks

Science.gov (United States)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.

Automated Stellar Classification for Large Surveys with EKF and RBF Neural Networks

Institute of Scientific and Technical Information of China (English)

Ling Bai; Ping Guo; Zhan-Yi Hu

2005-01-01

An automated classification technique for large size stellar surveys is proposed. It uses the extended Kalman filter as a feature selector and pre-classifier of the data, and the radial basis function neural networks for the classification.Experiments with real data have shown that the correct classification rate can reach as high as 93%, which is quite satisfactory. When different system models are selected for the extended Kalman filter, the classification results are relatively stable. It is shown that for this particular case the result using extended Kalman filter is better than using principal component analysis.

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

Science.gov (United States)

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

2018-02-01

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

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

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

Convergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation

Directory of Open Access Journals (Sweden)

Feng Lian

2012-01-01

Full Text Available The convergence of the Gaussian mixture extended-target probability hypothesis density (GM-EPHD filter and its extended Kalman (EK filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD filter converge uniformly to the true EPHD filter. The significance of this paper is in theory to present the convergence results of the GM-EPHD and EK-GM-EPHD filters and the conditions under which the two filters satisfy uniform convergence.

Modified temporal approach to meta-optimizing an extended Kalman filter's parameters

CSIR Research Space (South Africa)

Salmon

2014-07-01

Full Text Available stream_source_info Salmon_2014.pdf.txt stream_content_type text/plain stream_size 1233 Content-Encoding UTF-8 stream_name Salmon_2014.pdf.txt Content-Type text/plain; charset=UTF-8 2014 IEEE International Geoscience... and Remote Sensing Symposium, Québec, Canada, 13-18 July 2014 A modified temporal approach to meta-optimizing an Extended Kalman Filter's parameters B. P. Salmon ; W. Kleynhans ; J. C. Olivier ; W. C. Olding ; K. J. Wessels ; F. van den Bergh...

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

KAUST Repository

El Gharamti, Mohamad; Hoteit, Ibrahim

2014-01-01

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

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

KAUST Repository

El Gharamti, Mohamad

2014-02-01

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

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

International Nuclear Information System (INIS)

Ermolaev, P; Volynsky, M

2014-01-01

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

Direct adaptive control using feedforward neural networks

OpenAIRE

Cajueiro, Daniel Oliveira; Hemerly, Elder Moreira

2003-01-01

ABSTRACT: This paper proposes a new scheme for direct neural adaptive control that works efficiently employing only one neural network, used for simultaneously identifying and controlling the plant. The idea behind this structure of adaptive control is to compensate the control input obtained by a conventional feedback controller. The neural network training process is carried out by using two different techniques: backpropagation and extended Kalman filter algorithm. Additionally, the conver...

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

Science.gov (United States)

Lisano, M. E.

2003-01-01

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

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

Science.gov (United States)

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

1991-01-01

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

Multicomponent kinetic determination of lanthanides with stopped-flow, diode array spectrophotometry and the extended Kalman filter

International Nuclear Information System (INIS)

Quencer, B.M.; Crouch, S.R.

1994-01-01

The application of the extended Kalman filter to multicomponent kinetic data is described. The method is based on obtaining data at multiple wavelengths over time using a linear photodiode array detector. The extended Kalman filter is used to process the data obtained. It is shown that accurate results can be obtained even if the estimated value of the rate constant is not completely accurate or reproducible. No pH, ionic strength, or temperature controls were used in testing the chemical system. A system of three lanthanides reacting with 4-(2-pyridylazo)resorcinol (PAR) was used. Accurate estimates of concentrations were obtained even though the relative rate constants for the reactions of La, Pr, and Nd with PAR were 1:1.7:1.9, and a high degree of spectral overlap is present. 23 refs., 4 figs., 4 tabs

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.

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

Science.gov (United States)

Zong, Changfu; Hu, Dan; Zheng, Hongyu

2013-03-01

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

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.

Meta-optimization of the extended kalman filter's parameters for improved feature extraction on hyper-temporal images

CSIR Research Space (South Africa)

Salmon, BP

2011-07-01

Full Text Available . This paper proposes a meta-optimization approach for setting the parameters of the non-linear Extended Kalman Filter to rapidly and efficiently estimate the features for the pair of triply modulated cosine functions. The approach is based on a unsupervised...

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

International Nuclear Information System (INIS)

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

2011-01-01

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

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

Directory of Open Access Journals (Sweden)

O. Jakubov

2013-09-01

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

Extended Kalman filter (EKF) application in vitamin C two-step fermentation process.

Science.gov (United States)

Wei, D; Yuan, W; Yuan, Z; Yin, G; Chen, M

1993-01-01

Based on kinetic model study of vitamin C two-step fermentation, the extended Kalman filter (EKF) theory is conducted for studying the process which is disturbed by white noise to some extent caused by the model, the fermentation system and operation fluctuation. EKF shows that calculated results from estimated process parameters agree with the experimental results considerably better than model prediction without using estimated parameters. Parameter analysis gives a better understanding of the kinetics and provides a basis for state estimation and state prediction.

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....

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

High precision estimation of inertial rotation via the extended Kalman filter

Science.gov (United States)

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

2015-11-01

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

A Computationally Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter

DEFF Research Database (Denmark)

Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik

2007-01-01

for nonlinear stochastic continuous-discrete time systems is more than two orders of magnitude faster than a conventional implementation. This is of significance in nonlinear model predictive control applications, statistical process monitoring as well as grey-box modelling of systems described by stochastic......We present a novel numerically robust and computationally efficient extended Kalman filter for state estimation in nonlinear continuous-discrete stochastic systems. The resulting differential equations for the mean-covariance evolution of the nonlinear stochastic continuous-discrete time systems...

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

Directory of Open Access Journals (Sweden)

P. A. Ermolaev

2014-03-01

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

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

Directory of Open Access Journals (Sweden)

Yasser Diab

2017-07-01

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

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

Science.gov (United States)

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

2014-12-03

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

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

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.

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

Science.gov (United States)

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

2017-01-01

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

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

Real-Time Inverse Optimal Neural Control for Image Based Visual Servoing with Nonholonomic Mobile Robots

Directory of Open Access Journals (Sweden)

Carlos López-Franco

2015-01-01

Full Text Available We present an inverse optimal neural controller for a nonholonomic mobile robot with parameter uncertainties and unknown external disturbances. The neural controller is based on a discrete-time recurrent high order neural network (RHONN trained with an extended Kalman filter. The reference velocities for the neural controller are obtained with a visual sensor. The effectiveness of the proposed approach is tested by simulations and real-time experiments.

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

Science.gov (United States)

Liu, Xin; Wang, Hongkai; Yan, Zhuangzhi

2016-11-01

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

Intelligent classification of electrocardiogram (ECG) signal using extended Kalman Filter (EKF) based neuro fuzzy system.

Science.gov (United States)

Meau, Yeong Pong; Ibrahim, Fatimah; Narainasamy, Selvanathan A L; Omar, Razali

2006-05-01

This study presents the development of a hybrid system consisting of an ensemble of Extended Kalman Filter (EKF) based Multi Layer Perceptron Network (MLPN) and a one-pass learning Fuzzy Inference System using Look-up Table Scheme for the recognition of electrocardiogram (ECG) signals. This system can distinguish various types of abnormal ECG signals such as Ventricular Premature Cycle (VPC), T wave inversion (TINV), ST segment depression (STDP), and Supraventricular Tachycardia (SVT) from normal sinus rhythm (NSR) ECG signal.

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...

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.

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

Science.gov (United States)

Yao, Yuchen; Swindlehurst, A Lee

2011-01-01

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

An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors.

Science.gov (United States)

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-08-21

Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method.

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

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

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

Directory of Open Access Journals (Sweden)

Tounsi Kamel

2018-01-01

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

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

International Nuclear Information System (INIS)

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

2017-01-01

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

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.

Comparison of reactivity estimation performance between two extended Kalman filtering schemes

International Nuclear Information System (INIS)

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

2016-01-01

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

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.

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.

Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

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.

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.

Low-cost attitude determination system using an extended Kalman filter (EKF) algorithm

Science.gov (United States)

Esteves, Fernando M.; Nehmetallah, Georges; Abot, Jandro L.

2016-05-01

Attitude determination is one of the most important subsystems in spacecraft, satellite, or scientific balloon mission s, since it can be combined with actuators to provide rate stabilization and pointing accuracy for payloads. In this paper, a low-cost attitude determination system with a precision in the order of arc-seconds that uses low-cost commercial sensors is presented including a set of uncorrelated MEMS gyroscopes, two clinometers, and a magnetometer in a hierarchical manner. The faster and less precise sensors are updated by the slower, but more precise ones through an Extended Kalman Filter (EKF)-based data fusion algorithm. A revision of the EKF algorithm fundamentals and its implementation to the current application, are presented along with an analysis of sensors noise. Finally, the results from the data fusion algorithm implementation are discussed in detail.

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

International Nuclear Information System (INIS)

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

2014-01-01

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

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.

Decentralized neural control application to robotics

CERN Document Server

Garcia-Hernandez, Ramon; Sanchez, Edgar N; Alanis, Alma y; Ruz-Hernandez, Jose A

2017-01-01

This book provides a decentralized approach for the identification and control of robotics systems. It also presents recent research in decentralized neural control and includes applications to robotics. Decentralized control is free from difficulties due to complexity in design, debugging, data gathering and storage requirements, making it preferable for interconnected systems. Furthermore, as opposed to the centralized approach, it can be implemented with parallel processors. This approach deals with four decentralized control schemes, which are able to identify the robot dynamics. The training of each neural network is performed on-line using an extended Kalman filter (EKF). The first indirect decentralized control scheme applies the discrete-time block control approach, to formulate a nonlinear sliding manifold. The second direct decentralized neural control scheme is based on the backstepping technique, approximated by a high order neural network. The third control scheme applies a decentralized neural i...

A new neural observer for an anaerobic bioreactor.

Science.gov (United States)

Belmonte-Izquierdo, R; Carlos-Hernandez, S; Sanchez, E N

2010-02-01

In this paper, a recurrent high order neural observer (RHONO) for anaerobic processes is proposed. The main objective is to estimate variables of methanogenesis: biomass, substrate and inorganic carbon in a completely stirred tank reactor (CSTR). The recurrent high order neural network (RHONN) structure is based on the hyperbolic tangent as activation function. The learning algorithm is based on an extended Kalman filter (EKF). The applicability of the proposed scheme is illustrated via simulation. A validation using real data from a lab scale process is included. Thus, this observer can be successfully implemented for control purposes.

A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking

Institute of Scientific and Technical Information of China (English)

ZHANG ZuTao; ZHANG JiaShu

2009-01-01

Non-Intrusive methods for eye tracking are Important for many applications of vision-based human computer interaction. However, due to the high nonlinearity of eye motion, how to ensure the robust-ness of external interference and accuracy of eye tracking poses the primary obstacle to the integration of eye movements into today's interfaces. In this paper, we present a strong tracking finite-difference extended Kalman filter algorithm, aiming to overcome the difficulty In modeling nonlinear eye tracking. In filtering calculation, strong tracking factor is introduced to modify a priori covariance matrix and im-prove the accuracy of the filter. The filter uses finite-difference method to calculate partial derivatives of nonlinear functions for eye tracking. The latest experimental results show the validity of our method for eye tracking under realistic conditions.

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.

Particle Swarm Based Approach of a Real-Time Discrete Neural Identifier for Linear Induction Motors

Directory of Open Access Journals (Sweden)

Alma Y. Alanis

2013-01-01

Full Text Available This paper focusses on a discrete-time neural identifier applied to a linear induction motor (LIM model, whose model is assumed to be unknown. This neural identifier is robust in presence of external and internal uncertainties. The proposed scheme is based on a discrete-time recurrent high-order neural network (RHONN trained with a novel algorithm based on extended Kalman filter (EKF and particle swarm optimization (PSO, using an online series-parallel con…figuration. Real-time results are included in order to illustrate the applicability of the proposed scheme.

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.

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

Institute of Scientific and Technical Information of China (English)

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

2008-01-01

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

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

Science.gov (United States)

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

2017-10-30

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

Land cover change detection using the internal covariance matrix of the extended kalman filter over multiple spectral bands

CSIR Research Space (South Africa)

Salmon

2013-06-01

Full Text Available stream_source_info Salmon_10577_2013.pdf.txt stream_content_type text/plain stream_size 1183 Content-Encoding ISO-8859-1 stream_name Salmon_10577_2013.pdf.txt Content-Type text/plain; charset=ISO-8859-1 IEEE Journal... of Selected Topics in Applied Earth Observations and Remote Sensing, vol, 6(3): 1079- 1085 Land cover change detection using the internal covariance matrix of the extended kalman filter over multiple spectral bands Salmon BP Kleynhans W Van den Bergh...

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody

2016-05-03

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

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody; Tembine, Hamidou; Tempone, Raul

2016-01-01

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

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

Science.gov (United States)

Qin, Fangjun; Jiang, Sai; Zha, Feng

2018-01-01

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

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

Directory of Open Access Journals (Sweden)

Fangjun Qin

2018-05-01

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

Recurrent neural network based hybrid model for reconstructing gene regulatory network.

Science.gov (United States)

Raza, Khalid; Alam, Mansaf

2016-10-01

One of the exciting problems in systems biology research is to decipher how genome controls the development of complex biological system. The gene regulatory networks (GRNs) help in the identification of regulatory interactions between genes and offer fruitful information related to functional role of individual gene in a cellular system. Discovering GRNs lead to a wide range of applications, including identification of disease related pathways providing novel tentative drug targets, helps to predict disease response, and also assists in diagnosing various diseases including cancer. Reconstruction of GRNs from available biological data is still an open problem. This paper proposes a recurrent neural network (RNN) based model of GRN, hybridized with generalized extended Kalman filter for weight update in backpropagation through time training algorithm. The RNN is a complex neural network that gives a better settlement between biological closeness and mathematical flexibility to model GRN; and is also able to capture complex, non-linear and dynamic relationships among variables. Gene expression data are inherently noisy and Kalman filter performs well for estimation problem even in noisy data. Hence, we applied non-linear version of Kalman filter, known as generalized extended Kalman filter, for weight update during RNN training. The developed model has been tested on four benchmark networks such as DNA SOS repair network, IRMA network, and two synthetic networks from DREAM Challenge. We performed a comparison of our results with other state-of-the-art techniques which shows superiority of our proposed model. Further, 5% Gaussian noise has been induced in the dataset and result of the proposed model shows negligible effect of noise on results, demonstrating the noise tolerance capability of the model. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

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).

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...

GPS Interference Mitigation Using Derivative-free Kalman Filter-based RNN

Directory of Open Access Journals (Sweden)

W. L. Mao

2016-09-01

Full Text Available The global positioning system (GPS with accurate positioning and timing properties has become integral part of all applications around the world. Radio frequency interference can significantly decrease the performance of GPS receivers or even completely prohibit the acquisition or tracking of satellites. The approaches of system performances that can be further enhanced by preprocessing to reject the jamming signal will be investigated. A recurrent neural network (RNN predictor for the GPS anti-jamming applications will be proposed. The adaptive RNN predictor is utilized to accurately predict the narrowband waveform based on an unscented Kalman filter (UKF-based algorithm. The UKF algorithm as a derivative-free alternative to the extended Kalman filter (EKF in the framework of state-estimation is adopted to achieve better performance in terms of convergence rate and quality of solution. The adaptive RNN filter can be successfully applied for the suppression of interference with a number of different narrowband formats, i.e. continuous wave interference (CWI, multi-tone CWI, swept CWI and pulsed CWI, to emulate realistic circumstances. Simulation results show that the proposed UKF-based scheme can offer the superior performances to suppress the interference over the conventional methods by computing mean squared prediction error (MSPE and signal-to-noise ratio (SNR improvements.

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...

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

Energy Technology Data Exchange (ETDEWEB)

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

1998-06-01

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

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.

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.

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)

Extended Kalman filtering for the detection of damage in linear mechanical structures

Science.gov (United States)

Liu, X.; Escamilla-Ambrosio, P. J.; Lieven, N. A. J.

2009-09-01

This paper addresses the problem of assessing the location and extent of damage in a vibrating structure by means of vibration measurements. Frequency domain identification methods (e.g. finite element model updating) have been widely used in this area while time domain methods such as the extended Kalman filter (EKF) method, are more sparsely represented. The difficulty of applying EKF in mechanical system damage identification and localisation lies in: the high computational cost, the dependence of estimation results on the initial estimation error covariance matrix P(0), the initial value of parameters to be estimated, and on the statistics of measurement noise R and process noise Q. To resolve these problems in the EKF, a multiple model adaptive estimator consisting of a bank of EKF in modal domain was designed, each filter in the bank is based on different P(0). The algorithm was iterated by using the weighted global iteration method. A fuzzy logic model was incorporated in each filter to estimate the variance of the measurement noise R. The application of the method is illustrated by simulated and real examples.

Structural System Identification with Extended Kalman Filter and Orthogonal Decomposition of Excitation

Directory of Open Access Journals (Sweden)

Y. Ding

2014-01-01

Full Text Available Both the structural parameter and external excitation have coupling influence on structural response. A new system identification method in time domain is proposed to simultaneously evaluate structural parameter and external excitation. The method can be used for linear and hysteresis nonlinear structural condition assessment based on incomplete structural responses. In this method, the structural excitation is decomposed by orthogonal approximation. With this approximation, the strongly time-variant excitation identification is transformed to gentle time-variant, even constant parameters identification. Then the extended Kalman filter is applied to simultaneously identify state vector including the structural parameters and excitation orthogonal parameters in state space based on incomplete measurements. The proposed method is validated numerically with the simulation of three-story linear and nonlinear structures subject to external force. The external force on the top floor and the structural parameters are simultaneously identified with the proposed system identification method. Results from both simulations indicate that the proposed method is capable of identifing the dynamic load and structural parameters fairly accurately with contaminated incomplete measurement for both of the linear and nonlinear structural systems.

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

International Nuclear Information System (INIS)

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

2011-01-01

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

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

Directory of Open Access Journals (Sweden)

Suleiman M. Sharkh

2012-04-01

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

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

Science.gov (United States)

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

2017-07-01

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

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.

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

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2016-03-21

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

A search algorithm to meta-optimize the parameters for an extended Kalman filter to improve classification on hyper-temporal images

CSIR Research Space (South Africa)

Salmon

2012-07-01

Full Text Available stream_source_info Salmon1_2012_ABSTRACT ONLY.pdf.txt stream_content_type text/plain stream_size 1654 Content-Encoding ISO-8859-1 stream_name Salmon1_2012_ABSTRACT ONLY.pdf.txt Content-Type text/plain; charset=ISO-8859...-1 IEEE International Geoscience and Remote Sensing Symposium, Munich, Germany, 22-27 July 2012 A search algorithm to meta-optimize the parameters for an extended Kalman filter to improve classification on hyper-temporal images yzB.P. Salmon, yz...

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....

Real time eye tracking using Kalman extended spatio-temporal context learning

Science.gov (United States)

Munir, Farzeen; Minhas, Fayyaz ul Amir Asfar; Jalil, Abdul; Jeon, Moongu

2017-06-01

Real time eye tracking has numerous applications in human computer interaction such as a mouse cursor control in a computer system. It is useful for persons with muscular or motion impairments. However, tracking the movement of the eye is complicated by occlusion due to blinking, head movement, screen glare, rapid eye movements, etc. In this work, we present the algorithmic and construction details of a real time eye tracking system. Our proposed system is an extension of Spatio-Temporal context learning through Kalman Filtering. Spatio-Temporal Context Learning offers state of the art accuracy in general object tracking but its performance suffers due to object occlusion. Addition of the Kalman filter allows the proposed method to model the dynamics of the motion of the eye and provide robust eye tracking in cases of occlusion. We demonstrate the effectiveness of this tracking technique by controlling the computer cursor in real time by eye movements.

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

Science.gov (United States)

Liu, Chenguang; He, Bin

2011-03-01

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

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

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

Directory of Open Access Journals (Sweden)

Min Chul Kim

2011-10-01

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

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

Science.gov (United States)

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

2011-01-01

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

Rhodium SPND's Error Reduction using Extended Kalman Filter combined with Time Dependent Neutron Diffusion Equation

International Nuclear Information System (INIS)

Lee, Jeong Hun; Park, Tong Kyu; Jeon, Seong Su

2014-01-01

The Rhodium SPND is accurate in steady-state conditions but responds slowly to changes in neutron flux. The slow response time of Rhodium SPND precludes its direct use for control and protection purposes specially when nuclear power plant is used for load following. To shorten the response time of Rhodium SPND, there were some acceleration methods but they could not reflect neutron flux distribution in reactor core. On the other hands, some methods for core power distribution monitoring could not consider the slow response time of Rhodium SPND and noise effect. In this paper, time dependent neutron diffusion equation is directly used to estimate reactor power distribution and extended Kalman filter method is used to correct neutron flux with Rhodium SPND's and to shorten the response time of them. Extended Kalman filter is effective tool to reduce measurement error of Rhodium SPND's and even simple FDM to solve time dependent neutron diffusion equation can be an effective measure. This method reduces random errors of detectors and can follow reactor power level without cross-section change. It means monitoring system may not calculate cross-section at every time steps and computing time will be shorten. To minimize delay of Rhodium SPND's conversion function h should be evaluated in next study. Neutron and Rh-103 reaction has several decay chains and half-lives over 40 seconds causing delay of detection. Time dependent neutron diffusion equation will be combined with decay chains. Power level and distribution change corresponding movement of control rod will be tested with more complicated reference code as well as xenon effect. With these efforts, final result is expected to be used as a powerful monitoring tool of nuclear reactor core

Rhodium SPND's Error Reduction using Extended Kalman Filter combined with Time Dependent Neutron Diffusion Equation

Energy Technology Data Exchange (ETDEWEB)

Lee, Jeong Hun; Park, Tong Kyu; Jeon, Seong Su [FNC Technology Co., Ltd., Yongin (Korea, Republic of)

2014-05-15

The Rhodium SPND is accurate in steady-state conditions but responds slowly to changes in neutron flux. The slow response time of Rhodium SPND precludes its direct use for control and protection purposes specially when nuclear power plant is used for load following. To shorten the response time of Rhodium SPND, there were some acceleration methods but they could not reflect neutron flux distribution in reactor core. On the other hands, some methods for core power distribution monitoring could not consider the slow response time of Rhodium SPND and noise effect. In this paper, time dependent neutron diffusion equation is directly used to estimate reactor power distribution and extended Kalman filter method is used to correct neutron flux with Rhodium SPND's and to shorten the response time of them. Extended Kalman filter is effective tool to reduce measurement error of Rhodium SPND's and even simple FDM to solve time dependent neutron diffusion equation can be an effective measure. This method reduces random errors of detectors and can follow reactor power level without cross-section change. It means monitoring system may not calculate cross-section at every time steps and computing time will be shorten. To minimize delay of Rhodium SPND's conversion function h should be evaluated in next study. Neutron and Rh-103 reaction has several decay chains and half-lives over 40 seconds causing delay of detection. Time dependent neutron diffusion equation will be combined with decay chains. Power level and distribution change corresponding movement of control rod will be tested with more complicated reference code as well as xenon effect. With these efforts, final result is expected to be used as a powerful monitoring tool of nuclear reactor core.

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

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-09-30

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

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.

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

Fusion Based on Visible Light Positioning and Inertial Navigation Using Extended Kalman Filters.

Science.gov (United States)

Li, Zhitian; Feng, Lihui; Yang, Aiying

2017-05-11

With the rapid development of smart technology, the need for location-based services (LBS) increases every day. Since classical positioning technology such as GPS cannot satisfy the needs of indoor positioning, new indoor positioning technologies, such as Bluetooth, Wi-Fi, and Visible light communication (VLC), have already cut a figure. VLC positioning has been proposed because it has higher accuracy, costs less, and is easier to accomplish in comparison to the other indoor positioning technologies. However, the practicality of VLC positioning is limited since it is easily affected by multipath effects and the layout of LEDs. Thus, we propose a fusion positioning system based on extended Kalman filters, which can fuse the VLC position and the inertial navigation data. The accuracy of the fusion positioning system is in centimeters, which is better compared to the VLC-based positioning or inertial navigation alone. Furthermore, the fusion positioning system has high accuracy, saves energy, costs little, and is easy to install, making it a promising candidate for future indoor positioning applications.

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

Robust sequential learning of feedforward neural networks in the presence of heavy-tailed noise.

Science.gov (United States)

Vuković, Najdan; Miljković, Zoran

2015-03-01

Feedforward neural networks (FFNN) are among the most used neural networks for modeling of various nonlinear problems in engineering. In sequential and especially real time processing all neural networks models fail when faced with outliers. Outliers are found across a wide range of engineering problems. Recent research results in the field have shown that to avoid overfitting or divergence of the model, new approach is needed especially if FFNN is to run sequentially or in real time. To accommodate limitations of FFNN when training data contains a certain number of outliers, this paper presents new learning algorithm based on improvement of conventional extended Kalman filter (EKF). Extended Kalman filter robust to outliers (EKF-OR) is probabilistic generative model in which measurement noise covariance is not constant; the sequence of noise measurement covariance is modeled as stochastic process over the set of symmetric positive-definite matrices in which prior is modeled as inverse Wishart distribution. In each iteration EKF-OR simultaneously estimates noise estimates and current best estimate of FFNN parameters. Bayesian framework enables one to mathematically derive expressions, while analytical intractability of the Bayes' update step is solved by using structured variational approximation. All mathematical expressions in the paper are derived using the first principles. Extensive experimental study shows that FFNN trained with developed learning algorithm, achieves low prediction error and good generalization quality regardless of outliers' presence in training data. Copyright © 2014 Elsevier Ltd. All rights reserved.

Detection of small leakage combining dedicated Kalman filters and an extended version of the binary SPRT

International Nuclear Information System (INIS)

Racz, A.

1991-12-01

A new method is outlined for detection of soft reactor failures. The procedure is applicable when the failure can be described by an additive term (failure vector) in the measurement process of an observable dynamic system. A dedicated Kalman filter generates the innovation process for further testing. The innovation is investigated by a sequential hypothesis testing method. In order to avoid the computational difficulties related to sophisticated multiple hypothesis testing methods, an extended version of Walds's classical binary Sequential Probability Ratio Testing (SPRT) has been developed. The procedure is applied for the problem of (small) leakage detection in the feedwater system of nuclear power plants. Computer simulation results show that the method can recognize less than 1% relative water loss reliably. (author) 10 refs.; 5 figs.; 5 tabs

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.

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.

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.

A recurrent neural network based on projection operator for extended general variational inequalities.

Science.gov (United States)

Liu, Qingshan; Cao, Jinde

2010-06-01

Based on the projection operator, a recurrent neural network is proposed for solving extended general variational inequalities (EGVIs). Sufficient conditions are provided to ensure the global convergence of the proposed neural network based on Lyapunov methods. Compared with the existing neural networks for variational inequalities, the proposed neural network is a modified version of the general projection neural network existing in the literature and capable of solving the EGVI problems. In addition, simulation results on numerical examples show the effectiveness and performance of the proposed neural network.

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

Science.gov (United States)

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

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

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

Science.gov (United States)

2017-01-01

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

Extended Kalman filtering for continuous volumetric MR-temperature imaging.

Science.gov (United States)

Denis de Senneville, Baudouin; Roujol, Sébastien; Hey, Silke; Moonen, Chrit; Ries, Mario

2013-04-01

Real time magnetic resonance (MR) thermometry has evolved into the method of choice for the guidance of high-intensity focused ultrasound (HIFU) interventions. For this role, MR-thermometry should preferably have a high temporal and spatial resolution and allow observing the temperature over the entire targeted area and its vicinity with a high accuracy. In addition, the precision of real time MR-thermometry for therapy guidance is generally limited by the available signal-to-noise ratio (SNR) and the influence of physiological noise. MR-guided HIFU would benefit of the large coverage volumetric temperature maps, including characterization of volumetric heating trajectories as well as near- and far-field heating. In this paper, continuous volumetric MR-temperature monitoring was obtained as follows. The targeted area was continuously scanned during the heating process by a multi-slice sequence. Measured data and a priori knowledge of 3-D data derived from a forecast based on a physical model were combined using an extended Kalman filter (EKF). The proposed reconstruction improved the temperature measurement resolution and precision while maintaining guaranteed output accuracy. The method was evaluated experimentally ex vivo on a phantom, and in vivo on a porcine kidney, using HIFU heating. On the in vivo experiment, it allowed the reconstruction from a spatio-temporally under-sampled data set (with an update rate for each voxel of 1.143 s) to a 3-D dataset covering a field of view of 142.5×285×54 mm(3) with a voxel size of 3×3×6 mm(3) and a temporal resolution of 0.127 s. The method also provided noise reduction, while having a minimal impact on accuracy and latency.

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

Directory of Open Access Journals (Sweden)

Ekaterina Kourzeneva

2014-10-01

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

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

Science.gov (United States)

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

2012-01-01

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

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

Science.gov (United States)

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

2017-07-01

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

About a Class of Positive Hybrid Dynamic Linear Systems and an Associate Extended Kalman-Yakubovich-Popov Lemma

Directory of Open Access Journals (Sweden)

M. De la Sen

2017-01-01

Full Text Available This paper formulates an “ad hoc” robust version under parametrical disturbances of the discrete version of the Kalman-Yakubovich-Popov Lemma for a class of positive hybrid dynamic linear systems which consist of a continuous-time system coupled with a discrete-time or a digital one. An extended discrete system, whose state vector contains both the digital one and the discretization of the continuous-time one at sampling instants, is a key analysis element in the formulation. The hyperstability and asymptotic hyperstability properties of the studied class of positive hybrid systems under feedback from any member of a nonlinear (and, eventually, time-varying class of controllers, which satisfies a Popov’s-type inequality, are also investigated as linked to the positive realness of the associated transfer matrices.

Recursive Bayesian recurrent neural networks for time-series modeling.

Science.gov (United States)

Mirikitani, Derrick T; Nikolaev, Nikolay

2010-02-01

This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.

Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

KAUST Repository

El Gharamti, Mohamad

2010-01-01

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

Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

KAUST Repository

El Gharamti, Mohamad

2010-12-01

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

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...

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

Science.gov (United States)

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

2016-12-01

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

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

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.

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

Science.gov (United States)

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

2018-06-01

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

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

Science.gov (United States)

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

2016-07-26

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

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

Directory of Open Access Journals (Sweden)

Chien-Hao Tseng

2016-07-01

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

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

Directory of Open Access Journals (Sweden)

Hongjie Wu

2013-01-01

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

Extended Kalman filtering for model-based sensor fusion in robotics

International Nuclear Information System (INIS)

Fujii, Yuji; Wehe, D.K.; Lee, J.C.

1990-01-01

Remote surveillance and maintenance in advanced nuclear power plants will benefit from the increased utilization of mobile robotic systems. For these robotic systems to function most effectively in hazardous environments, they should be able to make decisions and take necessary actions with minimal human supervision. To accomplish this, the robot must be able to construct an accurate model of the power plant environment from diverse sensory data and a priori maps. In this paper, the authors demonstrate how a recursive parameter estimation technique known as Kalman filtering can integrate noisy data from various sensors to construct a consistent representation of the sensed environment

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

International Nuclear Information System (INIS)

Barut, Murat

2010-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-10-15

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

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.

Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.

Science.gov (United States)

Kopp, M; Harmeling, S; Schütz, G; Schölkopf, B; Fähnle, M

2015-01-01

The Kalman filter is a well-established approach to get information on the time-dependent state of a system from noisy observations. It was developed in the context of the Apollo project to see the deviation of the true trajectory of a rocket from the desired trajectory. Afterwards it was applied to many different systems with small numbers of components of the respective state vector (typically about 10). In all cases the equation of motion for the state vector was known exactly. The fast dissipative magnetization dynamics is often investigated by x-ray magnetic circular dichroism movies (XMCD movies), which are often very noisy. In this situation the number of components of the state vector is extremely large (about 10(5)), and the equation of motion for the dissipative magnetization dynamics (especially the values of the material parameters of this equation) is not well known. In the present paper it is shown by theoretical considerations that - nevertheless - there is no principle problem for the use of the Kalman filter to denoise XMCD movies of fast dissipative magnetization dynamics. Copyright © 2014 Elsevier B.V. All rights reserved.

An extended Kalman filtering approach to modeling nonlinear dynamic gene regulatory networks via short gene expression time series.

Science.gov (United States)

Wang, Zidong; Liu, Xiaohui; Liu, Yurong; Liang, Jinling; Vinciotti, Veronica

2009-01-01

In this paper, the extended Kalman filter (EKF) algorithm is applied to model the gene regulatory network from gene time series data. The gene regulatory network is considered as a nonlinear dynamic stochastic model that consists of the gene measurement equation and the gene regulation equation. After specifying the model structure, we apply the EKF algorithm for identifying both the model parameters and the actual value of gene expression levels. It is shown that the EKF algorithm is an online estimation algorithm that can identify a large number of parameters (including parameters of nonlinear functions) through iterative procedure by using a small number of observations. Four real-world gene expression data sets are employed to demonstrate the effectiveness of the EKF algorithm, and the obtained models are evaluated from the viewpoint of bioinformatics.

Model-based extended quaternion Kalman filter to inertial orientation tracking of arbitrary kinematic chains.

Science.gov (United States)

Szczęsna, Agnieszka; Pruszowski, Przemysław

2016-01-01

Inertial orientation tracking is still an area of active research, especially in the context of out-door, real-time, human motion capture. Existing systems either propose loosely coupled tracking approaches where each segment is considered independently, taking the resulting drawbacks into account, or tightly coupled solutions that are limited to a fixed chain with few segments. Such solutions have no flexibility to change the skeleton structure, are dedicated to a specific set of joints, and have high computational complexity. This paper describes the proposal of a new model-based extended quaternion Kalman filter that allows for estimation of orientation based on outputs from the inertial measurements unit sensors. The filter considers interdependencies resulting from the construction of the kinematic chain so that the orientation estimation is more accurate. The proposed solution is a universal filter that does not predetermine the degree of freedom at the connections between segments of the model. To validation the motion of 3-segments single link pendulum captured by optical motion capture system is used. The next step in the research will be to use this method for inertial motion capture with a human skeleton model.

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

Science.gov (United States)

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

2015-01-01

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

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

Directory of Open Access Journals (Sweden)

Abdelmonaem Lakhzouri

2003-12-01

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

Extended Neural Metastability in an Embodied Model of Sensorimotor Coupling

Directory of Open Access Journals (Sweden)

Miguel Aguilera

2016-09-01

Full Text Available The hypothesis that brain organization is based on mechanisms of metastable synchronization in neural assemblies has been popularized during the last decades of neuroscientific research. Nevertheless, the role of body and environment for understanding the functioning of metastable assemblies is frequently dismissed. The main goal of this paper is to investigate the contribution of sensorimotor coupling to neural and behavioural metastability using a minimal computational model of plastic neural ensembles embedded in a robotic agent in a behavioural preference task. Our hypothesis is that, under some conditions, the metastability of the system is not restricted to the brain but extends to the system composed by the interaction of brain, body and environment. We test this idea, comparing an agent in continuous interaction with its environment in a task demanding behavioural flexibility with an equivalent model from the point of view of 'internalist neuroscience'. A statistical characterization of our model and tools from information theory allows us to show how (1 the bidirectional coupling between agent and environment brings the system closer to a regime of criticality and triggers the emergence of additional metastable states which are not found in the brain in isolation but extended to the whole system of sensorimotor interaction, (2 the synaptic plasticity of the agent is fundamental to sustain open structures in the neural controller of the agent flexibly engaging and disengaging different behavioural patterns that sustain sensorimotor metastable states, and (3 these extended metastable states emerge when the agent generates an asymmetrical circular loop of causal interaction with its environment, in which the agent responds to variability of the environment at fast timescales while acting over the environment at slow timescales, suggesting the constitution of the agent as an autonomous entity actively modulating its sensorimotor coupling

Extended Neural Metastability in an Embodied Model of Sensorimotor Coupling.

Science.gov (United States)

Aguilera, Miguel; Bedia, Manuel G; Barandiaran, Xabier E

2016-01-01

The hypothesis that brain organization is based on mechanisms of metastable synchronization in neural assemblies has been popularized during the last decades of neuroscientific research. Nevertheless, the role of body and environment for understanding the functioning of metastable assemblies is frequently dismissed. The main goal of this paper is to investigate the contribution of sensorimotor coupling to neural and behavioral metastability using a minimal computational model of plastic neural ensembles embedded in a robotic agent in a behavioral preference task. Our hypothesis is that, under some conditions, the metastability of the system is not restricted to the brain but extends to the system composed by the interaction of brain, body and environment. We test this idea, comparing an agent in continuous interaction with its environment in a task demanding behavioral flexibility with an equivalent model from the point of view of "internalist neuroscience." A statistical characterization of our model and tools from information theory allow us to show how (1) the bidirectional coupling between agent and environment brings the system closer to a regime of criticality and triggers the emergence of additional metastable states which are not found in the brain in isolation but extended to the whole system of sensorimotor interaction, (2) the synaptic plasticity of the agent is fundamental to sustain open structures in the neural controller of the agent flexibly engaging and disengaging different behavioral patterns that sustain sensorimotor metastable states, and (3) these extended metastable states emerge when the agent generates an asymmetrical circular loop of causal interaction with its environment, in which the agent responds to variability of the environment at fast timescales while acting over the environment at slow timescales, suggesting the constitution of the agent as an autonomous entity actively modulating its sensorimotor coupling with the world. We

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

International Nuclear Information System (INIS)

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

2006-01-01

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

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)

Advantages of Square-Root Extended Kalman Filter for Sensorless Control of AC Drives

Czech Academy of Sciences Publication Activity Database

Šmídl, Václav; Peroutka, Z.

2012-01-01

Roč. 59, č. 11 (2012), s. 4189-4196 ISSN 0278-0046 Institutional research plan: CEZ:AV0Z10750506 Institutional support: RVO:67985556 Keywords : Kalman filters * Mathematical model * AC motors Subject RIV: BC - Control Systems Theory Impact factor: 5.165, year: 2012 http://library.utia.cas.cz/separaty/2012/AS/smidl-0436868.pdf

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

Science.gov (United States)

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

2014-12-03

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

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

Science.gov (United States)

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

2014-01-01

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

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.

Visualization of Two Phase Flow in a Horizontal Flow with Electrical Resistance Tomography based on Extended Kalman Filter

International Nuclear Information System (INIS)

Lee, Jeong Seong; Malik, Nauman Muhammad; Khambampati, Anil Kumar; Rashid, Ahmar; Kim, Sin; Kim, Kyung Youn

2008-01-01

For the visualization of the phase distribution in two phase flows, the electrical resistance tomography (ERT) technique is introduced. In ERT, the internal resistivity distribution is reconstructed based on the known sets of the injected currents and measured voltages on the surface of the object. The physical relationship between the internal resistivity and the surface voltages is governed by a partial differential equation with appropriate boundary conditions. This paper considers the estimation of the phase distribution with ERT in two phase flow in a horizontal flow using extended Kalman filter. To evaluate the reconstruction performance of the proposed algorithm, the experiments simulated two phase flows in a horizontal flow were carried out. The experiments with two phase flow phantom were done to suggest a practical implication of this research in detecting gas bubble in a feed water pipe of heat transfer systems

Neuromorphic Kalman filter implementation in IBM’s TrueNorth

Science.gov (United States)

Carney, R.; Bouchard, K.; Calafiura, P.; Clark, D.; Donofrio, D.; Garcia-Sciveres, M.; Livezey, J.

2017-10-01

Following the advent of a post-Moore’s law field of computation, novel architectures continue to emerge. With composite, multi-million connection neuromorphic chips like IBM’s TrueNorth, neural engineering has now become a feasible technology in this novel computing paradigm. High Energy Physics experiments are continuously exploring new methods of computation and data handling, including neuromorphic, to support the growing challenges of the field and be prepared for future commodity computing trends. This work details the first instance of a Kalman filter implementation in IBM’s neuromorphic architecture, TrueNorth, for both parallel and serial spike trains. The implementation is tested on multiple simulated systems and its performance is evaluated with respect to an equivalent non-spiking Kalman filter. The limits of the implementation are explored whilst varying the size of weight and threshold registers, the number of spikes used to encode a state, size of neuron block for spatial encoding, and neuron potential reset schemes.

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...

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

Directory of Open Access Journals (Sweden)

Jurkiewicz Andrzej

2017-09-01

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

An integrated extended Kalman filter–implicit level set algorithm for monitoring planar hydraulic fractures

International Nuclear Information System (INIS)

Peirce, A; Rochinha, F

2012-01-01

We describe a novel approach to the inversion of elasto-static tiltmeter measurements to monitor planar hydraulic fractures propagating within three-dimensional elastic media. The technique combines the extended Kalman filter (EKF), which predicts and updates state estimates using tiltmeter measurement time-series, with a novel implicit level set algorithm (ILSA), which solves the coupled elasto-hydrodynamic equations. The EKF and ILSA are integrated to produce an algorithm to locate the unknown fracture-free boundary. A scaling argument is used to derive a strategy to tune the algorithm parameters to enable measurement information to compensate for unmodeled dynamics. Synthetic tiltmeter data for three numerical experiments are generated by introducing significant changes to the fracture geometry by altering the confining geological stress field. Even though there is no confining stress field in the dynamic model used by the new EKF-ILSA scheme, it is able to use synthetic data to arrive at remarkably accurate predictions of the fracture widths and footprints. These experiments also explore the robustness of the algorithm to noise and to placement of tiltmeter arrays operating in the near-field and far-field regimes. In these experiments, the appropriate parameter choices and strategies to improve the robustness of the algorithm to significant measurement noise are explored. (paper)

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

Directory of Open Access Journals (Sweden)

Haoxiang He

2014-01-01

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

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.

Combined spacecraft orbit and attitude control through extended Kalman filtering of magnetometer, gyro, and GPS measurements

Directory of Open Access Journals (Sweden)

Tamer Mekky Ahmed Habib

2014-06-01

Full Text Available The main goal of this research is to establish spacecraft orbit and attitude control algorithms based on extended Kalman filter which provides estimates of spacecraft orbital and attitude states. The control and estimation algorithms must be capable of dealing with the spacecraft conditions during the detumbling and attitude acquisition modes of operation. These conditions are characterized by nonlinearities represented by large initial attitude angles, large initial angular velocities, large initial attitude estimation error, and large initial position estimation error. All of the developed estimation and control algorithms are suitable for application to the next Egyptian scientific satellite, EGYPTSAT-2. The parameters of the case-study spacecraft are similar but not identical to the former Egyptian satellite EGYPTSAT-1. This is done because the parameters of EGYPTSAT-2 satellite have not been consolidated yet. The sensors utilized are gyro, magnetometer, and GPS. Gyro and magnetometer are utilized to provide measurements for the estimates of spacecraft attitude state vector where as magnetometer and GPS are utilized to provide measurements for the estimates of spacecraft orbital state vector.

Monitoring hydraulic fractures: state estimation using an extended Kalman filter

International Nuclear Information System (INIS)

Rochinha, Fernando Alves; Peirce, Anthony

2010-01-01

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

The extended Kalman filter for forecast of algal bloom dynamics.

Science.gov (United States)

Mao, J Q; Lee, Joseph H W; Choi, K W

2009-09-01

A deterministic ecosystem model is combined with an extended Kalman filter (EKF) to produce short term forecasts of algal bloom and dissolved oxygen dynamics in a marine fish culture zone (FCZ). The weakly flushed FCZ is modelled as a well-mixed system; the tidal exchange with the outer bay is lumped into a flushing rate that is numerically determined from a three-dimensional hydrodynamic model. The ecosystem model incorporates phytoplankton growth kinetics, nutrient uptake, photosynthetic production, nutrient sources from organic fish farm loads, and nutrient exchange with a sediment bed layer. High frequency field observations of chlorophyll, dissolved oxygen (DO) and hydro-meteorological parameters (sampling interval Deltat=1 day, 2h, 1h, respectively) and bi-weekly nutrient data are assimilated into the model to produce the combined state estimate accounting for the uncertainties. In addition to the water quality state variables, the EKF incorporates dynamic estimation of algal growth rate and settling velocity. The effectiveness of the EKF data assimilation is studied for a wide range of sampling intervals and prediction lead-times. The chlorophyll and dissolved oxygen estimated by the EKF are compared with field data of seven algal bloom events observed at Lamma Island, Hong Kong. The results show that the EKF estimate well captures the nonlinear error evolution in time; the chlorophyll level can be satisfactorily predicted by the filtered model estimate with a mean absolute error of around 1-2 microg/L. Predictions with 1-2 day lead-time are highly correlated with the observations (r=0.7-0.9); the correlation stays at a high level for a lead-time of 3 days (r=0.6-0.7). Estimated algal growth and settling rates are in accord with field observations; the more frequent DO data can compensate for less frequent algal biomass measurements. The present study is the first time the EKF is successfully applied to forecast an entire algal bloom cycle, suggesting the

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.

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

International Nuclear Information System (INIS)

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

2004-01-01

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

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

Science.gov (United States)

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

2016-07-01

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

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

Science.gov (United States)

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

2018-04-01

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

Electrical resistance imaging of a time-varying interface in stratified flows using an unscented Kalman filter

International Nuclear Information System (INIS)

Ijaz, Umer Zeeshan; Khambampati, Anil Kumar; Kim, Kyung Youn; Chung, Soon Il; Kim, Sin

2008-01-01

In this paper, we estimate a time-varying interfacial boundary in stratified flows of two immiscible liquids using electrical resistance tomography. The interfacial boundary is approximated with front points spaced discretely along the interface. The design variables to be estimated are the locations of the front points, which are varying with the moving interface. The inverse problem is treated as a stochastic nonlinear state estimation problem with the nonstationary phase boundary (state) being estimated with the aid of an unscented Kalman filter. Numerical experiments are performed to evaluate the performance of an unscented Kalman filter. Specifically, a detailed analysis has been done on the effect of the number of front points and contrast ratio on the reconstruction performance. The reconstruction results show that an unscented Kalman filter is better suited for estimation in comparison to the conventional extended Kalman filter

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

Directory of Open Access Journals (Sweden)

Basile Pinsard

2018-04-01

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

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

Science.gov (United States)

Eberle, Claudia; Ament, Christoph

2011-01-01

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

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.

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.

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

International Nuclear Information System (INIS)

Tang Xiuhuan; Bao Lihong; Li Hua; Wan Junsheng

2014-01-01

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

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

International Nuclear Information System (INIS)

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

2015-01-01

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

A singular evolutive extended Kalman filter to assimilate real in situ data in a 1-D marine ecosystem model

Directory of Open Access Journals (Sweden)

I. Hoteit

2003-01-01

Full Text Available A singular evolutive extended Kalman (SEEK filter is used to assimilate real in situ data in a water column marine ecosystem model. The biogeochemistry of the ecosystem is described by the European Regional Sea Ecosystem Model (ERSEM, while the physical forcing is described by the Princeton Ocean Model (POM. In the SEEK filter, the error statistics are parameterized by means of a suitable basis of empirical orthogonal functions (EOFs. The purpose of this contribution is to track the possibility of using data assimilation techniques for state estimation in marine ecosystem models. In the experiments, real oxygen and nitrate data are used and the results evaluated against independent chlorophyll data. These data were collected from an offshore station at three different depths for the needs of the MFSPP project. The assimilation results show a continuous decrease in the estimation error and a clear improvement in the model behavior. Key words. Oceanography: general (ocean prediction; numerical modelling – Oceanography: biological and chemical (ecosystems and ecology

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

Science.gov (United States)

Erdem, Arif Tanju; Ercan, Ali Özer

2015-02-01

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

Single-resolution and multiresolution extended-Kalman-filter-based reconstruction approaches to optical refraction tomography.

Science.gov (United States)

Naik, Naren; Vasu, R M; Ananthasayanam, M R

2010-02-20

The problem of reconstruction of a refractive-index distribution (RID) in optical refraction tomography (ORT) with optical path-length difference (OPD) data is solved using two adaptive-estimation-based extended-Kalman-filter (EKF) approaches. First, a basic single-resolution EKF (SR-EKF) is applied to a state variable model describing the tomographic process, to estimate the RID of an optically transparent refracting object from noisy OPD data. The initialization of the biases and covariances corresponding to the state and measurement noise is discussed. The state and measurement noise biases and covariances are adaptively estimated. An EKF is then applied to the wavelet-transformed state variable model to yield a wavelet-based multiresolution EKF (MR-EKF) solution approach. To numerically validate the adaptive EKF approaches, we evaluate them with benchmark studies of standard stationary cases, where comparative results with commonly used efficient deterministic approaches can be obtained. Detailed reconstruction studies for the SR-EKF and two versions of the MR-EKF (with Haar and Daubechies-4 wavelets) compare well with those obtained from a typically used variant of the (deterministic) algebraic reconstruction technique, the average correction per projection method, thus establishing the capability of the EKF for ORT. To the best of our knowledge, the present work contains unique reconstruction studies encompassing the use of EKF for ORT in single-resolution and multiresolution formulations, and also in the use of adaptive estimation of the EKF's noise covariances.

Multilevel ensemble Kalman filter

KAUST Repository

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

2016-01-01

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

Multilevel ensemble Kalman filter

KAUST Repository

Chernov, Alexey

2016-01-06

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

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.

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.

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

International Nuclear Information System (INIS)

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

2008-01-01

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

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...

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.

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

Directory of Open Access Journals (Sweden)

Zhang Lin Huan

2015-03-01

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

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

Science.gov (United States)

Hill, Bryon K.; Walker, Bruce K.

1991-01-01

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

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

Science.gov (United States)

Xu, Zheyao; Qi, Naiming; Chen, Yukun

2015-12-01

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

Kalman filter approach for uncertainty quantification in time-resolved laser-induced incandescence.

Science.gov (United States)

Hadwin, Paul J; Sipkens, Timothy A; Thomson, Kevin A; Liu, Fengshan; Daun, Kyle J

2018-03-01

Time-resolved laser-induced incandescence (TiRe-LII) data can be used to infer spatially and temporally resolved volume fractions and primary particle size distributions of soot-laden aerosols, but these estimates are corrupted by measurement noise as well as uncertainties in the spectroscopic and heat transfer submodels used to interpret the data. Estimates of the temperature, concentration, and size distribution of soot primary particles within a sample aerosol are typically made by nonlinear regression of modeled spectral incandescence decay, or effective temperature decay, to experimental data. In this work, we employ nonstationary Bayesian estimation techniques to infer aerosol properties from simulated and experimental LII signals, specifically the extended Kalman filter and Schmidt-Kalman filter. These techniques exploit the time-varying nature of both the measurements and the models, and they reveal how uncertainty in the estimates computed from TiRe-LII data evolves over time. Both techniques perform better when compared with standard deterministic estimates; however, we demonstrate that the Schmidt-Kalman filter produces more realistic uncertainty estimates.

Optimizing the De-Noise Neural Network Model for GPS Time-Series Monitoring of Structures

Directory of Open Access Journals (Sweden)

Mosbeh R. Kaloop

2015-09-01

Full Text Available The Global Positioning System (GPS is recently used widely in structures and other applications. Notwithstanding, the GPS accuracy still suffers from the errors afflicting the measurements, particularly the short-period displacement of structural components. Previously, the multi filter method is utilized to remove the displacement errors. This paper aims at using a novel application for the neural network prediction models to improve the GPS monitoring time series data. Four prediction models for the learning algorithms are applied and used with neural network solutions: back-propagation, Cascade-forward back-propagation, adaptive filter and extended Kalman filter, to estimate which model can be recommended. The noise simulation and bridge’s short-period GPS of the monitoring displacement component of one Hz sampling frequency are used to validate the four models and the previous method. The results show that the Adaptive neural networks filter is suggested for de-noising the observations, specifically for the GPS displacement components of structures. Also, this model is expected to have significant influence on the design of structures in the low frequency responses and measurements’ contents.

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

Science.gov (United States)

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

2016-07-16

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

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.

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.

Germinal Center Optimization Applied to Neural Inverse Optimal Control for an All-Terrain Tracked Robot

Directory of Open Access Journals (Sweden)

Carlos Villaseñor

2017-12-01

Full Text Available Nowadays, there are several meta-heuristics algorithms which offer solutions for multi-variate optimization problems. These algorithms use a population of candidate solutions which explore the search space, where the leadership plays a big role in the exploration-exploitation equilibrium. In this work, we propose to use a Germinal Center Optimization algorithm (GCO which implements temporal leadership through modeling a non-uniform competitive-based distribution for particle selection. GCO is used to find an optimal set of parameters for a neural inverse optimal control applied to all-terrain tracked robot. In the Neural Inverse Optimal Control (NIOC scheme, a neural identifier, based on Recurrent High Orden Neural Network (RHONN trained with an extended kalman filter algorithm, is used to obtain a model of the system, then, a control law is design using such model with the inverse optimal control approach. The RHONN identifier is developed without knowledge of the plant model or its parameters, on the other hand, the inverse optimal control is designed for tracking velocity references. Applicability of the proposed scheme is illustrated using simulations results as well as real-time experimental results with an all-terrain tracked robot.

Robust adaptive extended Kalman filtering for real time MR-thermometry guided HIFU interventions.

Science.gov (United States)

Roujol, Sébastien; de Senneville, Baudouin Denis; Hey, Silke; Moonen, Chrit; Ries, Mario

2012-03-01

Real time magnetic resonance (MR) thermometry is gaining clinical importance for monitoring and guiding high intensity focused ultrasound (HIFU) ablations of tumorous tissue. The temperature information can be employed to adjust the position and the power of the HIFU system in real time and to determine the therapy endpoint. The requirement to resolve both physiological motion of mobile organs and the rapid temperature variations induced by state-of-the-art high-power HIFU systems require fast MRI-acquisition schemes, which are generally hampered by low signal-to-noise ratios (SNRs). This directly limits the precision of real time MR-thermometry and thus in many cases the feasibility of sophisticated control algorithms. To overcome these limitations, temporal filtering of the temperature has been suggested in the past, which has generally an adverse impact on the accuracy and latency of the filtered data. Here, we propose a novel filter that aims to improve the precision of MR-thermometry while monitoring and adapting its impact on the accuracy. For this, an adaptive extended Kalman filter using a model describing the heat transfer for acoustic heating in biological tissues was employed together with an additional outlier rejection to address the problem of sparse artifacted temperature points. The filter was compared to an efficient matched FIR filter and outperformed the latter in all tested cases. The filter was first evaluated on simulated data and provided in the worst case (with an approximate configuration of the model) a substantial improvement of the accuracy by a factor 3 and 15 during heat up and cool down periods, respectively. The robustness of the filter was then evaluated during HIFU experiments on a phantom and in vivo in porcine kidney. The presence of strong temperature artifacts did not affect the thermal dose measurement using our filter whereas a high measurement variation of 70% was observed with the FIR filter.

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

International Nuclear Information System (INIS)

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

2015-01-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Multi-timescale power and energy assessment of lithium-ion battery and supercapacitor hybrid system using extended Kalman filter

Science.gov (United States)

Wang, Yujie; Zhang, Xu; Liu, Chang; Pan, Rui; Chen, Zonghai

2018-06-01

The power capability and maximum charge and discharge energy are key indicators for energy management systems, which can help the energy storage devices work in a suitable area and prevent them from over-charging and over-discharging. In this work, a model based power and energy assessment approach is proposed for the lithium-ion battery and supercapacitor hybrid system. The model framework of the lithium-ion battery and supercapacitor hybrid system is developed based on the equivalent circuit model, and the model parameters are identified by regression method. Explicit analyses of the power capability and maximum charge and discharge energy prediction with multiple constraints are elaborated. Subsequently, the extended Kalman filter is employed for on-board power capability and maximum charge and discharge energy prediction to overcome estimation error caused by system disturbance and sensor noise. The charge and discharge power capability, and the maximum charge and discharge energy are quantitatively assessed under both the dynamic stress test and the urban dynamometer driving schedule. The maximum charge and discharge energy prediction of the lithium-ion battery and supercapacitor hybrid system with different time scales are explored and discussed.

Fault detection and isolation of the attitude control subsystem of spacecraft formation flying using extended Kalman filters

Science.gov (United States)

Ghasemi, S.; Khorasani, K.

2015-10-01

In this paper, the problem of fault detection and isolation (FDI) of the attitude control subsystem (ACS) of spacecraft formation flying systems is considered. For developing the FDI schemes, an extended Kalman filter (EKF) is utilised which belongs to a class of nonlinear state estimation methods. Three architectures, namely centralised, decentralised, and semi-decentralised, are considered and the corresponding FDI strategies are designed and constructed. Appropriate residual generation techniques and threshold selection criteria are proposed for these architectures. The capabilities of the proposed architectures for accomplishing the FDI tasks are studied through extensive numerical simulations for a team of four satellites in formation flight. Using a confusion matrix evaluation criterion, it is shown that the centralised architecture can achieve the most reliable results relative to the semi-decentralised and decentralised architectures at the expense of availability of a centralised processing module that requires the entire team information set. On the other hand, the semi-decentralised performance is close to the centralised scheme without relying on the availability of the entire team information set. Furthermore, the results confirm that the FDI results in formations with angular velocity measurement sensors achieve higher level of accuracy, true faulty, and precision, along with lower level of false healthy misclassification as compared to the formations that utilise attitude measurement sensors.

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

Science.gov (United States)

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

2018-03-01

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

Incremental Activation Detection for Real-Time fMRI Series Using Robust Kalman Filter

Directory of Open Access Journals (Sweden)

Liang Li

2014-01-01

Full Text Available Real-time functional magnetic resonance imaging (rt-fMRI is a technique that enables us to observe human brain activations in real time. However, some unexpected noises that emerged in fMRI data collecting, such as acute swallowing, head moving and human manipulations, will cause much confusion and unrobustness for the activation analysis. In this paper, a new activation detection method for rt-fMRI data is proposed based on robust Kalman filter. The idea is to add a variation to the extended kalman filter to handle the additional sparse measurement noise and a sparse noise term to the measurement update step. Hence, the robust Kalman filter is designed to improve the robustness for the outliers and can be computed separately for each voxel. The algorithm can compute activation maps on each scan within a repetition time, which meets the requirement for real-time analysis. Experimental results show that this new algorithm can bring out high performance in robustness and in real-time activation detection.

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

Directory of Open Access Journals (Sweden)

Bizhong Xia

2015-06-01

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

Multilevel ensemble Kalman filtering

KAUST Repository

Hoel, Haakon

2016-01-08

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

Multilevel ensemble Kalman filtering

KAUST Repository

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

2016-01-01

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

Kalman Filtering of Radar Technology in Air Traffic Control Surveillance System%浅析卡尔曼雷达滤波技术在空管监视系统中的应用

Institute of Scientific and Technical Information of China (English)

周君

2015-01-01

[Abstract]Kalman filter for radar surveillance technology in air traffic control systems were analyzed. Discuss the corresponding Kalman filtering techniques: Related adaptive Kalman filtering, multi-model adaptive Kalman filter, adaptive Kalman filter information based on neural network adaptive Kalman filtering, fuzzy logic adaptive Kalman filtering, and their main advantages and disadvantages of the problem.%对卡尔曼雷达滤波技术在空管监视系统中的应用进行了分析，讨论了相应的卡尔曼滤波技术：相关自适应卡尔曼滤波、多模型自适应卡尔曼滤波、基于信息的自适应卡尔曼滤波、神经网络自适应卡尔曼滤波、模糊逻辑自适应卡尔曼滤波，并对它们主要解决的问题及优缺点进行了分析。

Implementation of extended Kalman filter-based simultaneous ...

Indian Academy of Sciences (India)

Manigandan Nagarajan Santhanakrishnan

2017-07-03

Jul 3, 2017 ... challenging as the associated system state and covariance matrices along with ... operating speed in a real-time scenario. ... significant contribution in the field of disaster management, ... proper data association between two sets of features taken ..... extending financial and infrastructural support (Project.

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.

Extending unified-theory-of-reinforcement neural networks to steady-state operant behavior.

Science.gov (United States)

Calvin, Olivia L; McDowell, J J

2016-06-01

The unified theory of reinforcement has been used to develop models of behavior over the last 20 years (Donahoe et al., 1993). Previous research has focused on the theory's concordance with the respondent behavior of humans and animals. In this experiment, neural networks were developed from the theory to extend the unified theory of reinforcement to operant behavior on single-alternative variable-interval schedules. This area of operant research was selected because previously developed neural networks could be applied to it without significant alteration. Previous research with humans and animals indicates that the pattern of their steady-state behavior is hyperbolic when plotted against the obtained rate of reinforcement (Herrnstein, 1970). A genetic algorithm was used in the first part of the experiment to determine parameter values for the neural networks, because values that were used in previous research did not result in a hyperbolic pattern of behavior. After finding these parameters, hyperbolic and other similar functions were fitted to the behavior produced by the neural networks. The form of the neural network's behavior was best described by an exponentiated hyperbola (McDowell, 1986; McLean and White, 1983; Wearden, 1981), which was derived from the generalized matching law (Baum, 1974). In post-hoc analyses the addition of a baseline rate of behavior significantly improved the fit of the exponentiated hyperbola and removed systematic residuals. The form of this function was consistent with human and animal behavior, but the estimated parameter values were not. Copyright © 2016 Elsevier B.V. All rights reserved.

Evaluation of an image-based tracking workflow with Kalman filtering for automatic image plane alignment in interventional MRI.

Science.gov (United States)

Neumann, M; Cuvillon, L; Breton, E; de Matheli, M

2013-01-01

Recently, a workflow for magnetic resonance (MR) image plane alignment based on tracking in real-time MR images was introduced. The workflow is based on a tracking device composed of 2 resonant micro-coils and a passive marker, and allows for tracking of the passive marker in clinical real-time images and automatic (re-)initialization using the microcoils. As the Kalman filter has proven its benefit as an estimator and predictor, it is well suited for use in tracking applications. In this paper, a Kalman filter is integrated in the previously developed workflow in order to predict position and orientation of the tracking device. Measurement noise covariances of the Kalman filter are dynamically changed in order to take into account that, according to the image plane orientation, only a subset of the 3D pose components is available. The improved tracking performance of the Kalman extended workflow could be quantified in simulation results. Also, a first experiment in the MRI scanner was performed but without quantitative results yet.

Short-term wind speed prediction using an unscented Kalman filter based state-space support vector regression approach

International Nuclear Information System (INIS)

Chen, Kuilin; Yu, Jie

2014-01-01

Highlights: • A novel hybrid modeling method is proposed for short-term wind speed forecasting. • Support vector regression model is constructed to formulate nonlinear state-space framework. • Unscented Kalman filter is adopted to recursively update states under random uncertainty. • The new SVR–UKF approach is compared to several conventional methods for short-term wind speed prediction. • The proposed method demonstrates higher prediction accuracy and reliability. - Abstract: Accurate wind speed forecasting is becoming increasingly important to improve and optimize renewable wind power generation. Particularly, reliable short-term wind speed prediction can enable model predictive control of wind turbines and real-time optimization of wind farm operation. However, this task remains challenging due to the strong stochastic nature and dynamic uncertainty of wind speed. In this study, unscented Kalman filter (UKF) is integrated with support vector regression (SVR) based state-space model in order to precisely update the short-term estimation of wind speed sequence. In the proposed SVR–UKF approach, support vector regression is first employed to formulate a nonlinear state-space model and then unscented Kalman filter is adopted to perform dynamic state estimation recursively on wind sequence with stochastic uncertainty. The novel SVR–UKF method is compared with artificial neural networks (ANNs), SVR, autoregressive (AR) and autoregressive integrated with Kalman filter (AR-Kalman) approaches for predicting short-term wind speed sequences collected from three sites in Massachusetts, USA. The forecasting results indicate that the proposed method has much better performance in both one-step-ahead and multi-step-ahead wind speed predictions than the other approaches across all the locations

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.

Integrated WiFi/PDR/Smartphone Using an Adaptive System Noise Extended Kalman Filter Algorithm for Indoor Localization

Directory of Open Access Journals (Sweden)

Xin Li

2016-02-01

Full Text Available Wireless signal strength is susceptible to the phenomena of interference, jumping, and instability, which often appear in the positioning results based on Wi-Fi field strength fingerprint database technology for indoor positioning. Therefore, a Wi-Fi and PDR (pedestrian dead reckoning real-time fusion scheme is proposed in this paper to perform fusing calculation by adaptively determining the dynamic noise of a filtering system according to pedestrian movement (straight or turning, which can effectively restrain the jumping or accumulation phenomena of wireless positioning and the PDR error accumulation problem. Wi-Fi fingerprint matching typically requires a quite high computational burden: To reduce the computational complexity of this step, the affinity propagation clustering algorithm is adopted to cluster the fingerprint database and integrate the information of the position domain and signal domain of respective points. An experiment performed in a fourth-floor corridor at the School of Environment and Spatial Informatics, China University of Mining and Technology, shows that the traverse points of the clustered positioning system decrease by 65%–80%, which greatly improves the time efficiency. In terms of positioning accuracy, the average error is 4.09 m through the Wi-Fi positioning method. However, the positioning error can be reduced to 2.32 m after integration of the PDR algorithm with the adaptive noise extended Kalman filter (EKF.

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

Directory of Open Access Journals (Sweden)

Ines Baccouche

2017-05-01

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

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

Science.gov (United States)

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

2016-09-01

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

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

Czech Academy of Sciences Publication Activity Database

Brabec, Marek; Jílek, K.

2007-01-01

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

System of the sensor failure detection and isolation system using Kalman filter

International Nuclear Information System (INIS)

Assumpcao Filho, E.O.; Nakata, H.

1991-01-01

The present work work summarizes the development of the sensor failure detection and isolation system (FDIS) suitable to be implemented in nuclear plant control systems. The methodology is based on the extended Kalman filter applied to a PWR pressurizer simplified model. The simulation of the most representative failure types showed the great reliability and fast response capability of the FDIS developed allowing the sizable savings in computational and economic expenditures. (author)

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

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

Directory of Open Access Journals (Sweden)

A. Duerinckx

2015-03-01

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

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.

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....

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.

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.

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.

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

Science.gov (United States)

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

2014-03-01

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

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

Science.gov (United States)

Deutschmann, Julie; Bar-Itzhack, Itzhack

1997-01-01

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

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.

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.

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Kinematic Localization for Global Navigation Satellite Systems: A Kalman Filtering Approach

Science.gov (United States)

Tabatabaee, Mohammad Hadi

Use of the Global Positioning System (GNSS) has expanded significantly in the past decade, especially with advances in embedded systems and the emergence of smartphones and the Internet of Things (IoT). The growing demand has stimulated research on development of GNSS techniques and programming tools. The focus of much of the research efforts have been on high-level algorithms and augmentations. This dissertation focuses on the low-level methods at the heart of GNSS systems and proposes a new methods for GNSS positioning problems based on concepts of distance geometry and the use of Kalman filters. The methods presented in this dissertation provide algebraic solutions to problems that have predominantly been solved using iterative methods. The proposed methods are highly efficient, provide accurate estimates, and exhibit a degree of robustness in the presence of unfavorable satellite geometry. The algorithm operates in two stages; an estimation of the receiver clock bias and removal of the bias from the pseudorange observables, followed by the localization of the GNSS receiver. The use of a Kalman filter in between the two stages allows for an improvement of the clock bias estimate with a noticeable impact on the position estimates. The receiver localization step has also been formulated in a linear manner allowing for the direct application of a Kalman filter without any need for linearization. The methodology has also been extended to double differential observables for high accuracy pseudorange and carrier phase position estimates.

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.

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....

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.

Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

Institute of Scientific and Technical Information of China (English)

Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

2016-01-01

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

Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

Institute of Scientific and Technical Information of China (English)

Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

2016-01-01

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

Robotic fish tracking method based on suboptimal interval Kalman filter

Science.gov (United States)

Tong, Xiaohong; Tang, Chao

2017-11-01

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

Extended-Kalman-filter-based regenerative and friction blended braking control for electric vehicle equipped with axle motor considering damping and elastic properties of electric powertrain

Science.gov (United States)

Lv, Chen; Zhang, Junzhi; Li, Yutong

2014-11-01

Because of the damping and elastic properties of an electrified powertrain, the regenerative brake of an electric vehicle (EV) is very different from a conventional friction brake with respect to the system dynamics. The flexibility of an electric drivetrain would have a negative effect on the blended brake control performance. In this study, models of the powertrain system of an electric car equipped with an axle motor are developed. Based on these models, the transfer characteristics of the motor torque in the driveline and its effect on blended braking control performance are analysed. To further enhance a vehicle's brake performance and energy efficiency, blended braking control algorithms with compensation for the powertrain flexibility are proposed using an extended Kalman filter. These algorithms are simulated under normal deceleration braking. The results show that the brake performance and blended braking control accuracy of the vehicle are significantly enhanced by the newly proposed algorithms.

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)

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.

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

State Estimation of Induction Motor Drives Using the Unscented Kalman Filter

DEFF Research Database (Denmark)

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

2012-01-01

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

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.

Extended passaging increases the efficiency of neural differentiation from induced pluripotent stem cells

Directory of Open Access Journals (Sweden)

Koehler Karl R

2011-08-01

Full Text Available Abstract Background The use of induced pluripotent stem cells (iPSCs for the functional replacement of damaged neurons and in vitro disease modeling is of great clinical relevance. Unfortunately, the capacity of iPSC lines to differentiate into neurons is highly variable, prompting the need for a reliable means of assessing the differentiation capacity of newly derived iPSC cell lines. Extended passaging is emerging as a method of ensuring faithful reprogramming. We adapted an established and efficient embryonic stem cell (ESC neural induction protocol to test whether iPSCs (1 have the competence to give rise to functional neurons with similar efficiency as ESCs and (2 whether the extent of neural differentiation could be altered or enhanced by increased passaging. Results Our gene expression and morphological analyses revealed that neural conversion was temporally delayed in iPSC lines and some iPSC lines did not properly form embryoid bodies during the first stage of differentiation. Notably, these deficits were corrected by continual passaging in an iPSC clone. iPSCs with greater than 20 passages (late-passage iPSCs expressed higher expression levels of pluripotency markers and formed larger embryoid bodies than iPSCs with fewer than 10 passages (early-passage iPSCs. Moreover, late-passage iPSCs started to express neural marker genes sooner than early-passage iPSCs after the initiation of neural induction. Furthermore, late-passage iPSC-derived neurons exhibited notably greater excitability and larger voltage-gated currents than early-passage iPSC-derived neurons, although these cells were morphologically indistinguishable. Conclusions These findings strongly suggest that the efficiency neuronal conversion depends on the complete reprogramming of iPSCs via extensive passaging.

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...

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

Science.gov (United States)

Ligorio, Gabriele; Sabatini, Angelo Maria

2013-02-04

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

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.

Adaptive Kalman filtering for real-time mapping of the visual field

Science.gov (United States)

Ward, B. Douglas; Janik, John; Mazaheri, Yousef; Ma, Yan; DeYoe, Edgar A.

2013-01-01

This paper demonstrates the feasibility of real-time mapping of the visual field for clinical applications. Specifically, three aspects of this problem were considered: (1) experimental design, (2) statistical analysis, and (3) display of results. Proper experimental design is essential to achieving a successful outcome, particularly for real-time applications. A random-block experimental design was shown to have less sensitivity to measurement noise, as well as greater robustness to error in modeling of the hemodynamic impulse response function (IRF) and greater flexibility than common alternatives. In addition, random encoding of the visual field allows for the detection of voxels that are responsive to multiple, not necessarily contiguous, regions of the visual field. Due to its recursive nature, the Kalman filter is ideally suited for real-time statistical analysis of visual field mapping data. An important feature of the Kalman filter is that it can be used for nonstationary time series analysis. The capability of the Kalman filter to adapt, in real time, to abrupt changes in the baseline arising from subject motion inside the scanner and other external system disturbances is important for the success of clinical applications. The clinician needs real-time information to evaluate the success or failure of the imaging run and to decide whether to extend, modify, or terminate the run. Accordingly, the analytical software provides real-time displays of (1) brain activation maps for each stimulus segment, (2) voxel-wise spatial tuning profiles, (3) time plots of the variability of response parameters, and (4) time plots of activated volume. PMID:22100663

Kalman filter data assimilation: targeting observations and parameter estimation.

Science.gov (United States)

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

2014-06-01

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

Kalman filter data assimilation: Targeting observations and parameter estimation

International Nuclear Information System (INIS)

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

2014-01-01

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

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...

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....

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.

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…

Design and validation of a real-time spiking-neural-network decoder for brain-machine interfaces

Science.gov (United States)

Dethier, Julie; Nuyujukian, Paul; Ryu, Stephen I.; Shenoy, Krishna V.; Boahen, Kwabena

2013-06-01

Objective. Cortically-controlled motor prostheses aim to restore functions lost to neurological disease and injury. Several proof of concept demonstrations have shown encouraging results, but barriers to clinical translation still remain. In particular, intracortical prostheses must satisfy stringent power dissipation constraints so as not to damage cortex. Approach. One possible solution is to use ultra-low power neuromorphic chips to decode neural signals for these intracortical implants. The first step is to explore in simulation the feasibility of translating decoding algorithms for brain-machine interface (BMI) applications into spiking neural networks (SNNs). Main results. Here we demonstrate the validity of the approach by implementing an existing Kalman-filter-based decoder in a simulated SNN using the Neural Engineering Framework (NEF), a general method for mapping control algorithms onto SNNs. To measure this system’s robustness and generalization, we tested it online in closed-loop BMI experiments with two rhesus monkeys. Across both monkeys, a Kalman filter implemented using a 2000-neuron SNN has comparable performance to that of a Kalman filter implemented using standard floating point techniques. Significance. These results demonstrate the tractability of SNN implementations of statistical signal processing algorithms on different monkeys and for several tasks, suggesting that a SNN decoder, implemented on a neuromorphic chip, may be a feasible computational platform for low-power fully-implanted prostheses. The validation of this closed-loop decoder system and the demonstration of its robustness and generalization hold promise for SNN implementations on an ultra-low power neuromorphic chip using the NEF.

On tempo tracking: Tempogram representation and Kalman filtering

NARCIS (Netherlands)

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

2001-01-01

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

Kalman filter 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.

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.

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.

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.

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

A new extended H∞ filter for discrete nonlinear systems

Institute of Scientific and Technical Information of China (English)

张永安; 周荻; 段广仁

2004-01-01

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

Fusion of space-borne multi-baseline and multi-frequency interferometric results based on extended Kalman filter to generate high quality DEMs

Science.gov (United States)

Zhang, Xiaojie; Zeng, Qiming; Jiao, Jian; Zhang, Jingfa

2016-01-01

Repeat-pass Interferometric Synthetic Aperture Radar (InSAR) is a technique that can be used to generate DEMs. But the accuracy of InSAR is greatly limited by geometrical distortions, atmospheric effect, and decorrelations, particularly in mountainous areas, such as western China where no high quality DEM has so far been accomplished. Since each of InSAR DEMs generated using data of different frequencies and baselines has their own advantages and disadvantages, it is therefore very potential to overcome some of the limitations of InSAR by fusing Multi-baseline and Multi-frequency Interferometric Results (MMIRs). This paper proposed a fusion method based on Extended Kalman Filter (EKF), which takes the InSAR-derived DEMs as states in prediction step and the flattened interferograms as observations in control step to generate the final fused DEM. Before the fusion, detection of layover and shadow regions, low-coherence regions and regions with large height error is carried out because MMIRs in these regions are believed to be unreliable and thereafter are excluded. The whole processing flow is tested with TerraSAR-X and Envisat ASAR datasets. Finally, the fused DEM is validated with ASTER GDEM and national standard DEM of China. The results demonstrate that the proposed method is effective even in low coherence areas.

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.

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

Science.gov (United States)

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

2017-09-06

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

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 ...

A modified temporal criterion to meta-optimize the extended Kalman filter for land cover classification of remotely sensed time series

Science.gov (United States)

Salmon, B. P.; Kleynhans, W.; Olivier, J. C.; van den Bergh, F.; Wessels, K. J.

2018-05-01

Humans are transforming land cover at an ever-increasing rate. Accurate geographical maps on land cover, especially rural and urban settlements are essential to planning sustainable development. Time series extracted from MODerate resolution Imaging Spectroradiometer (MODIS) land surface reflectance products have been used to differentiate land cover classes by analyzing the seasonal patterns in reflectance values. The proper fitting of a parametric model to these time series usually requires several adjustments to the regression method. To reduce the workload, a global setting of parameters is done to the regression method for a geographical area. In this work we have modified a meta-optimization approach to setting a regression method to extract the parameters on a per time series basis. The standard deviation of the model parameters and magnitude of residuals are used as scoring function. We successfully fitted a triply modulated model to the seasonal patterns of our study area using a non-linear extended Kalman filter (EKF). The approach uses temporal information which significantly reduces the processing time and storage requirements to process each time series. It also derives reliability metrics for each time series individually. The features extracted using the proposed method are classified with a support vector machine and the performance of the method is compared to the original approach on our ground truth data.

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

Science.gov (United States)

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-11-01

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

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....

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.

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

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

Altaf, Muhammad

2014-08-01

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

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

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

2014-01-01

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

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

Science.gov (United States)

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

2017-09-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2018-03-01

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

Kalman-Takens filtering in the presence of dynamical noise

Science.gov (United States)

Hamilton, Franz; Berry, Tyrus; Sauer, Timothy

2017-12-01

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

Power system static state estimation using Kalman filter algorithm

Directory of Open Access Journals (Sweden)

Saikia Anupam

2016-01-01

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

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.

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

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

Science.gov (United States)

Karami, Farzaneh; Poshtan, Javad; Poshtan, Majid

2010-04-01

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

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.

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

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.

Comparing the ensemble and extended Kalman filters for in situ soil moisture assimilation with contrasting conditions

Directory of Open Access Journals (Sweden)

D. Fairbairn

2015-12-01

Full Text Available Two data assimilation (DA methods are compared for their ability to produce an accurate soil moisture analysis using the Météo-France land surface model: (i SEKF, a simplified extended Kalman filter, which uses a climatological background-error covariance, and (ii EnSRF, the ensemble square root filter, which uses an ensemble background-error covariance and approximates random rainfall errors stochastically. In situ soil moisture observations at 5 cm depth are assimilated into the surface layer and 30 cm deep observations are used to evaluate the root-zone analysis on 12 sites in south-western France (SMOSMANIA network. These sites differ in terms of climate and soil texture. The two methods perform similarly and improve on the open loop. Both methods suffer from incorrect linear assumptions which are particularly degrading to the analysis during water-stressed conditions: the EnSRF by a dry bias and the SEKF by an over-sensitivity of the model Jacobian between the surface and the root-zone layers. These problems are less severe for the sites with wetter climates. A simple bias correction technique is tested on the EnSRF. Although this reduces the bias, it modifies the soil moisture fluxes and suppresses the ensemble spread, which degrades the analysis performance. However, the EnSRF flow-dependent background-error covariance evidently captures seasonal variability in the soil moisture errors and should exploit planned improvements in the model physics. Synthetic twin experiments demonstrate that when there is only a random component in the precipitation forcing errors, the correct stochastic representation of these errors enables the EnSRF to perform better than the SEKF. It might therefore be possible for the EnSRF to perform better than the SEKF with real data, if the rainfall uncertainty was accurately captured. However, the simple rainfall error model is not advantageous in our real experiments. More realistic rainfall error models are

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.

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...

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

Institute of Scientific and Technical Information of China (English)

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

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

Bizhong Xia

2015-11-01

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

On-line identification of hybrid systems using an adaptive growing and pruning RBF neural network

DEFF Research Database (Denmark)

Alizadeh, Tohid

2008-01-01

This paper introduces an adaptive growing and pruning radial basis function (GAP-RBF) neural network for on-line identification of hybrid systems. The main idea is to identify a global nonlinear model that can predict the continuous outputs of hybrid systems. In the proposed approach, GAP......-RBF neural network uses a modified unscented kalman filter (UKF) with forgetting factor scheme as the required on-line learning algorithm. The effectiveness of the resulting identification approach is tested and evaluated on a simulated benchmark hybrid system....

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

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

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...

A numerical storm surge forecast model with Kalman filter

Institute of Scientific and Technical Information of China (English)

Yu Fujiang; Zhang Zhanhai; Lin Yihua

2001-01-01

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

Kalman Filter Based Tracking in an Video Surveillance System

Directory of Open Access Journals (Sweden)

SULIMAN, C.

2010-05-01

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

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

DEFF Research Database (Denmark)

Soman, Rohan; Malinowski, Pawel; Ostachowicz, Wieslaw

2015-01-01

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

Estimation of the Dynamic States of Synchronous Machines Using an Extended Particle Filter

Energy Technology Data Exchange (ETDEWEB)

Zhou, Ning; Meng, Da; Lu, Shuai

2013-11-11

In this paper, an extended particle filter (PF) is proposed to estimate the dynamic states of a synchronous machine using phasor measurement unit (PMU) data. A PF propagates the mean and covariance of states via Monte Carlo simulation, is easy to implement, and can be directly applied to a non-linear system with non-Gaussian noise. The extended PF modifies a basic PF to improve robustness. Using Monte Carlo simulations with practical noise and model uncertainty considerations, the extended PF’s performance is evaluated and compared with the basic PF and an extended Kalman filter (EKF). The extended PF results showed high accuracy and robustness against measurement and model noise.

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.

Simultaneous pattern recognition and track fitting by the Kalman filtering method

International Nuclear Information System (INIS)

Billoir, P.

1990-01-01

A progressive pattern recognition algorithm based on the Kalman filtering method has been tested. The algorithm starts from a small track segment or from a fitted track of a neighbouring detector, then extends the candidate tracks by adding measured points one by one. The fitted parameters and weight matrix of the candidate track are updated when adding a point, and give an increasing precision on prediction of the next point. Thus, pattern recognition and track fitting can be accomplished simultaneously. The method has been implemented and tested for track reconstruction for the vertex detector of the ZEUS experiment at DESY. Detailed procedures of the method and its performance are presented. Its flexibility is described as well. (orig.)

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

Science.gov (United States)

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

2016-02-01

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

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...

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

Science.gov (United States)

Alatise, Mary B; Hancke, Gerhard P

2017-09-21

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

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

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2017-01-01

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

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,

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.

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)

Intelligent Energy Management Control for Extended Range Electric Vehicles Based on Dynamic Programming and Neural Network

Directory of Open Access Journals (Sweden)

Lihe Xi

2017-11-01

Full Text Available The extended range electric vehicle (EREV can store much clean energy from the electric grid when it arrives at the charging station with lower battery energy. Consuming minimum gasoline during the trip is a common goal for most energy management controllers. To achieve these objectives, an intelligent energy management controller for EREV based on dynamic programming and neural networks (IEMC_NN is proposed. The power demand split ratio between the extender and battery are optimized by DP, and the control objectives are presented as a cost function. The online controller is trained by neural networks. Three trained controllers, constructing the controller library in IEMC_NN, are obtained from training three typical lengths of the driving cycle. To determine an appropriate NN controller for different driving distance purposes, the selection module in IEMC_NN is developed based on the remaining battery energy and the driving distance to the charging station. Three simulation conditions are adopted to validate the performance of IEMC_NN. They are target driving distance information, known and unknown, changing the destination during the trip. Simulation results using these simulation conditions show that the IEMC_NN had better fuel economy than the charging deplete/charging sustain (CD/CS algorithm. More significantly, with known driving distance information, the battery SOC controlled by IEMC_NN can just reach the lower bound as the EREV arrives at the charging station, which was also feasible when the driver changed the destination during the trip.

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

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...

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

Directory of Open Access Journals (Sweden)

Christophe Combettes

2016-05-01

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

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.

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

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

The equilibrium of neural firing: A mathematical theory

Energy Technology Data Exchange (ETDEWEB)

Lan, Sizhong, E-mail: lsz@fuyunresearch.org [Fuyun Research, Beijing, 100055 (China)

2014-12-15

Inspired by statistical thermodynamics, we presume that neuron system has equilibrium condition with respect to neural firing. We show that, even with dynamically changeable neural connections, it is inevitable for neural firing to evolve to equilibrium. To study the dynamics between neural firing and neural connections, we propose an extended communication system where noisy channel has the tendency towards fixed point, implying that neural connections are always attracted into fixed points such that equilibrium can be reached. The extended communication system and its mathematics could be useful back in thermodynamics.

On Convergence of the Unscented Kalman-Bucy Filter using Contraction Theory

DEFF Research Database (Denmark)

Maree, J.P.; Imsland, Lars; Jouffroy, Jerome

2016-01-01

Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilizing stochastic contraction theory to conclude on exponential convergence of the Unscented Kalman......-Bucy Filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values....... Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of process state. It follows that for regions of contraction, a result on convergence, and thereby incremental stability, is concluded...

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

Institute of Scientific and Technical Information of China (English)

崔平远; 崔祜涛; 黄翔宇; 栾恩杰

2003-01-01

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

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

Science.gov (United States)

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

1990-01-01

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

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

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

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

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.

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.

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.

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...

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

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...

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....

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.

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

International Nuclear Information System (INIS)

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

2007-01-01

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

Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.

Science.gov (United States)

Palatella, Luigi; Trevisan, Anna

2015-04-01

When applied to strongly nonlinear chaotic dynamics the extended Kalman filter (EKF) is prone to divergence due to the difficulty of correctly forecasting the forecast error probability density function. In operational forecasting applications ensemble Kalman filters circumvent this problem with empirical procedures such as covariance inflation. This paper presents an extension of the EKF that includes nonlinear terms in the evolution of the forecast error estimate. This is achieved starting from a particular square-root implementation of the EKF with assimilation confined in the unstable subspace (EKF-AUS), that is, the span of the Lyapunov vectors with non-negative exponents. When the error evolution is nonlinear, the space where it is confined is no more restricted to the unstable and neutral subspace causing filter divergence. The algorithm presented here, denominated EKF-AUS-NL, includes the nonlinear terms in the error dynamics: These result from the nonlinear interaction among the leading Lyapunov vectors and account for all directions where the error growth may take place. Numerical results show that with the nonlinear terms included, filter divergence can be avoided. We test the algorithm on the Lorenz96 model, showing very promising results.

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

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.

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

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

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.

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

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.

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

Directory of Open Access Journals (Sweden)

Zhongwei Deng

2016-06-01

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

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.

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

Science.gov (United States)

Su, Housheng; Li, Zhenghao; Ye, Yanyan

2017-11-01

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

A nonlinear look at trend MFP growth and the business cycle: result from a hybrid Kalman/Markov switching model

OpenAIRE

Mark W. French

2005-01-01

The cycle in output and hours worked is not symmetric: it behaves differently around recessions than in expansions. Similarly, the trend in multifactor productivity (MFP) seems to pass through different regimes; there was an extended period of slow MFP growth from about 1973 through 1995, and faster growth thereafter. Typical linear models and linear filters such as the Kalman filter deal poorly with asymmetry and regime changes. This paper attempts to determine more accurately and quickly an...

Automatically detect and track infrared small targets with kernel Fukunaga-Koontz transform and Kalman prediction

Science.gov (United States)

Liu, Ruiming; Liu, Erqi; Yang, Jie; Zeng, Yong; Wang, Fanglin; Cao, Yuan

2007-11-01

Fukunaga-Koontz transform (FKT), stemming from principal component analysis (PCA), is used in many pattern recognition and image-processing fields. It cannot capture the higher-order statistical property of natural images, so its detection performance is not satisfying. PCA has been extended into kernel PCA in order to capture the higher-order statistics. However, thus far there have been no researchers who have definitely proposed kernel FKT (KFKT) and researched its detection performance. For accurately detecting potential small targets from infrared images, we first extend FKT into KFKT to capture the higher-order statistical properties of images. Then a framework based on Kalman prediction and KFKT, which can automatically detect and track small targets, is developed. Results of experiments show that KFKT outperforms FKT and the proposed framework is competent to automatically detect and track infrared point targets.

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.

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...

Neural Summation in the Hawkmoth Visual System Extends the Limits of Vision in Dim Light.

Science.gov (United States)

Stöckl, Anna Lisa; O'Carroll, David Charles; Warrant, Eric James

2016-03-21

Most of the world's animals are active in dim light and depend on good vision for the tasks of daily life. Many have evolved visual adaptations that permit a performance superior to that of manmade imaging devices [1]. In insects, a major model visual system, nocturnal species show impressive visual abilities ranging from flight control [2, 3], to color discrimination [4, 5], to navigation using visual landmarks [6-8] or dim celestial compass cues [9, 10]. In addition to optical adaptations that improve their sensitivity in dim light [11], neural summation of light in space and time-which enhances the coarser and slower features of the scene at the expense of noisier finer and faster features-has been suggested to improve sensitivity in theoretical [12-14], anatomical [15-17], and behavioral [18-20] studies. How these summation strategies function neurally is, however, presently unknown. Here, we quantified spatial and temporal summation in the motion vision pathway of a nocturnal hawkmoth. We show that spatial and temporal summation combine supralinearly to substantially increase contrast sensitivity and visual information rate over four decades of light intensity, enabling hawkmoths to see at light levels 100 times dimmer than without summation. Our results reveal how visual motion is calculated neurally in dim light and how spatial and temporal summation improve sensitivity while simultaneously maximizing spatial and temporal resolution, thus extending models of insect motion vision derived predominantly from diurnal flies. Moreover, the summation strategies we have revealed may benefit manmade vision systems optimized for variable light levels [21]. Copyright © 2016 Elsevier Ltd. All rights reserved.

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.

A Novel Intelligent Method for the State of Charge Estimation of Lithium-Ion Batteries Using a Discrete Wavelet Transform-Based Wavelet Neural Network

Directory of Open Access Journals (Sweden)

Deyu Cui

2018-04-01

Full Text Available State of charge (SOC estimation is becoming increasingly important, along with electric vehicle (EV rapid development, while SOC is one of the most significant parameters for the battery management system, indicating remaining energy and ensuring the safety and reliability of EV. In this paper, a hybrid wavelet neural network (WNN model combining the discrete wavelet transform (DWT method and adaptive WNN is proposed to estimate the SOC of lithium-ion batteries. The WNN model is trained by Levenberg-Marquardt (L-M algorithm, whose inputs are processed by discrete wavelet decomposition and reconstitution. Compared with back-propagation neural network (BPNN, L-M based BPNN (LMBPNN, L-M based WNN (LMWNN, DWT with L-M based BPNN (DWTLMBPNN and extend Kalman filter (EKF, the proposed intelligent SOC estimation method is validated and proved to be effective. Under the New European Driving Cycle (NEDC, the mean absolute error and maximum error can be reduced to 0.59% and 3.13%, respectively. The characteristics of high accuracy and strong robustness of the proposed method are verified by comparison study and robustness evaluation results (e.g., measurement noise test and untrained driving cycle test.

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

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

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

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

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

Time series prediction: statistical and neural techniques

Science.gov (United States)

Zahirniak, Daniel R.; DeSimio, Martin P.

1996-03-01

In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.

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

International Nuclear Information System (INIS)

Bukhari, W; Hong, S-M

2015-01-01

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

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

Science.gov (United States)

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

2015-01-01

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

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

Science.gov (United States)

Bukhari, W; Hong, S-M

2015-01-07

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

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

Science.gov (United States)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

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

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.

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

International Nuclear Information System (INIS)

Gurung, H; Banerjee, A

2016-01-01

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

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

Science.gov (United States)

Gurung, H.; Banerjee, A.

2016-02-01

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

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].

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

Science.gov (United States)

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

2017-09-06

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

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.

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.

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)

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.

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.

Research on Kalman-filter based multisensor data fusion

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

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.

A Fixed-Lag Kalman Smoother to Filter Power Line Interference in Electrocardiogram Recordings.

Science.gov (United States)

Warmerdam, G J J; Vullings, R; Schmitt, L; Van Laar, J O E H; Bergmans, J W M

2017-08-01

Filtering power line interference (PLI) from electrocardiogram (ECG) recordings can lead to significant distortions of the ECG and mask clinically relevant features in ECG waveform morphology. The objective of this study is to filter PLI from ECG recordings with minimal distortion of the ECG waveform. In this paper, we propose a fixed-lag Kalman smoother with adaptive noise estimation. The performance of this Kalman smoother in filtering PLI is compared to that of a fixed-bandwidth notch filter and several adaptive PLI filters that have been proposed in the literature. To evaluate the performance, we corrupted clean neonatal ECG recordings with various simulated PLI. Furthermore, examples are shown of filtering real PLI from an adult and a fetal ECG recording. The fixed-lag Kalman smoother outperforms other PLI filters in terms of step response settling time (improvements that range from 0.1 to 1 s) and signal-to-noise ratio (improvements that range from 17 to 23 dB). Our fixed-lag Kalman smoother can be used for semi real-time applications with a limited delay of 0.4 s. The fixed-lag Kalman smoother presented in this study outperforms other methods for filtering PLI and leads to minimal distortion of the ECG waveform.

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).

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...

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

Science.gov (United States)

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

2018-01-01

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

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.

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.

Process identification through modular neural networks and rule extraction (extended abstract)

NARCIS (Netherlands)

van der Zwaag, B.J.; Slump, Cornelis H.; Spaanenburg, L.; Blockeel, Hendrik; Denecker, Marc

2002-01-01

Monolithic neural networks may be trained from measured data to establish knowledge about the process. Unfortunately, this knowledge is not guaranteed to be found and – if at all – hard to extract. Modular neural networks are better suited for this purpose. Domain-ordered by topology, rule

A new source difference artificial neural network for enhanced positioning accuracy

International Nuclear Information System (INIS)

Bhatt, Deepak; Aggarwal, Priyanka; Devabhaktuni, Vijay; Bhattacharya, Prabir

2012-01-01

Integrated inertial navigation system (INS) and global positioning system (GPS) units provide reliable navigation solution compared to standalone INS or GPS. Traditional Kalman filter-based INS/GPS integration schemes have several inadequacies related to sensor error model and immunity to noise. Alternatively, multi-layer perceptron (MLP) neural networks with three layers have been implemented to improve the position accuracy of the integrated system. However, MLP neural networks show poor accuracy for low-cost INS because of the large inherent sensor errors. For the first time the paper demonstrates the use of knowledge-based source difference artificial neural network (SDANN) to improve navigation performance of low-cost sensor, with or without external aiding sources. Unlike the conventional MLP or artificial neural networks (ANN), the structure of SDANN consists of two MLP neural networks called the coarse model and the difference model. The coarse model learns the input–output data relationship whereas the difference model adds knowledge to the system and fine-tunes the coarse model output by learning the associated training or estimation error. Our proposed SDANN model illustrated a significant improvement in navigation accuracy of up to 81% over conventional MLP. The results demonstrate that the proposed SDANN method is effective for GPS/INS integration schemes using low-cost inertial sensors, with and without GPS

An Improved Strong Tracking Cubature Kalman Filter for GPS/INS Integrated Navigation Systems.

Science.gov (United States)

Feng, Kaiqiang; Li, Jie; Zhang, Xi; Zhang, Xiaoming; Shen, Chong; Cao, Huiliang; Yang, Yanyu; Liu, Jun

2018-06-12

The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking seventh-degree spherical simplex-radial cubature Kalman filter (IST-7thSSRCKF) is proposed in this paper. In the proposed algorithm, the effect of process uncertainty is mitigated by using the improved strong tracking Kalman filter technique, in which the hypothesis testing method is adopted to identify the process uncertainty and the prior state estimate covariance in the CKF is further modified online according to the change in vehicle dynamics. In addition, a new seventh-degree spherical simplex-radial rule is employed to further improve the estimation accuracy of the strong tracking cubature Kalman filter. In this way, the proposed comprehensive algorithm integrates the advantage of 7thSSRCKF’s high accuracy and strong tracking filter’s strong robustness against process uncertainties. The GPS/INS integrated navigation problem with significant dynamic model errors is utilized to validate the performance of proposed IST-7thSSRCKF. Results demonstrate that the improved strong tracking cubature Kalman filter can achieve higher accuracy than the existing CKF and ST-CKF, and is more robust for the GPS/INS integrated navigation system.

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.

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.

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.

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

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.

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

Science.gov (United States)

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

2016-10-31

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

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

Directory of Open Access Journals (Sweden)

Segundo Esteban

2016-10-01

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

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

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

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.

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.

Multilevel ensemble Kalman filtering

KAUST Repository

Hoel, Hakon

2016-06-14

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

Multilevel ensemble Kalman filtering

KAUST Repository

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

2016-01-01

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

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

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.

Optimization of Melatonin Dissolution from Extended Release Matrices Using Artificial Neural Networking.

Science.gov (United States)

Martarelli, D; Casettari, L; Shalaby, K S; Soliman, M E; Cespi, M; Bonacucina, G; Fagioli, L; Perinelli, D R; Lam, J K W; Palmieri, G F

2016-01-01

Efficacy of melatonin in treating sleep disorders has been demonstrated in numerous studies. Being with short half-life, melatonin needs to be formulated in extended-release tablets to prevent the fast drop of its plasma concentration. However, an attempt to mimic melatonin natural plasma levels during night time is challenging. In this work, Artificial Neural Networks (ANNs) were used to optimize melatonin release from hydrophilic polymer matrices. Twenty-seven different tablet formulations with different amounts of hydroxypropyl methylcellulose, xanthan gum and Carbopol®974P NF were prepared and subjected to drug release studies. Using dissolution test data as inputs for ANN designed by Visual Basic programming language, the ideal number of neurons in the hidden layer was determined trial and error methodology to guarantee the best performance of constructed ANN. Results showed that the ANN with nine neurons in the hidden layer had the best results. ANN was examined to check its predictability and then used to determine the best formula that can mimic the release of melatonin from a marketed brand using similarity fit factor. This work shows the possibility of using ANN to optimize the composition of prolonged-release melatonin tablets having dissolution profile desired.

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

Directory of Open Access Journals (Sweden)

He Yanpin

2016-01-01

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

Neural control of finger movement via intracortical brain-machine interface

Science.gov (United States)

Irwin, Z. T.; Schroeder, K. E.; Vu, P. P.; Bullard, A. J.; Tat, D. M.; Nu, C. S.; Vaskov, A.; Nason, S. R.; Thompson, D. E.; Bentley, J. N.; Patil, P. G.; Chestek, C. A.

2017-12-01

Objective. Intracortical brain-machine interfaces (BMIs) are a promising source of prosthesis control signals for individuals with severe motor disabilities. Previous BMI studies have primarily focused on predicting and controlling whole-arm movements; precise control of hand kinematics, however, has not been fully demonstrated. Here, we investigate the continuous decoding of precise finger movements in rhesus macaques. Approach. In order to elicit precise and repeatable finger movements, we have developed a novel behavioral task paradigm which requires the subject to acquire virtual fingertip position targets. In the physical control condition, four rhesus macaques performed this task by moving all four fingers together in order to acquire a single target. This movement was equivalent to controlling the aperture of a power grasp. During this task performance, we recorded neural spikes from intracortical electrode arrays in primary motor cortex. Main results. Using a standard Kalman filter, we could reconstruct continuous finger movement offline with an average correlation of ρ  =  0.78 between actual and predicted position across four rhesus macaques. For two of the monkeys, this movement prediction was performed in real-time to enable direct brain control of the virtual hand. Compared to physical control, neural control performance was slightly degraded; however, the monkeys were still able to successfully perform the task with an average target acquisition rate of 83.1%. The monkeys’ ability to arbitrarily specify fingertip position was also quantified using an information throughput metric. During brain control task performance, the monkeys achieved an average 1.01 bits s-1 throughput, similar to that achieved in previous studies which decoded upper-arm movements to control computer cursors using a standard Kalman filter. Significance. This is, to our knowledge, the first demonstration of brain control of finger-level fine motor skills. We believe

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.

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

Directory of Open Access Journals (Sweden)

Ngoc-Tham Tran

2017-01-01

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

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

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.

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.

Observation Quality Control with a Robust Ensemble Kalman Filter

KAUST Repository

Roh, Soojin

2013-12-01

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

Observation Quality Control with a Robust Ensemble Kalman Filter

KAUST Repository

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

2013-01-01

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

An iterated cubature unscented Kalman filter for large-DoF systems identification with noisy data

Science.gov (United States)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

Structural and mechanical system identification under dynamic loading has been an important research topic over the last three or four decades. Many Kalman-filtering-based approaches have been developed for linear and nonlinear systems. For example, to predict nonlinear systems, an unscented Kalman filter was applied. However, from extensive literature reviews, the unscented Kalman filter still showed weak performance on systems with large degrees of freedom. In this research, a modified unscented Kalman filter is proposed by integration of a cubature Kalman filter to improve the system identification performance of systems with large degrees of freedom. The novelty of this work lies on conjugating the unscented transform with the cubature integration concept to find a more accurate output from the transformation of the state vector and its related covariance matrix. To evaluate the proposed method, three different numerical models (i.e., the single degree-of-freedom Bouc-Wen model, the linear 3-degrees-of-freedom system, and the 10-degrees-of-freedom system) are investigated. To evaluate the robustness of the proposed method, high levels of noise in the measured response data are considered. The results show that the proposed method is significantly superior to the traditional UKF for noisy measured data in systems with large degrees of freedom.

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...

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

Science.gov (United States)

Simon, Donald L.; Garg, Sanjay

2010-01-01

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

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

Directory of Open Access Journals (Sweden)

Hua Liu

2017-06-01

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

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

Science.gov (United States)

Liu, Hua; Wu, Wen

2017-06-13

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

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.

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

Institute of Scientific and Technical Information of China (English)

Yanwei WANG; Ying ZHENG

2005-01-01

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

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

Science.gov (United States)

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

2014-01-01

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

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.

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].

Identification and simulation for steam generator water level based on Kalman Filter

International Nuclear Information System (INIS)

Deng Chen; Zhang Qinshun

2008-01-01

In order to effectively control the water level of the steam generator (SG), this paper has set about the state-observer theory in modern control and put forward a method to detect the 'false water level' based on Kalman Filter. Kalman Filter is a efficient tool to estimate state-variable by measured value including noise. For heavy measurement noise of steam flow, constructing a 'false water level' observer by Kalman Filter could availably obtain state variable of 'false water level'. The simulation computing for the dynamics characteristic of nuclear SG water level process under several typically running power was implemented by employing the simulation model. The result shows that the simulation model accurately identifies the 'false water level' produced in the reverse thermal-dynamic effects of nuclear SG water level process. The simulation model can realize the precise analysis of dynamics characteristic for the nuclear SG water level process. It can provide a kind of new ideas for the 'false water level' detecting of SG. (authors)

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

International Nuclear Information System (INIS)

Lee, Jung Keun

2015-01-01

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

Computationally efficient video restoration for Nyquist sampled imaging sensors combining an affine-motion-based temporal Kalman filter and adaptive Wiener filter.

Science.gov (United States)

Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J

2014-05-01

In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.

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.

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...

Application Of Kalman Filter In Navigation Process Of Automated Guided Vehicles

Directory of Open Access Journals (Sweden)

Śmieszek Mirosław

2015-09-01

Full Text Available In the paper an example of application of the Kalman filtering in the navigation process of automatically guided vehicles was presented. The basis for determining the position of automatically guided vehicles is odometry – the navigation calculation. This method of determining the position of a vehicle is affected by many errors. In order to eliminate these errors, in modern vehicles additional systems to increase accuracy in determining the position of a vehicle are used. In the latest navigation systems during route and position adjustments the probabilistic methods are used. The most frequently applied are Kalman filters.

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

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.

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.

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.

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

Science.gov (United States)

Liu, Xin; Niranjan, Mahesan

2012-06-01

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

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.

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.

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

Directory of Open Access Journals (Sweden)

Dongyan Chen

2015-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

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...

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.

Nonlinear System Identification Using Neural Networks Trained with Natural Gradient Descent

Directory of Open Access Journals (Sweden)

Ibnkahla Mohamed

2003-01-01

Full Text Available We use natural gradient (NG learning neural networks (NNs for modeling and identifying nonlinear systems with memory. The nonlinear system is comprised of a discrete-time linear filter followed by a zero-memory nonlinearity . The NN model is composed of a linear adaptive filter followed by a two-layer memoryless nonlinear NN. A Kalman filter-based technique and a search-and-converge method have been employed for the NG algorithm. It is shown that the NG descent learning significantly outperforms the ordinary gradient descent and the Levenberg-Marquardt (LM procedure in terms of convergence speed and mean squared error (MSE performance.

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

A Kalman Filter for Mass Property and Thrust Identification of the Spin-Stabilized Magnetospheric Multiscale Formation

Science.gov (United States)

Queen, Steven Z.

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 are 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.

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

Directory of Open Access Journals (Sweden)

Roxana-Elena Tudoroiu

2018-04-01

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

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

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.

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.

Cooperative Navigation for Low-bandwidth Mobile Acoustic Networks

Science.gov (United States)

2015-01-01

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

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)

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.

Signal reconstruction in wireless sensor networks based on a cubature Kalman particle filter

International Nuclear Information System (INIS)

Huang Jin-Wang; Feng Jiu-Chao

2014-01-01

For solving the issues of the signal reconstruction of nonlinear non-Gaussian signals in wireless sensor networks (WSNs), a new signal reconstruction algorithm based on a cubature Kalman particle filter (CKPF) is proposed in this paper. We model the reconstruction signal first and then use the CKPF to estimate the signal. The CKPF uses a cubature Kalman filter (CKF) to generate the importance proposal distribution of the particle filter and integrates the latest observation, which can approximate the true posterior distribution better. It can improve the estimation accuracy. CKPF uses fewer cubature points than the unscented Kalman particle filter (UKPF) and has less computational overheads. Meanwhile, CKPF uses the square root of the error covariance for iterating and is more stable and accurate than the UKPF counterpart. Simulation results show that the algorithm can reconstruct the observed signals quickly and effectively, at the same time consuming less computational time and with more accuracy than the method based on UKPF. (general)

Comparison between GSTAR and GSTAR-Kalman Filter models on inflation rate forecasting in East Java

Science.gov (United States)

Rahma Prillantika, Jessica; Apriliani, Erna; Wahyuningsih, Nuri

2018-03-01

Up to now, we often find data which have correlation between time and location. This data also known as spatial data. Inflation rate is one type of spatial data because it is not only related to the events of the previous time, but also has relevance to the other location or elsewhere. In this research, we do comparison between GSTAR model and GSTAR-Kalman Filter to get prediction which have small error rate. Kalman Filter is one estimator that estimates state changes due to noise from white noise. The final result shows that Kalman Filter is able to improve the GSTAR forecast result. This is shown through simulation results in the form of graphs and clarified with smaller RMSE values.

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

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

Extending Teach and Repeat to Pivoting Wheelchairs

Directory of Open Access Journals (Sweden)

Guillermo Del Castillo

2003-02-01

Full Text Available The paper extends the teach-and-repeat paradigm that has been successful for the control of holonomic robots to nonholonomic wheelchairs which may undergo pivoting action over the course of their taught movement. Due to the nonholonomic nature of the vehicle kinematics, estimation is required -- in the example given herein, based upon video detection of wall-mounted cues -- both in the teaching and the tracking events. In order to accommodate motion that approaches pivoting action as well as motion that approaches straight-line action, the estimation equations of the Extended Kalman Filter and the control equations are formulated using two different definitions of a nontemporal independent variable. The paper motivates the need for pivoting action in real-life settings by reporting extensively on the abilities and limitations of estimation-based teach-and-repeat action where pivoting and near-pivoting action is disallowed. Following formulation of the equations in the near-pivot mode, the paper reports upon experiments where taught trajectories which entail a seamless mix of near-straight and near-pivot action are tracked.

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.

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.

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.

Kalman Filter or VAR Models to Predict Unemployment Rate in Romania?

Directory of Open Access Journals (Sweden)

Simionescu Mihaela

2015-06-01

Full Text Available This paper brings to light an economic problem that frequently appears in practice: For the same variable, more alternative forecasts are proposed, yet the decision-making process requires the use of a single prediction. Therefore, a forecast assessment is necessary to select the best prediction. The aim of this research is to propose some strategies for improving the unemployment rate forecast in Romania by conducting a comparative accuracy analysis of unemployment rate forecasts based on two quantitative methods: Kalman filter and vector-auto-regressive (VAR models. The first method considers the evolution of unemployment components, while the VAR model takes into account the interdependencies between the unemployment rate and the inflation rate. According to the Granger causality test, the inflation rate in the first difference is a cause of the unemployment rate in the first difference, these data sets being stationary. For the unemployment rate forecasts for 2010-2012 in Romania, the VAR models (in all variants of VAR simulations determined more accurate predictions than Kalman filter based on two state space models for all accuracy measures. According to mean absolute scaled error, the dynamic-stochastic simulations used in predicting unemployment based on the VAR model are the most accurate. Another strategy for improving the initial forecasts based on the Kalman filter used the adjusted unemployment data transformed by the application of the Hodrick-Prescott filter. However, the use of VAR models rather than different variants of the Kalman filter methods remains the best strategy in improving the quality of the unemployment rate forecast in Romania. The explanation of these results is related to the fact that the interaction of unemployment with inflation provides useful information for predictions of the evolution of unemployment related to its components (i.e., natural unemployment and cyclical component.

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

DEFF Research Database (Denmark)

Mohd. Azam, Sazuan Nazrah

2017-01-01

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

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

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

International Nuclear Information System (INIS)

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

1983-01-01

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

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

Neural network fusion capabilities for efficient implementation of tracking algorithms

Science.gov (United States)

Sundareshan, Malur K.; Amoozegar, Farid

1997-03-01

The ability to efficiently fuse information of different forms to facilitate intelligent decision making is one of the major capabilities of trained multilayer neural networks that is now being recognized. While development of innovative adaptive control algorithms for nonlinear dynamical plants that attempt to exploit these capabilities seems to be more popular, a corresponding development of nonlinear estimation algorithms using these approaches, particularly for application in target surveillance and guidance operations, has not received similar attention. We describe the capabilities and functionality of neural network algorithms for data fusion and implementation of tracking filters. To discuss details and to serve as a vehicle for quantitative performance evaluations, the illustrative case of estimating the position and velocity of surveillance targets is considered. Efficient target- tracking algorithms that can utilize data from a host of sensing modalities and are capable of reliably tracking even uncooperative targets executing fast and complex maneuvers are of interest in a number of applications. The primary motivation for employing neural networks in these applications comes from the efficiency with which more features extracted from different sensor measurements can be utilized as inputs for estimating target maneuvers. A system architecture that efficiently integrates the fusion capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described. The innovation lies in the way the fusion of multisensor data is accomplished to facilitate improved estimation without increasing the computational complexity of the dynamical state estimator itself.

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.

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

Institute of Scientific and Technical Information of China (English)

Xiaogu ZHENG

2009-01-01

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

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.

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

The use of the Kalman filter in the automated segmentation of EIT lung images

International Nuclear Information System (INIS)

Zifan, A; Chapman, B E; Liatsis, P

2013-01-01

In this paper, we present a new pipeline for the fast and accurate segmentation of impedance images of the lungs using electrical impedance tomography (EIT). EIT is an emerging, promising, non-invasive imaging modality that produces real-time, low spatial but high temporal resolution images of impedance inside a body. Recovering impedance itself constitutes a nonlinear ill-posed inverse problem, therefore the problem is usually linearized, which produces impedance-change images, rather than static impedance ones. Such images are highly blurry and fuzzy along object boundaries. We provide a mathematical reasoning behind the high suitability of the Kalman filter when it comes to segmenting and tracking conductivity changes in EIT lung images. Next, we use a two-fold approach to tackle the segmentation problem. First, we construct a global lung shape to restrict the search region of the Kalman filter. Next, we proceed with augmenting the Kalman filter by incorporating an adaptive foreground detection system to provide the boundary contours for the Kalman filter to carry out the tracking of the conductivity changes as the lungs undergo deformation in a respiratory cycle. The proposed method has been validated by using performance statistics such as misclassified area, and false positive rate, and compared to previous approaches. The results show that the proposed automated method can be a fast and reliable segmentation tool for EIT imaging. (paper)

The use of the Kalman filter in the automated segmentation of EIT lung images.

Science.gov (United States)

Zifan, A; Liatsis, P; Chapman, B E

2013-06-01

In this paper, we present a new pipeline for the fast and accurate segmentation of impedance images of the lungs using electrical impedance tomography (EIT). EIT is an emerging, promising, non-invasive imaging modality that produces real-time, low spatial but high temporal resolution images of impedance inside a body. Recovering impedance itself constitutes a nonlinear ill-posed inverse problem, therefore the problem is usually linearized, which produces impedance-change images, rather than static impedance ones. Such images are highly blurry and fuzzy along object boundaries. We provide a mathematical reasoning behind the high suitability of the Kalman filter when it comes to segmenting and tracking conductivity changes in EIT lung images. Next, we use a two-fold approach to tackle the segmentation problem. First, we construct a global lung shape to restrict the search region of the Kalman filter. Next, we proceed with augmenting the Kalman filter by incorporating an adaptive foreground detection system to provide the boundary contours for the Kalman filter to carry out the tracking of the conductivity changes as the lungs undergo deformation in a respiratory cycle. The proposed method has been validated by using performance statistics such as misclassified area, and false positive rate, and compared to previous approaches. The results show that the proposed automated method can be a fast and reliable segmentation tool for EIT imaging.

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

International Nuclear Information System (INIS)

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

2012-01-01

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

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

Directory of Open Access Journals (Sweden)

Jianwei Zhao

2014-01-01

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

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.

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...

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

Science.gov (United States)

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

2014-01-01

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

Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter

DEFF Research Database (Denmark)

Larsen, Thomas Dall; Andersen, Nils Axel; Ravn, Ole

1998-01-01

In many practical systems there is a delay in some of the sensor devices, for instance vision measurements that may have a long processing time. How to fuse these measurements in a Kalman filter is not a trivial problem if the computational delay is critical. Depending on how much time...... using past and present estimates of the Kalman filter and calculating an optimal gain for this extrapolated measurement...... there is at hand, the designer has to make trade offs between optimality and computational burden of the filter. In this paper various methods in the literature along with a new method proposed by the authors will be presented and compared. The new method is based on “extrapolating” the measurement to present time...

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

Science.gov (United States)

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

2015-10-01

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

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

Institute of Scientific and Technical Information of China (English)

杨海; 李威; 罗成名

2015-01-01

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

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 ...

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.

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

Science.gov (United States)

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

2016-03-01

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

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

International Nuclear Information System (INIS)

Bukhari, W; Hong, S-M

2016-01-01

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

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.

The neural representation of social status in the extended face-processing network.

Science.gov (United States)

Koski, Jessica E; Collins, Jessica A; Olson, Ingrid R

2017-12-01

Social status is a salient cue that shapes our perceptions of other people and ultimately guides our social interactions. Despite the pervasive influence of status on social behavior, how information about the status of others is represented in the brain remains unclear. Here, we tested the hypothesis that social status information is embedded in our neural representations of other individuals. Participants learned to associate faces with names, job titles that varied in associated status, and explicit markers of reputational status (star ratings). Trained stimuli were presented in an functional magnetic resonance imaging experiment where participants performed a target detection task orthogonal to the variable of interest. A network of face-selective brain regions extending from the occipital lobe to the orbitofrontal cortex was localized and served as regions of interest. Using multivoxel pattern analysis, we found that face-selective voxels in the lateral orbitofrontal cortex - a region involved in social and nonsocial valuation, could decode faces based on their status. Similar effects were observed with two different status manipulations - one based on stored semantic knowledge (e.g., different careers) and one based on learned reputation (e.g., star ranking). These data suggest that a face-selective region of the lateral orbitofrontal cortex may contribute to the perception of social status, potentially underlying the preferential attention and favorable biases humans display toward high-status individuals. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Feature selection using angle modulated simulated Kalman filter for peak classification of EEG signals.

Science.gov (United States)

Adam, Asrul; Ibrahim, Zuwairie; Mokhtar, Norrima; Shapiai, Mohd Ibrahim; Mubin, Marizan; Saad, Ismail

2016-01-01

In the existing electroencephalogram (EEG) signals peak classification research, the existing models, such as Dumpala, Acir, Liu, and Dingle peak models, employ different set of features. However, all these models may not be able to offer good performance for various applications and it is found to be problem dependent. Therefore, the objective of this study is to combine all the associated features from the existing models before selecting the best combination of features. A new optimization algorithm, namely as angle modulated simulated Kalman filter (AMSKF) will be employed as feature selector. Also, the neural network random weight method is utilized in the proposed AMSKF technique as a classifier. In the conducted experiment, 11,781 samples of peak candidate are employed in this study for the validation purpose. The samples are collected from three different peak event-related EEG signals of 30 healthy subjects; (1) single eye blink, (2) double eye blink, and (3) eye movement signals. The experimental results have shown that the proposed AMSKF feature selector is able to find the best combination of features and performs at par with the existing related studies of epileptic EEG events classification.

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

DEFF Research Database (Denmark)

Pierobon, Leonardo; Schlanbusch, Rune; Kandepu, Rambabu

2014-01-01

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

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

Science.gov (United States)

Ross, James L; Andersen, Peter F

2018-04-17

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