An R implementation of a Recurrent Neural Network Trained by Extended Kalman Filter
Directory of Open Access Journals (Sweden)
Bogdan Oancea
2016-06-01
Full Text Available Nowadays there are several techniques used for forecasting with different performances and accuracies. One of the most performant techniques for time series prediction is neural networks. The accuracy of the predictions greatly depends on the network architecture and training method. In this paper we describe an R implementation of a recurrent neural network trained by the Extended Kalman Filter. For the implementation of the network we used the Matrix package that allows efficient vector-matrix and matrix-matrix operations. We tested the performance of our R implementation comparing it with a pure C++ implementation and we showed that R can achieve about 75% of the C++ programs. Considering the other advantages of R, our results recommend R as a serious alternative to classical programming languages for high performance implementations of neural networks.
A Bioinspired Neural Model Based Extended Kalman Filter for Robot SLAM
Directory of Open Access Journals (Sweden)
Jianjun Ni
2014-01-01
Full Text Available Robot simultaneous localization and mapping (SLAM problem is a very important and challenging issue in the robotic field. The main tasks of SLAM include how to reduce the localization error and the estimated error of the landmarks and improve the robustness and accuracy of the algorithms. The extended Kalman filter (EKF based method is one of the most popular methods for SLAM. However, the accuracy of the EKF based SLAM algorithm will be reduced when the noise model is inaccurate. To solve this problem, a novel bioinspired neural model based SLAM approach is proposed in this paper. In the proposed approach, an adaptive EKF based SLAM structure is proposed, and a bioinspired neural model is used to adjust the weights of system noise and observation noise adaptively, which can guarantee the stability of the filter and the accuracy of the SLAM algorithm. The proposed approach can deal with the SLAM problem in various situations, for example, the noise is in abnormal conditions. Finally, some simulation experiments are carried out to validate and demonstrate the efficiency of the proposed approach.
Online estimation of Allan variance coefficients based on a neural-extended Kalman filter.
Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao
2015-01-23
As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor.
Lary, David J.; Mussa, Yussuf
2004-01-01
In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.
Quang Truong, Dinh; Ahn, Kyoung Kwan
2014-07-01
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.
A quantum extended Kalman filter
Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.
2017-06-01
In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.
Q-Method Extended Kalman Filter
Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.
2012-01-01
A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.
A GPU-accelerated extended Kalman filter
Wei, Shih-Chieh; Huang, Bormin
2011-11-01
The extended Kalman filter is one of the most widely used techniques for state estimation of nonlinear systems. In its two steps of forecast and data assimilation, many matrix operations including multiplication and inversion are involved. As recent graphic processor units (GPU) have shown to provide much speedup in matrix operations, we will explore in this work a GPU-based implementation of the extended Kalman filter. The Compute Unified Device Architecture (CUDA) on the Nvidia GeForce GTX 590 GPU hardware will be used for comparison with a single threaded CPU counterpart. Experiments were conducted on typical large-scale over-determined systems with thousands of components in states and measurements. Within the GPU memory limit, a speedup of 1386x is achieved for a system with measurements having 5000 components and states having 3750 components. The speedup profile for various combinations of measurement and state sizes will serve as good reference for future implementation of extended Kalman filter on real large-scale applications.
Improving Artificial Neural Network Forecasts with Kalman Filtering ...
African Journals Online (AJOL)
... used to compare the two models over different set of data from different companies over a period of 750 trading days. In all the cases we find that the Kalman filter algorithm significantly adds value to the forecasting process. Keywords: Artificial Neural Networks, Kalman filter, Stock prices, Forecasting, Back propagation ...
Kalman filtering for neural prediction of response spectra from mining tremors
Energy Technology Data Exchange (ETDEWEB)
Krok, A.; Waszczyszyn, Z. [Cracow University of Technology, Krakow (Poland)
2007-08-15
Acceleration response spectra (ARS) for mining tremors in the Upper Silesian Coalfield, Poland are generated using neural networks trained by means of Kalman filtering. The target ARS were computed on the base of measured accelerograms. It was proved that the standard feed-forward, layered neural network, trained by the DEFK (decoupled extended Kalman filter) algorithm is numerically much less efficient than the standard recurrent NN learnt by Recurrent DEKF, cf. (Haykin S, (editor). Kalman filtering and neural networks. New York: John Wiley & Sons; 2001). It is also shown that the studied KF algorithms are better than the traditional Resilient-Propagation learning method. The improvement of the training process and neural prediction due to introduction of an autoregressive input is also discussed in the paper.
Estimation of Sideslip Angle Based on Extended Kalman Filter
Directory of Open Access Journals (Sweden)
Yupeng Huang
2017-01-01
Full Text Available The sideslip angle plays an extremely important role in vehicle stability control, but the sideslip angle in production car cannot be obtained from sensor directly in consideration of the cost of the sensor; it is essential to estimate the sideslip angle indirectly by means of other vehicle motion parameters; therefore, an estimation algorithm with real-time performance and accuracy is critical. Traditional estimation method based on Kalman filter algorithm is correct in vehicle linear control area; however, on low adhesion road, vehicles have obvious nonlinear characteristics. In this paper, extended Kalman filtering algorithm had been put forward in consideration of the nonlinear characteristic of the tire and was verified by the Carsim and Simulink joint simulation, such as the simulation on the wet cement road and the ice and snow road with double lane change. To test and verify the effect of extended Kalman filtering estimation algorithm, the real vehicle test was carried out on the limit test field. The experimental results show that the accuracy of vehicle sideslip angle acquired by extended Kalman filtering algorithm is obviously higher than that acquired by Kalman filtering in the area of the nonlinearity.
Ahrens, H.; Argin, F.; Klinkenbusch, L.
2013-07-01
The non-invasive and radiation-free imaging of the electrical activity of the heart with Electrocardiography (ECG) or Magnetocardiography (MCG) can be helpful for physicians for instance in the localization of the origin of cardiac arrhythmia. In this paper we compare two Kalman Filter algorithms for the solution of a nonlinear state-space model and for the subsequent imaging of the activation/depolarization times of the heart muscle: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The algorithms are compared for simulations of a (6×6) magnetometer array, a torso model with piecewise homogeneous conductivities, 946 current dipoles located in a small part of the heart (apex), and several noise levels. It is found that for all tested noise levels the convergence of the activation times is faster for the UKF.
Implementation of extended Kalman filter-based simultaneous ...
Indian Academy of Sciences (India)
Manigandan Nagarajan Santhanakrishnan
2017-07-03
Jul 3, 2017 ... Abstract. The implementation of extended Kalman filter-based simultaneous localization and mapping is challenging as the associated system state and covariance matrices along with the memory requirements become significantly large as the information space increases. Unique and consistent point ...
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.
Improving Artificial Neural Network Forecasts with Kalman Filtering ...
African Journals Online (AJOL)
In this paper, we examine the use of the artificial neural network method as a forecasting technique in financial time series and the application of a Kalman filter algorithm to improve the accuracy of the model. Forecasting accuracy criteria are used to compare the two models over different set of data from different companies ...
DEFF Research Database (Denmark)
Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth
2016-01-01
Dynamic State Estimation (DSE) is a critical tool for analysis, monitoring and planning of a power system. The concept of DSE involves designing state estimation with Extended Kalman Filter (EKF) or Unscented Kalman Filter (UKF) methods, which can be used by wide area monitoring to improve the st...
Adaptive training of feedforward neural networks by Kalman filtering
Energy Technology Data Exchange (ETDEWEB)
Ciftcioglu, Oe. [Istanbul Technical Univ. (Turkey). Dept. of Electrical Engineering; Tuerkcan, E. [Netherlands Energy Research Foundation (ECN), Petten (Netherlands)
1995-02-01
Adaptive training of feedforward neural networks by Kalman filtering is described. Adaptive training is particularly important in estimation by neural network in real-time environmental where the trained network is used for system estimation while the network is further trained by means of the information provided by the experienced/exercised ongoing operation. As result of this, neural network adapts itself to a changing environment to perform its mission without recourse to re-training. The performance of the training method is demonstrated by means of actual process signals from a nuclear power plant. (orig.).
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.
DEFF Research Database (Denmark)
Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth
2016-01-01
Dynamic State Estimation (DSE) is a critical tool for analysis, monitoring and planning of a power system. The concept of DSE involves designing state estimation with Extended Kalman Filter (EKF) or Unscented Kalman Filter (UKF) methods, which can be used by wide area monitoring to improve the st...... and studying the advantages and disadvantages of both methods under transient conditions. It is demonstrated that UKF is easier to implement and accurate in estimation....
Estimating short-period dynamics using an extended Kalman filter
Bauer, Jeffrey E.; Andrisani, Dominick
1990-01-01
An extended Kalman filter (EKF) is used to estimate the parameters of a low-order model from aircraft transient response data. The low-order model is a state space model derived from the short-period approximation of the longitudinal aircraft dynamics. The model corresponds to the pitch rate to stick force transfer function currently used in flying qualities analysis. Because of the model chosen, handling qualities information is also obtained. The parameters are estimated from flight data as well as from a six-degree-of-freedom, nonlinear simulation of the aircraft. These two estimates are then compared and the discrepancies noted. The low-order model is able to satisfactorily match both flight data and simulation data from a high-order computer simulation. The parameters obtained from the EKF analysis of flight data are compared to those obtained using frequency response analysis of the flight data. Time delays and damping ratios are compared and are in agreement. This technique demonstrates the potential to determine, in near real time, the extent of differences between computer models and the actual aircraft. Precise knowledge of these differences can help to determine the flying qualities of a test aircraft and lead to more efficient envelope expansion.
DEFF Research Database (Denmark)
Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik
2007-01-01
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...... differential equations....... are solved efficiently using an ESDIRK integrator with sensitivity analysis capabilities. This ESDIRK integrator for the mean- covariance evolution is implemented as part of an extended Kalman filter and tested on a PDE system. For moderate to large sized systems, the ESDIRK based extended Kalman filter...
National Aeronautics and Space Administration — Estimation of aerodynamic models for the control of damaged aircraft using an innovative differential vortex lattice method tightly coupled with an extended Kalman...
Modified iterated extended Kalman particle filter for single satellite passive tracking
WU, Panlong; KONG, Jianshou; BO, Yuming
2013-01-01
Single satellite-to-satellite passive tracking techniques have great significance in space surveillance systems. A new passive modified iterated extended Kalman particle filter (MIEKPF) using bearings-only measurements in the Earth-Centered Inertial Coordinate System is proposed. The modified iterated extended Kalman filter (MIEKF), with a new maximum likelihood iteration termination criterion, is used to generate the proposal distribution of the MIEKPF. Moreover, a new measurement u...
Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario
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.
Neural Model with Particle Swarm Optimization Kalman Learning for Forecasting in Smart Grids
Directory of Open Access Journals (Sweden)
Alma Y. Alanis
2013-01-01
Full Text Available This paper discusses a novel training algorithm for a neural network architecture applied to time series prediction with smart grids applications. The proposed training algorithm is based on an extended Kalman filter (EKF improved using particle swarm optimization (PSO to compute the design parameters. The EKF-PSO-based algorithm is employed to update the synaptic weights of the neural network. The size of the regression vector is determined by means of the Cao methodology. The proposed structure captures more efficiently the complex nature of the wind speed, energy generation, and electrical load demand time series that are constantly monitorated in a smart grid benchmark. The proposed model is trained and tested using real data values in order to show the applicability of the proposed scheme.
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.
The extended Kalman filter for forecast of algal bloom dynamics.
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
Directory of Open Access Journals (Sweden)
Chuanxue Song
2017-05-01
Full Text Available To improve the accuracy of insulation monitoring between the battery pack and chassis of electric vehicles, we established a serial battery pack model composed of first-order resistor-capacitor (RC circuit battery cells. We then designed a low-voltage, low-frequency insulation monitoring model based on this serial battery pack model. An extended Kalman filter (EKF was designed for this non-linear system to filter the measured results, thus mitigating the influence of noise. Experimental and simulation results show that the proposed monitoring model and extended Kalman filtering algorithm for insulation resistance monitoring present satisfactory estimation accuracy and robustness.
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.
FPGA Realization of Sensorless PMSM Speed Controller Based on Extended Kalman Filter
National Research Council Canada - National Science Library
Kung, Ying-Shieh; Quynh, Nguyen Vu; Hieu, Nguyen Trung; Lin, Jin-Mu
2013-01-01
...]. Those sensorless control strategies have sliding mode observer (SMO), extended Kalman filter (EKF), reduced-order EKF, and so forth. The EKF is basically a full-order stochastic observer for the recursive optimum state estimation of a nonlinear dynamic system in real time by using signals that are in noisy environment [7]. Comparing with SMO, EKF ca...
Detecting land cover change using an extended Kalman filter on MODIS NDVI time-series data
CSIR Research Space (South Africa)
Kleynhans, W
2011-05-01
Full Text Available . The NDVI time series for each of these pixels was modeled as a triply (mean, phase, and amplitude) modulated cosine function, and an extended Kalman filter was used to estimate the parameters of the modulated cosine function through time. A spatial...
Modified temporal approach to meta-optimizing an extended Kalman filter's parameters
CSIR Research Space (South Africa)
Salmon, BP
2014-07-01
Full Text Available meta-optimization approach has been proposed in the literature for setting the parameters of the non-linear Extended Kalman Filter (EKF) to rapidly and efficiently estimate the features for these triply modulated cosine functions using spatial...
Dynamic Mode Decomposition based on Bootstrapping Extended Kalman Filter Application to Noisy data
Nonomura, Taku; Shibata, Hisaichi; Takaki, Ryoji
2017-11-01
In this study, dynamic mode decomposition (DMD) based on bootstrapping extended Kalman filter is proposed for time-series data. In this framework, state variables (x and y) are filtered as well as the parameter estimation (aij) which is conducted in the conventional DMD and the standard Kalman-filter-based DMD. The filtering process of state variables enables us to obtain highly accurate eigenvalue of the system with strong noise. In the presentation, formulation, advantages and disadvantages are discussed. This research is partially supported by Presto, JST (JPMJPR1678).
Model-Based Engine Control Architecture with an Extended Kalman Filter
Csank, Jeffrey T.; Connolly, Joseph W.
2016-01-01
This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.
Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.
Xia, Youshen; Wang, Jun
2015-07-01
This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.
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
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
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.
Distributed Estimation of Oscillations in Power Systems: an Extended Kalman Filtering Approach
Yu, Zhe; Shi, Di; Wang, Zhiwei; Zhang, Qibing; Huang, Junhui; Pan, Sen
2017-01-01
Online estimation of electromechanical oscillation parameters provides essential information to prevent system instability and blackout and helps to identify event categories and locations. We formulate the problem as a state space model and employ the extended Kalman filter to estimate oscillation frequencies and damping factors directly based on data from phasor measurement units. Due to considerations of communication burdens and privacy concerns, a fully distributed algorithm is proposed ...
Chuanxue Song; Yulong Shao; Shixin Song; Silun Peng; Fang Zhou; Cheng Chang; Da Wang
2017-01-01
To improve the accuracy of insulation monitoring between the battery pack and chassis of electric vehicles, we established a serial battery pack model composed of first-order resistor-capacitor (RC) circuit battery cells. We then designed a low-voltage, low-frequency insulation monitoring model based on this serial battery pack model. An extended Kalman filter (EKF) was designed for this non-linear system to filter the measured results, thus mitigating the influence of noise. Experimental and...
On-chip implementation of Extended Kalman Filter for adaptive battery states monitoring
Nejad, S.; Gladwin, D.T.; Stone, D. A.
2016-01-01
This paper reports the development and implementation of an adaptive lithium-ion battery monitoring system. The monitoring algorithm is based on the nonlinear Dual Extended Kalman Filter (DEKF), which allows for simultaneous states and parameters estimation. The hardware platform consists of an ARM cortex-M0 processor with six embedded analogue-to-digital converters (ADCs) for data acquisition. Two definitions for online state-of-health (SOH) characterisation are presented; one energy-based a...
Directory of Open Access Journals (Sweden)
Lijun Song
2018-01-01
Full Text Available The centralized Kalman filter is always applied in the velocity and attitude matching of Transfer Alignment (TA. But the centralized Kalman has many disadvantages, such as large amount of calculation, poor real-time performance, and low reliability. In the paper, the federal Kalman filter (FKF based on neural networks is used in the velocity and attitude matching of TA, the Kalman filter is adjusted by the neural networks in the two subfilters, the federal filter is used to fuse the information of the two subfilters, and the global suboptimal state estimation is obtained. The result of simulation shows that the federal Kalman filter based on neural networks is better in estimating the initial attitude misalignment angle of inertial navigation system (INS when the system dynamic model and noise statistics characteristics of inertial navigation system are unclear, and the estimation error is smaller and the accuracy is higher.
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...... for the Jacobian of the driving function; for complex systems this can be difficult to obtain. This paper presents an EKF variation that makes use of integrated quantised state simulation to propagate the state and obtain a backward difference estimate of the Jacobian at a small computational cost. A simulation...... case study involving a deep space probe is presented....
Directory of Open Access Journals (Sweden)
Meherdad Jafarboland
2010-07-01
Full Text Available Permanent Magnet Synchronous Machines (PMSM are increasingly used because of their advantages over other machines, which include compactness, high efficiency, and well developed drives.. The substitution of the position sensors by advanced algorithms embedded in the controls hardware and software has been investigated for the last couple of decades. This Paper presents the modeling, analysis, design and experimental validation of a robust sensor less control method for PMSM based on Extended Kalman Filter. The position/speed sensor less control scheme along with the power electronic circuitry is modeled. The performance of the proposed control is assessed and verified for different types of dynamic and static torque loads.
Fast Bayesian reconstruction of chaotic dynamical systems via extended Kalman filtering
Meyer, Renate; Christensen, Nelson
2002-01-01
We present an improved Markov chain Monte Carlo (MCMC) algorithm for posterior computation in chaotic dynamical systems. Recent Bayesian approaches to estimate the parameters of chaotic maps have used the Gibbs sampler which exhibits slow convergence due to high posterior correlations. Using the extended Kalman filter to compute the likelihood function by integrating out all unknown system states, we obtain a very efficient MCMC technique. We compare the new algorithm to the Gibbs sampler using the logistic, the tent, and the Moran-Ricker maps as applications, measuring the performance in terms of CPU and integrated autocorrelation time.
Extended and Unscented Kalman Filtering Applied to a Flexible-Joint Robot with Jerk Estimation
Directory of Open Access Journals (Sweden)
Mohammad Ali Badamchizadeh
2010-01-01
Full Text Available Robust nonlinear control of flexible-joint robots requires that the link position, velocity, acceleration, and jerk be available. In this paper, we derive the dynamic model of a nonlinear flexible-joint robot based on the governing Euler-Lagrange equations and propose extended and unscented Kalman filters to estimate the link acceleration and jerk from position and velocity measurements. Both observers are designed for the same model and run with the same covariance matrices under the same initial conditions. A five-bar linkage robot with revolute flexible joints is considered as a case study. Simulation results verify the effectiveness of the proposed filters.
Miao, Zhiyong; Shi, Hongyang; Zhang, Yi; Xu, Fan
2017-10-01
In this paper, a new variational Bayesian adaptive cubature Kalman filter (VBACKF) is proposed for nonlinear state estimation. Although the conventional VBACKF performs better than cubature Kalman filtering (CKF) in solving nonlinear systems with time-varying measurement noise, its performance may degrade due to the uncertainty of the system model. To overcome this drawback, a multilayer feed-forward neural network (MFNN) is used to aid the conventional VBACKF, generalizing it to attain higher estimation accuracy and robustness. In the proposed neural-network-aided variational Bayesian adaptive cubature Kalman filter (NN-VBACKF), the MFNN is used to turn the state estimation of the VBACKF adaptively, and it is used for both state estimation and in the online training paradigm simultaneously. To evaluate the performance of the proposed method, it is compared with CKF and VBACKF via target tracking problems. The simulation results demonstrate that the estimation accuracy and robustness of the proposed method are better than those of the CKF and VBACKF.
Ermolaev, Petr A.; Volynsky, Maxim A.
2017-06-01
The paper deals with the machine learning approach to automatic tuning of extended Kalman filter in application to interferometric signals processing. The representation of interferometric signals as output of dynamic systems with varying state vector is presented. It is shown that the challenge of the extended Kalman filter application to interferometric data processing is selection of initial parameters for the filter. The complex tuning problem is described in a formal form. The machine learning approach to the automatic filter tuning is proposed. The combination of Monte Carlo optimization and the gradient descent are implemented for initial filter parameters selection. The optimization criterion in the form of sum differences between measured and estimated signal value is presented and discussed. The results of simulated and experimental interferometric signals processing are presented and analyzed. The quality of amplitude and phase estimation by the automatically tuned filter is at the same level as hand tuned filter. It is shown, that proposed approach allows to obtain robust results of experimental data processing.
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.
Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior
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.
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%.
Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter
Ward, Douglas T.; Dang, Ket D.; Slojkowski, Steve; Blizzard, Mike; Jenkins, Greg
2007-01-01
Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.
Recursive starlight and bias estimation for high-contrast imaging with an extended Kalman filter
Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler D.
2016-01-01
For imaging faint exoplanets and disks, a coronagraph-equipped observatory needs focal plane wavefront correction to recover high contrast. The most efficient correction methods iteratively estimate the stellar electric field and suppress it with active optics. The estimation requires several images from the science camera per iteration. To maximize the science yield, it is desirable both to have fast wavefront correction and to utilize all the correction images for science target detection. Exoplanets and disks are incoherent with their stars, so a nonlinear estimator is required to estimate both the incoherent intensity and the stellar electric field. Such techniques assume a high level of stability found only on space-based observatories and possibly ground-based telescopes with extreme adaptive optics. In this paper, we implement a nonlinear estimator, the iterated extended Kalman filter (IEKF), to enable fast wavefront correction and a recursive, nearly-optimal estimate of the incoherent light. In Princeton's High Contrast Imaging Laboratory, we demonstrate that the IEKF allows wavefront correction at least as fast as with a Kalman filter and provides the most accurate detection of a faint companion. The nonlinear IEKF formalism allows us to pursue other strategies such as parameter estimation to improve wavefront correction.
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
An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors
Li, Jian; Wei, Xinguo; Zhang, Guangjun
2017-01-01
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. PMID:28825684
Directory of Open Access Journals (Sweden)
Fernando Valdés
2011-08-01
Full Text Available This paper describes a relative localization system used to achieve the navigation of a convoy of robotic units in indoor environments. This positioning system is carried out fusing two sensorial sources: (a an odometric system and (b a laser scanner together with artificial landmarks located on top of the units. The laser source allows one to compensate the cumulative error inherent to dead-reckoning; whereas the odometry source provides less pose uncertainty in short trajectories. A discrete Extended Kalman Filter, customized for this application, is used in order to accomplish this aim under real time constraints. Different experimental results with a convoy of Pioneer P3-DX units tracking non-linear trajectories are shown. The paper shows that a simple setup based on low cost laser range systems and robot built-in odometry sensors is able to give a high degree of robustness and accuracy to the relative localization problem of convoy units for indoor applications.
Estimating short-period dynamics using an extended Kalman filter. [for aircraft controllability
Bauer, Jeffrey E.; Andrisani, Dominick
1990-01-01
An extended Kalman filter is used to estimate the parameters of a low-order model from aircraft transient response data. The low-order model is a state-space model derived from the short-period approximation of the longitudinal aircraft dynamics. The model corresponds to the pitch rate to stick force transfer function currently used in flying qualities analysis. The parameters are estimated from flight data as well as from a 6-DOF nonlinear simulation of the aircraft. These two estimates are then compared, and the discrepancies noted. The low-order model is able to satisfactorily match both flight data and simulation data from a high-order computer simulation.
LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing
Busnardo, David M.; Aitken, Matthew L.; Tolson, Robert H.; Pierrottet, Diego; Amzajerdian, Farzin
2011-01-01
In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.
An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors.
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.
Kiani-B, Arman; Fallahi, Kia; Pariz, Naser; Leung, Henry
2009-03-01
In recent years chaotic secure communication and chaos synchronization have received ever increasing attention. In this paper, for the first time, a fractional chaotic communication method using an extended fractional Kalman filter is presented. The chaotic synchronization is implemented by the EFKF design in the presence of channel additive noise and processing noise. Encoding chaotic communication achieves a satisfactory, typical secure communication scheme. In the proposed system, security is enhanced based on spreading the signal in frequency and encrypting it in time domain. In this paper, the main advantages of using fractional order systems, increasing nonlinearity and spreading the power spectrum are highlighted. To illustrate the effectiveness of the proposed scheme, a numerical example based on the fractional Lorenz dynamical system is presented and the results are compared to the integer Lorenz system.
Espinosa, Felipe; Santos, Carlos; Marrón-Romera, Marta; Pizarro, Daniel; Valdés, Fernando; Dongil, Javier
2011-01-01
This paper describes a relative localization system used to achieve the navigation of a convoy of robotic units in indoor environments. This positioning system is carried out fusing two sensorial sources: (a) an odometric system and (b) a laser scanner together with artificial landmarks located on top of the units. The laser source allows one to compensate the cumulative error inherent to dead-reckoning; whereas the odometry source provides less pose uncertainty in short trajectories. A discrete Extended Kalman Filter, customized for this application, is used in order to accomplish this aim under real time constraints. Different experimental results with a convoy of Pioneer P3-DX units tracking non-linear trajectories are shown. The paper shows that a simple setup based on low cost laser range systems and robot built-in odometry sensors is able to give a high degree of robustness and accuracy to the relative localization problem of convoy units for indoor applications. PMID:22164079
Structural damage detection using extended Kalman filter combined with statistical process control
Jin, Chenhao; Jang, Shinae; Sun, Xiaorong
2015-04-01
Traditional modal-based methods, which identify damage based upon changes in vibration characteristics of the structure on a global basis, have received considerable attention in the past decades. However, the effectiveness of the modalbased methods is dependent on the type of damage and the accuracy of the structural model, and these methods may also have difficulties when applied to complex structures. The extended Kalman filter (EKF) algorithm which has the capability to estimate parameters and catch abrupt changes, is currently used in continuous and automatic structural damage detection to overcome disadvantages of traditional methods. Structural parameters are typically slow-changing variables under effects of operational and environmental conditions, thus it would be difficult to observe the structural damage and quantify the damage in real-time with EKF only. In this paper, a Statistical Process Control (SPC) is combined with EFK method in order to overcome this difficulty. Based on historical measurements of damage-sensitive feathers involved in the state-space dynamic models, extended Kalman filter (EKF) algorithm is used to produce real-time estimations of these features as well as standard derivations, which can then be used to form control ranges for SPC to detect any abnormality of the selected features. Moreover, confidence levels of the detection can be adjusted by choosing different times of sigma and number of adjacent out-of-range points. The proposed method is tested using simulated data of a three floors linear building in different damage scenarios, and numerical results demonstrate high damage detection accuracy and light computation of this presented method.
Deutschmann, Julie; Harman, Rick; Bar-Itzhack, Itzhack
1998-01-01
An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter, a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimate spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an Extended Kalman Filter. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.
CSIR Research Space (South Africa)
Salmon, Brian P
2013-06-01
Full Text Available In this paper, the internal operations of an Extended Kalman Filter is investigated to observe if information can be derived to detect land cover change in a MODerate-resolution Imaging Spectroradiometer (MODIS) time series. The concept is based...
Directory of Open Access Journals (Sweden)
Boyu Yi
2013-01-01
Full Text Available Extended Kalman filters (EKF have been widely used for sensorless field oriented control (FOC in permanent magnet synchronous motor (PMSM. The first key problem associated with EKF is that the estimator requires all the plant dynamics and noise processes are exactly known. To compensate inaccurate model information and improve tracking ability, adaptive fading extended Kalman filtering algorithms have been proposed for the nonlinear system. The second key problem is that the EKF suffers from computational burden and numerical problems when state dimension is large. The two-stage extended Kalman filter (TSEKF with respect to this problem has been extensively studied in the past. Combining the advantages of both AFEKF and TSEKF, this paper presents an adaptive two-stage extended Kalman filter (ATEKF for closed-loop position and speed estimation of a PMSM to achieve sensorless operation. Experimental results demonstrate that the proposed ATEKF algorithm for PMSMs has strong robustness against model uncertainties and very good real-time state tracking ability.
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...
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
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.
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.
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.
Error model of geomagnetic-field measurement and extended Kalman-filter based compensation method.
Ge, Zhilei; Liu, Suyun; Li, Guopeng; Huang, Yan; Wang, Yanni
2017-01-01
The real-time accurate measurement of the geomagnetic-field is the foundation to achieving high-precision geomagnetic navigation. The existing geomagnetic-field measurement models are essentially simplified models that cannot accurately describe the sources of measurement error. This paper, on the basis of systematically analyzing the source of geomagnetic-field measurement error, built a complete measurement model, into which the previously unconsidered geomagnetic daily variation field was introduced. This paper proposed an extended Kalman-filter based compensation method, which allows a large amount of measurement data to be used in estimating parameters to obtain the optimal solution in the sense of statistics. The experiment results showed that the compensated strength of the geomagnetic field remained close to the real value and the measurement error was basically controlled within 5nT. In addition, this compensation method has strong applicability due to its easy data collection and ability to remove the dependence on a high-precision measurement instrument.
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.
Sabatini, Angelo M
2006-07-01
In this paper, a quaternion based extended Kalman filter (EKF) is developed for determining the orientation of a rigid body from the outputs of a sensor which is configured as the integration of a tri-axis gyro and an aiding system mechanized using a tri-axis accelerometer and a tri-axis magnetometer. The suggested applications are for studies in the field of human movement. In the proposed EKF, the quaternion associated with the body rotation is included in the state vector together with the bias of the aiding system sensors. Moreover, in addition to the in-line procedure of sensor bias compensation, the measurement noise covariance matrix is adapted, to guard against the effects which body motion and temporary magnetic disturbance may have on the reliability of measurements of gravity and earth's magnetic field, respectively. By computer simulations and experimental validation with human hand orientation motion signals, improvements in the accuracy of orientation estimates are demonstrated for the proposed EKF, as compared with filter implementations where either the in-line calibration procedure, the adaptive mechanism for weighting the measurements of the aiding system sensors, or both are not implemented.
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.
Fusion Based on Visible Light Positioning and Inertial Navigation Using Extended Kalman Filters.
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.
Extended Kalman Filter with a Fuzzy Method for Accurate Battery Pack State of Charge Estimation
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Saeed Sepasi
2015-06-01
Full Text Available As the world moves toward greenhouse gas reduction, there is increasingly active work around Li-ion chemistry-based batteries as an energy source for electric vehicles (EVs, hybrid electric vehicles (HEVs and smart grids. In these applications, the battery management system (BMS requires an accurate online estimation of the state of charge (SOC in a battery pack. This estimation is difficult, especially after substantial battery aging. In order to address this problem, this paper utilizes SOC estimation of Li-ion battery packs using a fuzzy-improved extended Kalman filter (fuzzy-IEKF for Li-ion cells, regardless of their age. The proposed approach introduces a fuzzy method with a new class and associated membership function that determines an approximate initial value applied to SOC estimation. Subsequently, the EKF method is used by considering the single unit model for the battery pack to estimate the SOC for following periods of battery use. This approach uses an adaptive model algorithm to update the model for each single cell in the battery pack. To verify the accuracy of the estimation method, tests are done on a LiFePO4 aged battery pack consisting of 120 cells connected in series with a nominal voltage of 432 V.
Improved extended Kalman filter for state of charge estimation of battery pack
Sepasi, Saeed; Ghorbani, Reza; Liaw, Bor Yann
2014-06-01
It is difficult to model the behavior of the battery pack accurately due to the electrochemical characteristics variations among cells of a battery pack. As a result, accurate state-of-charge (SOC) and state-of-health (SOH) estimation for the battery pack is a case provocation. The estimation process poses more challenges after substantial battery aging. This paper tries to estimate the SOC of a Li-ion battery pack for an electrical vehicle using improved extended Kalman filter (IEKF) which benefits from considering aging phenomenon in the electrical model of cells. In order to assemble a battery pack, we find cells with similar electrochemical characteristics. Model adaptive algorithm is applied on the corresponding cells of a string to minimize cell-to-cell variation's effect. During the operation, the values of electrical model of each cell are updated by the same algorithm to compensate aging effects on SOC estimation error. The mean value of updated cell's model is used for a single unit cell model of the pack used at IEKF to achieve more accurate SOC estimation. The algorithm's fast response and low computational burden, makes on-board estimation practical. The experimental results reveal that the proposed approach's SOC and voltage estimation errors do not exceed 1.5%.
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
Slojkowski, Steven; Lowe, Jonathan; Woodburn, James
2015-01-01
Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.
Online Parameter Identification of Ultracapacitor Models Using the Extended Kalman Filter
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Lei Zhang
2014-05-01
Full Text Available Ultracapacitors (UCs are the focus of increasing attention in electric vehicle and renewable energy system applications due to their excellent performance in terms of power density, efficiency, and lifespan. Modeling and parameterization of UCs play an important role in model-based regulation and management for a reliable and safe operation. In this paper, an equivalent circuit model template composed of a bulk capacitor, a second-order capacitance-resistance network, and a series resistance, is employed to represent the dynamics of UCs. The extended Kalman Filter is then used to recursively estimate the model parameters in the Dynamic Stress Test (DST on a specially established test rig. The DST loading profile is able to emulate the practical power sinking and sourcing of UCs in electric vehicles. In order to examine the accuracy of the identified model, a Hybrid Pulse Power Characterization test is carried out. The validation result demonstrates that the recursively calibrated model can precisely delineate the dynamic voltage behavior of UCs under the discrepant loading condition, and the online identification approach is thus capable of extracting the model parameters in a credible and robust manner.
Rigid Body Inertia Estimation Using Extended Kalman and Savitzky-Golay Filters
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Donghoon Kim
2016-01-01
Full Text Available Inertia properties of rigid body such as ground, aerial, and space vehicles may be changed by several occasions, and this variation of the properties influences the control accuracy of the rigid body. For this reason, accurate inertia properties need to be obtained for precise control. An estimation process is required for both noisy gyro measurements and the time derivative of the gyro measurements. In this paper, an estimation method is proposed for having reliable estimates of inertia properties. First, the Euler equations of motion are reformulated to obtain a regressor matrix. Next, the extended Kalman filter is adopted to reduce the noise effects in gyro angular velocity measurements. Last, the inertia properties are estimated using linear least squares. To achieve reliable and accurate angular accelerations, a Savitzky-Golay filter based on an even number sampled data is utilized. Numerical examples are presented to demonstrate the performance of the proposed algorithm for the case of a space vehicle. The numerical simulation results show that the proposed algorithm provides accurate inertia property estimates in the presence of noisy measurements.
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Ze Cheng
2014-01-01
Full Text Available An accurate estimation of the state of charge (SOC of the battery is of great significance for safe and efficient energy utilization of electric vehicles. Given the nonlinear dynamic system of the lithium-ion battery, the parameters of the second-order RC equivalent circuit model were calibrated and optimized using a nonlinear least squares algorithm in the Simulink parameter estimation toolbox. A comparison was made between this finite difference extended Kalman filter (FDEKF and the standard extended Kalman filter in the SOC estimation. The results show that the model can essentially predict the dynamic voltage behavior of the lithium-ion battery, and the FDEKF algorithm can maintain good accuracy in the estimation process and has strong robustness against modeling error.
Ze Cheng; Jikao Lv; Yanli Liu; Zhihao Yan
2014-01-01
An accurate estimation of the state of charge (SOC) of the battery is of great significance for safe and efficient energy utilization of electric vehicles. Given the nonlinear dynamic system of the lithium-ion battery, the parameters of the second-order RC equivalent circuit model were calibrated and optimized using a nonlinear least squares algorithm in the Simulink parameter estimation toolbox. A comparison was made between this finite difference extended Kalman filter (FDEKF) and the stand...
Application of a Strong Tracking Finite-Difference Extended Kalman Filter to Eye Tracking
Zhang, Zutao; Zhang, Jiashu
2010-01-01
This paper proposes a new eye tracking method using strong finite-difference Kalman filter. Firstly, strong tracking factor is introduced to modify priori covariance matrix to improve the accuracy of the eye tracking algorithm. Secondly, the finite-difference method is proposed to replace partial derivatives of nonlinear functions to eye tracking. From above deduction, the new strong finite-difference Kalman filter becomes very simple because of replacing partial derivatives calculation using...
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.
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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
Study of the Jacobian of an extended Kalman filter for soil analysis in SURFEXv5
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A. Duerinckx
2015-03-01
Full Text Available An externalised surface scheme like SURFEX allows computationally cheap offline runs. This is a major advantage for surface assimilation techniques such as the extended Kalman filter (EKF, where the offline runs allow a cheaper numerical estimation of the observation operator Jacobian. In the recent past an EKF has been developed within SURFEX for the initialisation of soil water content and soil temperature based on screen-level temperature and relative humidity observations. In this paper we make a comparison of the Jacobian calculated with offline SURFEX runs and with runs coupled to the atmospheric ALARO model. Comparisons are made with respect to spatial structure and average value of the Jacobian, gain values and increments. We determine the optimal perturbation size of the Jacobian for the offline and coupled approaches and compare the linearity of the Jacobian for these cases. Results show that the offline Jacobian approach gives similar results to the coupled approach and that it allows for smaller perturbation sizes that better approximate this linearity assumption. We document a new case of non-linearities that can hamper this linearity assumption and cause spurious 2Δ t oscillations in small parts of the domain for the coupled as well as offline runs. While these oscillations do not have a detrimental effect on the model run, they can introduce some noise in the Jacobian at the affected locations. The oscillations influence both the surface fluxes and the screen-level variables. The oscillations occur in the late afternoon in summer when a stable boundary layer starts to form near the surface. We propose a filter to remove the oscillations and show that this filter works accordingly.
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
Improvement of the PEST parameter estimation algorithm through Extended Kalman Filtering
Goegebeur, Maarten; Pauwels, Valentijn R. N.
2007-04-01
SummaryDuring the last decades, a number of methods have been developed for the estimation of hydrologic model parameters. One frequently used and relatively simple algorithm is the parameter estimation (PEST) method. A close examination of this algorithm shows that it is very similar to the Extended Kalman Filter (EKF). The differences between the methods are caused by the derivation of the algorithms: the EKF is derived through a minimization of the square difference between the true and the estimated model state, while PEST has been derived through a minimization of an objective function related to, but not equal to, the root mean square error between the model results and the observations. The objective of this paper is to analyze the performance of these two algorithms. A synthetic-data experiment has been developed for this purpose. It has been found that under high observation errors and/or temporally sparse observations the EKF can lead to a stable parameter estimation, while it is possible that under the same circumstances PEST does not yield a solution. Also, the choice of the initial guess for the parameter values can be an important issue in the application of PEST, while this is not so important for the EKF. The application of the Marquardt algorithm can lead to stable parameter estimates in case the PEST algorithm fails (meaning that nonphysical parameter values were obtained which lead to a premature abortion of the model simulations), but numerically the EKF is still superior. In order to solve this problem, a simple alternative to the Marquardt algorithm has been developed, which leads to a quicker convergence. Application of both methods to a conceptual rainfall-runoff model with 10 parameters shows the robustness of the EKF for parameter calibration. The overall conclusion from this work is that generally PEST and the EKF will lead to similar results, but that under high observation errors, infrequent observations, and/or strongly erroneous
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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.
Real time eye tracking using Kalman extended spatio-temporal context learning
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.
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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.
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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.
Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.
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.
Vargas-Meléndez, Leandro; Boada, Beatriz L; Boada, María Jesús L; Gauchía, Antonio; Díaz, Vicente
2016-08-31
This article presents a novel estimator based on sensor fusion, which combines the Neural Network (NN) with a Kalman filter in order to estimate the vehicle roll angle. The NN estimates a "pseudo-roll angle" through variables that are easily measured from Inertial Measurement Unit (IMU) sensors. An IMU is a device that is commonly used for vehicle motion detection, and its cost has decreased during recent years. The pseudo-roll angle is introduced in the Kalman filter in order to filter noise and minimize the variance of the norm and maximum errors' estimation. The NN has been trained for J-turn maneuvers, double lane change maneuvers and lane change maneuvers at different speeds and road friction coefficients. The proposed method takes into account the vehicle non-linearities, thus yielding good roll angle estimation. Finally, the proposed estimator has been compared with one that uses the suspension deflections to obtain the pseudo-roll angle. Experimental results show the effectiveness of the proposed NN and Kalman filter-based estimator.
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Zhi-An Deng
2015-04-01
Full Text Available Indoor localization systems using WiFi received signal strength (RSS or pedestrian dead reckoning (PDR both have their limitations, such as the RSS fluctuation and the accumulative error of PDR. To exploit their complementary strengths, most existing approaches fuse both systems by a particle filter. However, the particle filter is unsuitable for real time localization on resource-limited smartphones, since it is rather time-consuming and computationally expensive. On the other hand, the light computation fusion approaches including Kalman filter and its variants are inapplicable, since an explicit RSS-location measurement equation and the related noise statistics are unavailable. This paper proposes a novel data fusion framework by using an extended Kalman filter (EKF to integrate WiFi localization with PDR. To make EKF applicable, we develop a measurement model based on kernel density estimation, which enables accurate WiFi localization and adaptive measurement noise statistics estimation. For the PDR system, we design another EKF based on quaternions for heading estimation by fusing gyroscopes and accelerometers. Experimental results show that the proposed EKF based data fusion approach achieves significant localization accuracy improvement over using WiFi localization or PDR systems alone. Compared with a particle filter, the proposed approach achieves comparable localization accuracy, while it incurs much less computational complexity.
CSIR Research Space (South Africa)
Salmon, P
2012-07-01
Full Text Available -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...
CSIR Research Space (South Africa)
Salmon, BP
2012-07-01
Full Text Available In this paper the Bias Variance Search Algorithm is proposed as an algorithm to optimize a candidate set of initial parameters for an Extended Kalman filter (EKF). The search algorithm operates on a Bias Variance Equilibrium Point criterion...
An extended Kalman-filter for regional scale inverse emission estimation
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D. Brunner
2012-04-01
Full Text Available A Kalman-filter based inverse emission estimation method for long-lived trace gases is presented for use in conjunction with a Lagrangian particle dispersion model like FLEXPART. The sequential nature of the approach allows tracing slow seasonal and interannual changes rather than estimating a single period-mean emission field. Other important features include the estimation of a slowly varying concentration background at each measurement station, the possibility to constrain the solution to non-negative emissions, the quantification of uncertainties, the consideration of temporal correlations in the residuals, and the applicability to potentially large inversion problems. The method is first demonstrated for a set of synthetic observations created from a prescribed emission field with different levels of (correlated noise, which closely mimics true observations. It is then applied to real observations of the three halocarbons HFC-125, HFC-152a and HCFC-141b at the remote research stations Jungfraujoch and Mace Head for the quantification of emissions in Western European countries from 2006 to 2010. Estimated HFC-125 emissions are mostly consistent with national totals reported to UNFCCC in the framework of the Kyoto Protocol and show a generally increasing trend over the considered period. Results for HFC-152a are much more variable with estimated emissions being both higher and lower than reported emissions in different countries. The highest emissions of the order of 700–800 Mg yr^{−1} are estimated for Italy, which so far does not report HFC-152a emissions. Emissions of HCFC-141b show a continuing strong decrease as expected due to its controls in developed countries under the Montreal Protocol. Emissions from France, however, were still rather large, in the range of 700–1000 Mg yr^{−1} in the years 2006 and 2007 but strongly declined thereafter.
On Extending Neural Networks with Loss Ensembles for Text Classification
Hajiabadi, Hamideh; Molla-Aliod, Diego; Monsefi, Reza
2017-01-01
Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta learning framework, ensemble techniques can easily be applied to many machine learning techniques. In this paper we propose a neural network extended with an ensemble loss function for text classification. The weight of each weak loss function is tuned within the training phase through the gradient propagation optimization method of the neural network. The approach is evaluated on...
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.
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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
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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.
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.
Xiong, Binyu; Zhao, Jiyun; Wei, Zhongbao; Skyllas-Kazacos, Maria
2014-09-01
State of charge (SOC) estimation is a key issue for battery management since an accurate estimation method can ensure safe operation and prevent the over-charge/discharge of a battery. Traditionally, open circuit voltage (OCV) method is utilized to estimate the stack SOC and one open flow cell is needed in each battery stack [1,2]. In this paper, an alternative method, extended Kalman filter (EKF) method, is proposed for SOC estimation for VRBs. By measuring the stack terminal voltages and applied currents, SOC can be predicted with a state estimator instead of an additional open circuit flow cell. To implement EKF estimator, an electrical model is required for battery analysis. A thermal-dependent electrical circuit model is proposed to describe the charge/discharge characteristics of the VRB. Two scenarios are tested for the robustness of the EKF. For the lab testing scenarios, the filtered stack voltage tracks the experimental data despite the model errors. For the online operation, the simulated temperature rise is observed and the maximum SOC error is within 5.5%. It is concluded that EKF method is capable of accurately predicting SOC using stack terminal voltages and applied currents in the absence of an open flow cell for OCV measurement.
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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.
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).
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.
Directory of Open Access Journals (Sweden)
Mary B. Alatise
2017-09-01
Full Text Available 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.
Extended Neural Metastability in an Embodied Model of Sensorimotor Coupling
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
Generic Kalman Filter Software
Lisano, Michael E., II; Crues, Edwin Z.
2005-01-01
The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on
Kalman Filter Desing, Smoothing and Analysis
Cederkvist, Henrik Rene
2001-01-01
Thesis is based on three different aspects of Kalman filtering. >Kalman filters for navigation. Investigate the difference between a Extended Kalman Filter and a Linearized Kalman Filter with feedback. And show how different system models relate to these Kalman Filters when implemented in a filter. >Smoothing. Investigate how much there is to be gained from smoothing. We will only look at the fixed-interval smoother, using the method of forward and backward filtering. ...
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
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.
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.
Tsui, Chun Sing Louis; Gan, John Q; Roberts, Stephen J
2009-03-01
Due to the non-stationarity of EEG signals, online training and adaptation are essential to EEG based brain-computer interface (BCI) systems. Self-paced BCIs offer more natural human-machine interaction than synchronous BCIs, but it is a great challenge to train and adapt a self-paced BCI online because the user's control intention and timing are usually unknown. This paper proposes a novel motor imagery based self-paced BCI paradigm for controlling a simulated robot in a specifically designed environment which is able to provide user's control intention and timing during online experiments, so that online training and adaptation of the motor imagery based self-paced BCI can be effectively investigated. We demonstrate the usefulness of the proposed paradigm with an extended Kalman filter based method to adapt the BCI classifier parameters, with experimental results of online self-paced BCI training with four subjects.
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.
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.
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.
Kalman Filtering with Real-Time Applications
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.
Sepasi, Saeed; Ghorbani, Reza; Liaw, Bor Yann
2014-01-01
A battery management system needs to have an accurate inline estimation of SOC for each individual cell in the battery pack. This estimation process poses challenges after substantial battery aging. This article presents a novel method based on model adaptive extended Kalman filter (MAEKF) to estimate SOC for Li-ion batteries. Sensitivity analysis of the electrical model verifies that the accuracy of SOC estimated by EKF is sensitive to resistors used in the cell's electrical model. In order to get the best estimation, values of resistors are obtained in an optimization process in the MAEKF. This method uses the fact of two sudden changes in the cell's voltage derivative with respect to time while discharging current is constant. These two points are assumed as reference points in which their SOC can be determined from cell's chemistry. The optimization algorithm uses the derivative of the cell's measured terminal voltage to allocate SOC of 92% and 15% for two reference points in the Vcell equation and updates cell's electrical model. The algorithm's process is fast and computationally inexpensive, making on-board estimation practical. The obtained results demonstrate that by using this method the estimated SOC error for aged Li-ion cells does not exceed 4%.
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.
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.
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.
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.
Kalman filtering with real-time applications
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...
Xu, Qimin; Li, Xu; Chan, Ching-Yao
2017-06-18
In this paper, we propose a cost-effective localization solution for land vehicles, which can simultaneously adapt to the uncertain noise of inertial sensors and bridge Global Positioning System (GPS) outages. First, three Unscented Kalman filters (UKFs) with different noise covariances are introduced into the framework of Interacting Multiple Model (IMM) algorithm to form the proposed IMM-based UKF, termed as IMM-UKF. The IMM algorithm can provide a soft switching among the three UKFs and therefore adapt to different noise characteristics. Further, two IMM-UKFs are executed in parallel when GPS is available. One fuses the information of low-cost GPS, in-vehicle sensors, and micro electromechanical system (MEMS)-based reduced inertial sensor systems (RISS), while the other fuses only in-vehicle sensors and MEMS-RISS. The differences between the state vectors of the two IMM-UKFs are considered as training data of a Grey Neural Network (GNN) module, which is known for its high prediction accuracy with a limited amount of samples. The GNN module can predict and compensate position errors when GPS signals are blocked. To verify the feasibility and effectiveness of the proposed solution, road-test experiments with various driving scenarios were performed. The experimental results indicate that the proposed solution outperforms all the compared methods.
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...... 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....
Bukhari, W; Hong, S-M
2016-03-07
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
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.
Adaptable Iterative and Recursive Kalman Filter Schemes
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.
Mixtures of skewed Kalman filters
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.
Extending unified-theory-of-reinforcement neural networks to steady-state operant behavior.
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.
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.
Nonlinear Kalman Filtering in Affine Term Structure Models
DEFF Research Database (Denmark)
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris
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...... Monte Carlo experiment demonstrates that the unscented Kalman fi…lter is much more accurate than its extended counterpart in fi…ltering the states and forecasting swap rates and caps. Our fi…ndings suggest that the unscented Kalman fi…lter may prove to be a good approach for a number of other problems...
Multilevel ensemble Kalman filter
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.
Target detection by way of Kalman filtering
Sipe, Gary A.
1993-03-01
A simple, time domain method is used to analyze moderate to high PRF radar signals. The quantities of interest are the signal's PRF, SNR, and time of arrival. The time of arrival problem is important because it can be used, with multiple sensors, to determine the position of the emitting target. An algorithm is described which will produce these values using Kalman filtering. Individual pulses in a pulsed type radar are measured against a threshold using a two sample detection scheme to provide some glitch rejection. Results of individual time domain measurements of the signal parameter are smoothed with a Kalman filter. Integrating the pulse train envelope during the radar dwell time provides the energy centroid for a scan cycle. This centroid, time differenced with multiple sensors, provides observables for an Extended Kalman Filter for emitter localization. The work here simulates all data. Tests of the algorithms developed were conducted on real, classified data in addition to the work presented here.
A class of quaternion Kalman filters.
Jahanchahi, Cyrus; Mandic, Danilo P
2014-03-01
The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the tracking of 3-D and 4-D signals directly in the quaternion domain. To consider the second-order noncircularity of signals, we employ the recently developed augmented quaternion statistics to derive the widely linear QKF (WL-QKF) and widely linear QEKF (WL-QEKF). To reduce computational requirements of the widely linear algorithms, their efficient implementation are proposed and it is shown that the quaternion widely linear model can be simplified when processing 3-D data, further reducing the computational requirements. Simulations using both synthetic and real-world circular and noncircular signals illustrate the advantages offered by widely linear over strictly linear quaternion Kalman filters.
Directory of Open Access Journals (Sweden)
Tamer Mekky Ahmed Habib
2011-12-01
Full Text Available The primary goal of this work is to extend the work done in, Tamer (2009, to provide high accuracy satellite attitude and orbit estimates needed for imaging purposes and also before execution of spacecraft orbital maneuvers for the next Egyptian scientific satellite. The problem of coarse satellite attitude and orbit estimation based on magnetometer measurements has been treated in the literature. The current research expands the field of application from coarse and slow converging estimates to accurate and fast converging attitude and orbit estimates within 0.1°, and 10 m for attitude angles and spacecraft location respectively (1-σ. The magnetometer is used for both spacecraft attitude and orbit estimation, aided with gyro to provide angular velocity measurements, star sensor to provide attitude quaternion, and GPS receiver to provide spacecraft location. The spacecraft under consideration is subject to solar radiation pressure forces and moments, aerodynamics forces and moments, earth’s oblateness till the fourth order (i.e. J4, gravity gradient moments, and residual magnetic dipole moments. The estimation algorithm developed is powerful enough to converge quickly (actually within 10 s despite very large initial estimation errors with sufficiently high accuracy estimates.
Vargas-Melendez, Leandro; Boada, Beatriz L; Boada, Maria Jesus L; Gauchia, Antonio; Diaz, Vicente
2017-04-29
Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33 % of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle's parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle's roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle's states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm.
Multilevel Mixture Kalman Filter
Directory of Open Access Journals (Sweden)
Xiaodong Wang
2004-11-01
Full Text Available The mixture Kalman filter is a general sequential Monte Carlo technique for conditional linear dynamic systems. It generates samples of some indicator variables recursively based on sequential importance sampling (SIS and integrates out the linear and Gaussian state variables conditioned on these indicators. Due to the marginalization process, the complexity of the mixture Kalman filter is quite high if the dimension of the indicator sampling space is high. In this paper, we address this difficulty by developing a new Monte Carlo sampling scheme, namely, the multilevel mixture Kalman filter. The basic idea is to make use of the multilevel or hierarchical structure of the space from which the indicator variables take values. That is, we draw samples in a multilevel fashion, beginning with sampling from the highest-level sampling space and then draw samples from the associate subspace of the newly drawn samples in a lower-level sampling space, until reaching the desired sampling space. Such a multilevel sampling scheme can be used in conjunction with the delayed estimation method, such as the delayed-sample method, resulting in delayed multilevel mixture Kalman filter. Examples in wireless communication, specifically the coherent and noncoherent 16-QAM over flat-fading channels, are provided to demonstrate the performance of the proposed multilevel mixture Kalman filter.
Process identification through modular neural networks and rule extraction (extended abstract)
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
Decentralized neural control application to robotics
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...
Use of an Extended Kalman Filter
1990-09-01
navigation radars available anywhere in the market. Those belonging to the FURUNO company are the most popular . This radar will be used on the present...Smugglers", Popular Communications, June 1990 4. Kourkoulis, D., Bearings Only Target Tracking-Maneuvering Target, Master’s Thesis, Naval Postgraduate...CA. 93943-5002 3. Jefatura de Educacion 1 Comandancia General de la Armada Av. Wollmer, San Bernardino CP.1011 Caracas, Venezuela. 4. Escuela Superior
Multilevel ensemble Kalman filtering
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.
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 sta...
Kang, Hongki; Kim, Jee-Yeon; Choi, Yang-Kyu; Nam, Yoonkey
2017-01-01
In this research, a high performance silicon nanowire field-effect transistor (transconductance as high as 34 µS and sensitivity as 84 nS/mV) is extensively studied and directly compared with planar passive microelectrode arrays for neural recording application. Electrical and electrochemical characteristics are carefully characterized in a very well-controlled manner. We especially focused on the signal amplification capability and intrinsic noise of the transistors. A neural recording system using both silicon nanowire field-effect transistor-based active-type microelectrode array and platinum black microelectrode-based passive-type microelectrode array are implemented and compared. An artificial neural spike signal is supplied as input to both arrays through a buffer solution and recorded simultaneously. Recorded signal intensity by the silicon nanowire transistor was precisely determined by an electrical characteristic of the transistor, transconductance. Signal-to-noise ratio was found to be strongly dependent upon the intrinsic 1/f noise of the silicon nanowire transistor. We found how signal strength is determined and how intrinsic noise of the transistor determines signal-to-noise ratio of the recorded neural signals. This study provides in-depth understanding of the overall neural recording mechanism using silicon nanowire transistors and solid design guideline for further improvement and development. PMID:28350370
Unscented Kalman filters for polarization state tracking and phase noise mitigation.
Jignesh, Jokhakar; Corcoran, Bill; Zhu, Chen; Lowery, Arthur
2016-09-19
Simultaneous polarization and phase noise tracking and compensation is proposed based on an unscented Kalman filter (UKF). We experimentally demonstrate the tracking under noise-loading and after 800-km single-mode fiber transmission with 20-Gbaud QPSK and 16-QAM signals. These experiments show that the proposed UKF outperforms both conventional blind tracing algorithms and a previously proposed extended Kalman filter, at the cost of higher complexity. Additionally, we propose and test modified Kalman filter algorithms to reduce computational complexity.
Gerasimos G. Rigatos; Pierluigi Siano
2011-01-01
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 vec...
Improving Artificial eural etwork Forecasts with Kalman Filtering
African Journals Online (AJOL)
Nafiisah
In this paper, we show that the post-processing of forecasts produced by an artificial neural networks (ANN) model ... model and the numerical method used for fitting the model and computing the forecasts. Faraway et al. (1998) ..... linear Kalman filters to numerical weather predictions', Annales Geophysicae, Vol. 24, pp.
A new class of nonlinear Rauch-Tung-Striebel cubature Kalman smoothers.
Jia, Bin; Xin, Ming
2015-03-01
In this paper, a new Rauch-Tung-Striebel type of nonlinear smoothing method is proposed based on a class of high-degree cubature integration rules. This new class of cubature Kalman smoothers generalizes the conventional third-degree cubature Kalman smoother using the combination of Genz׳s or Mysovskikh׳s high-degree spherical rule with the moment matching based arbitrary-degree radial rule, which considerably improves the estimation accuracy. A target tracking problem is utilized to demonstrate the performance of this new smoother and to compare it with other Gaussian approximation smoothers. It will be shown that this new cubature Kalman smoother enhances the filtering accuracy and outperforms the extended Kalman smoother, the unscented Kalman smoother, and the conventional third-degree cubature Kalman smoother. It also maintains close performance to the Gauss-Hermite quadrature smoother with much less computational cost. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
Extended neural network-based scheme for real-time force tracking with magnetorheological dampers
DEFF Research Database (Denmark)
Weber, Felix; Bhowmik, Subrata; Høgsberg, Jan Becker
2014-01-01
This paper validates numerically and experimentally a new neural network-based real-time force tracking scheme for magnetorheological (MR) dampers on a five-storey shear frame with MR damper. The inverse model is trained with absolute values of measured velocity and force because the targeted...... current is a positive quantity. The validation shows accurate results except of small current spikes when the desired force is in the vicinity of the residual MR damper force. In the closed-loop, higher frequency components in the current are triggered by the transition of the actual MR damper force from...
Multilevel ensemble Kalman filtering
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.
Estimasi Variabel Dinamik Menggunakan Metode Kalman Filter
Directory of Open Access Journals (Sweden)
Nathanael Leon Gozali
2013-09-01
Full Text Available Sebuah sistem pengendalian kapal dituntut untuk memiliki akurasi yang tinggi. Hal ini dituntut dengan adanya sistem pengendalian otomatis yang dibuat dengan menjadikan feedback dari alat ukur sebagai nilai yang mempengaruhi pengendali. Dengan alat ukur yang memiliki noise dan sistem yang memiliki noise sehingga tidak sesuai dengan perancangan sistem tersebut menjadi penyebab ketidaktepatan dalam pengendalian kapal. Meskipun noise bernilai kecil namun dalam waktu yang lama dan terus menerus terakumulasi sehingga pengendalian tidak berjalan dengan baik. Tujuan dari penelitian ini adalah untuk merancang sebuah estimator Kalman Filter pada kondisi noise dari alat ukur, noise dari sistem kapal dan ketidaktepatan dalam pemodelan. Metode Kalman Filter yang digunakan adalah metode Kalman Filter diskrit linier karena model dinamika kapal telah dilinierisai dan didiskritisasi terlebih dahulu. Variabel dinamik kapal yang diestimasi untuk keperluan steering adalah dinamika sway-yaw dengan variabel kecepatan sudut, posisi sudut dan kecepatan arah sway. Perancangan sistem berdasarkan spesifikasi kapal perang kelas SIGMA Extended. Berdasarkan hasil simulasi, estimator yang dirancang mampu memberikan nilai estimasi pada ketiga variabel dinamika kapal dengan persentase integral absolute error dari sistem dengan noise sistem dan noise pengukuran sebesar 0,41% untuk variabel yaw, 4,30% untuk yaw-rate dan 6,78% untuk sway-rate.
Directory of Open Access Journals (Sweden)
Rukmi Sari Hartati
2009-05-01
Full Text Available Makalah ini membahas alokasi pembebanan perbandingan penggunaan metode optimasi extended quadratic interior point dengan neural network untuk economic dispatch pembangkit termal di bali. Metode exstended quadratic interior point (EQIP adalah metode deterministik yang merupakan pengembangan metodeKarmakar oleh James A. Momoh dkk. dengan berdasarkan pada perbaikan kondisi awal sehingga bisa digunakan untuk menyelesaikan permasalahan pemrograman kuadratik (non linier. Metode jaringan Syaraf Tiruan model Hofield (HNN adalah suatu metode kecerdasan buatan yang berdasarkan pada prinsip kerja jaringan saraf manusia, yang telah banyak digunakan sebagai metode alternatif untuk menyelesaikan permasalahan-permasalahan optimasi yang sulit dimana cara konvensional gagal untuk mencapai kecepatan, keakuratan atau efficiency. Dari hasil ujicoba pada sistem pembangkit termal dibali diperoleh hasil yang mendekati sama.
HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.
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.
Deterministic Mean-Field Ensemble Kalman Filtering
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.
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.
Improved Kalman filter method for measurement noise reduction in multi sensor RFID systems.
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.
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.
A Kalman-based Fundamental Frequency Estimation Algorithm
DEFF Research Database (Denmark)
Shi, Liming; Nielsen, Jesper Kjær; Jensen, Jesper Rindom
2017-01-01
Fundamental frequency estimation is an important task in speech and audio analysis. Harmonic model-based methods typically have superior estimation accuracy. However, such methods usually as- sume that the fundamental frequency and amplitudes are station- ary over a short time frame. In this paper......, we propose a Kalman filter-based fundamental frequency estimation algorithm using the harmonic model, where the fundamental frequency and amplitudes can be truly nonstationary by modeling their time variations as first- order Markov chains. The Kalman observation equation is derived from the harmonic...... model and formulated as a compact nonlinear matrix form, which is further used to derive an extended Kalman filter. Detailed and continuous fundamental frequency and ampli- tude estimates for speech, the sustained vowel /a/ and solo musical tones with vibrato are demonstrated....
Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models
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.
Abbaspour, Alireza; Aboutalebi, Payam; Yen, Kang K; Sargolzaei, Arman
2017-03-01
A new online detection strategy is developed to detect faults in sensors and actuators of unmanned aerial vehicle (UAV) systems. In this design, the weighting parameters of the Neural Network (NN) are updated by using the Extended Kalman Filter (EKF). Online adaptation of these weighting parameters helps to detect abrupt, intermittent, and incipient faults accurately. We apply the proposed fault detection system to a nonlinear dynamic model of the WVU YF-22 unmanned aircraft for its evaluation. The simulation results show that the new method has better performance in comparison with conventional recurrent neural network-based fault detection strategies. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Application of a Kalman Filter with Augmented Measurement Model in Non-Invasive Cardiac Imaging
Elies Henar, Francesc
2011-01-01
This work will focus on improving the Kalman filter by use of an extended measurement model [Kaipio et Somersalo, 1999] which introduces spatial regularization terms into the filter. This model has been applied in solvers of the inverse problem of electrical impedance tomography [Hiltunen et al., 2010], though this tomography inverse problem is non-linear, it is mathematically very similar to the imaging of electric sources in the heart. Trabajo trata sobre la mejora de un filtro de Kalman...
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.
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.
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.
Bridging the ensemble Kalman filter and particle filters
Energy Technology Data Exchange (ETDEWEB)
Stordal, Andreas Stoerksen; Karlsen, Hans A.; Naevdal, Geir; Skaug, Hans J.; Valles, Brice
2009-12-15
The nonlinear filtering problem occurs in many scientific areas. Sequential Monte Carlo solutions with the correct asymptotic behavior such as particle filters exist but they are computationally too expensive when working with high-dimensional systems. The ensemble Kalman filter is a more robust method that has shown promising results with a small sample size but the samples are not guaranteed to come from the true posterior distribution. By approximating the model error with Gaussian kernels we get the advantage of both a Kalman correction and a weighting step. The resulting Gaussian mixture filter has the advantage of both a local Kalman type correction and the weighting/re sampling step of a particle filter. The Gaussian mixture approximation relies on a tunable bandwidth parameter which often has to be kept quite large in order to avoid weight collapse in high dimensions. As a result, the Kalman correction is too large to capture highly non-Gaussian posterior distributions. In this paper we have extended the Gaussian mixture filter (Hoteit et al., 2008b) and also made the connection to particle filters more transparent. In particular we introduce a tuning parameter for the importance weights. In the last part of the paper we have performed a simulation experiment with the Lorenz40 model where our method has been compared to the EnKF and a full implementation of a particle filter. The results clearly indicate that the new method has advantages compared to the standard EnKF. (Author)
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
Directory of Open Access Journals (Sweden)
Mahmoud K Madi
Full Text Available 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
Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters
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.
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.
Implementation of Kalman Filter with Python Language
Laaraiedh, Mohamed
2009-01-01
International audience; In this paper, we investigate the implementation of a Python code for a Kalman Filter using the Numpy package. A Kalman Filtering is carried out in two steps: Prediction and Update. Each step is investigated and coded as a function with matrix input and output. These different functions are explained and an example of a Kalman Filter application for the localization of mobile in wireless networks is given.
Li, Ling; Li, Shi-Feng; He, Yu-Xin
2014-05-01
To analyze the screening of prescription for the total coumarins of Angelica dahurica var. formosana sustained release tablets, and to preliminarily discuss the releasing mechanism. On the basis of orthogonal test data, the prescriptions were screened and optimized by adopting the artificial neural network technology and by taking the in vitro release rate at the setting time as the evaluation indicator. The in vitro release performance of sustained release tablets prepared by the screened optimal technology was good, and the drugs released continuously for 12 h. The drug release process was fitted by adopting the Ritger-Peppas equation. The release of these tablets in artificial gastric juice could be described as the combined action of diffusion and skeleton dissolution. Artificial neural network technology can be used to design the pharmacy prescription, optimize the process, solve nonlinear problems with multiple factors and multiple levels, and reduce the experimental workload. So it has broad application prospect.
A Localized Ensemble Kalman Smoother
Butala, Mark D.
2012-01-01
Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.
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....
Kalman filter to update forest cover estimates
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...
Kalman plus weights: a time scale algorithm
Greenhall, C. A.
2001-01-01
KPW is a time scale algorithm that combines Kalman filtering with the basic time scale equation (BTSE). A single Kalman filter that estimates all clocks simultaneously is used to generate the BTSE frequency estimates, while the BTSE weights are inversely proportional to the white FM variances of the clocks. Results from simulated clock ensembles are compared to previous simulation results from other algorithms.
Harmonic Detection at Initialization With Kalman Filter
DEFF Research Database (Denmark)
Hussain, Dil Muhammad Akbar; Imran, Raja Muhammad; Shoro, Ghulam Mustafa
2014-01-01
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 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.
Direct Torque Control of Sensorless Induction Machine Drives: A Two-Stage Kalman Filter Approach
Directory of Open Access Journals (Sweden)
Jinliang Zhang
2015-01-01
Full Text Available Extended Kalman filter (EKF has been widely applied for sensorless direct torque control (DTC in induction machines (IMs. One key problem associated with EKF is that the estimator suffers from computational burden and numerical problems resulting from high order mathematical models. To reduce the computational cost, a two-stage extended Kalman filter (TEKF based solution is presented for closed-loop stator flux, speed, and torque estimation of IM to achieve sensorless DTC-SVM operations in this paper. The novel observer can be similarly derived as the optimal two-stage Kalman filter (TKF which has been proposed by several researchers. Compared to a straightforward implementation of a conventional EKF, the TEKF estimator can reduce the number of arithmetic operations. Simulation and experimental results verify the performance of the proposed TEKF estimator for DTC of IMs.
Adaptive ensemble Kalman filtering of non-linear systems
Directory of Open Access Journals (Sweden)
Tyrus Berry
2013-07-01
Full Text Available A necessary ingredient of an ensemble Kalman filter (EnKF is covariance inflation, used to control filter divergence and compensate for model error. There is an on-going search for inflation tunings that can be learned adaptively. Early in the development of Kalman filtering, Mehra (1970, 1972 enabled adaptivity in the context of linear dynamics with white noise model errors by showing how to estimate the model error and observation covariances. We propose an adaptive scheme, based on lifting Mehra's idea to the non-linear case, that recovers the model error and observation noise covariances in simple cases, and in more complicated cases, results in a natural additive inflation that improves state estimation. It can be incorporated into non-linear filters such as the extended Kalman filter (EKF, the EnKF and their localised versions. We test the adaptive EnKF on a 40-dimensional Lorenz96 model and show the significant improvements in state estimation that are possible. We also discuss the extent to which such an adaptive filter can compensate for model error, and demonstrate the use of localisation to reduce ensemble sizes for large problems.
High-Dimensional Neural Network Potentials for Organic Reactions and an Improved Training Algorithm.
Gastegger, Michael; Marquetand, Philipp
2015-05-12
Artificial neural networks (NNs) represent a relatively recent approach for the prediction of molecular potential energies, suitable for simulations of large molecules and long time scales. By using NNs to fit electronic structure data, it is possible to obtain empirical potentials of high accuracy combined with the computational efficiency of conventional force fields. However, as opposed to the latter, changing bonding patterns and unusual coordination geometries can be described due to the underlying flexible functional form of the NNs. One of the most promising approaches in this field is the high-dimensional neural network (HDNN) method, which is especially adapted to the prediction of molecular properties. While HDNNs have been mostly used to model solid state systems and surface interactions, we present here the first application of the HDNN approach to an organic reaction, the Claisen rearrangement of allyl vinyl ether to 4-pentenal. To construct the corresponding HDNN potential, a new training algorithm is introduced. This algorithm is termed "element-decoupled" global extended Kalman filter (ED-GEKF) and is based on the decoupled Kalman filter. Using a metadynamics trajectory computed with density functional theory as reference data, we show that the ED-GEKF exhibits superior performance - both in terms of accuracy and training speed - compared to other variants of the Kalman filter hitherto employed in HDNN training. In addition, the effect of including forces during ED-GEKF training on the resulting potentials was studied.
Recursive Bayesian recurrent neural networks for time-series modeling.
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.
Discrete-time adaptive backstepping nonlinear control via high-order neural networks.
Alanis, Alma Y; Sanchez, Edgar N; Loukianov, Alexander G
2007-07-01
This paper deals with adaptive tracking for discrete-time multiple-input-multiple-output (MIMO) nonlinear systems in presence of bounded disturbances. In this paper, a high-order neural network (HONN) structure is used to approximate a control law designed by the backstepping technique, applied to a block strict feedback form (BSFF). This paper also includes the respective stability analysis, on the basis of the Lyapunov approach, for the whole controlled system, including the extended Kalman filter (EKF)-based NN learning algorithm. Applicability of the scheme is illustrated via simulation for a discrete-time nonlinear model of an electric induction motor.
Air-to-Air Missile Enhanced Scoring with Kalman Smoothing
2012-03-01
i.e., x̂k is an estimate of the vector x at time k) • Apriori Estimate: An estimate of a system’s navigation parameters prior to incorporating a...k +Qd (2.9) where x̂k|k−1 is the apriori state estimate and P k|k−1 is the associated covariance. Measurement updates are calculated by 8 x̂k|k = x̂k...and the aposteriori state estimate, x̂k|k, becomes the new apriori state estimate for next propagation step x̂k+1|k. 2.2.1 Extended Kalman Filter
A Kalman-based Fundamental Frequency Estimation Algorithm
DEFF Research Database (Denmark)
Shi, Liming; Nielsen, Jesper Kjær; Jensen, Jesper Rindom
2017-01-01
Fundamental frequency estimation is an important task in speech and audio analysis. Harmonic model-based methods typically have superior estimation accuracy. However, such methods usually as- sume that the fundamental frequency and amplitudes are station- ary over a short time frame. In this paper...... model and formulated as a compact nonlinear matrix form, which is further used to derive an extended Kalman filter. Detailed and continuous fundamental frequency and ampli- tude estimates for speech, the sustained vowel /a/ and solo musical tones with vibrato are demonstrated....
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...
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.
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.
Navigation of autonomous underwater vehicle using extended kalman filter
Digital Repository Service at National Institute of Oceanography (India)
Ranjan, T.N.; Nherakkol, A.; Navelkar, G.S.
-1 In "Trends in intelligent robotics". 13th FIRA Robot World Congress, FIRA 2010, Bangalore, India, September 15-17, 2010. Proceedings. eds. by: Vadakkepat, P.; Kim, J.-H.; Jesse, N.; Al Mamun, A.; Kiong, T.K.; Baltes, J.; Anderson, J.; Verner, I.; Ahlgren, D...
Structure from Motion using the Extended Kalman Filter
Civera, Javier; Martínez Montiel, José María
2012-01-01
The fully automated estimation of the 6 degrees of freedom camera motion and the imaged 3D scenario using as the only input the pictures taken by the camera has been a long term aim in the computer vision community. The associated line of research has been known as Structure from Motion (SfM). An intense research effort during the latest decades has produced spectacular advances; the topic has reached a consistent state of maturity and most of its aspects are well known nowadays. 3D vision has immediate applications in many and diverse fields like robotics, videogames and augmented reality; and technological transfer is starting to be a reality. This book describes one of the first systems for sparse point-based 3D reconstruction and egomotion estimation from an image sequence; able to run in real-time at video frame rate and assuming quite weak prior knowledge about camera calibration, motion or scene. Its chapters unify the current perspectives of the robotics and computer vision communities on the 3D visio...
Extended Kalman Filter framework for forecasting shoreline evolution
Long, Joseph; Plant, Nathaniel G.
2012-01-01
A shoreline change model incorporating both long- and short-term evolution is integrated into a data assimilation framework that uses sparse observations to generate an updated forecast of shoreline position and to estimate unobserved geophysical variables and model parameters. Application of the assimilation algorithm provides quantitative statistical estimates of combined model-data forecast uncertainty which is crucial for developing hazard vulnerability assessments, evaluation of prediction skill, and identifying future data collection needs. Significant attention is given to the estimation of four non-observable parameter values and separating two scales of shoreline evolution using only one observable morphological quantity (i.e. shoreline position).
Basic extended Kalman filter: simultaneous localisation and mapping
CSIR Research Space (South Africa)
Matsebe, O
2010-01-01
Full Text Available are stationary, hence the state transition model for the thi feature is given by: , , ,( ) ( 1)f i f i f ik k x x x (2) It is important to note that the evolution model for features does have any uncertainty since the features are considered static... involves the study of the geometrical aspects of motion. The motion of a robot through the environment can be modeled through the following discrete time non-linear model: ( ) ( ( 1), ( ), )r rk k k k X f X u (3) Thus, ( )r kX is the state...
Implementation of extended Kalman filter-based simultaneous ...
Indian Academy of Sciences (India)
A two-wheel differential drive mobile robot equipped with a Laser Range Finder with 0.02 m resolution was used for the implementation. Unique point features from the environment were extracted through an elegant line fitting algorithm, namely split only technique. Finally, the implementation showed remarkably good ...
Vision-Based Position Estimation Utilizing an Extended Kalman Filter
2016-12-01
GPS jammers are available for as little as $50 [1]. Even malfunctioning equipment can lead to a drone losing its position and thus aborting the...the UAV loses GPS but must maintain a relative position to the target. The drone uses the algorithm to accomplish this task. The exemplary scenario...passive measurements without using GPS . The algorithm receives an image from the drone . It locates the target in the image and outputs an angle. The
Toward the application of the Kalman filter to regional open ocean modeling
Miller, R. N.
1986-01-01
A partial differential equation model is defined for ocean meteorological prediction and synoptic analysis. The Kalman filter used for data assimilation is described and applied to the one-dimensional linear barotropic quasi-geostrophic model with periodic and open boundary conditions. The model accounts for eddy scale dynamics in the ocean. The assumptions made in the forecast model are discussed, along with comparisons of the error variances expected with the filter and from an objective analysis method. The effectiveness of the Kalman filter is demonstrated and subsequent efforts to extend the filter to two dimensions are indicated.
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...
A new martingale approach to Kalman Filtering
Bagchi, Arunabha
1976-01-01
A new derivation of continuous-time Kalman Filter equations is presented. The underlying idea has been previously used to derive the smoothing equations. A unified approach to filtering and smoothing problems has thus been achieved.
Kalman filtering theory and practice with MATLAB
Grewal, M
2015-01-01
The definitive textbook and professional reference on Kalman Filtering fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.
Reduced Kalman Filters for Clock Ensembles
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.
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....
Parametric Identification of Aircraft Loads: An Artificial Neural Network Approach
2016-03-30
Undergraduate Student Paper Postgraduate Student Paper Parametric Identification of Aircraft Loads: An Artificial Neural Network Approach...monitoring, flight parameter, nonlinear modeling, Artificial Neural Network , typical loadcase. Introduction Aircraft load monitoring is an... Neural Networks (ANN), i.e. the BP network and Kohonen Clustering Network , are applied and revised by Kalman Filter and Genetic Algorithm to build
Kalman Filters for Time Delay of Arrival-Based Source Localization
Directory of Open Access Journals (Sweden)
Klee Ulrich
2006-01-01
Full Text Available In this work, we propose an algorithm for acoustic source localization based on time delay of arrival (TDOA estimation. In earlier work by other authors, an initial closed-form approximation was first used to estimate the true position of the speaker followed by a Kalman filtering stage to smooth the time series of estimates. In the proposed algorithm, this closed-form approximation is eliminated by employing a Kalman filter to directly update the speaker's position estimate based on the observed TDOAs. In particular, the TDOAs comprise the observation associated with an extended Kalman filter whose state corresponds to the speaker's position. We tested our algorithm on a data set consisting of seminars held by actual speakers. Our experiments revealed that the proposed algorithm provides source localization accuracy superior to the standard spherical and linear intersection techniques. Moreover, the proposed algorithm, although relying on an iterative optimization scheme, proved efficient enough for real-time operation.
Gaussian Process Kalman Filter for Focal Plane Wavefront Correction and Exoplanet Signal Extraction
Sun, He; Kasdin, N. Jeremy
2018-01-01
Currently, the ultimate limitation of space-based coronagraphy is the ability to subtract the residual PSF after wavefront correction to reveal the planet. Called reference difference imaging (RDI), the technique consists of conducting wavefront control to collect the reference point spread function (PSF) by observing a bright star, and then extracting target planet signals by subtracting a weighted sum of reference PSFs. Unfortunately, this technique is inherently inefficient because it spends a significant fraction of the observing time on the reference star rather than the target star with the planet. Recent progress in model based wavefront estimation suggests an alternative approach. A Kalman filter can be used to estimate the stellar PSF for correction by the wavefront control system while simultaneously estimating the planet signal. Without observing the reference star, the (extended) Kalman filter directly utilizes the wavefront correction data and combines the time series observations and model predictions to estimate the stellar PSF and planet signals. Because wavefront correction is used during the entire observation with no slewing, the system has inherently better stability. In this poster we show our results aimed at further improving our Kalman filter estimation accuracy by including not only temporal correlations but also spatial correlations among neighboring pixels in the images. This technique is known as a Gaussian process Kalman filter (GPKF). We also demonstrate the advantages of using a Kalman filter rather than RDI by simulating a real space exoplanet detection mission.
Ivić, Branka; Ibrić, Svetlana; Cvetković, Nebojsa; Petrović, Aleksandra; Trajković, Svetlana; Djurić, Zorica
2010-07-01
The purpose of the study was to screen the effects of formulation factors on the in vitro release profile of diclofenac sodium from matrix tablets using design of experiment (DOE). Formulations of diclofenac sodium tablets, with Carbopol 71G as matrix substance, were optimized by artificial neural network. According to Central Composite Design, 10 formulations of diclofenac sodium matrix tablets were prepared. As network inputs, concentration of Carbopol 71G and the Kollidon K-25 were selected. In vitro dissolution time profiles at 5 different sampling times were chosen as responses. The independent variables and the release parameters were processed by multilayer perceptrons neural network (MLP). Results of drug release studies indicate that drug release rates vary between different formulations, with a range of 1 h to more than 8 h to complete dissolution. For two tested formulations there was no difference between experimental and MLP predicted in vitro profiles. The MLP model was optimized. The root mean square value for the trained network was 0.07%, which indicated that the optimal MLP model was reached. The optimal tablet formulation predicted by MLP was with 23% of Carbopol 71G and 0.8% of Kollidon K-25. Calculated difference factor (f(1) 7.37) and similarity factor (f(2) 70.79) indicate that there is no difference between predicted and experimentally observed drug release profiles for the optimal formulation. The satisfactory prediction of drug release for optimal formulation by the MLP in this study has shown the applicability of this optimization method in modeling extended release tablet formulation.
MR fingerprinting reconstruction with Kalman filter.
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.
Unscented Kalman Filter Applied to the Spacecraft Attitude Estimation with Euler Angles
Directory of Open Access Journals (Sweden)
Roberta Veloso Garcia
2012-01-01
Full Text Available The aim of this work is to test an algorithm to estimate, in real time, the attitude of an artificial satellite using real data supplied by attitude sensors that are on board of the CBERS-2 satellite (China Brazil Earth Resources Satellite. The real-time estimator used in this work for attitude determination is the Unscented Kalman Filter. This filter is a new alternative to the extended Kalman filter usually applied to the estimation and control problems of attitude and orbit. This algorithm is capable of carrying out estimation of the states of nonlinear systems, without the necessity of linearization of the nonlinear functions present in the model. This estimation is possible due to a transformation that generates a set of vectors that, suffering a nonlinear transformation, preserves the same mean and covariance of the random variables before the transformation. The performance will be evaluated and analyzed through the comparison between the Unscented Kalman filter and the extended Kalman filter results, by using real onboard data.
Kalman Orbit Optimized Loop Tracking
Young, Lawrence E.; Meehan, Thomas K.
2011-01-01
Under certain conditions of low signal power and/or high noise, there is insufficient signal to noise ratio (SNR) to close tracking loops with individual signals on orbiting Global Navigation Satellite System (GNSS) receivers. In addition, the processing power available from flight computers is not great enough to implement a conventional ultra-tight coupling tracking loop. This work provides a method to track GNSS signals at very low SNR without the penalty of requiring very high processor throughput to calculate the loop parameters. The Kalman Orbit-Optimized Loop (KOOL) tracking approach constitutes a filter with a dynamic model and using the aggregate of information from all tracked GNSS signals to close the tracking loop for each signal. For applications where there is not a good dynamic model, such as very low orbits where atmospheric drag models may not be adequate to achieve the required accuracy, aiding from an IMU (inertial measurement unit) or other sensor will be added. The KOOL approach is based on research JPL has done to allow signal recovery from weak and scintillating signals observed during the use of GPS signals for limb sounding of the Earth s atmosphere. That approach uses the onboard PVT (position, velocity, time) solution to generate predictions for the range, range rate, and acceleration of the low-SNR signal. The low- SNR signal data are captured by a directed open loop. KOOL builds on the previous open loop tracking by including feedback and observable generation from the weak-signal channels so that the MSR receiver will continue to track and provide PVT, range, and Doppler data, even when all channels have low SNR.
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...
A robust Kalman framework with resampling and optimal smoothing
National Research Council Canada - National Science Library
Kautz, Thomas; Eskofier, Bjoern M
2015-01-01
.... We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate...
Nonlinear Kalman Filtering With Divergence Minimization
Gultekin, San; Paisley, John
2017-12-01
We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors because of a lack of conjugacy due to the nonlinearity in the likelihood. In this paper we propose novel algorithms to optimize the forward and reverse forms of the KL divergence, as well as the alpha-divergence which contains these two as limiting cases. Unlike previous approaches, our algorithms do not make approximations to the divergences being optimized, but use Monte Carlo integration techniques to derive unbiased algorithms for direct optimization. We assess performance on radar and sensor tracking, and options pricing problems, showing general improvement over the UKF and EKF, as well as competitive performance with particle filtering.
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....
Applying Kalman filtering to investigate tropospheric effects in VLBI
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
Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models
2015-07-06
Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models David Frederic Crouse Naval Research Laboratory 4555 Overlook Ave...measurement and process non- linearities, such as the cubature Kalman filter, can perform ex- tremely poorly in many applications involving angular... Kalman filtering is a realization of the best linear unbiased estimator (BLUE) that evaluates certain integrals for expected values using different forms
Restricted Kalman Filtering Theory, Methods, and Application
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
Towards self-organizing Kalman filters
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,
Deterministic Kalman filtering in a behavioral framework
Fagnani, F; Willems, JC
1997-01-01
The purpose of this paper is to obtain a deterministic version of the Kalman filtering equations. We will use a behavioral description of the plant, specifically, an image representation. The resulting algorithm requires a matrix spectral factorization. We also show that the filter can be
A distributed Kalman filter with global covariance
Sijs, J.; Lazar, M.
2011-01-01
Most distributed Kalman filtering (DKF) algorithms for sensor networks calculate a local estimate of the global state-vector in each node. An important challenge within distributed estimation is that all sensors in the network contribute to the local estimate in each node. In this paper, a novel DKF
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.
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*
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.
Nonlinear Kalman Filtering for acoustic emission source localization in anisotropic panels.
Dehghan Niri, E; Farhidzadeh, A; Salamone, S
2014-02-01
Nonlinear Kalman Filtering is an established field in applied probability and control systems, which plays an important role in many practical applications from target tracking to weather and climate prediction. However, its application for acoustic emission (AE) source localization has been very limited. In this paper, two well-known nonlinear Kalman Filtering algorithms are presented to estimate the location of AE sources in anisotropic panels: the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). These algorithms are applied to two cases: velocity profile known (CASE I) and velocity profile unknown (CASE II). The algorithms are compared with a more traditional nonlinear least squares method. Experimental tests are carried out on a carbon-fiber reinforced polymer (CFRP) composite panel instrumented with a sparse array of piezoelectric transducers to validate the proposed approaches. AE sources are simulated using an instrumented miniature impulse hammer. In order to evaluate the performance of the algorithms, two metrics are used: (1) accuracy of the AE source localization and (2) computational cost. Furthermore, it is shown that both EKF and UKF can provide a confidence interval of the estimated AE source location and can account for uncertainty in time of flight measurements. Copyright © 2013 Elsevier B.V. All rights reserved.
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.
Kalman Filter for Mass Property and Thrust Identification (MMS)
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.
Directory of Open Access Journals (Sweden)
Feng Shen
2015-01-01
Full Text Available Precise position awareness is a fundamental requirement for advanced applications of emerging intelligent transportation systems, such as collision warning and speed advisory system. However, the achievable level of positioning accuracy using global navigation satellite systems does not meet the requirements of these applications. Fortunately, cooperative positioning (CP techniques can improve the performance of positioning in a vehicular ad hoc network (VANET through sharing the positions between vehicles. In this paper, a novel enhanced CP technique is presented by combining additional range-ultra-wide bandwidth- (UWB- based measurements. Furthermore, an adaptive variational Bayesian cubature Kalman filtering (AVBCKF algorithm is proposed and used in the enhanced CP method, which can add robustness to the time-variant measurement noise. Based on analytical and experimental results, the proposed AVBCKF-based CP method outperforms the cubature Kalman filtering- (CKF- based CP method and extended Kalman filtering- (EKF- based CP method.
Heuristic Kalman algorithm for solving optimization problems.
Toscano, Rosario; Lyonnet, Patrick
2009-10-01
The main objective of this paper is to present a new optimization approach, which we call heuristic Kalman algorithm (HKA). We propose it as a viable approach for solving continuous nonconvex optimization problems. The principle of the proposed approach is to consider explicitly the optimization problem as a measurement process designed to produce an estimate of the optimum. A specific procedure, based on the Kalman method, was developed to improve the quality of the estimate obtained through the measurement process. The efficiency of HKA is evaluated in detail through several nonconvex test problems, both in the unconstrained and constrained cases. The results are then compared to those obtained via other metaheuristics. These various numerical experiments show that the HKA has very interesting potentialities for solving nonconvex optimization problems, notably concerning the computation time and the success ratio.
Detection of Harmonic Occurring using Kalman Filtering
DEFF Research Database (Denmark)
Hussain, Dil Muhammad Akbar; Shoro, Ghulam Mustafa; Imran, Raja Muhammed
2014-01-01
As long as the load to a power system is linear which has been the case before 80's, typically no harmonics are produced. However, the modern power electronic equipment for controlled power consumption produces harmonic disturbances, these devices/equipment possess nonlinear voltage/current chara...... using Kalman filter. This may be very useful for example to quickly switching on certain filters based on the harmonic present. We are using a unique technique to detect the occurrence of harmonics....
LHCb Kalman Filter cross architecture studies
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.
A Kalman Filtering Perspective for Multiatlas Segmentation.
Gao, Yi; Zhu, Liangjia; Cates, Joshua; MacLeod, Rob S; Bouix, Sylvain; Tannenbaum, Allen
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.
A Robust Kalman Framework with Resampling and Optimal Smoothing
Thomas Kautz; Bjoern M. Eskofier
2015-01-01
The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent...
Reservoir History Matching Using Ensemble Kalman Filters with Anamorphosis Transforms
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.
In-situ estimation of MOCVD growth rate via a modified Kalman filter
Energy Technology Data Exchange (ETDEWEB)
Woo, W.W.; Svoronos, S.A. [Univ. of Florida, Gainesville, FL (United States). Dept. of Chemical Engineering; Sankur, H.O.; Bajaj, J. [Rockwell International Corp., Thousand Oaks, CA (United States); Irvine, S.J.C. [North East Wales Inst. Plas Coch, Wrexham (United Kingdom)
1996-05-01
In-situ laser reflectance monitoring of metal-organic chemical vapor deposition (MOCVD) is an effective way to monitor growth rate and epitaxial layer thickness of a variety of III-V and II-VI semiconductors. Materials with low optical extinction coefficients, such as ZnTe/GaAs and AlAs/GaAs for a 6,328 {angstrom} HeNe laser, are ideal for such an application. An extended Kalman filter modified to include a variable forgetting factor was applied to the MOCVD systems. The filter was able to accurately estimate thickness and growth rate while filtering out process noise and cope with sudden changes in growth rate, reflectance drift, and bias. Due to the forgetting factor, the Kalman filter was successful, even when based on very simple process models.
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.
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.
Riggs, A. J. Eldorado; Cady, Eric J.; Prada, Camilo M.; Kern, Brian D.; Zhou, Hanying; Kasdin, N. Jeremy; Groff, Tyler D.
2016-07-01
For direct imaging and spectral characterization of cold exoplanets in reflected light, the proposed Wide-Field Infrared Survey Telescope (WFIRST) Coronagraph Instrument (CGI) will carry two types of coronagraphs. The High Contrast Imaging Testbed (HCIT) at the Jet Propulsion Laboratory has been testing both coronagraph types and demonstrated their abilities to achieve high contrast. Focal plane wavefront correction is used to estimate and mitigate aberrations. As the most time-consuming part of correction during a space mission, the acquisition of probed images for electric field estimation needs to be as short as possible. We present results from the HCIT of narrowband, low-signal wavefront estimation tests using a shaped pupil Lyot coronagraph (SPLC) designed for the WFIRST CGI. In the low-flux regime, the Kalman filter and iterated extended Kalman filter provide faster correction, better achievable contrast, and more accurate estimates than batch process estimation.
Kalman-variant estimators for state of charge in lithium-sulfur batteries
DEFF Research Database (Denmark)
Propp, Karsten; Auger, Daniel J.; Fotouhi, Abbas
2017-01-01
for lithium-sulfur, and model-based methods, particularly recursive Bayesian filters, are identified as showing strong promise. Three recursive Bayesian filters are implemented: an extended Kalman filter (EKF), an unscented Kalman filter (UKF) and a particle filter (PF). These estimators are tested through...... practical experimentation, considering both a pulse-discharge test and a test based on the New European Driving Cycle (NEDC). Experimentation is carried out at a constant temperature, mirroring the environment expected in the authors' target automotive application. It is shown that the estimators, which......Lithium-sulfur batteries are now commercially available, offering high specific energy density, low production costs and high safety. However, there is no commercially-available battery management system for them, and there are no published methods for determining state of charge in situ...
Identification of parameters in nonlinear geotechnical models using extenden Kalman filter
Directory of Open Access Journals (Sweden)
Nestorović Tamara
2014-01-01
Full Text Available Direct measurement of relevant system parameters often represents a problem due to different limitations. In geomechanics, measurement of geotechnical material constants which constitute a material model is usually a very diffcult task even with modern test equipment. Back-analysis has proved to be a more effcient and more economic method for identifying material constants because it needs measurement data such as settlements, pore pressures, etc., which are directly measurable, as inputs. Among many model parameter identification methods, the Kalman filter method has been applied very effectively in recent years. In this paper, the extended Kalman filter – local iteration procedure incorporated with finite element analysis (FEA software has been implemented. In order to prove the effciency of the method, parameter identification has been performed for a nonlinear geotechnical model.
Kalman filter tracking on parallel architectures
Cerati, G.; Elmer, P.; Krutelyov, S.; Lantz, S.; Lefebvre, M.; McDermott, K.; Riley, D.; Tadel, M.; Wittich, P.; Wurthwein, F.; Yagil, A.
2017-10-01
We report on the progress of our studies towards a Kalman filter track reconstruction algorithm with optimal performance on manycore architectures. The combinatorial structure of these algorithms is not immediately compatible with an efficient SIMD (or SIMT) implementation; the challenge for us is to recast the existing software so it can readily generate hundreds of shared-memory threads that exploit the underlying instruction set of modern processors. We show how the data and associated tasks can be organized in a way that is conducive to both multithreading and vectorization. We demonstrate very good performance on Intel Xeon and Xeon Phi architectures, as well as promising first results on Nvidia GPUs.
Radio Channel State Prediction by Kalman Filter
Directory of Open Access Journals (Sweden)
Peter Ziacik
2005-01-01
Full Text Available In this article there is the description Kalman filter using as a radio channel state predictor. Simulator of prediction has been created in MATLAB environment and it is capable to simulate the prediction of radio signal envelope by Clark’s model of radio channel, which is implemented to the simulator. Simulations were realized for prediction range 0.41 ms and 6.24 ms and as comparing criterion we used the prediction error. It is clear from simulations, that with the duration of prediction the prediction error is enlarging, which may cause the erroneous decision of adaptation algorithms.
Kalman filter applied in underwater integrated navigation system
Directory of Open Access Journals (Sweden)
Yan Xincun
2013-02-01
Full Text Available For the underwater integrated navigation system, information fusion is an important technology. This paper introduces the Kalman filter as the most useful information fusion technology, and then gives a summary of the Kalman filter applied in underwater integrated navigation system at present, and points out the further research directions in this field.
An iterative ensemble Kalman filter for reservoir engineering applications
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
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.
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.
Kalman-variant estimators for state of charge in lithium-sulfur batteries
Propp, Karsten; Auger, Daniel J.; Fotouhi, Abbas; Longo, Stefano; Knap, Vaclav
2017-03-01
Lithium-sulfur batteries are now commercially available, offering high specific energy density, low production costs and high safety. However, there is no commercially-available battery management system for them, and there are no published methods for determining state of charge in situ. This paper describes a study to address this gap. The properties and behaviours of lithium-sulfur are briefly introduced, and the applicability of 'standard' lithium-ion state-of-charge estimation methods is explored. Open-circuit voltage methods and 'Coulomb counting' are found to have a poor fit for lithium-sulfur, and model-based methods, particularly recursive Bayesian filters, are identified as showing strong promise. Three recursive Bayesian filters are implemented: an extended Kalman filter (EKF), an unscented Kalman filter (UKF) and a particle filter (PF). These estimators are tested through practical experimentation, considering both a pulse-discharge test and a test based on the New European Driving Cycle (NEDC). Experimentation is carried out at a constant temperature, mirroring the environment expected in the authors' target automotive application. It is shown that the estimators, which are based on a relatively simple equivalent-circuit-network model, can deliver useful results. If the three estimators implemented, the unscented Kalman filter gives the most robust and accurate performance, with an acceptable computational effort.
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.
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.
Robust cubature Kalman filter for GNSS/INS with missing observations and colored measurement noise.
Cui, Bingbo; Chen, Xiyuan; Tang, Xihua; Huang, Haoqian; Liu, Xiao
2017-10-10
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.
Kalman Filter Tracking on Parallel Architectures
Directory of Open Access Journals (Sweden)
Cerati Giuseppe
2016-01-01
Full Text Available 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.
Ensemble Kalman filter with the unscented transform
Luo, X.; Moroz, I. M.
2009-03-01
A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform [S. Julier, J. Uhlmann, H. Durrant-Whyte, A new method for the nonlinear transformation of means and covariances in filters and estimators, IEEE Trans. Automat. Control. 45 (2000) 477-482; S.J. Julier, J.K. Uhlmann, Unscented filtering and nonlinear estimation, Proc. IEEE 92 (2004) 401-422], which therefore will be called the ensemble unscented Kalman filter (EnUKF) in this work. When the error distribution of the analysis is symmetric (not necessarily Gaussian), it can be shown that, compared with the ordinary EnKF, the EnUKF has more accurate estimations of the ensemble mean and covariance of the background by examining the multidimensional Taylor series expansion term by term. This implies that, the EnUKF may have better performance in state estimation than the ordinary EnKF in the sense that the deviations from the true states are smaller. For verification, some numerical experiments are conducted on a 40-dimensional system due to Lorenz and Emanuel [E.N. Lorenz, K.A. Emanuel, Optimal sites for supplementary weather observations: Simulation with a small model, J. Atmos. Sci. 55 (1998) 399-414]. Simulation results support our argument.
Kalman Filter Tracking on Parallel Architectures
Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi
2015-12-01
Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques including Cellular Automata or returning to Hough Transform. The most common track finding techniques in use today are however those based on the Kalman Filter [2]. 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 exactly those being used today for the design of the tracking system for HL-LHC. Our previous investigations showed that, using optimized data structures, track fitting with Kalman Filter can achieve large speedup both with Intel Xeon and Xeon Phi. We report here our further progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a realistic simulation setup.
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.
IASI Radiance Data Assimilation in Local Ensemble Transform Kalman Filter
Cho, K.; Hyoung-Wook, C.; Jo, Y.
2016-12-01
Korea institute of Atmospheric Prediction Systems (KIAPS) is developing NWP model with data assimilation systems. Local Ensemble Transform Kalman Filter (LETKF) system, one of the data assimilation systems, has been developed for KIAPS Integrated Model (KIM) based on cubed-sphere grid and has successfully assimilated real data. LETKF data assimilation system has been extended to 4D- LETKF which considers time-evolving error covariance within assimilation window and IASI radiance data assimilation using KPOP (KIAPS package for observation processing) with RTTOV (Radiative Transfer for TOVS). The LETKF system is implementing semi operational prediction including conventional (sonde, aircraft) observation and AMSU-A (Advanced Microwave Sounding Unit-A) radiance data from April. Recently, the semi operational prediction system updated radiance observations including GPS-RO, AMV, IASI (Infrared Atmospheric Sounding Interferometer) data at July. A set of simulation of KIM with ne30np4 and 50 vertical levels (of top 0.3hPa) were carried out for short range forecast (10days) within semi operation prediction LETKF system with ensemble forecast 50 members. In order to only IASI impact, our experiments used only conventional and IAIS radiance data to same semi operational prediction set. We carried out sensitivity test for IAIS thinning method (3D and 4D). IASI observation number was increased by temporal (4D) thinning and the improvement of IASI radiance data impact on the forecast skill of model will expect.
Directory of Open Access Journals (Sweden)
Xiangyu Cui
2018-01-01
Full Text Available State of charge (SOC is a key parameter for lithium-ion battery management systems. The square root cubature Kalman filter (SRCKF algorithm has been developed to estimate the SOC of batteries. SRCKF calculates 2n points that have the same weights according to cubature transform to approximate the mean of state variables. After these points are propagated by nonlinear functions, the mean and the variance of the capture can achieve third-order precision of the real values of the nonlinear functions. SRCKF directly propagates and updates the square root of the state covariance matrix in the form of Cholesky decomposition, guarantees the nonnegative quality of the covariance matrix, and avoids the divergence of the filter. Simulink models and the test bench of extended Kalman filter (EKF, Unscented Kalman filter (UKF, cubature Kalman filter (CKF and SRCKF are built. Three experiments have been carried out to evaluate the performances of the proposed methods. The results of the comparison of accuracy, robustness, and convergence rate with EKF, UKF, CKF and SRCKF are presented. Compared with the traditional EKF, UKF and CKF algorithms, the SRCKF algorithm is found to yield better SOC estimation accuracy, higher robustness and better convergence rate.
A Kalman Approach to Lunar Surface Navigation using Radiometric and Inertial Measurements
Chelmins, David T.; Welch, Bryan W.; Sands, O. Scott; Nguyen, Binh V.
2009-01-01
Future lunar missions supporting the NASA Vision for Space Exploration will rely on a surface navigation system to determine astronaut position, guide exploration, and return safely to the lunar habitat. In this report, we investigate one potential architecture for surface navigation, using an extended Kalman filter to integrate radiometric and inertial measurements. We present a possible infrastructure to support this technique, and we examine an approach to simulating navigational accuracy based on several different system configurations. The results show that position error can be reduced to 1 m after 5 min of processing, given two satellites, one surface communication terminal, and knowledge of the starting position to within 100 m.
Distributed Kalman-Consensus Filtering for Sparse Signal Estimation
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Yisha Liu
2014-01-01
Full Text Available A Kalman filtering-based distributed algorithm is proposed to deal with the sparse signal estimation problem. The pseudomeasurement-embedded Kalman filter is rebuilt in the information form, and an improved parameter selection approach is discussed. By introducing the pseudomeasurement technology into Kalman-consensus filter, a distributed estimation algorithm is developed to fuse the measurements from different nodes in the network, such that all filters can reach a consensus on the estimate of sparse signals. Some numerical examples are provided to demonstrate the effectiveness of the proposed approach.
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....... If additional kinematic assumptions are made, for instance regarding the velocity of the robot, an augmented model can be used instead. This kinematic filter has some advantages when used intelligently, and it is shown how this type of filter can be used to suppress noise on encoder readings and velocity...... 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....
Sauzède, R.; Claustre, H.; Uitz, J.; Jamet, C.; Dall'Olmo, G.; D'Ortenzio, F.; Gentili, B.; Poteau, A.; Schmechtig, C.
2016-04-01
The present study proposes a novel method that merges satellite ocean color bio-optical products with Argo temperature-salinity profiles to infer the vertical distribution of the particulate backscattering coefficient (bbp). This neural network-based method (SOCA-BBP for Satellite Ocean-Color merged with Argo data to infer the vertical distribution of the Particulate Backscattering coefficient) uses three main input components: (1) satellite-based surface estimates of bbp and chlorophyll a concentration matched up in space and time with (2) depth-resolved physical properties derived from temperature-salinity profiles measured by Argo profiling floats and (3) the day of the year of the considered satellite-Argo matchup. The neural network is trained and validated using a database including 4725 simultaneous profiles of temperature-salinity and bio-optical properties collected by Bio-Argo floats, with concomitant satellite-derived products. The Bio-Argo profiles are representative of the global open-ocean in terms of oceanographic conditions, making the proposed method applicable to most open-ocean environments. SOCA-BBP is validated using 20% of the entire database (global error of 21%). We present additional validation results based on two other independent data sets acquired (1) by four Bio-Argo floats deployed in major oceanic basins, not represented in the database used to train the method; and (2) during an AMT (Atlantic Meridional Transect) field cruise in 2009. These validation tests based on two fully independent data sets indicate the robustness of the predicted vertical distribution of bbp. To illustrate the potential of the method, we merged monthly climatological Argo profiles with ocean color products to produce a depth-resolved climatology of bbp for the global ocean.
Extraction of fetal electrocardiogram (ECG) by extended state ...
Indian Academy of Sciences (India)
Fetal electrocardiogram (ECG) gives information about the health status of fetus and so, an early diagnosis of any cardiac defect before delivery increases the effectiveness of appropriate treatment. In this paper, authors investigate the use of adaptive neuro-fuzzy inference system (ANFIS) with extended Kalman filter for fetal ...
Kalman filter data assimilation: targeting observations and parameter estimation.
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-Takens filtering in the presence of dynamical noise
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
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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.
Observation bias correction with an ensemble Kalman filter
Fertig, Elana J.; Baek, Seung-Jong; Hunt, Brian R.; Ott, Edward; Szunyogh, Istvan; Aravéquia, José A.; Kalnay, Eugenia; Li, Hong; Liu, Junjie
2009-01-01
This paper considers the use of an ensemble Kalman filter to correct satellite radiance observations for state dependent biases. Our approach is to use state-space augmentation to estimate satellite biases as part of the ensemble data assimilation procedure. We illustrate our approach by applying it to a particular ensemble scheme—the local ensemble transform Kalman filter (LETKF)—to assimilate simulated biased atmospheric infrared sounder brightness temperature observations from 15 channels ...
A LBL Positioning Method Based on Feedback Kalman Filter
Jucheng Zhang; Dajun Sun; Changlin Ji
2014-01-01
LBL (Long Basic Line) positioning is an important and high-precision method for underwater vehicle navigation. Due to its narrow work frequency-band, system would be easily affected by external factors and gave wrong results. A new Kalman filter model based on the feedback from travel time and position information was presented in this paper. By combining travel time with positioning in the Kalman filter, the navigation state of underwater vehicle was accurately estimated. Experimental result...
Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation
Simon, Dan; Simon, Donald L.
2003-01-01
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 (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.
Digital Repository Service at National Institute of Oceanography (India)
Mandal, S.
significant wave height estimation from wind speed by perceptron Kalman filtering? by A Altunkaynak and M Ozger, Ocean Engineering, 2004, 31, 1245-1255 Discussion by S Mandal* Ocean Engineering Division, National Institute of Oceanography, Dona Paula... of neural network in the study of wave transformation. REFERENCES Deo, M.C. and Naidu, C.S., 1999. Real time wave forecasting using neural networks. Ocean Engineering, 26, 191-203. Mandal, S and Prabaharan, N, 2003. An overview of the numerical...
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Tomas E. Ward
2007-01-01
Full Text Available This paper describes a concept for the extension of constraint-induced movement therapy (CIMT through the use of feedback of primary motor cortex activity. CIMT requires residual movement to act as a source of feedback to the patient, thus preventing its application to those with no perceptible movement. It is proposed in this paper that it is possible to provide feedback of the motor cortex effort to the patient by measurement with near infrared spectroscopy (NIRS. Significant changes in such effort may be used to drive rehabilitative robotic actuators, for example. This may provide a possible avenue for extending CIMT to patients hitherto excluded as a result of severity of condition. In support of such a paradigm, this paper details the current status of CIMT and related attempts to extend rehabilitation therapy through the application of technology. An introduction to the relevant haemodynamics is given including a description of the basic technology behind a suitable NIRS system. An illustration of the proposed therapy is described using a simple NIRS system driving a robotic arm during simple upper-limb unilateral isometric contraction exercises with healthy subjects.
Neuromorphic Kalman filter implementation in IBM’s TrueNorth
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.
Ensemble Kalman filtering with residual nudging
Luo, X.
2012-10-03
Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.
Kalman Filter for Spinning Spacecraft Attitude Estimation
Markley, F. Landis; Sedlak, Joseph E.
2008-01-01
This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.
2015-12-03
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
Autonomous mobile robot localization using Kalman filter
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Mohd Nasir Nabil Zhafri
2017-01-01
Full Text Available Autonomous mobile robot field has gain interest among researchers in recent years. The ability of a mobile robot to locate its current position and surrounding environment is the fundamental in order for it to operate autonomously, which commonly known as localization. Localization of mobile robot are commonly affected by the inaccuracy of the sensors. These inaccuracies are caused by various factors which includes internal interferences of the sensor and external environment noises. In order to overcome these noises, a filtering method is required in order to improve the mobile robot’s localization. In this research, a 2- wheeled-drive (2WD mobile robot will be used as platform. The odometers, inertial measurement unit (IMU, and ultrasonic sensors are used for data collection. Data collected is processed using Kalman filter to predict and correct the error from these sensors reading. The differential drive model and measurement model which estimates the environmental noises and predict a correction are used in this research. Based on the simulation and experimental results, the x, y and heading was corrected by converging the error to10 mm, 10 mm and 0.06 rad respectively.
Ensemble Kalman filtering with residual nudging
Directory of Open Access Journals (Sweden)
Xiaodong Luo
2012-10-01
Full Text Available Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF by (in effect adjusting the sample covariances of the estimates in the state space. In this work, an additional auxiliary technique, called residual nudging, is proposed to monitor and, if necessary, adjust the residual norms of state estimates in the observation space. In an EnKF with residual nudging, if the residual norm of an analysis is larger than a pre-specified value, then the analysis is replaced by a new one whose residual norm is no larger than a pre-specified value. Otherwise, the analysis is considered as a reasonable estimate and no change is made. A rule for choosing the pre-specified value is suggested. Based on this rule, the corresponding new state estimates are explicitly derived in case of linear observations. Numerical experiments in the 40-dimensional Lorenz 96 model show that introducing residual nudging to an EnKF may improve its accuracy and/or enhance its stability against filter divergence, especially in the small ensemble scenario.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.
2015-05-08
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
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.
Reduced-Order Kalman Filtering for Processing Relative Measurements
Bayard, David S.
2008-01-01
A study in Kalman-filter theory has led to a method of processing relative measurements to estimate the current state of a physical system, using less computation than has previously been thought necessary. As used here, relative measurements signifies measurements that yield information on the relationship between a later and an earlier state of the system. An important example of relative measurements arises in computer vision: Information on relative motion is extracted by comparing images taken at two different times. Relative measurements do not directly fit into standard Kalman filter theory, in which measurements are restricted to those indicative of only the current state of the system. One approach heretofore followed in utilizing relative measurements in Kalman filtering, denoted state augmentation, involves augmenting the state of the system at the earlier of two time instants and then propagating the state to the later time instant.While state augmentation is conceptually simple, it can also be computationally prohibitive because it doubles the number of states in the Kalman filter. When processing a relative measurement, if one were to follow the state-augmentation approach as practiced heretofore, one would find it necessary to propagate the full augmented state Kalman filter from the earlier time to the later time and then select out the reduced-order components. The main result of the study reported here is proof of a property called reduced-order equivalence (ROE). The main consequence of ROE is that it is not necessary to augment with the full state, but, rather, only the portion of the state that is explicitly used in the partial relative measurement. In other words, it suffices to select the reduced-order components first and then propagate the partial augmented state Kalman filter from the earlier time to the later time; the amount of computation needed to do this can be substantially less than that needed for propagating the full augmented
Ma, Xuan; Ma, Chaolin; Huang, Jian; Zhang, Peng; Xu, Jiang; He, Jiping
2017-01-01
Extensive literatures have shown approaches for decoding upper limb kinematics or muscle activity using multichannel cortical spike recordings toward brain machine interface (BMI) applications. However, similar topics regarding lower limb remain relatively scarce. We previously reported a system for training monkeys to perform visually guided stand and squat tasks. The current study, as a follow-up extension, investigates whether lower limb kinematics and muscle activity characterized by electromyography (EMG) signals during monkey performing stand/squat movements can be accurately decoded from neural spike trains in primary motor cortex (M1). Two monkeys were used in this study. Subdermal intramuscular EMG electrodes were implanted to 8 right leg/thigh muscles. With ample data collected from neurons from a large brain area, we performed a spike triggered average (SpTA) analysis and got a series of density contours which revealed the spatial distributions of different muscle-innervating neurons corresponding to each given muscle. Based on the guidance of these results, we identified the locations optimal for chronic electrode implantation and subsequently carried on chronic neural data recordings. A recursive Bayesian estimation framework was proposed for decoding EMG signals together with kinematics from M1 spike trains. Two specific algorithms were implemented: a standard Kalman filter and an unscented Kalman filter. For the latter one, an artificial neural network was incorporated to deal with the nonlinearity in neural tuning. High correlation coefficient and signal to noise ratio between the predicted and the actual data were achieved for both EMG signals and kinematics on both monkeys. Higher decoding accuracy and faster convergence rate could be achieved with the unscented Kalman filter. These results demonstrate that lower limb EMG signals and kinematics during monkey stand/squat can be accurately decoded from a group of M1 neurons with the proposed
Optimizing the De-Noise Neural Network Model for GPS Time-Series Monitoring of Structures
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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.
A review of issues in ensemble-based Kalman filtering
Energy Technology Data Exchange (ETDEWEB)
Ehrendorfer, M. [Dept. of Meteorology and Geophysics, The Univ. of Reading (United Kingdom)
2007-12-15
Ensemble-based data assimilation methods related to the fundamental theory of Kalman filtering have been explored in a variety of mostly non-operational data assimilation contexts over the past decade with increasing intensity. While promising properties have been reported, a number of issues that arise in the development and application of ensemble-based data assimilation techniques, such as in the basic form of the ensemble Kalman filter (EnKF), still deserve particular attention. The necessity of employing an ensemble of small size represents a fundamental issue which in turn leads to several related points that must be carefully considered. In particular, the need to correct for sampling noise in the covariance structure estimated from the finite ensemble must be mentioned. Covariance inflation, localization through a Schur/Hadamard product, preventing the occurrence of filter divergence and inbreeding, as well as the loss of dynamical balances, are all issues directly related to the use of small ensemble sizes. Attempts to reduce effectively the sampling error due to small ensembles and at the same time maintaining an ensemble spread that realistically describes error structures have given rise to the development of variants of the basic form of the EnKF. These include, for example, the Ensemble Adjustment Kalman Filter (EAKF), the Ensemble Transform Kalman Filter (ETKF), the Ensemble Square-Root Filter (EnSRF), and the Local Ensemble Kalman Filter (LEKF). Further important considerations within ensemble-based Kalman filtering concern issues such as the treatment of model error, stochastic versus deterministic updating algorithms, the case of implementation and computational cost, serial processing of observations, avoiding the appearance of undesired dynamic imbalances, and the treatment of non-Gaussianity and nonlinearity. The discussion of the above issues within ensemble-based Kalman filtering forms the central topic of this article, that starts out with a
A modified iterative ensemble Kalman filter data assimilation method
Xu, Baoxiong; Bai, Yulong; Wang, Yizhao; Li, Zhe; Ma, Boyang
2017-08-01
High nonlinearity is a typical characteristic associated with data assimilation systems. Additionally, iterative ensemble based methods have attracted a large amount of research attention, which has been focused on dealing with nonlinearity problems. To solve the local convergence problem of the iterative ensemble Kalman filter, a modified iterative ensemble Kalman filter algorithm was put forward, which was based on a global convergence strategy from the perspective of a Gauss-Newton iteration. Through self-adaption, the step factor was adjusted to enable every iteration to approach expected values during the process of the data assimilation. A sensitivity experiment was carried out in a low dimensional Lorenz-63 chaotic system, as well as a Lorenz-96 model. The new method was tested via ensemble size, observation variance, and inflation factor changes, along with other aspects. Meanwhile, comparative research was conducted with both a traditional ensemble Kalman filter and an iterative ensemble Kalman filter. The results showed that the modified iterative ensemble Kalman filter algorithm was a data assimilation method that was able to effectively estimate a strongly nonlinear system state.
A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation
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.
Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation
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.
Real-time decision fusion for multimodal neural prosthetic devices.
White, James Robert; Levy, Todd; Bishop, William; Beaty, James D
2010-03-02
The field of neural prosthetics aims to develop prosthetic limbs with a brain-computer interface (BCI) through which neural activity is decoded into movements. A natural extension of current research is the incorporation of neural activity from multiple modalities to more accurately estimate the user's intent. The challenge remains how to appropriately combine this information in real-time for a neural prosthetic device. Here we propose a framework based on decision fusion, i.e., fusing predictions from several single-modality decoders to produce a more accurate device state estimate. We examine two algorithms for continuous variable decision fusion: the Kalman filter and artificial neural networks (ANNs). Using simulated cortical neural spike signals, we implemented several successful individual neural decoding algorithms, and tested the capabilities of each fusion method in the context of decoding 2-dimensional endpoint trajectories of a neural prosthetic arm. Extensively testing these methods on random trajectories, we find that on average both the Kalman filter and ANNs successfully fuse the individual decoder estimates to produce more accurate predictions. Our results reveal that a fusion-based approach has the potential to improve prediction accuracy over individual decoders of varying quality, and we hope that this work will encourage multimodal neural prosthetics experiments in the future.
Real-time decision fusion for multimodal neural prosthetic devices.
Directory of Open Access Journals (Sweden)
James Robert White
Full Text Available BACKGROUND: The field of neural prosthetics aims to develop prosthetic limbs with a brain-computer interface (BCI through which neural activity is decoded into movements. A natural extension of current research is the incorporation of neural activity from multiple modalities to more accurately estimate the user's intent. The challenge remains how to appropriately combine this information in real-time for a neural prosthetic device. METHODOLOGY/PRINCIPAL FINDINGS: Here we propose a framework based on decision fusion, i.e., fusing predictions from several single-modality decoders to produce a more accurate device state estimate. We examine two algorithms for continuous variable decision fusion: the Kalman filter and artificial neural networks (ANNs. Using simulated cortical neural spike signals, we implemented several successful individual neural decoding algorithms, and tested the capabilities of each fusion method in the context of decoding 2-dimensional endpoint trajectories of a neural prosthetic arm. Extensively testing these methods on random trajectories, we find that on average both the Kalman filter and ANNs successfully fuse the individual decoder estimates to produce more accurate predictions. CONCLUSIONS: Our results reveal that a fusion-based approach has the potential to improve prediction accuracy over individual decoders of varying quality, and we hope that this work will encourage multimodal neural prosthetics experiments in the future.
Teknik Rektifikasi Citra dan Tapis Kalman Dalam Mengestimasi Kecepatan Kendaraan
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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.
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.
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.
A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows
Meldi, M.; Poux, A.
2017-10-01
A Kalman filter based sequential estimator is presented in this work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state integrating available observation in the CFD model, naturally preserving a zero-divergence condition for the velocity field. Because of the prohibitive costs associated with a complete Kalman Filter application, two model reduction strategies have been proposed and assessed. These strategies dramatically reduce the increase in computational costs of the model, which can be quantified in an augmentation of 10%- 15% with respect to the classical numerical simulation. In addition, an extended analysis of the behavior of the numerical model covariance Q has been performed. Optimized values are strongly linked to the truncation error of the discretization procedure. The estimator has been applied to the analysis of a number of test cases exhibiting increasing complexity, including turbulent flow configurations. The results show that the augmented flow successfully improves the prediction of the physical quantities investigated, even when the observation is provided in a limited region of the physical domain. In addition, the present work suggests that these Data Assimilation techniques, which are at an embryonic stage of development in CFD, may have the potential to be pushed even further using the augmented prediction as a powerful tool for the optimization of the free parameters in the numerical simulation.
Wavefront correction with Kalman filtering for the WFIRST-AFTA coronagraph instrument
Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler D.
2015-09-01
The only way to characterize most exoplanets spectrally is via direct imaging. For example, the Coronagraph Instrument (CGI) on the proposed Wide-Field Infrared Survey Telescope-Astrophysics Focused Telescope Assets (WFIRST-AFTA) mission plans to image and characterize several cool gas giants around nearby stars. The integration time on these faint exoplanets will be many hours to days. A crucial assumption for mission planning is that the time required to dig a dark hole (a region of high star-to-planet contrast) with deformable mirrors is small compared to science integration time. The science camera must be used as the wavefront sensor to avoid non-common path aberrations, but this approach can be quite time intensive. Several estimation images are required to build an estimate of the starlight electric field before it can be partially corrected, and this process is repeated iteratively until high contrast is reached. Here we present simulated results of batch process and recursive wavefront estimation schemes. In particular, we test a Kalman filter and an iterative extended Kalman filter (IEKF) to reduce the total exposure time and improve the robustness of wavefront correction for the WFIRST-AFTA CGI. An IEKF or other nonlinear filter also allows recursive, real-time estimation of sources incoherent with the star, such as exoplanets and disks, and may therefore reduce detection uncertainty.
Kalman Filter-Based Hybrid Indoor Position Estimation Technique in Bluetooth Networks
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Fazli Subhan
2013-01-01
Full Text Available This paper presents an extended Kalman filter-based hybrid indoor position estimation technique which is based on integration of fingerprinting and trilateration approach. In this paper, Euclidian distance formula is used for the first time instead of radio propagation model to convert the received signal to distance estimates. This technique combines the features of fingerprinting and trilateration approach in a more simple and robust way. The proposed hybrid technique works in two stages. In the first stage, it uses an online phase of fingerprinting and calculates nearest neighbors (NN of the target node, while in the second stage it uses trilateration approach to estimate the coordinate without the use of radio propagation model. The distance between calculated NN and detective access points (AP is estimated using Euclidian distance formula. Thus, distance between NN and APs provides radii for trilateration approach. Therefore, the position estimation accuracy compared to the lateration approach is better. Kalman filter is used to further enhance the accuracy of the estimated position. Simulation and experimental results validate the performance of proposed hybrid technique and improve the accuracy up to 53.64% and 25.58% compared to lateration and fingerprinting approaches, respectively.
Parallelized unscented Kalman filters for carrier recovery in coherent optical communication.
Jignesh, Jokhakar; Corcoran, Bill; Lowery, Arthur
2016-07-15
We show that unscented Kalman filters can be used to mitigate local oscillator phase noise and to compensate carrier frequency offset in coherent single-carrier optical communication systems. A parallel processing architecture implementing the unscented Kalman filter is proposed, improving upon a previous parallelized linear Kalman filter (LKF) implementation.
A new iterative speech enhancement scheme based on Kalman filtering
DEFF Research Database (Denmark)
Li, Chunjian; Andersen, Søren Vang
2005-01-01
A new iterative speech enhancement scheme that can be seen as an approximation to the Expectation-Maximization (EM) algorithm is proposed. The algorithm employs a Kalman filter that models the excitation source as a spectrally white process with a rapidly time-varying variance, which calls...... for a high temporal resolution estimation of this variance. A Local Variance Estimator based on a Prediction Error Kalman Filter is designed for this high temporal resolution variance estimation. To achieve fast convergence and avoid local maxima of the likelihood function, a Weighted Power Spectral...
Impulse control in Kalman-like filtering problems
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Michael V. Basin
1998-01-01
Full Text Available This paper develops the impulse control approach to the observation process in Kalman-like filtering problems, which is based on impulsive modeling of the transition matrix in an observation equation. The impulse control generates the jumps of the estimate variance from its current position down to zero and, as a result, enables us to obtain the filtering equations for the Kalman estimate with zero variance for all post-jump time moments. The filtering equations for the estimates with zero variances are obtained in the conventional linear filtering problem and in the case of scalar nonlinear state and nonlinear observation equations.
RSSI based indoor tracking in sensor networks using Kalman filters
DEFF Research Database (Denmark)
Tøgersen, Frede Aakmann; Skjøth, Flemming; Munksgaard, Lene
2010-01-01
We propose an algorithm for estimating positions of devices in a sensor network using Kalman filtering techniques. The specific area of application is monitoring the movements of cows in a barn. The algorithm consists of two filters. The first filter enhances the signal-to-noise ratio of the obse......We propose an algorithm for estimating positions of devices in a sensor network using Kalman filtering techniques. The specific area of application is monitoring the movements of cows in a barn. The algorithm consists of two filters. The first filter enhances the signal-to-noise ratio...
A LBL Positioning Method Based on Feedback Kalman Filter
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Jucheng Zhang
2014-01-01
Full Text Available LBL (Long Basic Line positioning is an important and high-precision method for underwater vehicle navigation. Due to its narrow work frequency-band, system would be easily affected by external factors and gave wrong results. A new Kalman filter model based on the feedback from travel time and position information was presented in this paper. By combining travel time with positioning in the Kalman filter, the navigation state of underwater vehicle was accurately estimated. Experimental results show that the influence of random high-frequency measurement noise on positioning results was effectively solved and the navigation precision was improved.
Mobile indoor localization using Kalman filter and trilateration technique
Wahid, Abdul; Kim, Su Mi; Choi, Jaeho
2015-12-01
In this paper, an indoor localization method based on Kalman filtered RSSI is presented. The indoor communications environment however is rather harsh to the mobiles since there is a substantial number of objects distorting the RSSI signals; fading and interference are main sources of the distortion. In this paper, a Kalman filter is adopted to filter the RSSI signals and the trilateration method is applied to obtain the robust and accurate coordinates of the mobile station. From the indoor experiments using the WiFi stations, we have found that the proposed algorithm can provide a higher accuracy with relatively lower power consumption in comparison to a conventional method.
Krueger, Joel; Szanto, Thomas
2016-01-01
Until recently, philosophers and psychologists conceived of emotions as brain- and body-bound affairs. But researchers have started to challenge this internalist and individualist orthodoxy. A rapidly growing body of work suggests that some emotions incorporate external resources and thus extend beyond the neurophysiological confines of organisms; some even argue that emotions can be socially extended and shared by multiple agents. Call this the extended emotions thesis (ExE). In this article...
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.
Ramchandani, Varun; Pamarthi, Kranthi; Chowdhury, Shubhajit Roy
2012-01-01
The paper proposes comparative study of Field Programmable Gate Array implementation of 2 closely related approaches to track maximum power point of a solar photovoltaic array. The current work uses 2 versions of kalman filter viz. linear kalman filter and unscented kalman filter to track maximum power point. Using either of these approach the maximum power point tracking (MPPT) becomes much faster than using the conventional Perturb & Observe approach specifically in case of sudden weather c...
Potential fire detection based on Kalman-driven change detection
CSIR Research Space (South Africa)
Van Den Bergh, F
2009-07-01
Full Text Available neighbours of a pixel to detect anomalous temperatures, the new algorithm only considers previous observations at the current pixel. The algorithm harnesses the Kalman filter to obtain a prediction of the expected brightness temperature at a given location...
Analysis of spatial count data using Kalman smoothing
DEFF Research Database (Denmark)
Dethlefsen, Claus
2007-01-01
We consider spatial count data from an agricultural field experiment. Counts of weed plants in a field have been recorded in a project on precision farming. Interest is in mapping the weed intensity so that the dose of herbicide applied at any location can be adjusted to the amount of weed presen...... approximate Kalman filter techniques with importance sampling....
Predicting breeding values in animals by kalman filter
DEFF Research Database (Denmark)
Karacaören, Burak; Janss, Luc; Kadarmideen, Haja
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...
Analysis of spatial count data using Kalman smoothing
DEFF Research Database (Denmark)
Dethlefsen, Claus
This paper considers spatial count data from an agricultural field experiment. Counts of weed plants in a field have been recorded in a project on precision farming. Interest is in mapping the weed intensity so that the dose of herbicide applied at any location can be adjusted to the amount of we...... by combining approximate Kalman filter techniques with importance sampling....
Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.
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.
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...
Restoration of nuclear medicine images using a Kalman filtering approach
Schmitt, Thomas; Gebauer, Heinz-Dieter; Freyer, Richard; Oehme, Liane; Franke, Wolf-Gunter
1995-03-01
The discrepancy between diagnostic importance of nuclear medicine images and their quality and the predominating visual interpretation of the images demand quality improvements. Digital image restoration procedures are known for being capable to solve this problem considering both noise and blurring. In this paper we propose the application of a modified 2D Kalman filter for nuclear medicine images (SPECT). In addition to the special capability of processing instationary signals the Kalman filter offers a possibility for controlling the filtering effect in a convenient way. The Kalman filter is based on a state space approach subdividing the imaging process into image generation and image degradation processes. The tested filter operates adaptively by permanent identification of the image generation model. For adaptation to the human visual system the filtering effect is modified depending on image quality represented by the mean information density and the local image contents represented by a structure information. The appropriate filtering effect is determined by modifying filter parameters with a predefined piecewise linear characteristic curve. The both smoothing and structure enhancing effect of our Kalman filtering approach is demonstrated in numerous tests performed with SPECT phantom images and brain SPECT studies.
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 b...
DEFF Research Database (Denmark)
Sørensen, Jacob Viborg Tornfeldt; Madsen, Henrik; Madsen, H.
2006-01-01
sensitivity study of three well known Kalman filter approaches for the assimilation of water levels in a three dimensional hydrodynamic modelling system. The filters considered are the ensemble Kalman filter (EnKF), the reduced rank square root Kalman filter (RRSQRT) and the steady Kalman filter...
A Novel Robust Interval Kalman Filter Algorithm for GPS/INS Integrated Navigation
Directory of Open Access Journals (Sweden)
Chen Jiang
2016-01-01
Full Text Available Kalman filter is widely applied in data fusion of dynamic systems under the assumption that the system and measurement noises are Gaussian distributed. In literature, the interval Kalman filter was proposed aiming at controlling the influences of the system model uncertainties. The robust Kalman filter has also been proposed to control the effects of outliers. In this paper, a new interval Kalman filter algorithm is proposed by integrating the robust estimation and the interval Kalman filter in which the system noise and the observation noise terms are considered simultaneously. The noise data reduction and the robust estimation methods are both introduced into the proposed interval Kalman filter algorithm. The new algorithm is equal to the standard Kalman filter in terms of computation, but superior for managing with outliers. The advantage of the proposed algorithm is demonstrated experimentally using the integrated navigation of Global Positioning System (GPS and the Inertial Navigation System (INS.
Yan, Xiangwu; Deng, Haoran; Wang, Ling; Guo, Qi
2017-12-01
It is essential to estimate the state of charge (SOC) and state of health (SOH) of the monomer battery in the electric vehicle li-ion power battery accurately for extending the li-ion power battery life. Based on the battery Thevenin equivalent circuit model, the paper uses adaptive unscented Kalman filter (AUKF) to estimate the inner ohmic resistance and the state of charge in real time, according to the function between the inner ohmic resistance and the state of health, the state of health can be estimated in real time. The battery charged and discharged experiments were done under two different conditions to verify the feasibility and accuracy of this method.
EEG-fMRI fusion of paradigm-free activity using Kalman filtering.
Deneux, Thomas; Faugeras, Olivier
2010-04-01
We address here the use of EEG and fMRI, and their combination, in order to estimate the full spatiotemporal patterns of activity on the cortical surface in the absence of any particular assumptions on this activity such as stimulation times. For handling such a high-dimension inverse problem, we propose the use of (1) a global forward model of how these measures are functions of the "neural activity" of a large number of sources distributed on the cortical surface, formalized as a dynamical system, and (2) adaptive filters, as a natural solution to solve this inverse problem iteratively along the temporal dimension. This estimation framework relies on realistic physiological models, uses EEG and fMRI in a symmetric manner, and takes into account both their temporal and spatial information. We use the Kalman filter and smoother to perform such an estimation on realistic artificial data and demonstrate that the algorithm can handle the high dimensionality of these data and that it succeeds in solving this inverse problem, combining efficiently the information provided by the two modalities (this information being naturally predominantly temporal for EEG and spatial for fMRI). It performs particularly well in reconstructing a random temporally and spatially smooth activity spread over the cortex. The Kalman filter and smoother show some limitations, however, which call for the development of more specific adaptive filters. First, they do not cope well with the strong nonlinearity in the model that is necessary for an adequate description of the relation between cortical electric activities and the metabolic demand responsible for fMRI signals. Second, they fail to estimate a sparse activity (i.e., presenting sharp peaks at specific locations and times). Finally their computational cost remains high. We use schematic examples to explain these limitations and propose further developments of our method to overcome them.
Mean-field Ensemble Kalman Filter
Law, Kody
2015-01-07
A proof of convergence of the standard EnKF generalized to non-Gaussian state space models is provided. A density-based deterministic approximation of the mean-field limiting EnKF (MFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for d < 2 . The fidelity of approximation of the true distribution is also established using an extension of total variation metric to random measures. This is limited by a Gaussian bias term arising from non-linearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.
Yuan, Clara J.; Quiocho, Jovy Marie D.; Kim, Airee; Wee, Sunmee; Mandyam, Chitra D.
2011-01-01
Methamphetamine addicts demonstrate impaired hippocampal-dependent cognitive function that could result from methamphetamine-induced maladaptive plasticity in the hippocampus. Reduced adult hippocampal neurogenesis observed in a rodent model of compulsive methamphetamine self-administration partially contributes to the maladaptive plasticity in the hippocampus. The potential mechanisms underlying methamphetamine-induced inhibition of hippocampal neurogenesis were identified in the present study. Key aspects of the cell cycle dynamics of hippocampal progenitors, including proliferation and neuronal development, were studied in rats that intravenously self-administered methamphetamine in a limited access (1 h/day: short access (ShA)-4 days and ShA-13 days) or extended access (6 h/day: long access (LgA)-4 days and LgA-13 days) paradigm. Immunohistochemical analysis of Ki-67 cells with 5-chloro-2’-deoxyuridine (CldU) demonstrated that LgA methamphetamine inhibited hippocampal proliferation by decreasing the proliferating pool of progenitors that are in the synthesis (S)-phase of the cell cycle. Double S-phase labeling with CldU and 5-iodo-2’-deoxyuridine (IdU) revealed that reduced S-phase cells were not due to alterations in the length of the S-phase. Further systematic analysis of Ki-67 cells with GFAP, Sox2, and DCX revealed that LgA methamphetamine-induced inhibition of hippocampal neurogenesis was attributable to impairment in the development of neuronal progenitors from preneuronal progenitors to immature neurons. Methamphetamine concomitantly increased hippocampal apoptosis, changes that were evident during the earlier days of self-administration. These findings demonstrate that methamphetamine self-administration initiates allostatic changes in adult neuroplasticity maintained by the hippocampus, including increased apoptosis, and altered dynamics of hippocampal neural progenitors. These data suggest that altered hippocampal plasticity by methamphetamine
Ensemble Kalman filtering without the intrinsic need for inflation
Directory of Open Access Journals (Sweden)
M. Bocquet
2011-10-01
Full Text Available The main intrinsic source of error in the ensemble Kalman filter (EnKF is sampling error. External sources of error, such as model error or deviations from Gaussianity, depend on the dynamical properties of the model. Sampling errors can lead to instability of the filter which, as a consequence, often requires inflation and localization. The goal of this article is to derive an ensemble Kalman filter which is less sensitive to sampling errors. A prior probability density function conditional on the forecast ensemble is derived using Bayesian principles. Even though this prior is built upon the assumption that the ensemble is Gaussian-distributed, it is different from the Gaussian probability density function defined by the empirical mean and the empirical error covariance matrix of the ensemble, which is implicitly used in traditional EnKFs. This new prior generates a new class of ensemble Kalman filters, called finite-size ensemble Kalman filter (EnKF-N. One deterministic variant, the finite-size ensemble transform Kalman filter (ETKF-N, is derived. It is tested on the Lorenz '63 and Lorenz '95 models. In this context, ETKF-N is shown to be stable without inflation for ensemble size greater than the model unstable subspace dimension, at the same numerical cost as the ensemble transform Kalman filter (ETKF. One variant of ETKF-N seems to systematically outperform the ETKF with optimally tuned inflation. However it is shown that ETKF-N does not account for all sampling errors, and necessitates localization like any EnKF, whenever the ensemble size is too small. In order to explore the need for inflation in this small ensemble size regime, a local version of the new class of filters is defined (LETKF-N and tested on the Lorenz '95 toy model. Whatever the size of the ensemble, the filter is stable. Its performance without inflation is slightly inferior to that of LETKF with optimally tuned inflation for small interval between updates, and
DEFF Research Database (Denmark)
Krueger, Joel; Szanto, Thomas
2016-01-01
beyond the neurophysiological confines of organisms; some even argue that emotions can be socially extended and shared by multiple agents. Call this the extended emotions thesis (ExE). In this article, we consider different ways of understanding ExE in philosophy, psychology, and the cognitive sciences....... First, we outline the background of the debate and discuss different argumentative strategies for ExE. In particular, we distinguish ExE from cognate but more moderate claims about the embodied and situated nature of cognition and emotion (Section 1). We then dwell upon two dimensions of ExE: emotions......Until recently, philosophers and psychologists conceived of emotions as brain- and body-bound affairs. But researchers have started to challenge this internalist and individualist orthodoxy. A rapidly growing body of work suggests that some emotions incorporate external resources and thus extend...
Müller, Ingo
1993-01-01
Physicists firmly believe that the differential equations of nature should be hyperbolic so as to exclude action at a distance; yet the equations of irreversible thermodynamics - those of Navier-Stokes and Fourier - are parabolic. This incompatibility between the expectation of physicists and the classical laws of thermodynamics has prompted the formulation of extended thermodynamics. After describing the motifs and early evolution of this new branch of irreversible thermodynamics, the authors apply the theory to mon-atomic gases, mixtures of gases, relativistic gases, and "gases" of phonons and photons. The discussion brings into perspective the various phenomena called second sound, such as heat propagation, propagation of shear stress and concentration, and the second sound in liquid helium. The formal mathematical structure of extended thermodynamics is exposed and the theory is shown to be fully compatible with the kinetic theory of gases. The study closes with the testing of extended thermodynamics thro...
CSIR Research Space (South Africa)
Salmon, BP
2012-07-01
Full Text Available for each incoming observation vector by predict- ing and updating the vector. In the prediction step, the state vector x(kjk 1);b and internal covariance matrix B(kjk 1);b is predicted. The predicted state vector?s estimate is computed as x^(kjk 1);b... = f x^(k 1jk 1);b ; (5) and the predicted internal covariance matrix B(kjk 1);b is computed as B(kjk 1);b = Q(k 1);b + FB(k 1jk 1);kF T: (6) The matrix F is the local linearization of the non-linear tran- sition function f . In the updating...
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 . Mean square error (MSE) performance is shown to compare well to the Cramer-Rao bounds even for difficult cases where the number of samples is close to the inverse of the difference in normalized frequencies....
Generalized Optimal-State-Constraint Extended Kalman Filter (OSC-EKF)
2017-02-01
Trajectory IMU Trajectory L0 , I0 L1 L2 I1 I2 I3 I4 I5 I6 I7 I8 I9 Fig. 1 Depiction of OSC-EKF window structure The state vector is identical to other...Approved for public release; distribution is unlimited. Contents List of Figures iv Acknowledgments v 1. Introduction 1 2. State Definition 3 3. Propagation...implementing the SAM required modification. 2. State Definition The OSC-EKF algorithm works by processing the measurements from several im- age frames at
Directory of Open Access Journals (Sweden)
Tamer Mekky Ahmed Habib
2013-06-01
Full Text Available The primary aim of this work is to provide simultaneous spacecraft orbit estimation and control based on the global positioning system (GPS measurements suitable for application to the next coming Egyptian remote sensing satellites. Disturbance resulting from earth’s oblateness till the fourth order (i.e., J4 is considered. In addition, aerodynamic drag and random disturbance effects are taken into consideration.
Tavakkoli Estahbanat, A.; Dehghani, M.
2017-09-01
In interferometry technique, phases have been modulated between 0-2π. Finding the number of integer phases missed when they were wrapped is the main goal of unwrapping algorithms. Although the density of points in conventional interferometry is high, this is not effective in some cases such as large temporal baselines or noisy interferograms. Due to existing noisy pixels, not only it does not improve results, but also it leads to some unwrapping errors during interferogram unwrapping. In PS technique, because of the sparse PS pixels, scientists are confronted with a problem to unwrap phases. Due to the irregular data separation, conventional methods are sterile. Unwrapping techniques are divided in to path-independent and path-dependent in the case of unwrapping paths. A region-growing method which is a path-dependent technique has been used to unwrap PS data. In this paper an idea of EKF has been generalized on PS data. This algorithm is applied to consider the nonlinearity of PS unwrapping problem as well as conventional unwrapping problem. A pulse-pair method enhanced with singular value decomposition (SVD) has been used to estimate spectral shift from interferometric power spectral density in 7*7 local windows. Furthermore, a hybrid cost-map is used to manage the unwrapping path. This algorithm has been implemented on simulated PS data. To form a sparse dataset, A few points from regular grid are randomly selected and the RMSE of results and true unambiguous phases in presented to validate presented approach. The results of this algorithm and true unwrapped phases were completely identical.
Localization in orchards using Extended Kalman Filter for sensor-fusion - A FroboMind component
DEFF Research Database (Denmark)
Christiansen, Martin Peter; Jensen, Kjeld; Ellekilde, Lars-Peter
Using the detected trees seen in gure 4(b) a localised SLAM map of the surroundings area, can be created an used to determine the localisation of the tractor. This kind of sensor-fusion is used, to keep the amount of prior information about outlay of the orchard to a minimum, so it can be used in...
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
Slojkowski, Steven; Lowe, Jonathan; Woodburn, James
2015-01-01
Since launch, the FDF has performed daily OD for LRO using the Goddard Trajectory Determination System (GTDS). GTDS is a batch least-squares (BLS) estimator. The tracking data arc for OD is 36 hours. Current operational OD uses 200 x 200 lunar gravity, solid lunar tides, solar radiation pressure (SRP) using a spherical spacecraft area model, and point mass gravity for the Earth, Sun, and Jupiter. LRO tracking data consists of range and range-rate measurements from: Universal Space Network (USN) stations in Sweden, Germany, Australia, and Hawaii. A NASA antenna at White Sands, New Mexico (WS1S). NASA Deep Space Network (DSN) stations. DSN data was sparse and not included in this study. Tracking is predominantly (50) from WS1S. The OD accuracy requirements are: Definitive ephemeris accuracy of 500 meters total position root-mean-squared (RMS) and18 meters radial RMS. Predicted orbit accuracy less than 800 meters root sum squared (RSS) over an 84-hour prediction span.
National Research Council Canada - National Science Library
Chuanxue Song; Yulong Shao; Shixin Song; Silun Peng; Fang Zhou; Cheng Chang; Da Wang
2017-01-01
To improve the accuracy of insulation monitoring between the battery pack and chassis of electric vehicles, we established a serial battery pack model composed of first-order resistor-capacitor (RC...
2010-12-01
focus their resources on the optimal estimation and control theory problems. The lack of an affordable hardware should not inhibit willing parties to...4.1. As well as % other orbital parameters needed by the model. % % mu - gravitational parameter (mˆ3/sˆ2) % R - position vector in the geocentric ...equatorial frame (m) % V - velocity vector in the geocentric equatorial frame (m/s) % r, v - the magnitudes of R and V % vr - radial velocity
Localization of Mobile Robots Using an Extended Kalman Filter in a LEGO NXT
Pinto, M.; Moreira, A. P.; Matos, A.
2012-01-01
The inspiration for this paper comes from a successful experiment conducted with students in the "Mobile Robots" course in the fifth year of the integrated Master's program in the Department of Electrical and Computer Engineering, Faculty of Engineering, University of Porto (FEUP), Porto, Portugal. One of the topics in this Mobile Robots…
Improving NDVI time series class separation using an extended Kalman filter
CSIR Research Space (South Africa)
Kleynhans, W
2009-07-01
Full Text Available /365. The values of µk, αk and φk are functions of time and must be estimated given yk for k ∈ 1, . . . , N . The estimation of these parameters is non- trivial and require a non-linear estimator. According to the EKF formulation, for every increment of k (the... be defined as DEKFµ = max{µk,1 − µk,2}, 1 ≤ k ≤ N (6) and DEKFα = max{αk,1 − αk,2}, 1 ≤ k ≤ N. (7) DEKFµ is the maximum distance between the first (µ1) and second (µ2) parameter sequence over time k. DEKFα is cal- culated in a similar manner finding...
Improving land cover class separation using an extended Kalman filter on MODIS NDVI time series data
CSIR Research Space (South Africa)
Kleynhans, W
2009-12-15
Full Text Available = FNy, (1) where yT = [y0 y1 y2 ... yN−1] is the NDVI time-series of length N in vector form, YT = [Y0 Y1 Y2 ... YN−1] is the DFT of y and FN is the DFT matrix in the form: FN (r, c) = [ 1√ N e −2pii N ](r−1)·(c−1) , (2) where FN (r, c..., . . . , N . The estimation of these parameters is non-trivial and require a non-linear estimator. According to the EKF formulation, for every increment of k (the discrete time) a state vector xk is defined containing the parameters to be estimated...
Applying Cooperative Localization to Swarm UAVS Using an Extended Kalman Filter
2014-09-01
single entity, a decrease in time to complete certain tasks, and an increase in efficiency through cooperation. Scien - tists have found that coordination...Operating System ROS is a flexible framework for developing and executing robot software. It is a collection of tools, libraries , and conventions that...THIS PAGE INTENTIONALLY LEFT BLANK 88 Initial Distribution List 1. Defense Technical Information Center Ft. Belvoir, Virginia 2. Dudley Knox Library Naval Postgraduate School Monterey, California 89
National Aeronautics and Space Administration — The problem of estimating the aerodynamic models for flight control of damaged aircraft using an innovative differential vortex lattice method tightly coupled with...
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.
Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng
2016-09-20
A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.
Star spot location estimation using Kalman filter for star tracker.
Liu, Hai-bo; Yang, Jian-kun; Wang, Jiong-qi; Tan, Ji-chun; Li, Xiu-jian
2011-04-20
Star pattern recognition and attitude determination accuracy is highly dependent on star spot location accuracy for the star tracker. A star spot location estimation approach with the Kalman filter for a star tracker has been proposed, which consists of three steps. In the proposed approach, the approximate locations of the star spots in successive frames are predicted first; then the measurement star spot locations are achieved by defining a series of small windows around each predictive star spot location. Finally, the star spot locations are updated by the designed Kalman filter. To confirm the proposed star spot location estimation approach, the simulations based on the orbit data of the CHAMP satellite and the real guide star catalog are performed. The simulation results indicate that the proposed approach can filter out noises from the measurements remarkably if the sampling frequency is sufficient. © 2011 Optical Society of America
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.
Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation
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.
Bayesian fault detection and isolation using Field Kalman Filter
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.
Causal MRI reconstruction via Kalman prediction and compressed sensing correction.
Majumdar, Angshul
2017-06-01
This technical note addresses the problem of causal online reconstruction of dynamic MRI, i.e. given the reconstructed frames till the previous time instant, we reconstruct the frame at the current instant. Our work follows a prediction-correction framework. Given the previous frames, the current frame is predicted based on a Kalman estimate. The difference between the estimate and the current frame is then corrected based on the k-space samples of the current frame; this reconstruction assumes that the difference is sparse. The method is compared against prior Kalman filtering based techniques and Compressed Sensing based techniques. Experimental results show that the proposed method is more accurate than these and considerably faster. Copyright © 2017 Elsevier Inc. All rights reserved.
Observation Quality Control with a Robust Ensemble Kalman Filter
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.
On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles
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].
Performance Analysis of (TDD) Massive MIMO with Kalman Channel Prediction
Kashyap, Salil; Mollén, Christopher; Emil, Björnson; Larsson, Erik G.
2017-01-01
In massive MIMO systems, which rely on uplink pilots to estimate the channel, the time interval between pilot transmissions constrains the length of the downlink. Since switching between up- and downlink takes time, longer downlink blocks increase the effective spectral efficiency. We investigate the use of low-complexity channel models and Kalman filters for channel prediction, to allow for longer intervals between the pilots. Specifically, we quantify how often uplink pilots have to be s...
SUBSTANTIATION OF THE PUBLIC DEBT SUSTAINABILITY USING KALMAN FILTER
Directory of Open Access Journals (Sweden)
Bolos Marcel
2011-12-01
Full Text Available Global economic conditions have pushed many countries into the delicate situation of contracting foreign loans, leading overnight at alarming volumes of public debt. The need for control and relevant analysis for the sustainability of a country's public debt has led us to use the Kalman filter in predicting future values of the key indicators of public debt. The development of a mathematical model of analysis for public services and the budget deficit was necessary to objectively assess the level of the public debt sustainability.Knowing future values of the public debt or the future evolutions of the revenues for the operational budget, offers the posibility of a better handling of the operational expenditures and finally a better balance for the public budget deficit.Using the mathematical mechanism of Kalman filters implemented in Matlab programming language, we generated the estimated future values of the proposed model proposed and key indicators, the results confirming the fears of a low public debt sustainability for Romania.We predicted the future values for the debt service, the public external debt and the operational public revenues,expenditures and deficit, and compared them, to obtain an image of the future evolution and position of the sustainability of the public debt. The work in this paper is an innovative one for the public science sector, and the results obtained are promising for future researches. The values estimated by the Kalman filter are an orientation for the future public policies, and indicate a rather stable but negative evolution for the public debt service. The sustainability of the public debt depends on the decisions taken for the correction of the estimated values, in changing the negative evolution of the budgetary indicators into a positive one.Taking all this into consideration we will conclude that the mathematical mecanism of the Kalman filters offers valuable informations for Government and future
Directory of Open Access Journals (Sweden)
Hassana Maigary Georges
2015-01-01
Full Text Available Among the inertial navigation system (INS devices used in land vehicle navigation (LVN, low-cost microelectromechanical systems (MEMS inertial sensors have received more interest for bridging global navigation satellites systems (GNSS signal failures because of their price and portability. Kalman filter (KF based GNSS/INS integration has been widely used to provide a robust solution to the navigation. However, its prediction model cannot give satisfactory results in the presence of colored and variational noise. In order to achieve reliable and accurate positional solution for LVN in urban areas surrounded by skyscrapers or under dense foliage and tunnels, a novel model combining variational Bayesian adaptive Kalman smoother (VB-ACKS as an alternative of KF and ensemble regularized extreme learning machine (ERELM for bridging global positioning systems outages is proposed. The ERELM is applied to reduce the fluctuating performance of GNSS during an outage. We show that a well-organized collection of predictors using ensemble learning yields a more accurate positional result when compared with conventional artificial neural network (ANN predictors. Experimental results show that the performance of VB-ACKS is more robust compared with KF solution, and the prediction of ERELM contains the smallest error compared with other ANN solutions.
Ensemble-Type Kalman Filter Algorithm conserving mass, total energy and enstrophy
Zeng, Yuefei; Janjic, Tijana; Ruckstuhl, Yvonne; Verlaan, Martin
2017-04-01
In a recent study (Zeng and Janjic 2016), we explored the effect on conservation properties of data assimilation using perfect model experiments with a 2D shallow water model preserving important properties of the true nonlinear flow. It was found that during the assimilation with the ensemble Kalman filter algorithm, the total energy of the analysis ensemble mean converges towards the nature run value with time. However, the enstrophy, divergence and energy spectra were strongly affected by the data assimilation settings. We tested the effects on the prediction depending on the type of error in the initial condition and showed that the accumulated noise during assimilation and the error of analysis are good indicators of the quality of the prediction. Having in mind that the conservation of both the kinetic energy and enstrophy by momentum advection schemes in the case of non-divergent flow prevents a systematic and unrealistic energy cascade towards the high wave numbers, we constructed the ensemble data assimilation algorithm that conserves both energy and enstrophy. This is done by extending QPEns (Janjic et al. 2014) to allow for nonlinear constraints using, instead of quadratic programming, the sequential quadratic programming algorithm. Experiments with the 2D shallow water model show similar RMSEs of the algorithm without constraints and the algorithm with only the total energy constrained. The algorithm which constraints enstrophy as well as energy and enstrophy during data assimilation showed smaller RMSE to the one without the constraint on enstrophy. Similar behavior can be seen in the energy spectrum where algorithms which include the constraint on enstrophy are closer to the true spectrum, in particular for wavelengths between 200 km and 1000 km. The enstrophy constraint resulted in a reduction of noise during data assimilation. Finally, the algorithm, with both energy and enstrophy constraint showed the smallest error growth during the two weeks
LHCb Kalman ﬁlter cross architecture studies
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...
Relationship between Allan variances and Kalman Filter parameters
Vandierendonck, A. J.; Mcgraw, J. B.; Brown, R. G.
1984-01-01
A relationship was constructed between the Allan variance parameters (H sub z, H sub 1, H sub 0, H sub -1 and H sub -2) and a Kalman Filter model that would be used to estimate and predict clock phase, frequency and frequency drift. To start with the meaning of those Allan Variance parameters and how they are arrived at for a given frequency source is reviewed. Although a subset of these parameters is arrived at by measuring phase as a function of time rather than as a spectral density, they all represent phase noise spectral density coefficients, though not necessarily that of a rational spectral density. The phase noise spectral density is then transformed into a time domain covariance model which can then be used to derive the Kalman Filter model parameters. Simulation results of that covariance model are presented and compared to clock uncertainties predicted by Allan variance parameters. A two state Kalman Filter model is then derived and the significance of each state is explained.
A robust Kalman framework with resampling and optimal smoothing.
Kautz, Thomas; Eskofier, Bjoern M
2015-02-27
The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies.
A Robust Kalman Framework with Resampling and Optimal Smoothing
Directory of Open Access Journals (Sweden)
Thomas Kautz
2015-02-01
Full Text Available The Kalman filter (KF is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies.
DEFF Research Database (Denmark)
Carrara-Augustenborg, Claudia
2012-01-01
of neural thresholds distinguishes the unfolding of the informational broadcast from the emergence of subjective awareness. In such sense, I conceptualize consciousness as a phenomenon unfolding along a continuum, ranging from complete inaccessibility to full awareness. The proposal presented......There is no consensus yet regarding a conceptualization of consciousness able to accommodate all the features of such complex phenomenon. Different theoretical and empirical models lend strength to both the occurrence of a non-accessible informational broadcast, and to the mobilization of specific...... brain areas responsible for the emergence of the individual´s explicit and variable access to given segments of such broadcast. Rather than advocating one model over others, this chapter proposes to broaden the conceptualization of consciousness by letting it embrace both mechanisms. Within...
Indian Academy of Sciences (India)
C A L AN DER OF EVENTS. Date of issue of bid document : 2016 September 21. Extended Due date and Time for Receipt of Tender : Up to 2016 October 17, Time 13:00 Hrs. Date and Time of opening of bid : 2016 October 17, Time 15:00 Hrs. Cost of Bid Document : Rs. 100/- only (Non-refundable). Earnest Money Deposit ...
Franceschi, Alessandro
2014-01-01
This book is a clear, detailed and practical guide to learn about designing and deploying you puppet architecture, with informative examples to highlight and explain concepts in a focused manner. This book is designed for users who already have good experience with Puppet, and will surprise experienced users with innovative topics that explore how to design, implement, adapt, and deploy a Puppet architecture. The key to extending Puppet is the development of types and providers, for which you must be familiar with Ruby.
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.
Enhancement of Spanish Oesophageal Speech vowels using coherent subband modulator Kalman filtering.
Ishaq, Rizwan; Zapirain, Begoña García
2016-01-01
This paper proposes an Oesophageal Speech (OES) enhancement method, based on Kalman filtering. The Kalman filter is applied to modulators of OES frequency subbands instead of the fullband signal. The OES frequency subbands are decomposed into modulators and carriers components using coherent demodulation. In comparison with fullband Kalman filtering and pole stabilization, the proposed technique shows better results. The system performance is evaluated objectively and subjectively using the Harmonic to Noise Ratio (HNR) and Mean Opinion Score (MOS) respectively. Results have shown that Kalman filter in subband modulators processing is robust and efficient, improving the HNR by 4 to 5 dB for all Spanish vowels.
Li, Di; Ouyang, Jian; Li, Huiqi; Wan, Jiafu
2015-04-01
The State of Charge (SOC) estimation is important since it has a crucial role in the operation of Electrical Vehicle (EV) power battery. This paper built an Equivalent Circuit Model (ECM) of the LiMn2O4 power battery, and vast characteristics experiments were undertaken to make the model identification and thus the battery SOC estimation was realized. The SOC estimation was based on the Strong Tracking Sigma Point Kalman Filter (STSPKF) algorithm. The comparison of experimental and simulated results indicates that the STSPKF algorithm performs well in estimating the battery SOC, which has the advantages of tracking the variables in real-time and adjusting the error covariance by taking the Strong Tracking Factor (STF) into account. The results also show that the STSPKF algorithm estimated the SOC more accurately than the Extended Kalman Filter (EKF) algorithm.
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.
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.
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.
A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise
Directory of Open Access Journals (Sweden)
Yong Zhou
2015-01-01
Full Text Available The Kalman filter (KF, extended KF, and unscented KF all lack a self-adaptive capacity to deal with system noise. This paper describes a new adaptive filtering approach for nonlinear systems with additive noise. Based on the square-root unscented KF (SRUKF, traditional Maybeck’s estimator is modified and extended to nonlinear systems. The square root of the process noise covariance matrix Q or that of the measurement noise covariance matrix R is estimated straightforwardly. Because positive semidefiniteness of Q or R is guaranteed, several shortcomings of traditional Maybeck’s algorithm are overcome. Thus, the stability and accuracy of the filter are greatly improved. In addition, based on three different nonlinear systems, a new adaptive filtering technique is described in detail. Specifically, simulation results are presented, where the new filter was applied to a highly nonlinear model (i.e., the univariate nonstationary growth model (UNGM. The UNGM is compared with the standard SRUKF to demonstrate its superior filtering performance. The adaptive SRUKF (ASRUKF algorithm can complete direct recursion and calculate the square roots of the variance matrixes of the system state and noise, which ensures the symmetry and nonnegative definiteness of the matrixes and greatly improves the accuracy, stability, and self-adaptability of the filter.
DEFF Research Database (Denmark)
A computer game's player is experiencing not only the game as a designer-made artefact, but also a multitude of social and cultural practices and contexts of both computer game play and everyday life. As a truly multidisciplinary anthology, Extending Experiences sheds new light on the mesh...... of possibilities and influences the player engages with. Part one, Experiential Structures of Play, considers some of the key concepts commonly used to address the experience of a computer game player. The second part, Bordering Play, discusses conceptual and practical overlaps of games and everyday life...... and the impacts of setting up, crossing and breaking the boundaries of game and non-game. Part three, Interfaces of Play, looks at games as technological and historical artefacts and commodities. The fourth part, Beyond Design, introduces new models for the practical and theoretical dimensions of game design....
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 auto-regressive (AR) sources for transmission across erasure channels. The method is based on Linear Predictive Coding (LPC) with Kalman estimation at the decoder. The method designs the encoder and decoder off-line through an iterative...... algorithm based on minimization of the trace of the decoder state error covariance. The design method applies to stationary AR sources of any order. Simulation results show considerable performance gains, when the transmitted quantized prediction errors are subject to loss, in terms of Signal-to-Noise Ratio...
Data assimilation in the early phase: Kalman filtering RIMPUFF
DEFF Research Database (Denmark)
Astrup, P.; Turcanu, C.; Puch, R.O.
2004-01-01
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 (Risø Mesoscale Puffmodel) – 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 atground level stations. Since the gamma rates are non-linear functions of the state vector...
Series load induction heating inverter state estimator using Kalman filter
Directory of Open Access Journals (Sweden)
Szelitzky T.
2011-12-01
Full Text Available LQR and H2 controllers require access to the states of the controlled system. The method based on description function with Fourier series results in a model with immeasurable states. For this reason, we proposed a Kalman filter based state estimator, which not only filters the input signals, but also computes the unobservable states of the system. The algorithm of the filter was implemented in LabVIEW v8.6 and tested on recorded data obtained from a 10-40 kHz series load frequency controlled induction heating inverter.
Autonomous underwater vehicle motion tracking using a Kalman Filter for sensor fusion
CSIR Research Space (South Africa)
Holtzhausen, S
2008-01-01
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...
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...
Improving short-range ensemble Kalman storm surge forecasting using robust adaptive inflation
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
Kalman filter for statistical monitoring of forest cover across sub-continental regions
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...
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
Ting, Chee-Ming; Samdin, S Balqis; Salleh, Sh-Hussain; Omar, M Hafizi; Kamarulafizam, I
2012-01-01
This paper applies an expectation-maximization (EM) based Kalman smoother (KS) approach for single-trial event-related potential (ERP) estimation. Existing studies assume a Markov diffusion process for the dynamics of ERP parameters which is recursively estimated by optimal filtering approaches such as Kalman filter (KF). However, these studies only consider estimation of ERP state parameters while the model parameters are pre-specified using manual tuning, which is time-consuming for practical usage besides giving suboptimal estimates. We extend the KF approach by adding EM based maximum likelihood estimation of the model parameters to obtain more accurate ERP estimates automatically. We also introduce different model variants by allowing flexibility in the covariance structure of model noises. Optimal model selection is performed based on Akaike Information Criterion (AIC). The method is applied to estimation of chirp-evoked auditory brainstem responses (ABRs) for detection of wave V critical for assessment of hearing loss. Results shows that use of more complex covariances are better estimating inter-trial variability.
Khambampati, Anil Kumar; Rashid, Ahmar; Ijaz, Umer Zeeshan; Kim, Sin; Soleimani, Manuchehr; Kim, Kyung Youn
2009-08-13
The monitoring of solid-fluid suspensions under the influence of gravity is widely used in industrial processes. By considering sedimentation layers with different electrical properties, non-invasive methods such as electrical impedance tomography (EIT) can be used to estimate the settling curves and velocities. In recent EIT studies, the problem of estimating the locations of phase interfaces and phase conductivities has been treated as a nonlinear state estimation problem and the extended Kalman filter (EKF) has been successfully applied. However, the EKF is based on a Gaussian assumption and requires a linearized measurement model. The linearization (or derivation of the Jacobian) is possible when there are no discontinuities in the system. Furthermore, having a complex phase interface representation makes derivation of the Jacobian a tedious task. Therefore, in this paper, we explore the unscented Kalman filter (UKF) as an alternative approach for estimating phase interfaces and conductivities in sedimentation processes. The UKF uses a nonlinear measurement model and is therefore more accurate. In order to justify the proposed approach, extensive numerical experiments have been performed and a comparative analysis with the EKF is provided.
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.
Zhang, Li
With the deregulation of the electric power market in New England, an independent system operator (ISO) has been separated from the New England Power Pool (NEPOOL). The ISO provides a regional spot market, with bids on various electricity-related products and services submitted by utilities and independent power producers. A utility can bid on the spot market and buy or sell electricity via bilateral transactions. Good estimation of market clearing prices (MCP) will help utilities and independent power producers determine bidding and transaction strategies with low risks, and this is crucial for utilities to compete in the deregulated environment. MCP prediction, however, is difficult since bidding strategies used by participants are complicated and MCP is a non-stationary process. The main objective of this research is to provide efficient short-term load and MCP forecasting and corresponding confidence interval estimation methodologies. In this research, the complexity of load and MCP with other factors is investigated, and neural networks are used to model the complex relationship between input and output. With improved learning algorithm and on-line update features for load forecasting, a neural network based load forecaster was developed, and has been in daily industry use since summer 1998 with good performance. MCP is volatile because of the complexity of market behaviors. In practice, neural network based MCP predictors usually have a cascaded structure, as several key input factors need to be estimated first. In this research, the uncertainties involved in a cascaded neural network structure for MCP prediction are analyzed, and prediction distribution under the Bayesian framework is developed. A fast algorithm to evaluate the confidence intervals by using the memoryless Quasi-Newton method is also developed. The traditional back-propagation algorithm for neural network learning needs to be improved since MCP is a non-stationary process. The extended Kalman
Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability
Kar, Soummya; Moura, José M. F.
2011-04-01
The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \\emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.
Ensemble Kalman filtering with one-step-ahead smoothing
Raboudi, Naila F.
2018-01-11
The ensemble Kalman filter (EnKF) is widely used for sequential data assimilation. It operates as a succession of forecast and analysis steps. In realistic large-scale applications, EnKFs are implemented with small ensembles and poorly known model error statistics. This limits their representativeness of the background error covariances and, thus, their performance. This work explores the efficiency of the one-step-ahead (OSA) smoothing formulation of the Bayesian filtering problem to enhance the data assimilation performance of EnKFs. Filtering with OSA smoothing introduces an updated step with future observations, conditioning the ensemble sampling with more information. This should provide an improved background ensemble in the analysis step, which may help to mitigate the suboptimal character of EnKF-based methods. Here, the authors demonstrate the efficiency of a stochastic EnKF with OSA smoothing for state estimation. They then introduce a deterministic-like EnKF-OSA based on the singular evolutive interpolated ensemble Kalman (SEIK) filter. The authors show that the proposed SEIK-OSA outperforms both SEIK, as it efficiently exploits the data twice, and the stochastic EnKF-OSA, as it avoids observational error undersampling. They present extensive assimilation results from numerical experiments conducted with the Lorenz-96 model to demonstrate SEIK-OSA’s capabilities.
Local Ensemble Kalman Particle Filters for efficient data assimilation
Robert, Sylvain
2016-01-01
Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models with higher and higher resolution, which brings new challenges for data assimilation techniques because of the presence of non-linear and non-Gaussian features that are not adequately treated by the EnKF. We propose two new localized algorithms based on the Ensemble Kalman Particle Filter (EnKPF), a hybrid method combining the EnKF and the Particle Filter (PF) in a way that maintains scalability and sample diversity. Localization is a key element of the success of EnKFs in practice, but it is much more challenging to apply to PFs. The algorithms that we introduce in the present paper provide a compromise between the EnKF and the PF while avoiding some of the problems of localization for pure PFs. Numerical experiments with a simplified model of cumulus convection based on a...
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation
Directory of Open Access Journals (Sweden)
Xi Liu
2016-09-01
Full Text Available A new algorithm called maximum correntropy unscented Kalman filter (MCUKF is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC, the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.
Direct and accelerated parameter mapping using the unscented Kalman filter.
Zhao, Li; Feng, Xue; Meyer, Craig H
2016-05-01
To accelerate parameter mapping using a new paradigm that combines image reconstruction and model regression as a parameter state-tracking problem. In T2 mapping, the T2 map is first encoded in parameter space by multi-TE measurements and then encoded by Fourier transformation with readout/phase encoding gradients. Using a state transition function and a measurement function, the unscented Kalman filter can describe T2 mapping as a dynamic system and directly estimate the T2 map from the k-space data. The proposed method was validated with a numerical brain phantom and volunteer experiments with a multiple-contrast spin echo sequence. Its performance was compared with a conjugate-gradient nonlinear inversion method at undersampling factors of 2 to 8. An accelerated pulse sequence was developed based on this method to achieve prospective undersampling. Compared with the nonlinear inversion reconstruction, the proposed method had higher precision, improved structural similarity and reduced normalized root mean squared error, with acceleration factors up to 8 in numerical phantom and volunteer studies. This work describes a new perspective on parameter mapping by state tracking. The unscented Kalman filter provides a highly accelerated and efficient paradigm for T2 mapping. © 2015 Wiley Periodicals, Inc.
The Ensemble Kalman filter: a signal processing perspective
Roth, Michael; Hendeby, Gustaf; Fritsche, Carsten; Gustafsson, Fredrik
2017-12-01
The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general.
Extracting Steady State Components from Synchrophasor Data Using Kalman Filters
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Farhan Mahmood
2016-04-01
Full Text Available Data from phasor measurement units (PMUs may be exploited to provide steady state information to the applications which require it. As PMU measurements may contain errors and missing data, the paper presents the application of a Kalman Filter technique for real-time data processing. PMU data captures the power system’s response at different time-scales, which are generated by different types of power system events; the presented Kalman Filter methods have been applied to extract the steady state components of PMU measurements that can be fed to steady state applications. Two KF-based methods have been proposed, i.e., a windowing-based KF method and “the modified KF”. Both methods are capable of reducing noise, compensating for missing data and filtering outliers from input PMU signals. A comparison of proposed methods has been carried out using the PMU data generated from a hardware-in-the-loop (HIL experimental setup. In addition, a performance analysis of the proposed methods is performed using an evaluation metric.
Ensemble Kalman filter data assimilation for the MPAS system
Ha, Soyoung; Snyder, Chris
2015-04-01
The Model for Prediction Across Scales (MPAS; http://mpas-dev.github.io/) is a global non-hydrostatic numerical atmospheric model based on unstructured centroidal Voronoi meshes that allow both uniform and variable resolutions. The variable resolution allows locally high-resolution meshes that transition smoothly to coarser resolution over the rest of the globe, avoiding the need to drive a limited-area model with lateral boundary conditions from a separate global model. The nonhydrostatic MPAS solver (for both atmospheric and oceanic components) is now coupled to the Data Assimilation Research Testbed (DART; http://www.image.ucar.edu/ DAReS/DART) system with a full capability of ensemble Kalman filter data assimilation. The analysis/forecast cycling experiments using MPAS/DART is successfully tested with real observations for different retrospective cases. Assimilated observations are all conventional data as well as satellite winds and GPS radio occultation refractivity data. Testing on different grid mesh, we examine issues specific to the MPAS grid, such as smoothing in the interpolation and the update of horizontal wind fields, and show their impact on the Ensemble Kalman Filter (EnKF) analysis and the following short-range forecast. Up to 5-day forecasts for a month-long cycle period are verified against observations and compared to the NCEP GFS (Global Forecast System) forecasts.
ERP Estimation using a Kalman Filter in VLBI
Karbon, M.; Soja, B.; Nilsson, T.; Heinkelmann, R.; Liu, L.; Lu, C.; Mora-Diaz, J. A.; Raposo-Pulido, V.; Xu, M.; Schuh, H.
2014-12-01
Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques, providing the full set of Earth Orientation Parameters (EOP), and it is unique for observing long term Universal Time (UT1). For applications such as satellite-based navigation and positioning, accurate and continuous ERP obtained in near real-time are essential. They also allow the precise tracking of interplanetary spacecraft. One of the goals of VGOS (VLBI Global Observing System) is to provide such near real-time ERP. With the launch of this next generation VLBI system, the International VLBI Service for Geodesy and Astrometry (IVS) increased its efforts not only to reach 1 mm accuracy on a global scale but also to reduce the time span between the collection of VLBI observations and the availability of the final results substantially. Project VLBI-ART contributes to these objectives by implementing an elaborate Kalman filter, which represents a perfect tool for analyzing VLBI data in quasi real-time. The goal is to implement it in the GFZ version of the Vienna VLBI Software (VieVS) as a completely automated tool, i.e., with no need for human interaction. Here we present the methodology and first results of Kalman filtered EOP from VLBI data.
Directory of Open Access Journals (Sweden)
Angelo Maria Sabatini
2012-06-01
Full Text Available In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF switches between a quiescent EKF, where the magnetic disturbance is modeled as a first-order Gauss-Markov stochastic process (GM-1, and a higher-order EKF where extra state components are introduced to model the time-rate of change of the magnetic field as a GM-1 stochastic process, namely the magnetic disturbance is modeled as a second-order Gauss-Markov stochastic process (GM-2. Experimental validation tests show the effectiveness of the VSD-EKF, as compared to either the quiescent EKF or the higher-order EKF when they run separately.
Using a LRF sensor in the Kalman-filtering-based localization of a mobile robot.
Teslić, Luka; Skrjanc, Igor; Klancar, Gregor
2010-01-01
This paper deals with the problem of estimating the output-noise covariance matrix that is involved in the localization of a mobile robot. The extended Kalman filter (EKF) is used to localize the mobile robot with a laser range finder (LRF) sensor in an environment described with line segments. The covariances of the observed environment lines, which compose the output-noise covariance matrix in the correction step of the EKF, are the result of the noise arising from a range-sensor's (e.g., a LRF) distance and angle measurements. A method for estimating the covariances of the line parameters based on classic least squares (LSQ) is proposed. This method is compared with the method resulting from the orthogonal LSQ in terms of computational complexity. The results of a comparison show that the use of classic LSQ instead of orthogonal LSQ reduce the number of computations in a localization algorithm which is a part of a SLAM (simultaneous localization and mapping) algorithm. Statistical accuracy of both methods is also compared by simulating the LRF's measurements and the comparison proves the efficiency of the proposed approach. 2009 ISA. Published by Elsevier Ltd. All rights reserved.
Ensemble Kalman Filter data assimilation and storm surge experiments of tropical cyclone Nargis
Directory of Open Access Journals (Sweden)
Le Duc
2015-07-01
Full Text Available Data assimilation experiments on Myanmar tropical cyclone (TC, Nargis, using the Local Ensemble Transform Kalman Filter (LETKF method and the Japan Meteorological Agency (JMA non-hydrostatic model (NHM were performed to examine the impact of LETKF on analysis performance in real cases. Although the LETKF control experiment using NHM as its driving model (NHM–LETKF produced a weak vortex, the subsequent 3-day forecast predicted Nargis’ track and intensity better than downscaling from JMA's global analysis. Some strategies to further improve the final analysis were considered. They were sea surface temperature (SST perturbations and assimilation of TC advisories. To address SST uncertainty, SST analyses issued by operational forecast centres were used in the assimilation window. The use of a fixed source of SST analysis for each ensemble member was more effective in practice. SST perturbations were found to have slightly positive impact on the track forecasts. Assimilation of TC advisories could have a positive impact with a reasonable choice of its free parameters. However, the TC track forecasts exhibited northward displacements, when the observation error of intensities was underestimated in assimilation of TC advisories. The use of assimilation of TC advisories was considered in the final NHM–LETKF by choosing an appropriate set of free parameters. The extended forecast based on the final analysis provided meteorological forcings for a storm surge simulation using the Princeton Ocean Model. Probabilistic forecasts of the water levels at Irrawaddy and Yangon significantly improved the results in the previous studies.
Luo, Xiaodong
2014-10-01
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an observation-space-based strategy, called residual nudging, to improve the stability of the EnKF when dealing with linear observation operators. The main idea behind residual nudging is to monitor and, if necessary, adjust the distances (misfits) between the real observations and the simulated ones of the state estimates, in the hope that by doing so one may be able to obtain better estimation accuracy. In the present study, residual nudging is extended and modified in order to handle nonlinear observation operators. Such extension and modification result in an iterative filtering framework that, under suitable conditions, is able to achieve the objective of residual nudging for data assimilation problems with nonlinear observation operators. The 40-dimensional Lorenz-96 model is used to illustrate the performance of the iterative filter. Numerical results show that, while a normal EnKF may diverge with nonlinear observation operators, the proposed iterative filter remains stable and leads to reasonable estimation accuracy under various experimental settings.
Kalman filter based data fusion for neutral axis tracking in wind turbine towers
Soman, Rohan; Malinowski, Pawel; Ostachowicz, Wieslaw; Paulsen, Uwe S.
2015-03-01
Wind energy is seen as one of the most promising solutions to man's ever increasing demands of a clean source of energy. In particular to reduce the cost of energy (COE) generated, there are efforts to increase the life-time of the wind turbines, to reduce maintenance costs and to ensure high availability. Maintenance costs may be lowered and the high availability and low repair costs ensured through the use of condition monitoring (CM) and structural health monitoring (SHM). SHM allows early detection of damage and allows maintenance planning. Furthermore, it can allow us to avoid unnecessary downtime, hence increasing the availability of the system. The present work is based on the use of neutral axis (NA) for SHM of the structure. The NA is tracked by data fusion of measured yaw angle and strain through the use of Extended Kalman Filter (EKF). The EKF allows accurate tracking even in the presence of changing ambient conditions. NA is defined as the line or plane in the section of the beam which does not experience any tensile or compressive forces when loaded. The NA is the property of the cross section of the tower and is independent of the applied loads and ambient conditions. Any change in the NA position may be used for detecting and locating the damage. The wind turbine tower has been modelled with FE software ABAQUS and validated on data from load measurements carried out on the 34m high tower of the Nordtank, NTK 500/41 wind turbine.
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.
A High-Performance Neural Prosthesis Enabled by Control Algorithm Design
Gilja, Vikash; Nuyujukian, Paul; Chestek, Cindy A.; Cunningham, John P.; Yu, Byron M.; Fan, Joline M.; Churchland, Mark M.; Kaufman, Matthew T.; Kao, Jonathan C.; Ryu, Stephen I.; Shenoy, Krishna V.
2012-01-01
Neural prostheses translate neural activity from the brain into control signals for guiding prosthetic devices, such as computer cursors and robotic limbs, and thus offer disabled patients greater interaction with the world. However, relatively low performance remains a critical barrier to successful clinical translation; current neural prostheses are considerably slower with less accurate control than the native arm. Here we present a new control algorithm, the recalibrated feedback intention-trained Kalman filter (ReFIT-KF), that incorporates assumptions about the nature of closed loop neural prosthetic control. When tested with rhesus monkeys implanted with motor cortical electrode arrays, the ReFIT-KF algorithm outperforms existing neural prostheses in all measured domains and halves acquisition time. This control algorithm permits sustained uninterrupted use for hours and generalizes to more challenging tasks without retraining. Using this algorithm, we demonstrate repeatable high performance for years after implantation across two monkeys, thereby increasing the clinical viability of neural prostheses. PMID:23160043
Lorente-Plazas, Raquel; Hacker, Josua P.; Collins, Nancy; Lee, Jared A.
2017-04-01
The impact of assimilating surface observations has been shown in several publications, for improving weather prediction inside of the boundary layer as well as the flow aloft. However, the assimilation of surface observations is often far from optimal due to the presence of both model and observation biases. The sources of these biases can be diverse: an instrumental offset, errors associated to the comparison of point-based observations and grid-cell average, etc. To overcome this challenge, a method was developed using the ensemble Kalman filter. The approach consists on representing each observation bias as a parameter. These bias parameters are added to the forward operator and they extend the state vector. As opposed to the observation bias estimation approaches most common in operational systems (e.g. for satellite radiances), the state vector and parameters are simultaneously updated by applying the Kalman filter equations to the augmented state. The method to estimate and correct the observation bias is evaluated using observing system simulation experiments (OSSEs) with the Weather Research and Forecasting (WRF) model. OSSEs are constructed for the conventional observation network including radiosondes, aircraft observations, atmospheric motion vectors, and surface observations. Three different kinds of biases are added to 2-meter temperature for synthetic METARs. From the simplest to more sophisticated, imposed biases are: (1) a spatially invariant bias, (2) a spatially varying bias proportional to topographic height differences between the model and the observations, and (3) bias that is proportional to the temperature. The target region characterized by complex terrain is the western U.S. on a domain with 30-km grid spacing. Observations are assimilated every 3 hours using an 80-member ensemble during September 2012. Results demonstrate that the approach is able to estimate and correct the bias when it is spatially invariant (experiment 1). More
Data assimilation in integrated hydrological modeling using ensemble Kalman filtering
DEFF Research Database (Denmark)
Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh
2015-01-01
Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... numbers and spatial distributions of groundwater head observations and with or without discharge assimilation and parameter estimation. The study shows that (1) more ensemble members are needed when fewer groundwater head observations are assimilated, and (2) assimilating discharge observations...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...
Kalman Filter Techniques for Control of Repeated Economic Surveys.
1980-09-30
jlk) , for T=1,2,...,T m~ max ho tweoen aurvco, (k+jjk) =x( kjk ) , for k=T,2T,... , and j=l,...,T (4) (:(k+jlk) = C(klk) + jQ at EUrveyr’ x( kjk ) = x...klk-T) + K(k) [y(k)- ( kjk -T)] (5) C(klk) = [I- K(k)] C( kjk -T) where K(k) is the Kalman gain K(k) = C( kjk -T) [C(klk-T)+B(k)]- (6) and B(k) is the sample...the error variance equations in the optimal filter theorem for the scalar case of Model A: N (k+jlk) = N 0 ( kjk ) [1 + jQR -I N (klk)]- N0 (kfk) = nd(k
Dynamic Mode Decomposition based on Kalman Filter for Parameter Estimation
Shibata, Hisaichi; Nonomura, Taku; Takaki, Ryoji
2017-11-01
With the development of computational fluid dynamics, large-scale data can now be obtained. In order to model physical phenomena from such data, it is required to extract features of flow field. Dynamic mode decomposition (DMD) is a method which meets the request. DMD can compute dominant eigenmodes of flow field by approximating system matrix. From this point of view, DMD can be considered as parameter estimation of system matrix. To estimate such parameters, we propose a novel method based on Kalman filter. Our numerical experiments indicated that the proposed method can estimate the parameters more accurately if it is compared with standard DMD methods. With this method, it is also possible to improve the parameter estimation accuracy if characteristics of noise acting on the system is given.
Kalman Filter Track Fits and Track Breakpoint Analysis
Astier, Pierre; Cousins, R D; Letessier-Selvon, A A; Popov, B A; Vinogradova, T G; Astier, Pierre; Cardini, Alessandro; Cousins, Robert D.; Letessier-Selvon, Antoine; Popov, Boris A.; Vinogradova, Tatiana
2000-01-01
We give an overview of track fitting using the Kalman filter method in the NOMAD detector at CERN, and emphasize how the wealth of by-product information can be used to analyze track breakpoints (discontinuities in track parameters caused by scattering, decay, etc.). After reviewing how this information has been previously exploited by others, we describe extensions which add power to breakpoint detection and characterization. We show how complete fits to the entire track, with breakpoint parameters added, can be easily obtained from the information from unbroken fits. Tests inspired by the Fisher F-test can then be used to judge breakpoints. Signed quantities (such as change in momentum at the breakpoint) can supplement unsigned quantities such as the various chisquares. We illustrate the method with electrons from real data, and with Monte Carlo simulations of pion decays.
Kalman filtering to suppress spurious signals in Adaptive Optics control
Energy Technology Data Exchange (ETDEWEB)
Poyneer, L; Veran, J P
2010-03-29
In many scenarios, an Adaptive Optics (AO) control system operates in the presence of temporally non-white noise. We use a Kalman filter with a state space formulation that allows suppression of this colored noise, hence improving residual error over the case where the noise is assumed to be white. We demonstrate the effectiveness of this new filter in the case of the estimated Gemini Planet Imager tip-tilt environment, where there are both common-path and non-common path vibrations. We discuss how this same framework can also be used to suppress spatial aliasing during predictive wavefront control assuming frozen flow in a low-order AO system without a spatially filtered wavefront sensor, and present experimental measurements from Altair that clearly reveal these aliased components.
Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables
Sedlak, Joseph E.; Harman, Richard
2004-01-01
There are several different ways to represent spacecraft attitude and its time rate of change. For spinning or momentum-biased spacecraft, one particular representation has been put forward as a superior parameterization for numerical integration. Markley has demonstrated that these new variables have fewer rapidly varying elements for spinning spacecraft than other commonly used representations and provide advantages when integrating the equations of motion. The current work demonstrates how a Kalman filter can be devised to estimate the attitude using these new variables. The seven Markley variables are subject to one constraint condition, making the error covariance matrix singular. The filter design presented here explicitly accounts for this constraint by using a six-component error state in the filter update step. The reduced dimension error state is unconstrained and its covariance matrix is nonsingular.
A Study about Kalman Filters Applied to Embedded Sensors.
Valade, Aurélien; Acco, Pascal; Grabolosa, Pierre; Fourniols, Jean-Yves
2017-12-05
Over the last decade, smart sensors have grown in complexity and can now handle multiple measurement sources. This work establishes a methodology to achieve better estimates of physical values by processing raw measurements within a sensor using multi-physical models and Kalman filters for data fusion. A driving constraint being production cost and power consumption, this methodology focuses on algorithmic complexity while meeting real-time constraints and improving both precision and reliability despite low power processors limitations. Consequently, processing time available for other tasks is maximized. The known problem of estimating a 2D orientation using an inertial measurement unit with automatic gyroscope bias compensation will be used to illustrate the proposed methodology applied to a low power STM32L053 microcontroller. This application shows promising results with a processing time of 1.18 ms at 32 MHz with a 3.8% CPU usage due to the computation at a 26 Hz measurement and estimation rate.
Fusion Kalman filtration with k-step delay sharing pattern
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Duda Zdzisław
2015-09-01
Full Text Available A fusion hierarchical state filtration with k−step delay sharing pattern for a multisensor system is considered. A global state estimate depends on local state estimates determined by local nodes using local information. Local available information consists of local measurements and k−step delay global information - global estimate sent from a central node. Local estimates are transmitted to the central node to be fused. The synthesis of local and global filters is presented. It is shown that a fusion filtration with k−step delay sharing pattern is equivalent to the optimal centralized classical Kalman filtration when local measurements are transmitted to the center node and used to determine a global state estimate. It is proved that the k−step delay sharing pattern can reduce covariances of local state errors.
Estimation of Human Heart Activity Using Ensemble Kalman Filter
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Pradhnya Arun Priyadarshi
2017-02-01
Full Text Available Heart beat measurement techniques come across various challenges. Electrocardiogram (ECG obtained sometimes does not reveal complete information about electrochemical activity of human heart, because of which functioning of heart cannot be studied properly. In this paper Ensemble Kalman Filter (EnKF is used to generate ECG signal efficiently with better accuracy such that the drawbacks of current techniques are eliminated. Here EnKF is applied to second order mathematical model of human heart, input applied to this mathematical model is a pacemaker signal. The initial values of heart muscle movements and electrochemical activity as a discrete data set are used and prediction steps are commenced. EnKF uses ensemble integration technique to model error statistics which helps obtaining more precise output. The results are obtained with negligible sum squared error, therefore the ECG obtained using EnKF can diagnose the disease related to heart with better accuracy.
The PV Corrosion Fault Prognosis Based on Ensemble Kalman Filter
Directory of Open Access Journals (Sweden)
Radouane Ouladsine
2017-01-01
Full Text Available The degradation of photovoltaic (PV modules remains a major concern on the control and the development of the photovoltaic field, particularly, in regions with difficult climatic conditions. The main degradation modes of the PV modules are corrosion, discoloration, glass breaks, and cracks of cells. However, corrosion and discoloration remain the predominant degradation modes that still require further investigations. In this paper, a model-based PV corrosion prognostic approach, based on an ensemble Kalman filter (EnKF, is introduced to identify the PV corrosion parameters and then estimate the remaining useful life (RUL. Simulations have been conducted using measured data set, and results are reported to show the efficiency of the proposed approach.
Alignment of the LHCb detector with Kalman filter fitted tracks
Amoraal, J M
2009-01-01
The LHCb detector, operating at the Large Hadron Collider at CERN, is a single arm spectrometer optimised for the detection of forward b and anti-b production for b physics studies. The reconstruction of vertices and tracks is done by silicon micro-strip and gaseous straw-tube based detectors. To obtain excellent momentum, mass and vertex resolutions, the detectors need to be aligned well within the hit resolution for a given detector. We present a general and easy to configure alignment framework which uses the closed from method of alignment with Kalman filter fitted tracks to determine the alignment parameters. This allows us to use the standard LHCb track model and fit, and correctly take complexities such as multiple scattering and energy loss corrections into account. With this framework it is possible to align any detector for any degree of freedom.
Dynamic recurrent neural networks for stable adaptive control of wing rock motion
Kooi, Steven Boon-Lam
Wing rock is a self-sustaining limit cycle oscillation (LCO) which occurs as the result of nonlinear coupling between the dynamic response of the aircraft and the unsteady aerodynamic forces. In this thesis, dynamic recurrent RBF (Radial Basis Function) network control methodology is proposed to control the wing rock motion. The concept based on the properties of the Presiach hysteresis model is used in the design of dynamic neural networks. The structure and memory mechanism in the Preisach model is analogous to the parallel connectivity and memory formation in the RBF neural networks. The proposed dynamic recurrent neural network has a feature for adding or pruning the neurons in the hidden layer according to the growth criteria based on the properties of ensemble average memory formation of the Preisach model. The recurrent feature of the RBF network deals with the dynamic nonlinearities and endowed temporal memories of the hysteresis model. The control of wing rock is a tracking problem, the trajectory starts from non-zero initial conditions and it tends to zero as time goes to infinity. In the proposed neural control structure, the recurrent dynamic RBF network performs identification process in order to approximate the unknown non-linearities of the physical system based on the input-output data obtained from the wing rock phenomenon. The design of the RBF networks together with the network controllers are carried out in discrete time domain. The recurrent RBF networks employ two separate adaptation schemes where the RBF's centre and width are adjusted by the Extended Kalman Filter in order to give a minimum networks size, while the outer networks layer weights are updated using the algorithm derived from Lyapunov stability analysis for the stable closed loop control. The issue of the robustness of the recurrent RBF networks is also addressed. The effectiveness of the proposed dynamic recurrent neural control methodology is demonstrated through simulations to
Kalman Based Finite State Controller for Partially Observable Domains
Directory of Open Access Journals (Sweden)
Alp Sardag
2006-12-01
Full Text Available A real world environment is often partially observable by the agents either because of noisy sensors or incomplete perception. Moreover, it has continuous state space in nature, and agents must decide on an action for each point in internal continuous belief space. Consequently, it is convenient to model this type of decision-making problems as Partially Observable Markov Decision Processes (POMDPs with continuous observation and state space. Most of the POMDP methods whether approximate or exact assume that the underlying world dynamics or POMDP parameters such as transition and observation probabilities are known. However, for many real world environments it is very difficult if not impossible to obtain such information. We assume that only the internal dynamics of the agent, such as the actuator noise, interpretation of the sensor suite, are known. Using these internal dynamics, our algorithm, namely Kalman Based Finite State Controller (KBFSC, constructs an internal world model over the continuous belief space, represented by a finite state automaton. Constructed automaton nodes are points of the continuous belief space sharing a common best action and a common uncertainty level. KBFSC deals with continuous Gaussian-based POMDPs. It makes use of Kalman Filter for belief state estimation, which also is an efficient method to prune unvisited segments of the belief space and can foresee the reachable belief points approximately calculating the horizon N policy. KBFSC does not use an “explore and update” approach in the value calculation as TD-learning. Therefore KBFSC does not have an extensive exploration-exploitation phase. Using the MDP case reward and the internal dynamics of the agent, KBFSC can automatically construct the finite state automaton (FSA representing the approximate optimal policy without the need for discretization of the state and observation space. Moreover, the policy always converges for POMDP problems.
Kalman Filter for Calibrating a Telescope Focal Plane
Kang, Bryan; Bayard, David
2006-01-01
The instrument-pointing frame (IPF) Kalman filter, and an algorithm that implements this filter, have been devised for calibrating the focal plane of a telescope. As used here, calibration signifies, more specifically, a combination of measurements and calculations directed toward ensuring accuracy in aiming the telescope and determining the locations of objects imaged in various arrays of photodetectors in instruments located on the focal plane. The IPF Kalman filter was originally intended for application to a spaceborne infrared astronomical telescope, but can also be applied to other spaceborne and ground-based telescopes. In the traditional approach to calibration of a telescope, (1) one team of experts concentrates on estimating parameters (e.g., pointing alignments and gyroscope drifts) that are classified as being of primarily an engineering nature, (2) another team of experts concentrates on estimating calibration parameters (e.g., plate scales and optical distortions) that are classified as being primarily of a scientific nature, and (3) the two teams repeatedly exchange data in an iterative process in which each team refines its estimates with the help of the data provided by the other team. This iterative process is inefficient and uneconomical because it is time-consuming and entails the maintenance of two survey teams and the development of computer programs specific to the requirements of each team. Moreover, theoretical analysis reveals that the engineering/ science iterative approach is not optimal in that it does not yield the best estimates of focal-plane parameters and, depending on the application, may not even enable convergence toward a set of estimates.
Kalman Based Finite State Controller for Partially Observable Domains
Directory of Open Access Journals (Sweden)
H. Levent Akin
2008-11-01
Full Text Available A real world environment is often partially observable by the agents either because of noisy sensors or incomplete perception. Moreover, it has continuous state space in nature, and agents must decide on an action for each point in internal continuous belief space. Consequently, it is convenient to model this type of decisionmaking problems as Partially Observable Markov Decision Processes (POMDPs with continuous observation and state space. Most of the POMDP methods whether approximate or exact assume that the underlying world dynamics or POMDP parameters such as transition and observation probabilities are known. However, for many real world environments it is very difficult if not impossible to obtain such information. We assume that only the internal dynamics of the agent, such as the actuator noise, interpretation of the sensor suite, are known. Using these internal dynamics, our algorithm, namely Kalman Based Finite State Controller (KBFSC, constructs an internal world model over the continuous belief space, represented by a finite state automaton. Constructed automaton nodes are points of the continuous belief space sharing a common best action and a common uncertainty level. KBFSC deals with continuous Gaussian-based POMDPs. It makes use of Kalman Filter for belief state estimation, which also is an efficient method to prune unvisited segments of the belief space and can foresee the reachable belief points approximately calculating the horizon N policy. KBFSC does not use an "explore and update" approach in the value calculation as TD-learning. Therefore KBFSC does not have an extensive exploration-exploitation phase. Using the MDP case reward and the internal dynamics of the agent, KBFSC can automatically construct the finite state automaton (FSA representing the approximate optimal policy without the need for discretization of the state and observation space. Moreover, the policy always converges for POMDP problems.
3D soil water nowcasting using electromagnetic conductivity imaging and the ensemble Kalman filter
Huang, Jingyi; McBratney, Alex B.; Minasny, Budiman; Triantafilis, John
2017-06-01
Mapping and immediate forecasting of soil water content (θ) and its movement can be challenging. Although inversion of apparent electrical conductivity (ECa) measured by electromagnetic induction to calculate depth-specific electrical conductivity (σ) has been used, it is difficult to apply it across a field. In this paper we use a calibration established along a transect, across a 3.94-ha field with varying soil texture, using an ensemble Kalman filter (EnKF) to monitor and nowcast the 3-dimensional θ dynamics on 16 separate days over a period of 38 days. The EnKF combined a physical model fitted with θ measured by soil moisture sensors and an Artificial Neural Network model comprising σ generated by quasi-3d inversions of DUALEM-421S ECa data. Results showed that the distribution of θ was controlled by soil texture, topography, and vegetation. Soil water dried fastest at the beginning after the initial irrigation event and decreased with time and soil depth, which was consistent with classical soil drying theory and experiments. It was also found that the soil dried fastest in the loamy and duplex soils present in the field, which was attributable to deep drainage and preferential flow. It was concluded that the EnKF approach can be used to improve the irrigation efficiency by applying variable irrigation rates across the field. In addition, soil water status can be nowcasted across large spatial extents using this method with weather forecast information, which will provide guidance to farmers for real-time irrigation management.
Novel Hybrid of LS-SVM and Kalman Filter for GPS/INS Integration
Xu, Zhenkai; Li, Yong; Rizos, Chris; Xu, Xiaosu
Integration of Global Positioning System (GPS) and Inertial Navigation System (INS) technologies can overcome the drawbacks of the individual systems. One of the advantages is that the integrated solution can provide continuous navigation capability even during GPS outages. However, bridging the GPS outages is still a challenge when Micro-Electro-Mechanical System (MEMS) inertial sensors are used. Methods being currently explored by the research community include applying vehicle motion constraints, optimal smoother, and artificial intelligence (AI) techniques. In the research area of AI, the neural network (NN) approach has been extensively utilised up to the present. In an NN-based integrated system, a Kalman filter (KF) estimates position, velocity and attitude errors, as well as the inertial sensor errors, to output navigation solutions while GPS signals are available. At the same time, an NN is trained to map the vehicle dynamics with corresponding KF states, and to correct INS measurements when GPS measurements are unavailable. To achieve good performance it is critical to select suitable quality and an optimal number of samples for the NN. This is sometimes too rigorous a requirement which limits real world application of NN-based methods.The support vector machine (SVM) approach is based on the structural risk minimisation principle, instead of the minimised empirical error principle that is commonly implemented in an NN. The SVM can avoid local minimisation and over-fitting problems in an NN, and therefore potentially can achieve a higher level of global performance. This paper focuses on the least squares support vector machine (LS-SVM), which can solve highly nonlinear and noisy black-box modelling problems. This paper explores the application of the LS-SVM to aid the GPS/INS integrated system, especially during GPS outages. The paper describes the principles of the LS-SVM and of the KF hybrid method, and introduces the LS-SVM regression algorithm. Field
Briseño, Jessica; Herrera, Graciela S.
2010-05-01
Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one
Menegaldo, Luciano L
2017-12-01
State-space control of myoelectric devices and real-time visualization of muscle forces in virtual rehabilitation require measuring or estimating muscle dynamic states: neuromuscular activation, tendon force and muscle length. This paper investigates whether regular (KF) and extended Kalman filters (eKF), derived directly from Hill-type muscle mechanics equations, can be used as real-time muscle state estimators for isometric contractions using raw electromyography signals (EMG) as the only available measurement. The estimators' amplitude error, computational cost, filtering lags and smoothness are compared with usual EMG-driven analysis, performed offline, by integrating the nonlinear Hill-type muscle model differential equations (offline simulations-OS). EMG activity of the three triceps surae components (soleus, gastrocnemius medialis and gastrocnemius lateralis), in three torque levels, was collected for ten subjects. The actualization interval (AI) between two updates of the KF and eKF was also varied. The results show that computational costs are significantly reduced (70x for KF and 17[Formula: see text] for eKF). The filtering lags presented sharp linear relationships with the AI (0-300 ms), depending on the state and activation level. Under maximum excitation, amplitude errors varied in the range 10-24% for activation, 5-8% for tendon force and 1.4-1.8% for muscle length, reducing linearly with the excitation level. Smoothness, measured by the ratio between the average standard variations of KF/eKF and OS estimations, was greatly reduced for activation but converged exponentially to 1 for the other states by increasing AI. Compared to regular KF, extended KF does not seem to improve estimation accuracy significantly. Depending on the particular application requirements, the most appropriate KF actualization interval can be selected.
Application of Kalman Filter for Estimating a Process Disturbance in a Building Space
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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.
National Aeronautics and Space Administration — This article discusses several aspects of uncertainty represen- tation and management for model-based prognostics method- ologies based on our experience with Kalman...
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.
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.
Directory of Open Access Journals (Sweden)
Jue Huang
2015-01-01
Full Text Available We propose a robust method for tracking nonlinear target with the fusion unscented Kalman filter (FUKF. We noticed that when some outliers exist in the measurements of the sensors, they cannot track the target accurately by using the standard Kalman filters. The robust statistics theory is used in this paper to solve this problem. The measurement noise variance which is at the time of the outlier is restructured through minimizing the designed cost function. Then, the standard fusion unscented Kalman filter is used to track the target in order to avoid the bias brought by the linear approximation. Compared to the traditional tracking method and Huber robust method (HFUKF, this method has a more accurate performance and can track the target efficiently while the outliers exist. Last, simulation examples in three different conditions are given and the simulation results show the advantages of the proposed method over the fusion unscented Kalman filter (FUKF and the Huber robust method (HFUKF.
Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering
Wu, Pei-Hsun; Agarwal, Ashutosh; Hess, Henry; Khargonekar, Pramod P.; Tseng, Yiider
2010-01-01
Abstract The fidelity of the trajectories obtained from video-based particle tracking determines the success of a variety of biophysical techniques, including in situ single cell particle tracking and in vitro motility assays. However, the image acquisition process is complicated by system noise, which causes positioning error in the trajectories derived from image analysis. Here, we explore the possibility of reducing the positioning error by the application of a Kalman filter, a powerful algorithm to estimate the state of a linear dynamic system from noisy measurements. We show that the optimal Kalman filter parameters can be determined in an appropriate experimental setting, and that the Kalman filter can markedly reduce the positioning error while retaining the intrinsic fluctuations of the dynamic process. We believe the Kalman filter can potentially serve as a powerful tool to infer a trajectory of ultra-high fidelity from noisy images, revealing the details of dynamic cellular processes. PMID:20550894
National Research Council Canada - National Science Library
Xiaoping Wu; Claudio Abbondanza; Zuheir Altamimi; T Mike Chin; Xavier Collilieux; Richard S Gross; Michael B Heflin; Yan Jiang; Jay W Parker
2015-01-01
...) quasi-instantaneously. Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates...
National Research Council Canada - National Science Library
Wu, Xiaoping; Abbondanza, Claudio; Altamimi, Zuheir; Chin, T. Mike; Collilieux, Xavier; Gross, Richard S; Heflin, Michael B; Jiang, Yan; Parker, Jay W
2015-01-01
.... Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates...
Determination of High-Speed Multiple Threat Using Kalman Filter Analysis of Maritime Movement
2015-06-01
and W. Kazimierski, “A concept of decentralized fusion of maritime radar targets with multisensor Kalman filter,” Vilnius, Lithuania, 16–18 June 2010...reviewing instruction, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of...feeding data into the Kalman filtering algorithm, which is used in the tracking of moving targets based on simulated radar position measurements
Directory of Open Access Journals (Sweden)
Ghassan Atmeh
2016-02-01
Full Text Available This paper deals with the control of lighter-than-air vehicles, more specifically the design of an integrated guidance, navigation and control (GNC scheme that is capable of navigating an airship through a series of constant-altitude, planar waypoints. Two guidance schemes are introduced, a track-specific guidance law and a proportional navigation guidance law, that provide the required signals to the corresponding controllers based on the airship position relative to a target waypoint. A novel implementation of the extended Kalman filter, namely the scheduled extended Kalman filter, estimates the required states and wind speed to enhance the performance of the track-specific guidance law in the presence of time-varying wind. The performance of the GNC system is tested using a high fidelity nonlinear dynamic simulation for a variety of flying conditions. Representative results illustrate the performance of the integrated system for chosen flight conditions.
Energy Technology Data Exchange (ETDEWEB)
Moreno, David Leonardo
2009-04-15
In the present work a coupling methodology between level set methods and the ensemble Kalman filter (EnKF) for modeling and conditioning geological facies with respect to production and, well data is presented. The modeling of the facies is based on the concept of implicit interfaces where level set methods are used to add dynamics to the implicit interfaces. The conditioning of the facies models is done through the application of the ensemble Kalman filter (EnKF), a sequential Bayesian inversion technique completely automatic that does not require the calculation of gradients or uses the information of previous states. The EnKF has been presented as an evolution of the extended Kalman filter (EKF) that solves the problem of the unbounded error growth of the covariance of a non-linear dynamical system by extending the traditional Kalman filter(KF) to a Monte Carlo ensemble type filter where the covariance representation is centered on the first moment of an ensemble distribution instead of the unknown true model, however, for the problem to be well defined, the parameters to be estimated should still be Gaussian or approximately Gaussian. For updating facies models defined as highly non-Gaussian systems the EnKF fails at first, since if facies types with different petrophysical properties are mixed, the generated petrophysical model will have some average properties that do not behave like any of the original facies types. The methodology presented in this work is designed to avoid the problem of the non-Gaussianity provided by facies models by applying a transformation of the facies into implicit interfaces and uses a more Gaussian variable to perturb and move the implicit representations of the facies. The result is a methodology that conditions Gaussian random fields (GRFs) to production and well data with the EnKF, later used as velocity fields in the level set equations for moving boundaries between facies systems with the purpose of obtaining good topological
Rocadenbosch, Francesc; Soriano, Cecilia; Comerón, Adolfo; Baldasano, José-María
1999-05-01
A first inversion of the backscatter profile and extinction-to-backscatter ratio from pulsed elastic-backscatter lidar returns is treated by means of an extended Kalman filter (EKF). The EKF approach enables one to overcome the intrinsic limitations of standard straightforward nonmemory procedures such as the slope method, exponential curve fitting, and the backward inversion algorithm. Whereas those procedures are inherently not adaptable because independent inversions are performed for each return signal and neither the statistics of the signals nor a priori uncertainties (e.g., boundary calibrations) are taken into account, in the case of the Kalman filter the filter updates itself because it is weighted by the imbalance between the a priori estimates of the optical parameters (i.e., past inversions) and the new estimates based on a minimum-variance criterion, as long as there are different lidar returns. Calibration errors and initialization uncertainties can be assimilated also. The study begins with the formulation of the inversion problem and an appropriate atmospheric stochastic model. Based on extensive simulation and realistic conditions, it is shown that the EKF approach enables one to retrieve the optical parameters as time-range-dependent functions and hence to track the atmospheric evolution; the performance of this approach is limited only by the quality and availability of the a priori information and the accuracy of the atmospheric model used. The study ends with an encouraging practical inversion of a live scene measured at the Nd:YAG elastic-backscatter lidar station at our premises at the Polytechnic University of Catalonia, Barcelona.
Evolvable synthetic neural system
Curtis, Steven A. (Inventor)
2009-01-01
An evolvable synthetic neural system includes an evolvable neural interface operably coupled to at least one neural basis function. Each neural basis function includes an evolvable neural interface operably coupled to a heuristic neural system to perform high-level functions and an autonomic neural system to perform low-level functions. In some embodiments, the evolvable synthetic neural system is operably coupled to one or more evolvable synthetic neural systems in a hierarchy.
Parameter Estimation for Observation Bias with an Ensemble Kalman Filter
Lorente-Plazas, R.; Hacker, J.
2015-12-01
In this work we evaluate a method to estimate systematic errors of individual in-situ observations. The approach is based on parameter estimation using an augmented state in an ensemble adjustment Kalman filter. Biased observations are assimilated in the highly chaotic Lorenz (2005) model that combines small and large scales. For this purpose, synthetic observations are created by introducing a grid-point dependent bias and random errors to a nature run (truth). The sensitivity of the methodology to model error, the number of ensemble members, the number of parameters, and the parameter variance is evaluated. Results demonstrate that the methodology is able to estimate observation bias for a both a perfect model and an imperfect model if the model error is estimated. The parameter estimation and the rms errors are significantly deteriorated if model error is ignored. Errors are qualitatively independent of model forcing when model error is estimated. By contrast, parameter estimation depends on model error when model error is not estimated, especially if observation biases are estimated. Errors increase with the number of estimated parameters, but they are independent of ensemble size as long as the number of ensembles members is large enough. There is an optimum value of parameter variance that minimizes the errors and improves the parameter estimation, but this value depends on observation bias and model error. Overall, the results suggest more accuracy in observation bias estimates than model error estimates.
Fuzzy Logic Based Autonomous Parallel Parking System with Kalman Filtering
Panomruttanarug, Benjamas; Higuchi, Kohji
This paper presents an emulation of fuzzy logic control schemes for an autonomous parallel parking system in a backward maneuver. There are four infrared sensors sending the distance data to a microcontroller for generating an obstacle-free parking path. Two of them mounted on the front and rear wheels on the parking side are used as the inputs to the fuzzy rules to calculate a proper steering angle while backing. The other two attached to the front and rear ends serve for avoiding collision with other cars along the parking space. At the end of parking processes, the vehicle will be in line with other parked cars and positioned in the middle of the free space. Fuzzy rules are designed based upon a wall following process. Performance of the infrared sensors is improved using Kalman filtering. The design method needs extra information from ultrasonic sensors. Starting from modeling the ultrasonic sensor in 1-D state space forms, one makes use of the infrared sensor as a measurement to update the predicted values. Experimental results demonstrate the effectiveness of sensor improvement.
On a nonlinear Kalman filter with simplified divided difference approximation
Luo, Xiaodong
2012-03-01
We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling\\'s interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling\\'s interpolation formula to evaluate the statistics of the background ensemble during the prediction step, while at the filtering step the sDDF employs the formulae in an ensemble square root filter (EnSRF) to update the background to the analysis. In this sense, the sDDF is a hybrid of Stirling\\'s interpolation formula and the EnSRF method, while the computational cost of the sDDF is less than that of the EnSRF. Numerical comparison between the sDDF and the EnSRF, with the ensemble transform Kalman filter (ETKF) as the representative, is conducted. The experiment results suggest that the sDDF outperforms the ETKF with a relatively large ensemble size, and thus is a good candidate for data assimilation in systems with moderate dimensions. © 2011 Elsevier B.V. All rights reserved.
Using Kalman Filters to Reduce Noise from RFID Location System
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Pedro Henriques Abreu
2014-01-01
Full Text Available Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes—linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11–13% of improvement.
Fuzzy/Kalman Hierarchical Horizontal Motion Control of Underactuated ROVs
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Francesco M. Raimondi
2010-06-01
Full Text Available A new closed loop fuzzy motion control system including on-line Kalman's filter (KF for the two dimensional motion of underactuated and underwater Remotely Operated Vehicle (ROV is presented. Since the sway force is unactuated, new continuous and discrete time models are developed using a polar transformation. A new hierarchical control architecture is developed, where the high level fuzzy guidance controller generates the surge speed and the yaw rate needed to achieve the objective of planar motion, while the low level controller gives the thruster surge force and the yaw torque control signals. The Fuzzy controller ensures robustness with respect to uncertainties due to the marine environment, forward surge speed and saturation of the control signals. Also Lyapunov's stability of the motion errors is proved based on the properties of the fuzzy maps. If Inertial Measurement Unit data (IMU is employed for the feedback directly, aleatory noises due to accelerometers and gyros damage the performances of the motion control. These noises denote a kind of non parametric uncertainty which perturbs the model of the ROV. Therefore a KF is inserted in the feedback of the control system to compensate for the above uncertainties and estimate the feedback signals with more precision.
Kalman filtering techniques for focal plane electric field estimation.
Groff, Tyler D; Jeremy Kasdin, N
2013-01-01
For a coronagraph to detect faint exoplanets, it will require focal plane wavefront control techniques to continue reaching smaller angular separations and higher contrast levels. These correction algorithms are iterative and the control methods need an estimate of the electric field at the science camera, which requires nearly all of the images taken for the correction. The best way to make such algorithms the least disruptive to science exposures is to reduce the number required to estimate the field. We demonstrate a Kalman filter estimator that uses prior knowledge to create the estimate of the electric field, dramatically reducing the number of exposures required to estimate the image plane electric field while stabilizing the suppression against poor signal-to-noise. In addition to a significant reduction in exposures, we discuss the relative merit of this algorithm to estimation schemes that do not incorporate prior state estimate history, particularly in regard to estimate error and covariance. Ultimately the filter will lead to an adaptive algorithm which can estimate physical parameters in the laboratory for robustness to variance in the optical train.
Improved daily GRACE gravity field solutions using a Kalman smoother
Kurtenbach, E.; Eicker, A.; Mayer-Gürr, T.; Holschneider, M.; Hayn, M.; Fuhrmann, M.; Kusche, J.
2012-09-01
Different GRACE data analysis centers provide temporal variations of the Earth's gravity field as monthly, 10-daily or weekly solutions. These temporal mean fields cannot model the variations occurring during the respective time span. The aim of our approach is to extract as much temporal information as possible out of the given GRACE data. Therefore the temporal resolution shall be increased with the goal to derive daily snapshots. Yet, such an increase in temporal resolution is accompanied by a loss of redundancy and therefore in a reduced accuracy if the daily solutions are calculated individually. The approach presented here therefore introduces spatial and temporal correlations of the expected gravity field signal derived from geophysical models in addition to the daily observations, thus effectively constraining the spatial and temporal evolution of the GRACE solution. The GRACE data processing is then performed within the framework of a Kalman filter and smoother estimation procedure. The approach is at first investigated in a closed-loop simulation scenario and then applied to the original GRACE observations (level-1B data) to calculate daily solutions as part of the gravity field model ITG-Grace2010. Finally, the daily models are compared to vertical GPS station displacements and ocean bottom pressure observations. From these comparisons it can be concluded that particular in higher latitudes the daily solutions contain high-frequent temporal gravity field information and represent an improvement to existing geophysical models.
Dynamics of Electricity Demand in Lesotho: A Kalman Filter Approach
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Thamae Retselisitsoe Isaiah
2015-04-01
Full Text Available This study provides an empirical analysis of the time-varying price and income elasticities of electricity demand in Lesotho for the period 1995-2012 using the Kalman filter approach. The results reveal that economic growth has been one of the main drivers of electricity consumption in Lesotho while electricity prices are found to play a less significant role since they are monopoly-driven and relatively low when compared to international standards. These findings imply that increases in electricity prices in Lesotho might not have a significant impact on consumption in the short-run. However, if the real electricity prices become too high over time, consumers might change their behavior and sensitivity to price and hence, energy policymakers will need to reconsider their impact in the long-run. Furthermore, several exogenous shocks seem to have affected the sensitivity of electricity demand during the period prior to regulation, which made individuals, businesses and agencies to be more sensitive to electricity costs. On the other hand, the period after regulation has been characterized by more stable and declining sensitivity of electricity demand. Therefore, factors such as regulation and changes in the country’s economic activities appear to have affected both price and income elasticities of electricity demand in Lesotho.
A Study about Kalman Filters Applied to Embedded Sensors
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Aurélien Valade
2017-12-01
Full Text Available Over the last decade, smart sensors have grown in complexity and can now handle multiple measurement sources. This work establishes a methodology to achieve better estimates of physical values by processing raw measurements within a sensor using multi-physical models and Kalman filters for data fusion. A driving constraint being production cost and power consumption, this methodology focuses on algorithmic complexity while meeting real-time constraints and improving both precision and reliability despite low power processors limitations. Consequently, processing time available for other tasks is maximized. The known problem of estimating a 2D orientation using an inertial measurement unit with automatic gyroscope bias compensation will be used to illustrate the proposed methodology applied to a low power STM32L053 microcontroller. This application shows promising results with a processing time of 1.18 ms at 32 MHz with a 3.8% CPU usage due to the computation at a 26 Hz measurement and estimation rate.
Data Sketching for Large-Scale Kalman Filtering
Berberidis, Dimitris; Giannakis, Georgios B.
2017-07-01
In an age of exponentially increasing data generation, performing inference tasks by utilizing the available information in its entirety is not always an affordable option. The present paper puts forth approaches to render tracking of large-scale dynamic processes via a Kalman filter affordable, by processing a reduced number of data. Three distinct methods are introduced for reducing the number of data involved in the correction step of the filter. Towards this goal, the first two methods employ random projections and innovation-based censoring to effect dimensionality reduction and measurement selection respectively. The third method achieves reduced complexity by leveraging sequential processing of observations and selecting a few informative updates based on an information-theoretic metric. Simulations on synthetic data, compare the proposed methods with competing alternatives, and corroborate their efficacy in terms of estimation accuracy over complexity reduction. Finally, monitoring large networks is considered as an application domain, with the proposed methods tested on Kronecker graphs to evaluate their efficiency in tracking traffic matrices and time-varying link costs.
Fuzzy/Kalman Hierarchical Horizontal Motion Control of Underactuated ROVs
Directory of Open Access Journals (Sweden)
Francesco M. Raimondi
2010-09-01
Full Text Available A new closed loop fuzzy motion control system including on-line Kalman's filter (KF for the two dimensional motion of underactuated and underwater Remotely Operated Vehicle (ROV is presented. Since the sway force is unactuated, new continuous and discrete time models are developed using a polar transformation. A new hierarchical control architecture is developed, where the high level fuzzy guidance controller generates the surge speed and the yaw rate needed to achieve the objective of planar motion, while the low level controller gives the thruster surge force and the yaw control signals. The Fuzzy controller ensures robustness with respect to uncertainties due to the marine environment, forward surge speed and saturation of the control signals. Also Lyapunov's stability of the motion errors is proved based on the properties of the fuzzy maps. If Inertial Measurement Unit data (IMU is employed for the feedback directly, aleatory noises due to accelerometers and gyros damage the performances of the motion control. These noises denote a king of non parametric uncertainty which perturbs the model of the ROV. Therefore a KF is inserted in the feedback of the control system to compensate for the above uncertainties and estimate the feedback signals with more precision.
Using the Kalman Algorithm to Correct Data Errors of a 24-Bit Visible Spectrometer.
Pham, Son; Dinh, Anh
2017-12-18
To reduce cost, increase resolution, and reduce errors due to changing light intensity of the VIS SPEC, a new technique is proposed which applies the Kalman algorithm along with a simple hardware setup and implementation. In real time, the SPEC automatically corrects spectral data errors resulting from an unstable light source by adding a photodiode sensor to monitor the changes in light source intensity. The Kalman algorithm is applied on the data to correct the errors. The light intensity instability is one of the sources of error considered in this work. The change in light intensity is due to the remaining lifetime, working time and physical mechanism of the halogen lamp, and/or battery and regulator stability. Coefficients and parameters for the processing are determined from MATLAB simulations based on two real types of datasets, which are mono-changing and multi-changing datasets, collected from the prototype SPEC. From the saved datasets, and based on the Kalman algorithm and other computer algorithms such as divide-and-conquer algorithm and greedy technique, the simulation program implements the search for process noise covariance, the correction function and its correction coefficients. These components, which will be implemented in the processor of the SPEC, Kalman algorithm and the light-source-monitoring sensor are essential to build the Kalman corrector. Through experimental results, the corrector can reduce the total error in the spectra on the order of 10 times; for certain typical local spectral data, it can reduce the error by up to 60 times. The experimental results prove that accuracy of the SPEC increases considerably by using the proposed Kalman corrector in the case of changes in light source intensity. The proposed Kalman technique can be applied to other applications to correct the errors due to slow changes in certain system components.
Extending Teach and Repeat to Pivoting Wheelchairs
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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.
An Adaptive Neural Mechanism with a Lizard Ear Model for Binaural Acoustic Tracking
DEFF Research Database (Denmark)
Shaikh, Danish; Manoonpong, Poramate
2016-01-01
Acoustic tracking of a moving sound source is relevant in many domains including robotic phonotaxis and human-robot interaction. Typical approaches rely on processing time-difference-of-arrival cues obtained via multi-microphone arrays with Kalman or particle filters, or other computationally...... expensive algorithms. We present a novel bioinspired solution to acoustic tracking that uses only two microphones. The system is based on a neural mechanism coupled with a model of the peripheral auditory system of lizards. The peripheral auditory model provides sound direction information which the neural...
Evaluation of two modified Kalman gain algorithms for radar data assimilation in the WRF model
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Chun Yang
2015-05-01
Full Text Available This work attempts to validate two modified Kalman gain algorithms by assimilating a single radar simulation data set into the Weather Research and Forecasting model using an Ensemble Square Root Filter. Emphasis is placed on the comparison of assimilation performance between the two modified algorithms against the classical Kalman gain algorithm when the measurement operator is non-linear. Three ideal storm-scale experiments, which are configured identically except for the different Kalman gain algorithms, are designed in parallel for this purpose. The results show that the first modified algorithm can result in a better simulation of a storm, as measured by the root mean square error (RMSE. The second algorithm can also, to some extent, reduce the RMSE of the simulation of some state vectors, but with little improvement of the estimation of storm intensity. Overall, our preliminary experiments indicate that the two modified Kalman gain algorithms can benefit the assimilation of complex numerical models when the measurement operators are non-linear, confirming the earlier theoretical analysis and the results of simple models. Further work is needed to evaluate the impact of the modified Kalman gain algorithms on the assimilation performance of ensemble-based methods.
Three Revised Kalman Filtering Models for Short-Term Rail Transit Passenger Flow Prediction
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Pengpeng Jiao
2016-01-01
Full Text Available Short-term prediction of passenger flow is very important for the operation and management of a rail transit system. Based on the traditional Kalman filtering method, this paper puts forward three revised models for real-time passenger flow forecasting. First, the paper introduces the historical prediction error into the measurement equation and formulates a revised Kalman filtering model based on error correction coefficient (KF-ECC. Second, this paper employs the deviation between real-time passenger flow and corresponding historical data as state variable and presents a revised Kalman filtering model based on Historical Deviation (KF-HD. Third, the paper integrates nonparametric regression forecast into the traditional Kalman filtering method using a Bayesian combined technique and puts forward a revised Kalman filtering model based on Bayesian combination and nonparametric regression (KF-BCNR. A case study is implemented using statistical passenger flow data of rail transit line 13 in Beijing during a one-month period. The reported prediction results show that KF-ECC improves the applicability to historical trend, KF-HD achieves excellent accuracy and stability, and KF-BCNR yields the best performances. Comparisons among different periods further indicate that results during peak periods outperform those during nonpeak periods. All three revised models are accurate and stable enough for on-line predictions, especially during the peak periods.
Directory of Open Access Journals (Sweden)
Shujie Yang
2016-01-01
Full Text Available Network virtualization has become pervasive and is used in many applications. Through the combination of network virtualization and wireless sensor networks, it can greatly improve the multiple applications of traditional wireless sensor networks. However, because of the dynamic reconfiguration of topologies in the physical layer of virtualized sensor networks (VSNs, it requires a mechanism to guarantee the accuracy of estimate values by sensors. In this paper, we focus on the distributed Kalman filter algorithm with dynamic topologies to support this requirement. As one strategy of distributed Kalman filter algorithms, diffusion Kalman filter algorithm has a better performance on the state estimation. However, the existing diffusion Kalman filter algorithms all focus on the fixed topologies. Considering the dynamic topologies in the physical layer of VSNs mentioned above, we present a diffusion Kalman filter algorithm with dynamic topologies (DKFdt. Then, we emphatically derive the theoretical expressions of the mean and mean-square performance. From the expressions, the feasibility of the algorithm is verified. Finally, simulations confirm that the proposed algorithm achieves a greatly improved performance as compared with a noncooperative manner.
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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.
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.
Cone, Barbara; Norrix, Linda W
2015-06-01
The purposes of this study were to (a) measure the effects of Kalman-weighted averaging methods on auditory brainstem response (ABR) threshold, latency, and amplitude; (b) translate lab findings to the clinical setting; and (c) estimate cost savings when ABRs can be obtained in nonsedated infants. ABRs were recorded in 40 adults with normal hearing during induced motor noise conditions using the Kalman-weighted averaging method implemented on a commercial system, the Vivosonic Integrity (Vivosonic Inc., Toronto, Ontario, Canada). The device was then used to test 34 infants in awake and asleep states. The advantages of the Kalman-weighted averaging method were modeled in terms of time saved for conducting an ABR evaluation. Kalman-weighted ABR threshold estimates were 6-7 dB lower than with conventional methods during induced motor noise. When used to obtain ABRs in infants who were awake, the number of sweeps required to obtain a result was significantly greater than that required for a sleeping infant but well within the range for clinical application. The use of Kalman-weighted averaging provides a measurable advantage over conventional methods and may reduce costs for the pediatric audiology practice.
A Fixed-Lag Kalman Smoother to Filter Power Line Interference in Electrocardiogram Recordings.
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.
An Adjoint-Based Adaptive Ensemble Kalman Filter
Song, Hajoon
2013-10-01
A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.
Quantifying Monte Carlo uncertainty in ensemble Kalman filter
Energy Technology Data Exchange (ETDEWEB)
Thulin, Kristian; Naevdal, Geir; Skaug, Hans Julius; Aanonsen, Sigurd Ivar
2009-01-15
This report is presenting results obtained during Kristian Thulin PhD study, and is a slightly modified form of a paper submitted to SPE Journal. Kristian Thulin did most of his portion of the work while being a PhD student at CIPR, University of Bergen. The ensemble Kalman filter (EnKF) is currently considered one of the most promising methods for conditioning reservoir simulation models to production data. The EnKF is a sequential Monte Carlo method based on a low rank approximation of the system covariance matrix. The posterior probability distribution of model variables may be estimated fram the updated ensemble, but because of the low rank covariance approximation, the updated ensemble members become correlated samples from the posterior distribution. We suggest using multiple EnKF runs, each with smaller ensemble size to obtain truly independent samples from the posterior distribution. This allows a point-wise confidence interval for the posterior cumulative distribution function (CDF) to be constructed. We present a methodology for finding an optimal combination of ensemble batch size (n) and number of EnKF runs (m) while keeping the total number of ensemble members ( m x n) constant. The optimal combination of n and m is found through minimizing the integrated mean square error (MSE) for the CDFs and we choose to define an EnKF run with 10.000 ensemble members as having zero Monte Carlo error. The methodology is tested on a simplistic, synthetic 2D model, but should be applicable also to larger, more realistic models. (author). 12 refs., figs.,tabs
ASSIMILATION OF COARSE-SCALEDATAUSINGTHE ENSEMBLE KALMAN FILTER
Efendiev, Yalchin
2011-01-01
Reservoir data is usually scale dependent and exhibits multiscale features. In this paper we use the ensemble Kalman filter (EnKF) to integrate data at different spatial scales for estimating reservoir fine-scale characteristics. Relationships between the various scales is modeled via upscaling techniques. We propose two versions of the EnKF to assimilate the multiscale data, (i) where all the data are assimilated together and (ii) the data are assimilated sequentially in batches. Ensemble members obtained after assimilating one set of data are used as a prior to assimilate the next set of data. Both of these versions are easily implementable with any other upscaling which links the fine to the coarse scales. The numerical results with different methods are presented in a twin experiment setup using a two-dimensional, two-phase (oil and water) flow model. Results are shown with coarse-scale permeability and coarse-scale saturation data. They indicate that additional data provides better fine-scale estimates and fractional flow predictions. We observed that the two versions of the EnKF differed in their estimates when coarse-scale permeability is provided, whereas their results are similar when coarse-scale saturation is used. This behavior is thought to be due to the nonlinearity of the upscaling operator in the case of the former data. We also tested our procedures with various precisions of the coarse-scale data to account for the inexact relationship between the fine and coarse scale data. As expected, the results show that higher precision in the coarse-scale data yielded improved estimates. With better coarse-scale modeling and inversion techniques as more data at multiple coarse scales is made available, the proposed modification to the EnKF could be relevant in future studies.
DEFF Research Database (Denmark)
2015-01-01
The present invention relates to a silicone chain extender, more particularly a chain extender for silicone polymers and copolymers, to a chain extended silicone polymer or copolymer and to a functionalized chain extended silicone polymer or copolymer, to a method for the preparation thereof...
Spacecraft Attitude Estimation Using the Second-Order Extended H Infinity Filter
Reis Silva, William; Koiti Kuga, Helio; Zanardi, Maria Cecilia
In this work, will be described the attitude determination and the gyros drift estimation using the Second-Order Extended H Infinity Filter for nonlinear systems. Such filter uses the Taylor series to approximate the non-linearity of the known dynamics and assumes that the noise sources have approximately known statistical properties. The application uses simulated measurement data for orbit and attitude through the propagator PROPAT. The attitude dynamical model is described by nonlinear equations involving the Euler angles. The attitude sensors available are two DSS (Digital Sun Sensors), two IRES (Infra-Red Earth Sensor), and one triad of mechanical gyros. These sensors configurations are similar to those found in real satellite CBERS-2 (China Brazil Earth Resources Satellite). According to the theory, in comparison with the Kalman filtering, the H Infinity filtering has some advantages in state estimation. In the H Infinity filter, the nature is assumed to be perverse and actively seeks to degrade our state estimate as much as possible, whereas the Kalman filtering, the nature is assumed to be indifferent. Thus, Extended H Infinity Filter is simply a robust version of the extended Kalman filter because to add tolerance to unmodeled noise and dynamics. Using the Second-Order Extend H Infinity Filter, the aim is to highlight and magnify the properties of the H Infinity Filter in terms of its favourable characteristics, since this is a refinement of the Extended H∞ Filter and certainly the Second-Order Extend H Infinity Filter provides better results. The results in this work show that one can reach accuracies in attitude determination within the prescribed requirements, besides providing estimates of the gyro drifts which can be further used to enhance the gyro error model. It is known that gyros present several sources of error of which the drift is the most troublesome,because over time the accumulation of errorshinder the accuracy in the estimation process
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.
Dynamic Inverse Problem Solution Using a Kalman Filter Smoother for Neuronal Activity Estimation
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Eduardo Giraldo-Suárez
2011-12-01
Full Text Available This article presents an estimation method of neuronal activity into the brain using a Kalman smoother approach that takes into account in the solution of the inverse problem the dynamic variability of the time series. This method is applied over a realistic head model calculated with the boundary element method. A comparative analysis for the dynamic estimation methods is made up from simulated EEG signals for several noise conditions. The solution of the inverse problem is achieved by using high performance computing techniques and an evaluation of the computational cost is performed for each method. As a result, the Kalman smoother approach presents better performance in the estimation task than the regularized static solution, and the direct Kalman filter.
Directory of Open Access Journals (Sweden)
Cahit Tağı ÇELİK
2004-01-01
Full Text Available Monitoring the Crustal Movement in Geodesy is performed by the deformation survey and analysis. If monitoring the crustal movements involves more than two epochs of survey campaign then from the plate tectonic theory, stations do not move randomly from one epoch to the other, therefore Kalman Filter may be suitable to use. However, if sudden movements happened in the crust in particular earthquake happened, the crust moves very fast in a very short period of time. When Kalman Filter used for monitoring these movements, from associated epoch, for a number of epochs the results may be biased. In the paper, comparison of two methods for elimination of the above mentioned biases have been performed. These methods are Fading Memory Filter and Adaptive Kalman Filter for an unknown bias.
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 there is a......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...
Event-triggered Kalman-consensus filter for two-target tracking sensor networks.
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.
Dynamic electrical impedance imaging of a chest phantom using the Kalman filter.
Kim, Bong Seok; Kim, Kyung Youn; Kao, Tzu-Jen; Newell, Jonathan C; Isaacson, David; Saulnier, Gary J
2006-05-01
A dynamic complex impedance imaging technique is developed with the aid of the linearized Kalman filter (LKF) for real-time reconstruction of the human chest. The forward problem is solved by an analytical method based on the separation of variables and Fourier series. The inverse problem is treated as a state estimation problem. The nonlinear measurement equation is linearized about the best homogeneous impedivity value as an initial guess, and the impedivity distribution is estimated with the aid of the Kalman estimator. The Kalman gain matrix is pre-computed and stored off-line to minimize the on-line computational time. Simulation and phantom experiment are reported to illustrate the reconstruction performances in the sense of spatio-temporal resolution in a simplified geometry of the human chest.
On the equivalence of Kalman filtering and least-squares estimation
Mysen, E.
2017-01-01
The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.
Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.
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
Menzione, Francesco; Renga, Alfredo; Grassi, Michele
2017-09-01
In the framework of the novel navigation scenario offered by the next generation satellite low thrust autonomous LEO-to-MEO orbit transfer, this study proposes and tests a GNSS based navigation system aimed at providing on-board precise and robust orbit determination strategy to override rising criticalities. The analysis introduces the challenging design issues to simultaneously deal with the variable orbit regime, the electric thrust control and the high orbit GNSS visibility conditions. The Consider Kalman Filtering approach is here proposed as the filtering scheme to process the GNSS raw data provided by a multi-antenna/multi-constellation receiver in presence of uncertain parameters affecting measurements, actuation and spacecraft physical properties. Filter robustness and achievable navigation accuracy are verified using a high fidelity simulation of the low-thrust rising scenario and performance are compared with the one of a standard Extended Kalman Filtering approach to highlight the advantages of the proposed solution. Performance assessment of the developed navigation solution is accomplished for different transfer phases.
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.
Schmidt, S. F.; Flanagan, P. F.; Sorenson, J. A.
1978-01-01
A Kalman filter for aircraft terminal area and landing navigation was implemented and flight tested in the NASA Ames STOLAND avionics computer onboard a Twin Otter aircraft. This system combines navaid measurements from TACAN, MODILS, air data, radar altimeter sensors along with measurements from strap-down accelerometer and attitude angle sensors. The flight test results demonstrate that the Kalman filter provides improved estimates of the aircraft position and velocity as compared with estimates from the more standard complementary filter. The onboard computer implementation requirements to achieve this improved performance are discussed.
Kalman filtration of radiation monitoring data from atmospheric dispersion of radioactive materials
DEFF Research Database (Denmark)
Drews, M.; Lauritzen, B.; Madsen, H.
2004-01-01
A Kalman filter method using off-site radiation monitoring data is proposed as a tool for on-line estimation of the source term for short-range atmospheric dispersion of radioactive materials. The method is based on the Gaussian plume model, in which the plume parameters including the source term...... exhibit a ‘random walk’ process. The embedded parameters of the Kalman filter are determined through maximum-likelihood estimation making the filter essentially free of external parameters. The method is tested using both real and simulated radiation monitoring data. For simulated data, the method...
Inexpensive CubeSat attitude estimation using COTS components and Unscented Kalman Filtering
DEFF Research Database (Denmark)
Larsen, Jesper Abildgaard; Vinther, Kasper
2011-01-01
This paper describes a quaternion implementation of an Unscented Kalman Filter for attitude estimation on CubeSats using measurements of a sun vector, a magnetic field vector and angular velocity. Using unit quaternions provides a singularity free attitude parameterization. However, the unity...... constraint requires a redesign of the Unscented Kalman Filter. Therefore, a quaternion error state is introduced. Emphasis has been put in making the implementation accessible to other CubeSat by using realistic models of COTS components used for attitude sensing and simulations have shown that the extra...
Modeling of HVDC in Dynamic State Estimation Using Unscented Kalman Filter Method
DEFF Research Database (Denmark)
Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth
2016-01-01
HVDC transmission is an integral part of various power system networks. This article presents an Unscented Kalman Filter dynamic state estimator algorithm that considers the presence of HVDC links. The AC - DC power flow analysis, which is implemented as power flow solver for Dynamic State...... Estimation (DSE), creates an updated admittance matrix. First, a hybrid AC/DC network model is developed to combine the AC network and DC links. Then a non-linear state estimator can solve for hybrid AC/DC states by applying the unscented Kalman filter (UKF) algorithm. It is demonstrated that UKF is easy...
An improved TLD algorithm based on Kalman filter and SURF feature matching
Zhao, Linlin; Chen, Yimin; Ye, Qingqun
2017-05-01
The TLD algorithm can achieve a better performance on single target tracking. However, it still has some defects in respects of real-time computing and target rotation. In this paper, an improved TLD algorithm based on Kalman filter and SURF feature matching is proposed. In order to reduce the number of invalid sliding windows and improve the real-time performance of TLD, the Kalman filter is introduced to improve the detection module. Meanwhile, in order to solve the problem of target rotation, the SURF feature matching is introduced to improve the reliability of tracking module. The experiment results demonstrate that our method improves the accuracy and robustness of TLD algorithm.
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.
CSIR Research Space (South Africa)
Kleynhans, W
2010-01-01
Full Text Available A method for detecting land cover change using NDVI timeseries data derived fromMODerate-resolution Imaging Spectroradiometer (MODIS) satellite data is proposed. The algorithm acts as a per pixel change alarm and takes as input the NDVI time...
2009-06-01
the source of the anomaly, develop resolution plans , and hopefully, reestablish communication with their valuable space asset. Figure 3.1...5. Update the state estimate with the latest measurement yfe (37 p. 210) xfe(tfc) = **_!&) + Kfc (yfe - hfc) (3.72) In some cases it is necessary to...by the Space Situational Awareness Group, to resolve this uncertainty, is to utilize measurements from a sequence of images and make several strategic
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Boiroux, Dimitri; Hagdrup, Morten
2016-01-01
The purpose of this study is the online detection of faults and anomalies of a continuous glucose monitor (CGM). We simulated a type 1 diabetes patient using the Medtronic virtual patient model. The model is a system of stochastic differential equations and includes insulin pharmacokinetics......, insulin-glucose interaction, and carbohydrate absorption. We simulated and detected two types of CGM faults, i.e., spike and drift. A fault was defined as a CGM value in any of the zones C, D, and E of the Clarke error grid analysis classification. Spike was modelled by a binomial distribution, and drift...
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Boiroux, Dimitri; Hagdrup, Morten
2017-01-01
The purpose of this study is the online detection of faults and anomalies of a continuous glucose monitor (CGM). We simulated a type 1 diabetes patient using the Medtronic virtual patient model. The model is a system of stochastic differential equations and includes insulin pharmacokinetics......, insulin-glucose interaction, and carbohydrate absorption. We simulated and detected two types of CGM faults, i.e., spike and drift. A fault was defined as a CGM value in any of the zones C, D, and E of the Clarke error grid analysis classification. Spike was modelled by a binomial distribution, and drift...
Soft-sensors: model-based estimation of inflow in horizontal wells using the extended Kalman filter
Gryzlov, A.; Schiferli, W.; Mudde, R.F.
2013-01-01
The growing demand for hydrocarbon production has resulted in improved oilfield management using various control and optimization strategies. These strategies increasingly require downhole equipment to obtain real-time oil and gas production rates with sufficient spatial and temporal resolution. In
Directory of Open Access Journals (Sweden)
Schwindling Jerome
2010-04-01
Full Text Available This course presents an overview of the concepts of the neural networks and their aplication in the framework of High energy physics analyses. After a brief introduction on the concept of neural networks, the concept is explained in the frame of neuro-biology, introducing the concept of multi-layer perceptron, learning and their use as data classifer. The concept is then presented in a second part using in more details the mathematical approach focussing on typical use cases faced in particle physics. Finally, the last part presents the best way to use such statistical tools in view of event classifers, putting the emphasis on the setup of the multi-layer perceptron. The full article (15 p. corresponding to this lecture is written in french and is provided in the proceedings of the book SOS 2008.
Online tuning of fuzzy logic controller using Kalman algorithm for conical tank system
Directory of Open Access Journals (Sweden)
G.M. Tamilselvan
2017-10-01
Full Text Available In a non-linear process like conical tank system, controlling the liquid level was carried out by proportional integral derivative (PID controller. But then it does not provide an accurate result. So in order to obtain accurate and effective response, intelligence is added into the system by using fuzzy logic controller (FLC. FLC which helps in maintaining the liquid level in a conical tank has been developed and applied to various fields. The result acquired using FLC will be more precise when compared to PID controller. But FLC cannot adapt a wide range of working environments and also there is no systematic method to design the membership functions (MFs for inputs and outputs of a fuzzy system. So an adaptive algorithm called Kalman algorithm which employs fuzzy logic rules is used to adapt the Kalman filter to accommodate changes in the system parameters. The Kalman algorithm which employs fuzzy logic rules adjust the controller parameters automatically during the operation process of a system and controller is used to reduce the error in noisy environments. This technique is applied in a conical tank system. Simulations and results show that this method is effective for using fuzzy controller. Keywords: Fuzzy logic controller, Proportional integral derivative controller, Kalman algorithm, Matlab
An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models
Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.
2007-01-01
In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…
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...
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.
GPS/UWB/MEMS-IMU tightly coupled navigation with improved robust Kalman filter
Li, Zengke; Chang, Guobin; Gao, Jingxiang; Wang, Jian; Hernandez, Alberto
2016-12-01
The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been very intensively developed and widely applied in multiple areas. To further enhance the reliability and availability of GPS/INS integrated navigation in GPS challenging environment, range observation through ultra-wideband (UWB) is introduced in GPS/INS tightly coupled navigation. An improved robust Kalman filter is proposed and used to resist the influence of gross error from UWB observation in GPS/UWB/IMU tightly coupled navigation. The variance of the squared Mahalanobis distance in moving window is calculated, which brings as new judgement factor for gross errors in order to decrease the rate of false outlier identification. A simulation analysis shows that the improved robust Kalman filter is able to correctly identify gross errors and the rate of false judgment as zero. In order to validate the new robust filter, a real experiment is conducted. The results indicate that the improved robust Kalman filter used in GPS/UWB/INS tightly coupled navigation is able to remove the harmful effect of gross error in UWB observation. It clearly illustrates that the improved robust Kalman filter is very effective, and all the simulated small and large gross errors added to UWB distance observation are successfully identified.
Robust Ensemble Filtering and Its Relation to Covariance Inflation in the Ensemble Kalman Filter
Luo, Xiaodong
2011-12-01
A robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum variance used in the Kalman filter. By design, the H∞ filter is more robust than the Kalman filter, in the sense that the estimation error in the H∞ filter in general has a finite growth rate with respect to the uncertainties in assimilation, except for a special case that corresponds to the Kalman filter. The original form of the H∞ filter contains global constraints in time, which may be inconvenient for sequential data assimilation problems. Therefore a variant is introduced that solves some time-local constraints instead, and hence it is called the time-local H∞ filter (TLHF). By analogy to the ensemble Kalman filter (EnKF), the concept of ensemble time-local H∞ filter (EnTLHF) is also proposed. The general form of the EnTLHF is outlined, and some of its special cases are discussed. In particular, it is shown that an EnKF with certain covariance inflation is essentially an EnTLHF. In this sense, the EnTLHF provides a general framework for conducting covariance inflation in the EnKF-based methods. Some numerical examples are used to assess the relative robustness of the TLHF–EnTLHF in comparison with the corresponding KF–EnKF method.
An Adaptive Object Tracking Using Kalman Filter and Probability Product Kernel
Directory of Open Access Journals (Sweden)
Hamd Ait Abdelali
2016-01-01
Full Text Available We present a new method for object tracking; we use an efficient local search scheme based on the Kalman filter and the probability product kernel (KFPPK to find the image region with a histogram most similar to the histogram of the tracked target. Experimental results verify the effectiveness of this proposed system.
Hydrologic data assimilation has become an important tool for improving hydrologic model predictions by utilizing observations from ground, aircraft, and satellite sensors. Among existing data assimilation methods, the ensemble Kalman filter (EnKF) provides a robust framework for optimally updating ...
A Bolus Calculator Based on Continuous-Discrete Unscented Kalman Filtering for Type 1 Diabetics
DEFF Research Database (Denmark)
Boiroux, Dimitri; Aradóttir, Tinna Björk; Hagdrup, Morten
2015-01-01
after or 30 minutes after the beginning of the meal). We implement a continuous-discrete unscented Kalman filter to estimate the states and insulin sensitivity. These estimates are used in a bolus calculator. The numerical results demonstrate that administering the meal bolus 15 minutes after mealtime...
Adaptive distributed Kalman filtering with wind estimation for astronomical adaptive optics.
Massioni, Paolo; Gilles, Luc; Ellerbroek, Brent
2015-12-01
In the framework of adaptive optics (AO) for astronomy, it is a common assumption to consider the atmospheric turbulent layers as "frozen flows" sliding according to the wind velocity profile. For this reason, having knowledge of such a velocity profile is beneficial in terms of AO control system performance. In this paper we show that it is possible to exploit the phase estimate from a Kalman filter running on an AO system in order to estimate wind velocity. This allows the update of the Kalman filter itself with such knowledge, making it adaptive. We have implemented such an adaptive controller based on the distributed version of the Kalman filter, for a realistic simulation of a multi-conjugate AO system with laser guide stars on a 30 m telescope. Simulation results show that this approach is effective and promising and the additional computational cost with respect to the distributed filter is negligible. Comparisons with a previously published slope detection and ranging wind profiler are made and the impact of turbulence profile quantization is assessed. One of the main findings of the paper is that all flavors of the adaptive distributed Kalman filter are impacted more significantly by turbulence profile quantization than the static minimum mean square estimator which does not incorporate wind profile information.
CONSISTENT USE OF THE KALMAN FILTER IN CHEMICAL TRANSPORT MODELS (CTMS) FOR DEDUCING EMISSIONS
Past research has shown that emissions can be deduced using observed concentrations of a chemical, a Chemical Transport Model (CTM), and the Kalman filter in an inverse modeling application. An expression was derived for the relationship between the "observable" (i.e., the con...
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).
Wang, Li-Qi; Ge, Hui-Fang; Li, Gui-Bin; Yu, Dian-Yu; Hu, Li-Zhi; Jiang, Lian-Zhou
2014-04-01
Combining classical Kalman filter with NIR analysis technology, a new method of characteristic wavelength variable selection, namely Kalman filtering method, is presented. The principle of Kalman filter for selecting optimal wavelength variable was analyzed. The wavelength selection algorithm was designed and applied to NIR detection of soybean oil acid value. First, the PLS (partial leastsquares) models were established by using different absorption bands of oil. The 4 472-5 000 cm(-1) characteristic band of oil acid value, including 132 wavelengths, was selected preliminarily. Then the Kalman filter was used to select characteristic wavelengths further. The PLS calibration model was established using selected 22 characteristic wavelength variables, the determination coefficient R2 of prediction set and RMSEP (root mean squared error of prediction) are 0.970 8 and 0.125 4 respectively, equivalent to that of 132 wavelengths, however, the number of wavelength variables was reduced to 16.67%. This algorithm is deterministic iteration, without complex parameters setting and randomicity of variable selection, and its physical significance was well defined. The modeling using a few selected characteristic wavelength variables which affected modeling effect heavily, instead of total spectrum, can make the complexity of model decreased, meanwhile the robustness of model improved. The research offered important reference for developing special oil near infrared spectroscopy analysis instruments on next step.
Tracking and convergence of multi-channel Kalman filters for active noise control
Berkhoff, Arthur P.; van Ophem, S.
2013-01-01
The feed-forward broadband active noise control problem can be formulated as a state estimation problem to achieve a faster rate of convergence than the filtered reference least mean squares algorithm and possibly also a better tracking performance. A multiple input/multiple output Kalman algorithm
Kalman Filter Based Data Fusion for Bi-Axial Neutral Axis Tracking in Wind Turbine Towers
DEFF Research Database (Denmark)
Soman, Rohan; Malinowski, Pawel; Schmidt Paulsen, Uwe
2015-01-01
demonstrates a methodology for the selection of threshold for damage detection based on qualitative data acquired from several damage scenarios of a 10 MW wind turbine. The damage indicator is the change of neutral axis (NA) which is tracked using Kalman Filter (KF). Based on the level of damage to be detected...
Assimilating Remotely Sensed Surface Soil Moisture into SWAT using Ensemble Kalman Filter
In this study, a 1-D Ensemble Kalman Filter has been used to update the soil moisture states of the Soil and Water Assessment Tool (SWAT) model. Experiments were conducted for the Cobb Creek Watershed in southeastern Oklahoma for 2006-2008. Assimilation of in situ data proved limited success in the ...
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper shows how non-linear DSGE models with potential non-normal shocks can be estimated by Quasi-Maximum Likelihood based on the Central Difference Kalman Filter (CDKF). The advantage of this estimator is that evaluating the quasi log-likelihood function only takes a fraction of a second...
Kalman filter for speech enhancement in cocktail party scenarios using a codebook-based approach
DEFF Research Database (Denmark)
Kavalekalam, Mathew Shaji; Christensen, Mads Græsbøll; Gran, Fredrik
2016-01-01
Enhancement of speech in non-stationary background noise is a challenging task, and conventional single channel speech enhancement algorithms have not been able to improve the speech intelligibility in such scenarios. The work proposed in this paper investigates a single channel Kalman filter based...
Non-linear DSGE Models and The Central Difference Kalman Filter
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...
Kalman filter for statistical monitoring of forest cover across sub-continental regions [Symposium
Raymond L. Czaplewski
1991-01-01
The Kalman filter is a generalization of the composite estimator. The univariate composite estimate combines 2 prior estimates of population parameter with a weighted average where the scalar weight is inversely proportional to the variances. The composite estimator is a minimum variance estimator that requires no distributional assumptions other than estimates of the...
Upper Atmosphere Research Satellite (UARS) onboard attitude determination using a Kalman filter
Garrick, Joseph
1993-01-01
The Upper Atmospheric Research Satellite (UARS) requires a highly accurate knowledge of its attitude to accomplish its mission. Propagation of the attitude state using gyro measurements is not sufficient to meet the accuracy requirements, and must be supplemented by a observer/compensation process to correct for dynamics and observation anomalies. The process of amending the attitude state utilizes a well known method, the discrete Kalman Filter. This study is a sensitivity analysis of the discrete Kalman Filter as implemented in the UARS Onboard Computer (OBC). The stability of the Kalman Filter used in the normal on-orbit control mode within the OBC, is investigated for the effects of corrupted observations and nonlinear errors. Also, a statistical analysis on the residuals of the Kalman Filter is performed. These analysis is based on simulations using the UARS Dynamics Simulator (UARSDSIM) and compared against attitude requirements as defined by General Electric (GE). An independent verification of expected accuracies is performed using the Attitude Determination Error Analysis System (ADEAS).
The use of the Kalman filter in the automated segmentation of EIT lung images.
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.
Performance of the ensemble Kalman filter outside of existing wells for a channelized reservoir
Peters, E.
2010-01-01
The ensemble Kalman filter (EnKF) appears to give good results for matching production data at existing wells. However, the predictive power of these models outside of the existing wells is much more uncertain. In this paper, for a channelized reservoir for five different cases with different levels
Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs
Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; Masciovecchio, Mario; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi
2017-08-01
For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU), ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particle tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC), for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.
DEFF Research Database (Denmark)
Høilund, Carsten; Moeslund, Thomas B.; Madsen, Claus B.
2010-01-01
This paper presents a method for determining the free space in a scene as viewed by a vehicle-mounted camera. Using disparity maps from a stereo camera and known camera motion, the disparity maps are first filtered by an iconic Kalman filter, operating on each pixel individually, thereby reducing...
A new Approach for Kalman filtering on Mobile Robots in the presence of uncertainties
DEFF Research Database (Denmark)
Larsen, Thomas Dall; Andersen, Nils Axel; Ravn, Ole
1999-01-01
In many practical Kalman filter applications, the quantity of most significance for the estimation error is the process noise matrix. When filters are stabilized or performance is sought to be improved, tuning of this matrix is the most common method. This tuning process cannot be done before the...
Distance parameterization for efficient seismic history matching the ensemble Kalman Filters
Leeuwenburgh, O.; Arts, R.J.
2014-01-01
The availability of multiple history matched models is essential for proper handling of uncertainty in determining the optimal development of producing hydrocarbon fields. The ensemble Kalman Filter in particular is becoming recognized as an efficient method for quantitative conditioning of multiple
Wit, de A.J.W.; Diepen, van C.A.
2007-01-01
Uncertainty in spatial and temporal distribution of rainfall in regional crop yield simulations comprises a major fraction of the error on crop model simulation results. In this paper we used an Ensemble Kalman filter (EnKF) to assimilate coarse resolution satellite microwave sensor derived soil
Distance parameterization for efficient seismic history matching with the ensemble Kalman Filter
Leeuwenburgh, O.; Arts, R.
2012-01-01
The Ensemble Kalman Filter (EnKF), in combination with travel-time parameterization, provides a robust and flexible method for quantitative multi-model history matching to time-lapse seismic data. A disadvantage of the parameterization in terms of travel-times is that it requires simulation of
Sebacher, B.; Hanea, R.G.; Heemink, A.
2013-01-01
In the past years, many applications of historymatching methods in general and ensemble Kalman filter in particular have been proposed, especially in order to estimate fields that provide uncertainty in the stochastic process defined by the dynamical system of hydrocarbon recovery. Such fields can
Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs
Directory of Open Access Journals (Sweden)
Cerati Giuseppe
2017-01-01
Full Text Available For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU, ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particle tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC, for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.
A Kalman filter approach to realize the lowest astronomical tide surface
Slobbe, D.C.; Sumihar, JH; Frederikse, T.; Verlaan, M.; Klees, R.; Zijl, F; Hashemi Farahani, H.; Broekman, R
2017-01-01
In this paper, we present a novel Kalman filter approach to combine a hydrodynamic model-derived lowest astronomical tide (LAT) surface with tide gauge record-derived LAT values. In the approach, tidal water levels are assimilated into the model. As such, the combination is guided by the model
Raymond L. Czaplewski
2015-01-01
Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of...
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
Directory of Open Access Journals (Sweden)
Masahiro Sawada
2015-03-01
Full Text Available Monitoring severe weather, including wind shear and clear air turbulence, is important for aviation safety. To provide accurate information for nowcasts and very short-range forecasts up to an hour, a rapid-update prediction system has been developed, with a particular focus on lateral boundary adjustment (LBA using the local ensemble transform Kalman filter (LETKF. Due to the small forecast domain, limited-area forecasts are dominated by the lateral boundary conditions from coarse-resolution global forecasts. To effectively extend the forecast lead time for the small domain, a new LBA scheme using the LETKF has been developed and assessed with three sea-breeze front cases. Observing system simulation experiments for high-resolution winds from a simulated Doppler lidar were performed with the Japan Meteorological Agency Nonhydrostatic Mesoscale Model at a horizontal resolution of 400 m and 15-minute update cycle. The results indicate that the LBA improved the forecast significantly. In particular, the 1-hour wind-speed forecast with the LBA is as accurate as the 15-minute forecast without the LBA. The assimilation of Doppler lidar high-resolution wind data with the LBA is a promising approach for very short-range forecasts up to an hour with a small domain, such as for aviation weather.
Reservoir structural model updating using the Ensemble Kalman Filter
Energy Technology Data Exchange (ETDEWEB)
Seiler, Alexandra
2010-09-15
In reservoir characterization, a large emphasis is placed on risk management and uncertainty assessment, and the dangers of basing decisions on a single base-case reservoir model are widely recognized. In the last years, statistical methods for assisted history matching have gained popularity for providing integrated models with quantified uncertainty, conditioned on all available data. Structural modeling is the first step in a reservoir modeling work flow and consists in defining the geometrical framework of the reservoir, based on the information from seismic surveys and well data. Large uncertainties are typically associated with the processing and interpretation of seismic data. However, the structural model is often fixed to a single interpretation in history-matching work flows due to the complexity of updating the structural model and related reservoir grid. This thesis present a method that allows to account for the uncertainties in the structural model and continuously update the model and related uncertainties by assimilation of production data using the Ensemble Kalman Filter (EnKF). We consider uncertainties in the depth of the reservoir horizons and in the fault geometry, and assimilate production data, such as oil production rate, gas-oil ratio and water-cut. In the EnKF model-updating work flow, an ensemble of reservoir models, expressing explicitly the model uncertainty, is created. We present a parameterization that allows to generate different realizations of the structural model to account for the uncertainties in faults and horizons and that maintains the consistency throughout the reservoir characterization project, from the structural model to the prediction of production profiles. The uncertainty in the depth of the horizons is parameterized as simulated depth surfaces, the fault position as a displacement vector and the fault throw as a throw-scaling factor. In the EnKF, the model parameters and state variables are updated sequentially in
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Extended icosahedral structures
Jaric, Marko V
1989-01-01
Extended Icosahedral Structures discusses the concepts about crystal structures with extended icosahedral symmetry. This book is organized into six chapters that focus on actual modeling of extended icosahedral crystal structures. This text first presents a tiling approach to the modeling of icosahedral quasiperiodic crystals. It then describes the models for icosahedral alloys based on random connections between icosahedral units, with particular emphasis on diffraction properties. Other chapters examine the glassy structures with only icosahedral orientational order and the extent of tra
Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation
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