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

Science.gov (United States)

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

2015-10-01

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

A nested sampling particle filter for nonlinear data assimilation

KAUST Repository

Elsheikh, Ahmed H.

2014-04-15

We present an efficient nonlinear data assimilation filter that combines particle filtering with the nested sampling algorithm. Particle filters (PF) utilize a set of weighted particles as a discrete representation of probability distribution functions (PDF). These particles are propagated through the system dynamics and their weights are sequentially updated based on the likelihood of the observed data. Nested sampling (NS) is an efficient sampling algorithm that iteratively builds a discrete representation of the posterior distributions by focusing a set of particles to high-likelihood regions. This would allow the representation of the posterior PDF with a smaller number of particles and reduce the effects of the curse of dimensionality. The proposed nested sampling particle filter (NSPF) iteratively builds the posterior distribution by applying a constrained sampling from the prior distribution to obtain particles in high-likelihood regions of the search space, resulting in a reduction of the number of particles required for an efficient behaviour of particle filters. Numerical experiments with the 3-dimensional Lorenz63 and the 40-dimensional Lorenz96 models show that NSPF outperforms PF in accuracy with a relatively smaller number of particles. © 2013 Royal Meteorological Society.

Modeling of memristor-based chaotic systems using nonlinear Wiener adaptive filters based on backslash operator

International Nuclear Information System (INIS)

Zhao, Yibo; Jiang, Yi; Feng, Jiuchao; Wu, Lifu

2016-01-01

Highlights: • A novel nonlinear Wiener adaptive filters based on the backslash operator are proposed. • The identification approach to the memristor-based chaotic systems using the proposed adaptive filters. • The weight update algorithm and convergence characteristics for the proposed adaptive filters are derived. - Abstract: Memristor-based chaotic systems have complex dynamical behaviors, which are characterized as nonlinear and hysteresis characteristics. Modeling and identification of their nonlinear model is an important premise for analyzing the dynamical behavior of the memristor-based chaotic systems. This paper presents a novel nonlinear Wiener adaptive filtering identification approach to the memristor-based chaotic systems. The linear part of Wiener model consists of the linear transversal adaptive filters, the nonlinear part consists of nonlinear adaptive filters based on the backslash operator for the hysteresis characteristics of the memristor. The weight update algorithms for the linear and nonlinear adaptive filters are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics. Comparing with the adaptive nonlinear polynomial filters, the proposed nonlinear adaptive filters have less identification error.

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

Science.gov (United States)

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

2016-08-01

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

A novel extended Kalman filter for a class of nonlinear systems

Institute of Scientific and Technical Information of China (English)

DONG Zhe; YOU Zheng

2006-01-01

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

Non-linear and signal energy optimal asymptotic filter design

Directory of Open Access Journals (Sweden)

Josef Hrusak

2003-10-01

Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.

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

KAUST Repository

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

2012-01-01

introduce a resampling step to the PEnKF in order to reduce the risk of weights collapse and improve the performance of the filter. Numerical experiments with the strongly nonlinear Lorenz-96 model are presented and discussed.

An improved fuzzy Kalman filter for state estimation of nonlinear systems

International Nuclear Information System (INIS)

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

2008-01-01

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

A nonlinear filtering algorithm for denoising HR(S)TEM micrographs

International Nuclear Information System (INIS)

Du, Hongchu

2015-01-01

Noise reduction of micrographs is often an essential task in high resolution (scanning) transmission electron microscopy (HR(S)TEM) either for a higher visual quality or for a more accurate quantification. Since HR(S)TEM studies are often aimed at resolving periodic atomistic columns and their non-periodic deviation at defects, it is important to develop a noise reduction algorithm that can simultaneously handle both periodic and non-periodic features properly. In this work, a nonlinear filtering algorithm is developed based on widely used techniques of low-pass filter and Wiener filter, which can efficiently reduce noise without noticeable artifacts even in HR(S)TEM micrographs with contrast of variation of background and defects. The developed nonlinear filtering algorithm is particularly suitable for quantitative electron microscopy, and is also of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM. - Highlights: • A nonlinear filtering algorithm for denoising HR(S)TEM images is developed. • It can simultaneously handle both periodic and non-periodic features properly. • It is particularly suitable for quantitative electron microscopy. • It is of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM

Nonlinear Filtering with IMM Algorithm for Ultra-Tight GPS/INS Integration

Directory of Open Access Journals (Sweden)

Dah-Jing Jwo

2013-05-01

Full Text Available Abstract This paper conducts a performance evaluation for the ultra-tight integration of a Global positioning system (GPS and an inertial navigation system (INS, using nonlinear filtering approaches with an interacting multiple model (IMM algorithm. An ultra-tight GPS/INS architecture involves the integration of in-phase and quadrature components from the correlator of a GPS receiver with INS data. An unscented Kalman filter (UKF, which employs a set of sigma points by deterministic sampling, avoids the error caused by linearization as in an extended Kalman filter (EKF. Based on the filter structural adaptation for describing various dynamic behaviours, the IMM nonlinear filtering provides an alternative for designing the adaptive filter in the ultra-tight GPS/INS integration. The use of IMM enables tuning of an appropriate value for the process of noise covariance so as to maintain good estimation accuracy and tracking capability. Two examples are provided to illustrate the effectiveness of the design and demonstrate the effective improvement in navigation estimation accuracy. A performance comparison among various filtering methods for ultra-tight integration of GPS and INS is also presented. The IMM based nonlinear filtering approach demonstrates the effectiveness of the algorithm for improved positioning performance.

NONLINEAR FILTER METHOD OF GPS DYNAMIC POSITIONING BASED ON BANCROFT ALGORITHM

Institute of Scientific and Technical Information of China (English)

ZHANGQin; TAOBen-zao; ZHAOChao-ying; WANGLi

2005-01-01

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

Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics

Institute of Scientific and Technical Information of China (English)

Zhaoxia PU; Joshua HACKER

2009-01-01

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

Nonlinear image filtering within IDP++

Energy Technology Data Exchange (ETDEWEB)

Lehman, S.K.; Wieting, M.G.; Brase, J.M.

1995-02-09

IDP++, image and data processing in C++, is a set of a signal processing libraries written in C++. It is a multi-dimension (up to four dimensions), multi-data type (implemented through templates) signal processing extension to C++. IDP++ takes advantage of the object-oriented compiler technology to provide ``information hiding.`` Users need only know C, not C++. Signals or data sets are treated like any other variable with a defined set of operators and functions. We here some examples of the nonlinear filter library within IDP++. Specifically, the results of MIN, MAX median, {alpha}-trimmed mean, and edge-trimmed mean filters as applied to a real aperture radar (RR) and synthetic aperture radar (SAR) data set.

A Nonlinear Adaptive Filter for Gyro Thermal Bias Error Cancellation

Science.gov (United States)

Galante, Joseph M.; Sanner, Robert M.

2012-01-01

Deterministic errors in angular rate gyros, such as thermal biases, can have a significant impact on spacecraft attitude knowledge. In particular, thermal biases are often the dominant error source in MEMS gyros after calibration. Filters, such as J\\,fEKFs, are commonly used to mitigate the impact of gyro errors and gyro noise on spacecraft closed loop pointing accuracy, but often have difficulty in rapidly changing thermal environments and can be computationally expensive. In this report an existing nonlinear adaptive filter is used as the basis for a new nonlinear adaptive filter designed to estimate and cancel thermal bias effects. A description of the filter is presented along with an implementation suitable for discrete-time applications. A simulation analysis demonstrates the performance of the filter in the presence of noisy measurements and provides a comparison with existing techniques.

Linear theory for filtering nonlinear multiscale systems with model error.

Science.gov (United States)

Berry, Tyrus; Harlim, John

2014-07-08

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering

3D early embryogenesis image filtering by nonlinear partial differential equations.

Science.gov (United States)

Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O

2010-08-01

We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which

Implementation of non-linear filters for iterative penalized maximum likelihood image reconstruction

International Nuclear Information System (INIS)

Liang, Z.; Gilland, D.; Jaszczak, R.; Coleman, R.

1990-01-01

In this paper, the authors report on the implementation of six edge-preserving, noise-smoothing, non-linear filters applied in image space for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The non-linear smoothing filters implemented were the median filter, the E 6 filter, the sigma filter, the edge-line filter, the gradient-inverse filter, and the 3-point edge filter with gradient-inverse filter, and the 3-point edge filter with gradient-inverse weight. A 3 x 3 window was used for all these filters. The best image obtained, by viewing the profiles through the image in terms of noise-smoothing, edge-sharpening, and contrast, was the one smoothed with the 3-point edge filter. The computation time for the smoothing was less than 1% of one iteration, and the memory space for the smoothing was negligible. These images were compared with the results obtained using Bayesian analysis

Sampling strong tracking nonlinear unscented Kalman filter and its application in eye tracking

International Nuclear Information System (INIS)

Zu-Tao, Zhang; Jia-Shu, Zhang

2010-01-01

The unscented Kalman filter is a developed well-known method for nonlinear motion estimation and tracking. However, the standard unscented Kalman filter has the inherent drawbacks, such as numerical instability and much more time spent on calculation in practical applications. In this paper, we present a novel sampling strong tracking nonlinear unscented Kalman filter, aiming to overcome the difficulty in nonlinear eye tracking. In the above proposed filter, the simplified unscented transform sampling strategy with n + 2 sigma points leads to the computational efficiency, and suboptimal fading factor of strong tracking filtering is introduced to improve robustness and accuracy of eye tracking. Compared with the related unscented Kalman filter for eye tracking, the proposed filter has potential advantages in robustness, convergence speed, and tracking accuracy. The final experimental results show the validity of our method for eye tracking under realistic conditions. (classical areas of phenomenology)

Nonlinear stochastic systems with incomplete information filtering and control

CERN Document Server

Shen, Bo; Shu, Huisheng

2013-01-01

Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling. Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters. Among its highlights, the text provides: ·         a unified framework for handling filtering and control problems in complex communication networks with limited bandwidth; ·         new concepts such as random sensor and signal saturations for more realistic modeling; and ·         demonstration of the use of techniques such...

Exploiting nonlinearities of micro-machined resonators for filtering applications

KAUST Repository

Ilyas, Saad

2017-06-21

We demonstrate the exploitation of the nonlinear behavior of two electrically coupled microbeam resonators to realize a band-pass filter. More specifically, we combine their nonlinear hardening and softening responses to realize a near flat pass band filter with sharp roll-off characteristics. The device is composed of two near identical doubly clamped and electrostatically actuated microbeams made of silicon. One of the resonators is buckled via thermal loading to produce a softening frequency response. It is then further tuned to create the desired overlap with the second resonator response of hardening behavior. This overlapping improves the pass band flatness. Also, the sudden jumps due to the softening and hardening behaviors create sharp roll-off characteristics. This approach can be promising for the future generation of filters with superior characteristics.

Exploiting nonlinearities of micro-machined resonators for filtering applications

KAUST Repository

Ilyas, Saad; Chappanda, K. N.; Younis, Mohammad I.

2017-01-01

We demonstrate the exploitation of the nonlinear behavior of two electrically coupled microbeam resonators to realize a band-pass filter. More specifically, we combine their nonlinear hardening and softening responses to realize a near flat pass band filter with sharp roll-off characteristics. The device is composed of two near identical doubly clamped and electrostatically actuated microbeams made of silicon. One of the resonators is buckled via thermal loading to produce a softening frequency response. It is then further tuned to create the desired overlap with the second resonator response of hardening behavior. This overlapping improves the pass band flatness. Also, the sudden jumps due to the softening and hardening behaviors create sharp roll-off characteristics. This approach can be promising for the future generation of filters with superior characteristics.

Nonlinear performance characterization in an eight-pole quasi-elliptic bandpass filter

International Nuclear Information System (INIS)

Mateu, J; Collado, C; Menendez, O; O'Callaghan, J M

2004-01-01

In this work we predict the nonlinear behaviour of an eight-pole quasi-elliptic bandpass high temperature superconducting (HTS) filter with an equivalent circuit extracted from intermodulation measurements performed at the centre of the filter passband. We present measurements that show that the equivalent circuit is able to predict the intermodulation products produced by the filter when driven by two in-band or out-of-band sinusoidal signals. Numerical techniques based on harmonic balance are used to extract the elements of the equivalent circuit and to simulate its nonlinear performance

Filtering Non-Linear Transfer Functions on Surfaces.

Science.gov (United States)

Heitz, Eric; Nowrouzezahrai, Derek; Poulin, Pierre; Neyret, Fabrice

2014-07-01

Applying non-linear transfer functions and look-up tables to procedural functions (such as noise), surface attributes, or even surface geometry are common strategies used to enhance visual detail. Their simplicity and ability to mimic a wide range of realistic appearances have led to their adoption in many rendering problems. As with any textured or geometric detail, proper filtering is needed to reduce aliasing when viewed across a range of distances, but accurate and efficient transfer function filtering remains an open problem for several reasons: transfer functions are complex and non-linear, especially when mapped through procedural noise and/or geometry-dependent functions, and the effects of perspective and masking further complicate the filtering over a pixel's footprint. We accurately solve this problem by computing and sampling from specialized filtering distributions on the fly, yielding very fast performance. We investigate the case where the transfer function to filter is a color map applied to (macroscale) surface textures (like noise), as well as color maps applied according to (microscale) geometric details. We introduce a novel representation of a (potentially modulated) color map's distribution over pixel footprints using Gaussian statistics and, in the more complex case of high-resolution color mapped microsurface details, our filtering is view- and light-dependent, and capable of correctly handling masking and occlusion effects. Our approach can be generalized to filter other physical-based rendering quantities. We propose an application to shading with irradiance environment maps over large terrains. Our framework is also compatible with the case of transfer functions used to warp surface geometry, as long as the transformations can be represented with Gaussian statistics, leading to proper view- and light-dependent filtering results. Our results match ground truth and our solution is well suited to real-time applications, requires only a few

Nonlinear data assimilation

CERN Document Server

Van Leeuwen, Peter Jan; Reich, Sebastian

2015-01-01

This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.

Nonlinear Vibration Signal Tracking of Large Offshore Bridge Stayed Cable Based on Particle Filter

Directory of Open Access Journals (Sweden)

Ye Qingwei

2015-12-01

Full Text Available The stayed cables are key stress components of large offshore bridge. The fault detection of stayed cable is very important for safe of large offshore bridge. A particle filter model and algorithm of nonlinear vibration signal are used in this paper. Firstly, the particle filter model of stayed cable of large offshore bridge is created. Nonlinear dynamic model of the stayed-cable and beam coupling system is dispersed in temporal dimension by using the finite difference method. The discrete nonlinear vibration equations of any cable element are worked out. Secondly, a state equation of particle filter is fitted by least square algorithm from the discrete nonlinear vibration equations. So the particle filter algorithm can use the accurate state equations. Finally, the particle filter algorithm is used to filter the vibration signal of bridge stayed cable. According to the particle filter, the de-noised vibration signal can be tracked and be predicted for a short time accurately. Many experiments are done at some actual bridges. The simulation experiments and the actual experiments on the bridge stayed cables are all indicating that the particle filter algorithm in this paper has good performance and works stably.

Method and system for training dynamic nonlinear adaptive filters which have embedded memory

Science.gov (United States)

Rabinowitz, Matthew (Inventor)

2002-01-01

Described herein is a method and system for training nonlinear adaptive filters (or neural networks) which have embedded memory. Such memory can arise in a multi-layer finite impulse response (FIR) architecture, or an infinite impulse response (IIR) architecture. We focus on filter architectures with separate linear dynamic components and static nonlinear components. Such filters can be structured so as to restrict their degrees of computational freedom based on a priori knowledge about the dynamic operation to be emulated. The method is detailed for an FIR architecture which consists of linear FIR filters together with nonlinear generalized single layer subnets. For the IIR case, we extend the methodology to a general nonlinear architecture which uses feedback. For these dynamic architectures, we describe how one can apply optimization techniques which make updates closer to the Newton direction than those of a steepest descent method, such as backpropagation. We detail a novel adaptive modified Gauss-Newton optimization technique, which uses an adaptive learning rate to determine both the magnitude and direction of update steps. For a wide range of adaptive filtering applications, the new training algorithm converges faster and to a smaller value of cost than both steepest-descent methods such as backpropagation-through-time, and standard quasi-Newton methods. We apply the algorithm to modeling the inverse of a nonlinear dynamic tracking system 5, as well as a nonlinear amplifier 6.

Nonlinear Principal Component Analysis Using Strong Tracking Filter

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

The paper analyzes the problem of blind source separation (BSS) based on the nonlinear principal component analysis (NPCA) criterion. An adaptive strong tracking filter (STF) based algorithm was developed, which is immune to system model mismatches. Simulations demonstrate that the algorithm converges quickly and has satisfactory steady-state accuracy. The Kalman filtering algorithm and the recursive leastsquares type algorithm are shown to be special cases of the STF algorithm. Since the forgetting factor is adaptively updated by adjustment of the Kalman gain, the STF scheme provides more powerful tracking capability than the Kalman filtering algorithm and recursive least-squares algorithm.

A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise

Directory of Open Access Journals (Sweden)

Vidyadhar Mandrekar

2011-01-01

Full Text Available A Bayes-type formula is derived for the nonlinear filter where the observation contains both general Gaussian noise as well as Cox noise whose jump intensity depends on the signal. This formula extends the well-known Kallianpur-Striebel formula in the classical non-linear filter setting. We also discuss Zakai-type equations for both the unnormalized conditional distribution as well as unnormalized conditional density in case the signal is a Markovian jump diffusion.

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

Institute of Scientific and Technical Information of China (English)

ZHANG ZuTao; ZHANG JiaShu

2009-01-01

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

Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

KAUST Repository

Hoteit, Ibrahim; Luo, Xiaodong; Pham, Dinh-Tuan; Moroz, Irene M.

2010-01-01

In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.

Nonlinear consider covariance analysis using a sigma-point filter formulation

Science.gov (United States)

Lisano, Michael E.

2006-01-01

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

Regularized iterative integration combined with non-linear diffusion filtering for phase-contrast x-ray computed tomography.

Science.gov (United States)

Burger, Karin; Koehler, Thomas; Chabior, Michael; Allner, Sebastian; Marschner, Mathias; Fehringer, Andreas; Willner, Marian; Pfeiffer, Franz; Noël, Peter

2014-12-29

Phase-contrast x-ray computed tomography has a high potential to become clinically implemented because of its complementarity to conventional absorption-contrast.In this study, we investigate noise-reducing but resolution-preserving analytical reconstruction methods to improve differential phase-contrast imaging. We apply the non-linear Perona-Malik filter on phase-contrast data prior or post filtered backprojected reconstruction. Secondly, the Hilbert kernel is replaced by regularized iterative integration followed by ramp filtered backprojection as used for absorption-contrast imaging. Combining the Perona-Malik filter with this integration algorithm allows to successfully reveal relevant sample features, quantitatively confirmed by significantly increased structural similarity indices and contrast-to-noise ratios. With this concept, phase-contrast imaging can be performed at considerably lower dose.

Hybrid three-dimensional variation and particle filtering for nonlinear systems

International Nuclear Information System (INIS)

Leng Hong-Ze; Song Jun-Qiang

2013-01-01

This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations. We present a hybrid three-dimensional variation (3DVar) and particle piltering (PF) method, which combines the advantages of 3DVar and particle-based filters. By minimizing the cost function, this approach will produce a better proposal distribution of the state. Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme. The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering (EnKF) and the standard PF, especially in highly nonlinear systems

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....... The second contribution of this paper is to derive a new particle filter which we term the Mean Shifted Particle Filter (MSPFb). We show that the MSPFb outperforms the standard Particle Filter by delivering more precise state estimates, and in general the MSPFb has lower Monte Carlo variation in the reported...

Nonlinear stochastic systems with network-induced phenomena recursive filtering and sliding-mode design

CERN Document Server

Hu, Jun; Gao, Huijun

2014-01-01

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties.The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects

Nonlinear Filtering Techniques Comparison for Battery State Estimation

Directory of Open Access Journals (Sweden)

Aspasia Papazoglou

2014-09-01

Full Text Available The performance of estimation algorithms is vital for the correct functioning of batteries in electric vehicles, as poor estimates will inevitably jeopardize the operations that rely on un-measurable quantities, such as State of Charge and State of Health. This paper compares the performance of three nonlinear estimation algorithms: the Extended Kalman Filter, the Unscented Kalman Filter and the Particle Filter, where a lithium-ion cell model is considered. The effectiveness of these algorithms is measured by their ability to produce accurate estimates against their computational complexity in terms of number of operations and execution time required. The trade-offs between estimators' performance and their computational complexity are analyzed.

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

Science.gov (United States)

Rigatos, Gerasimos G

2016-06-01

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

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

Science.gov (United States)

Palatella, Luigi; Trevisan, Anna

2015-04-01

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

The Use of Nonlinear Constitutive Equations to Evaluate Draw Resistance and Filter Ventilation

Directory of Open Access Journals (Sweden)

Eitzinger B

2014-12-01

Full Text Available This study investigates by nonlinear constitutive equations the influence of tipping paper, cigarette paper, filter, and tobacco rod on the degree of filter ventilation and draw resistance. Starting from the laws of conservation, the path to the theory of fluid dynamics in porous media and Darcy's law is reviewed and, as an extension to Darcy's law, two different nonlinear pressure drop-flow relations are proposed. It is proven that these relations are valid constitutive equations and the partial differential equations for the stationary flow in an unlit cigarette covering anisotropic, inhomogeneous and nonlinear behaviour are derived. From these equations a system of ordinary differential equations for the one-dimensional flow in the cigarette is derived by averaging pressure and velocity over the cross section of the cigarette. By further integration, the concept of an electrical analog is reached and discussed in the light of nonlinear pressure drop-flow relations. By numerical calculations based on the system of ordinary differential equations, it is shown that the influence of nonlinearities cannot be neglected because variations in the degree of filter ventilation can reach up to 20% of its nominal value.

Effects of noise, nonlinear processing, and linear filtering on perceived music quality.

Science.gov (United States)

Arehart, Kathryn H; Kates, James M; Anderson, Melinda C

2011-03-01

The purpose of this study was to determine the relative impact of different forms of hearing aid signal processing on quality ratings of music. Music quality was assessed using a rating scale for three types of music: orchestral classical music, jazz instrumental, and a female vocalist. The music stimuli were subjected to a wide range of simulated hearing aid processing conditions including, (1) noise and nonlinear processing, (2) linear filtering, and (3) combinations of noise, nonlinear, and linear filtering. Quality ratings were measured in a group of 19 listeners with normal hearing and a group of 15 listeners with sensorineural hearing impairment. Quality ratings in both groups were generally comparable, were reliable across test sessions, were impacted more by noise and nonlinear signal processing than by linear filtering, and were significantly affected by the genre of music. The average quality ratings for music were reasonably well predicted by the hearing aid speech quality index (HASQI), but additional work is needed to optimize the index to the wide range of music genres and processing conditions included in this study.

Hollywood log-homotopy: movies of particle flow for nonlinear filters

Science.gov (United States)

Daum, Fred; Huang, Jim

2011-06-01

In this paper we show five movies of particle flow to provide insight and intuition about this new algorithm. The particles flow solves the well known and important problem of particle degeneracy. Bayes' rule is implemented by particle flow rather than as a pointwise multiplication. This theory is roughly seven orders of magnitude faster than standard particle filters, and it often beats the extended Kalman filter by two orders of magnitude in accuracy for difficult nonlinear problems.

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

Directory of Open Access Journals (Sweden)

Yiqiu Lv

2013-01-01

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

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...

PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.

Science.gov (United States)

Xia, Jing; Wang, Michelle Yongmei

Analyzing the blood oxygenation level dependent (BOLD) effect in the functional magnetic resonance imaging (fMRI) is typically based on recent ground-breaking time series analysis techniques. This work represents a significant improvement over existing approaches to system identification using nonlinear hemodynamic models. It is important for three reasons. First, instead of using linearized approximations of the dynamics, we present a nonlinear filtering based on the sequential Monte Carlo method to capture the inherent nonlinearities in the physiological system. Second, we simultaneously estimate the hidden physiological states and the system parameters through particle filtering with sequential parameter learning to fully take advantage of the dynamic information of the BOLD signals. Third, during the unknown static parameter learning, we employ the low-dimensional sufficient statistics for efficiency and avoiding potential degeneration of the parameters. The performance of the proposed method is validated using both the simulated data and real BOLD fMRI data.

Generalized Selection Weighted Vector Filters

Directory of Open Access Journals (Sweden)

Rastislav Lukac

2004-09-01

Full Text Available This paper introduces a class of nonlinear multichannel filters capable of removing impulsive noise in color images. The here-proposed generalized selection weighted vector filter class constitutes a powerful filtering framework for multichannel signal processing. Previously defined multichannel filters such as vector median filter, basic vector directional filter, directional-distance filter, weighted vector median filters, and weighted vector directional filters are treated from a global viewpoint using the proposed framework. Robust order-statistic concepts and increased degree of freedom in filter design make the proposed method attractive for a variety of applications. Introduced multichannel sigmoidal adaptation of the filter parameters and its modifications allow to accommodate the filter parameters to varying signal and noise statistics. Simulation studies reported in this paper indicate that the proposed filter class is computationally attractive, yields excellent performance, and is able to preserve fine details and color information while efficiently suppressing impulsive noise. This paper is an extended version of the paper by Lukac et al. presented at the 2003 IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing (NSIP '03 in Grado, Italy.

Allowable graphs of the nonlinear Schrödinger equation and their ...

Indian Academy of Sciences (India)

Bich Nguyen

2017-11-20

Nov 20, 2017 ... Non-linear Schrödinger equation; graphs; characteristic polynomial; .... Allowable graphs of the NLS and their applications. 795 ...... nonlinear Schroödinger equation, J. Algebra Appl. 16 (2017) 37 pp., https://doi.org/10.1142/.

Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

Directory of Open Access Journals (Sweden)

Jinliang Xu

2013-06-01

Full Text Available This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently developed generalized density evolution equation is utilized to formulate the joint probability density function (PDF of the estimation errors. Combining the entropy of the estimation error with the mean squared error, a novel performance index is constructed to ensure the estimation error not only has small uncertainty but also approaches to zero. According to the conjugate gradient method, the optimal filter gain matrix is then obtained by minimizing the improved minimum error entropy criterion. In addition, the condition is proposed to guarantee that the estimation error dynamics is exponentially bounded in the mean square sense. Finally, the comparative simulation results are presented to show that the proposed MEE filter is superior to nonlinear unscented Kalman filter (UKF.

Differential Neural Networks for Identification and Filtering in Nonlinear Dynamic Games

Directory of Open Access Journals (Sweden)

Emmanuel García

2014-01-01

Full Text Available This paper deals with the problem of identifying and filtering a class of continuous-time nonlinear dynamic games (nonlinear differential games subject to additive and undesired deterministic perturbations. Moreover, the mathematical model of this class is completely unknown with the exception of the control actions of each player, and even though the deterministic noises are known, their power (or their effect is not. Therefore, two differential neural networks are designed in order to obtain a feedback (perfect state information pattern for the mentioned class of games. In this way, the stability conditions for two state identification errors and for a filtering error are established, the upper bounds of these errors are obtained, and two new learning laws for each neural network are suggested. Finally, an illustrating example shows the applicability of this approach.

Characterization of the bistable wideband optical filter on the basis of nonlinear 2D photonic crystal

Energy Technology Data Exchange (ETDEWEB)

Guryev, I. V., E-mail: guryev@ieee.org; Sukhoivanov, I. A., E-mail: guryev@ieee.org; Andrade Lucio, J. A., E-mail: guryev@ieee.org; Manzano, O. Ibarra, E-mail: guryev@ieee.org; Rodriguez, E. Vargaz, E-mail: guryev@ieee.org; Gonzales, D. Claudio, E-mail: guryev@ieee.org; Chavez, R. I. Mata, E-mail: guryev@ieee.org; Gurieva, N. S., E-mail: guryev@ieee.org [University of Guanajuato, Engineering division (Mexico)

2014-05-15

In our work, we investigated the wideband optical filter on the basis of nonlinear photonic crystal. The all-optical flip-flop using ultra-short pulses with duration lower than 200 fs is obtained in such filters. Here we pay special attention to the stability problem of the nonlinear element. To investigate this problem, the temporal response demonstrating the flip-flop have been computed within the certain range of the wavelengths as well as at different input power.

A novel nonlinear adaptive filter using a pipelined second-order Volterra recurrent neural network.

Science.gov (United States)

Zhao, Haiquan; Zhang, Jiashu

2009-12-01

To enhance the performance and overcome the heavy computational complexity of recurrent neural networks (RNN), a novel nonlinear adaptive filter based on a pipelined second-order Volterra recurrent neural network (PSOVRNN) is proposed in this paper. A modified real-time recurrent learning (RTRL) algorithm of the proposed filter is derived in much more detail. The PSOVRNN comprises of a number of simple small-scale second-order Volterra recurrent neural network (SOVRNN) modules. In contrast to the standard RNN, these modules of a PSOVRNN can be performed simultaneously in a pipelined parallelism fashion, which can lead to a significant improvement in its total computational efficiency. Moreover, since each module of the PSOVRNN is a SOVRNN in which nonlinearity is introduced by the recursive second-order Volterra (RSOV) expansion, its performance can be further improved. Computer simulations have demonstrated that the PSOVRNN performs better than the pipelined recurrent neural network (PRNN) and RNN for nonlinear colored signals prediction and nonlinear channel equalization. However, the superiority of the PSOVRNN over the PRNN is at the cost of increasing computational complexity due to the introduced nonlinear expansion of each module.

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

Science.gov (United States)

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

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

Science.gov (United States)

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

2018-04-01

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

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

KAUST Repository

Luo, Xiaodong

2014-10-01

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

On a nonlinear Kalman filter with simplified divided difference approximation

KAUST Repository

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

2012-01-01

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

On a nonlinear Kalman filter with simplified divided difference approximation

KAUST Repository

Luo, Xiaodong

2012-03-01

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

Out-of-band and adjacent-channel interference reduction by analog nonlinear filters

Science.gov (United States)

Nikitin, Alexei V.; Davidchack, Ruslan L.; Smith, Jeffrey E.

2015-12-01

In a perfect world, we would have `brick wall' filters, no-distortion amplifiers and mixers, and well-coordinated spectrum operations. The real world, however, is prone to various types of unintentional and intentional interference of technogenic (man-made) origin that can disrupt critical communication systems. In this paper, we introduce a methodology for mitigating technogenic interference in communication channels by analog nonlinear filters, with an emphasis on the mitigation of out-of-band and adjacent-channel interference. Interference induced in a communications receiver by external transmitters can be viewed as wide-band non-Gaussian noise affecting a narrower-band signal of interest. This noise may contain a strong component within the receiver passband, which may dominate over the thermal noise. While the total wide-band interference seen by the receiver may or may not be impulsive, we demonstrate that the interfering component due to power emitted by the transmitter into the receiver channel is likely to appear impulsive under a wide range of conditions. We give an example of mechanisms of impulsive interference in digital communication systems resulting from the nonsmooth nature of any physically realizable modulation scheme for transmission of a digital (discontinuous) message. We show that impulsive interference can be effectively mitigated by nonlinear differential limiters (NDLs). An NDL can be configured to behave linearly when the input signal does not contain outliers. When outliers are encountered, the nonlinear response of the NDL limits the magnitude of the respective outliers in the output signal. The signal quality is improved in excess of that achievable by the respective linear filter, increasing the capacity of a communications channel. The behavior of an NDL, and its degree of nonlinearity, is controlled by a single parameter in a manner that enables significantly better overall suppression of the noise-containing impulsive components

Combination of highly nonlinear fiber, an optical bandpass filter, and a Fabry-Perot filter to improve the signal-to-noise ratio of a supercontinuum continuous-wave optical source.

Science.gov (United States)

Nan, Yinbo; Huo, Li; Lou, Caiyun

2005-05-20

We present a theoretical study of a supercontinuum (SC) continuous-wave (cw) optical source generation in highly nonlinear fiber and its noise properties through numerical simulations based on the nonlinear Schrödinger equation. Fluctuations of pump pulses generate substructures between the longitudinal modes that result in the generation of white noise and then in degradation of coherence and in a decrease of the modulation depths and the signal-to-noise ratio (SNR). A scheme for improvement of the SNR of a multiwavelength cw optical source based on a SC by use of the combination of a highly nonlinear fiber (HNLF), an optical bandpass filter, and a Fabry-Perot (FP) filter is presented. Numerical simulations show that the improvement in modulation depth is relative to the HNLF's length, the 3-dB bandwidth of the optical bandpass filter, and the reflection ratio of the FP filter and that the average improvement in modulation depth is 13.7 dB under specified conditions.

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

Science.gov (United States)

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

2018-03-01

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

Fault prediction for nonlinear stochastic system with incipient faults based on particle filter and nonlinear regression.

Science.gov (United States)

Ding, Bo; Fang, Huajing

2017-05-01

This paper is concerned with the fault prediction for the nonlinear stochastic system with incipient faults. Based on the particle filter and the reasonable assumption about the incipient faults, the modified fault estimation algorithm is proposed, and the system state is estimated simultaneously. According to the modified fault estimation, an intuitive fault detection strategy is introduced. Once each of the incipient fault is detected, the parameters of which are identified by a nonlinear regression method. Then, based on the estimated parameters, the future fault signal can be predicted. Finally, the effectiveness of the proposed method is verified by the simulations of the Three-tank system. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.

2012-11-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.

Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.; Hoteit, Ibrahim; Cornuelle, Bruce; Miller, Arthur J.; Song, Hajoon

2012-01-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.

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

Science.gov (United States)

Tao, Dongwang; Li, Hui; Ma, Qiang

2016-04-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Applications of Kalman filters based on non-linear functions to numerical weather predictions

Directory of Open Access Journals (Sweden)

G. Galanis

2006-10-01

Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.

A MIT-Based Nonlinear Adaptive Set-Membership Filter for the Ellipsoidal Estimation of Mobile Robots' States

Directory of Open Access Journals (Sweden)

Dalei Song

2012-10-01

Full Text Available The adaptive extended set-membership filter (AESMF for nonlinear ellipsoidal estimation suffers a mismatch between real process noise and its set boundaries, which may result in unstable estimation. In this paper, a MIT method-based adaptive set-membership filter, for the optimization of the set boundaries of process noise, is developed and applied to the nonlinear joint estimation of both time-varying states and parameters. As a result of using the proposed MIT-AESMF, the estimation effectiveness and boundary accuracy of traditional AESMF are substantially improved. Simulation results have shown the efficiency and robustness of the proposed method.

On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

Luo, Xiaodong

2010-09-19

The ensemble square root filter (EnSRF) [1, 2, 3, 4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the prediction steps, where it is some ensembles, rather then the means and covariance matrices, of the system state that are propagated forward. In doing this, the EnSRF is computationally more efficient than the KF, since propagating a covariance matrix forward in high dimensional systems is prohibitively expensive. In addition, the EnSRF is also very convenient in implementation. By propagating the ensembles of the system state, the EnSRF can be directly applied to nonlinear systems without any change in comparison to the assimilation procedures in linear systems. However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].

Evaluation of non-linear adaptive smoothing filter by digital phantom

International Nuclear Information System (INIS)

Sato, Kazuhiro; Ishiya, Hiroki; Oshita, Ryosuke; Yanagawa, Isao; Goto, Mitsunori; Mori, Issei

2008-01-01

As a result of the development of multi-slice CT, diagnoses based on three-dimensional reconstruction images and multi-planar reconstruction have spread. For these applications, which require high z-resolution, thin slice imaging is essential. However, because z-resolution is always based on a trade-off with image noise, thin slice imaging is necessarily accompanied by an increase in noise level. To improve the quality of thin slice images, a non-linear adaptive smoothing filter has been developed, and is being widely applied to clinical use. We developed a digital bar pattern phantom for the purpose of evaluating the effect of this filter and attempted evaluation from an addition image of the bar pattern phantom and the image of the water phantom. The effect of this filter was changed in a complex manner by the contrast and spatial frequency of the original image. We have confirmed the reduced effect of image noise in the low frequency component of the image, but decreased contrast or increased quantity of noise in the image of the high frequency component. This result represents the effect of change in the adaptation of this filter. The digital phantom was useful for this evaluation, but to understand the total effect of filtering, much improvement of the shape of the digital phantom is required. (author)

A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations

Directory of Open Access Journals (Sweden)

Zhong Jin

2012-01-01

Full Text Available We present a new iterative method based on the line search filter method with the nonmonotone strategy to solve the system of nonlinear equations. The equations are divided into two groups; some equations are treated as constraints and the others act as the objective function, and the two groups are just updated at the iterations where it is needed indeed. We employ the nonmonotone idea to the sufficient reduction conditions and filter technique which leads to a flexibility and acceptance behavior comparable to monotone methods. The new algorithm is shown to be globally convergent and numerical experiments demonstrate its effectiveness.

Nonlinear optical behaviour of absorbing CdSxSe1-x interference filters

International Nuclear Information System (INIS)

Ferencz, K.; Szipoecs, R.

1988-01-01

First experimental results of nonlinear, thin film interference filter wedges with mixed CdS x Se 1-x as spacer material at the 633 nm wavelength of He-Ne laser are reported. Optical bistability is observed with less than 7.5 mW of optical power in single-cavity structures. The change in refractive index is found to be positive which is in accordance with the thermal mechanism of nonlinearity. Producing a double-cavity structure a device is obtained which works as an optical astable multivibrator having periodical change of transmission as the function of time. (author)

Nonlinear data assimilation using synchronization in a particle filter

Science.gov (United States)

Rodrigues-Pinheiro, Flavia; Van Leeuwen, Peter Jan

2017-04-01

Current data assimilation methods still face problems in strongly nonlinear cases. A promising solution is a particle filter, which provides a representation of the model probability density function by a discrete set of particles. However, the basic particle filter does not work in high-dimensional cases. The performance can be improved by considering the proposal density freedom. A potential choice of proposal density might come from the synchronisation theory, in which one tries to synchronise the model with the true evolution of a system using one-way coupling via the observations. In practice, an extra term is added to the model equations that damps growth of instabilities on the synchronisation manifold. When only part of the system is observed synchronization can be achieved via a time embedding, similar to smoothers in data assimilation. In this work, two new ideas are tested. First, ensemble-based time embedding, similar to an ensemble smoother or 4DEnsVar is used on each particle, avoiding the need for tangent-linear models and adjoint calculations. Tests were performed using Lorenz96 model for 20, 100 and 1000-dimension systems. Results show state-averaged synchronisation errors smaller than observation errors even in partly observed systems, suggesting that the scheme is a promising tool to steer model states to the truth. Next, we combine these efficient particles using an extension of the Implicit Equal-Weights Particle Filter, a particle filter that ensures equal weights for all particles, avoiding filter degeneracy by construction. Promising results will be shown on low- and high-dimensional Lorenz96 models, and the pros and cons of these new ideas will be discussed.

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

International Nuclear Information System (INIS)

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

2014-01-01

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

White noise theory of robust nonlinear filtering with correlated state and observation noises

NARCIS (Netherlands)

Bagchi, Arunabha; Karandikar, Rajeeva

1992-01-01

In the direct white noise theory of nonlinear filtering, the state process is still modeled as a Markov process satisfying an Ito stochastic differential equation, while a finitely additive white noise is used to model the observation noise. In the present work, this asymmetry is removed by modeling

White noise theory of robust nonlinear filtering with correlated state and observation noises

NARCIS (Netherlands)

Bagchi, Arunabha; Karandikar, Rajeeva

1994-01-01

In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still modelled as a Markov process satisfying an Itô stochastic differential equation, while a `finitely additive¿ white noise is used to model the observation noise. We remove this asymmetry by modelling the

Noise removal in extended depth of field microscope images through nonlinear signal processing.

Science.gov (United States)

Zahreddine, Ramzi N; Cormack, Robert H; Cogswell, Carol J

2013-04-01

Extended depth of field (EDF) microscopy, achieved through computational optics, allows for real-time 3D imaging of live cell dynamics. EDF is achieved through a combination of point spread function engineering and digital image processing. A linear Wiener filter has been conventionally used to deconvolve the image, but it suffers from high frequency noise amplification and processing artifacts. A nonlinear processing scheme is proposed which extends the depth of field while minimizing background noise. The nonlinear filter is generated via a training algorithm and an iterative optimizer. Biological microscope images processed with the nonlinear filter show a significant improvement in image quality and signal-to-noise ratio over the conventional linear filter.

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

Science.gov (United States)

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

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

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

Directory of Open Access Journals (Sweden)

Xuegang Song

2017-10-01

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

Maximized gust loads for a nonlinear airplane using matched filter theory and constrained optimization

Science.gov (United States)

Scott, Robert C.; Perry, Boyd, III; Pototzky, Anthony S.

1991-01-01

This paper describes and illustrates two matched-filter-theory based schemes for obtaining maximized and time-correlated gust-loads for a nonlinear airplane. The first scheme is computationally fast because it uses a simple one-dimensional search procedure to obtain its answers. The second scheme is computationally slow because it uses a more complex multidimensional search procedure to obtain its answers, but it consistently provides slightly higher maximum loads than the first scheme. Both schemes are illustrated with numerical examples involving a nonlinear control system.

Nonlinear filtering for character recognition in low quality document images

Science.gov (United States)

Diaz-Escobar, Julia; Kober, Vitaly

2014-09-01

Optical character recognition in scanned printed documents is a well-studied task, where the captured conditions like sheet position, illumination, contrast and resolution are controlled. Nowadays, it is more practical to use mobile devices for document capture than a scanner. So as a consequence, the quality of document images is often poor owing to presence of geometric distortions, nonhomogeneous illumination, low resolution, etc. In this work we propose to use multiple adaptive nonlinear composite filters for detection and classification of characters. Computer simulation results obtained with the proposed system are presented and discussed.

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

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

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

Improvement of nonlinear diffusion equation using relaxed geometric mean filter for low PSNR images

DEFF Research Database (Denmark)

Nadernejad, Ehsan

2013-01-01

A new method to improve the performance of low PSNR image denoising is presented. The proposed scheme estimates edge gradient from an image that is regularised with a relaxed geometric mean filter. The proposed method consists of two stages; the first stage consists of a second order nonlinear an...

Empirical intrinsic geometry for nonlinear modeling and time series filtering.

Science.gov (United States)

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering

Science.gov (United States)

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-01-01

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293

Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises

Directory of Open Access Journals (Sweden)

Hongtao Yang

2018-01-01

Full Text Available This paper proposes a novel strong tracking filter (STF, which is suitable for dealing with the filtering problem of nonlinear systems when the following cases occur: that is, the constructed model does not match the actual system, the measurements have the one-step random delay, and the process and measurement noises are correlated at the same epoch. Firstly, a framework of decoupling filter (DF based on equivalent model transformation is derived. Further, according to the framework of DF, a new extended Kalman filtering (EKF algorithm via using first-order linearization approximation is developed. Secondly, the computational process of the suboptimal fading factor is derived on the basis of the extended orthogonality principle (EOP. Thirdly, the ultimate form of the proposed STF is obtained by introducing the suboptimal fading factor into the above EKF algorithm. The proposed STF can automatically tune the suboptimal fading factor on the basis of the residuals between available and predicted measurements and further the gain matrices of the proposed STF tune online to improve the filtering performance. Finally, the effectiveness of the proposed STF has been proved through numerical simulation experiments.

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

Science.gov (United States)

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

2015-08-25

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

A Study on Application of Fuzzy Adaptive Unscented Kalman Filter to Nonlinear Turbojet Engine Control

Science.gov (United States)

Han, Dongju

2018-05-01

Safe and efficient flight powered by an aircraft turbojet engine relies on the performance of the engine controller preventing compressor surge with robustness from noises or disturbances. This paper proposes the effective nonlinear controller associated with the nonlinear filter for the real turbojet engine with highly nonlinear dynamics. For the feasible controller study the nonlinearity of the engine dynamics was investigated by comparing the step responses from the linearized model with the original nonlinear dynamics. The fuzzy-based PID control logic is introduced to control the engine efficiently and FAUKF is applied for robustness from noises. The simulation results prove the effectiveness of FAUKF applied to the proposed controller such that the control performances are superior over the conventional controller and the filer performance using FAUKF indicates the satisfactory results such as clearing the defects by reducing the distortions without compressor surge, whereas the conventional UKF is not fully effective as occurring some distortions with compressor surge due to a process noise.

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

Directory of Open Access Journals (Sweden)

Rafael Cisneros-Magaña

2018-06-01

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

Exponential L2-L∞ Filtering for a Class of Stochastic System with Mixed Delays and Nonlinear Perturbations

Directory of Open Access Journals (Sweden)

Zhaohui Chen

2013-01-01

Full Text Available The delay-dependent exponential L2-L∞ performance analysis and filter design are investigated for stochastic systems with mixed delays and nonlinear perturbations. Based on the delay partitioning and integral partitioning technique, an improved delay-dependent sufficient condition for the existence of the L2-L∞ filter is established, by choosing an appropriate Lyapunov-Krasovskii functional and constructing a new integral inequality. The full-order filter design approaches are obtained in terms of linear matrix inequalities (LMIs. By solving the LMIs and using matrix decomposition, the desired filter gains can be obtained, which ensure that the filter error system is exponentially stable with a prescribed L2-L∞ performance γ. Numerical examples are provided to illustrate the effectiveness and significant improvement of the proposed method.

Optimal Nonlinear Filter for INS Alignment

Institute of Scientific and Technical Information of China (English)

赵瑞; 顾启泰

2002-01-01

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

New Evidence That Nonlinear Source-Filter Coupling Affects Harmonic Intensity and fo Stability During Instances of Harmonics Crossing Formants.

Science.gov (United States)

Maxfield, Lynn; Palaparthi, Anil; Titze, Ingo

2017-03-01

The traditional source-filter theory of voice production describes a linear relationship between the source (glottal flow pulse) and the filter (vocal tract). Such a linear relationship does not allow for nor explain how changes in the filter may impact the stability and regularity of the source. The objective of this experiment was to examine what effect unpredictable changes to vocal tract dimensions could have on fo stability and individual harmonic intensities in situations in which low frequency harmonics cross formants in a fundamental frequency glide. To determine these effects, eight human subjects (five male, three female) were recorded producing fo glides while their vocal tracts were artificially lengthened by a section of vinyl tubing inserted into the mouth. It was hypothesized that if the source and filter operated as a purely linear system, harmonic intensities would increase and decrease at nearly the same rates as they passed through a formant bandwidth, resulting in a relatively symmetric peak on an intensity-time contour. Additionally, fo stability should not be predictably perturbed by formant/harmonic crossings in a linear system. Acoustic analysis of these recordings, however, revealed that harmonic intensity peaks were asymmetric in 76% of cases, and that 85% of fo instabilities aligned with a crossing of one of the first four harmonics with the first three formants. These results provide further evidence that nonlinear dynamics in the source-filter relationship can impact fo stability as well as harmonic intensities as harmonics cross through formant bandwidths. Copyright © 2017 The Voice Foundation. Published by Elsevier Inc. All rights reserved.

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

Science.gov (United States)

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

2018-03-07

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

Nonlinear filtering with particle filters

OpenAIRE

Haslehner, Mylène

2014-01-01

Convective phenomena in the atmosphere, such as convective storms, are characterized by very fast, intermittent and seemingly stochastic processes. They are thus difficult to predict with Numerical Weather Prediction (NWP) models, and difficult to estimate with data assimilation methods that combine prediction and observations. In this thesis, nonlinear data assimilation methods are tested on two idealized convective scale cloud models, developed in [58] and [59]. The aim of this work was to ...

Scattering angle base filtering of the inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-01-01

Full waveform inversion (FWI) requires a hierarchical approach based on the availability of low frequencies to maneuver the complex nonlinearity associated with the problem of velocity inversion. I develop a model gradient filter to help us access the parts of the gradient more suitable to combat this potential nonlinearity. The filter is based on representing the gradient in the time-lag normalized domain, in which low scattering angles of the gradient update are initially muted. The result are long-wavelength updates controlled by the ray component of the wavefield. In this case, even 10 Hz data can produce near zero wavelength updates suitable for a background correction of the model. Allowing smaller scattering angle to contribute provides higher resolution information to the model.

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.

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

Science.gov (United States)

Karami, Farzaneh; Poshtan, Javad; Poshtan, Majid

2010-04-01

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

Filtered-X Affine Projection Algorithms for Active Noise Control Using Volterra Filters

Directory of Open Access Journals (Sweden)

Sicuranza Giovanni L

2004-01-01

Full Text Available We consider the use of adaptive Volterra filters, implemented in the form of multichannel filter banks, as nonlinear active noise controllers. In particular, we discuss the derivation of filtered-X affine projection algorithms for homogeneous quadratic filters. According to the multichannel approach, it is then easy to pass from these algorithms to those of a generic Volterra filter. It is shown in the paper that the AP technique offers better convergence and tracking capabilities than the classical LMS and NLMS algorithms usually applied in nonlinear active noise controllers, with a limited complexity increase. This paper extends in two ways the content of a previous contribution published in Proc. IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing (NSIP '03, Grado, Italy, June 2003. First of all, a general adaptation algorithm valid for any order of affine projections is presented. Secondly, a more complete set of experiments is reported. In particular, the effects of using multichannel filter banks with a reduced number of channels are investigated and relevant results are shown.

Volterra Filtering for ADC Error Correction

Directory of Open Access Journals (Sweden)

J. Saliga

2001-09-01

Full Text Available Dynamic non-linearity of analog-to-digital converters (ADCcontributes significantly to the distortion of digitized signals. Thispaper introduces a new effective method for compensation such adistortion based on application of Volterra filtering. Considering ana-priori error model of ADC allows finding an efficient inverseVolterra model for error correction. Efficiency of proposed method isdemonstrated on experimental results.

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

Science.gov (United States)

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

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Nonlinear Dot Plots.

Science.gov (United States)

Rodrigues, Nils; Weiskopf, Daniel

2018-01-01

Conventional dot plots use a constant dot size and are typically applied to show the frequency distribution of small data sets. Unfortunately, they are not designed for a high dynamic range of frequencies. We address this problem by introducing nonlinear dot plots. Adopting the idea of nonlinear scaling from logarithmic bar charts, our plots allow for dots of varying size so that columns with a large number of samples are reduced in height. For the construction of these diagrams, we introduce an efficient two-way sweep algorithm that leads to a dense and symmetrical layout. We compensate aliasing artifacts at high dot densities by a specifically designed low-pass filtering method. Examples of nonlinear dot plots are compared to conventional dot plots as well as linear and logarithmic histograms. Finally, we include feedback from an expert review.

Nonlinear Filtering Effects of Reservoirs on Flood Frequency Curves at the Regional Scale: RESERVOIRS FILTER FLOOD FREQUENCY CURVES

Energy Technology Data Exchange (ETDEWEB)

Wang, Wei; Li, Hong-Yi; Leung, Lai-Yung; Yigzaw, Wondmagegn Y.; Zhao, Jianshi; Lu, Hui; Deng, Zhiqun; Demissie, Yonas; Bloschl, Gunter

2017-10-01

Anthropogenic activities, e.g., reservoir operation, may alter the characteristics of Flood Frequency Curve (FFC) and challenge the basic assumption of stationarity used in flood frequency analysis. This paper presents a combined data-modeling analysis of the nonlinear filtering effects of reservoirs on the FFCs over the contiguous United States. A dimensionless Reservoir Impact Index (RII), defined as the total upstream reservoir storage capacity normalized by the annual streamflow volume, is used to quantify reservoir regulation effects. Analyses are performed for 388 river stations with an average record length of 50 years. The first two moments of the FFC, mean annual maximum flood (MAF) and coefficient of variations (CV), are calculated for the pre- and post-dam periods and compared to elucidate the reservoir regulation effects as a function of RII. It is found that MAF generally decreases with increasing RII but stabilizes when RII exceeds a threshold value, and CV increases with RII until a threshold value beyond which CV decreases with RII. The processes underlying the nonlinear threshold behavior of MAF and CV are investigated using three reservoir models with different levels of complexity. All models capture the non-linear relationships of MAF and CV with RII, suggesting that the basic flood control function of reservoirs is key to the non-linear relationships. The relative roles of reservoir storage capacity, operation objectives, available storage prior to a flood event, and reservoir inflow pattern are systematically investigated. Our findings may help improve flood-risk assessment and mitigation in regulated river systems at the regional scale.

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

Science.gov (United States)

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

2018-02-01

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

Advanced nonlinear control of three phase series active power filter

Directory of Open Access Journals (Sweden)

Abouelmahjoub Y.

2014-01-01

Full Text Available The problem of controlling three-phase series active power filter (TPSAPF is addressed in this paper in presence of the perturbations in the voltages of the electrical supply network. The control objective of the TPSAPF is twofold: (i compensation of all voltage perturbations (voltage harmonics, voltage unbalance and voltage sags, (ii regulation of the DC bus voltage of the inverter. A controller formed by two nonlinear regulators is designed, using the Backstepping technique, to provide the above compensation. The regulation of the DC bus voltage of the inverter is ensured by the use of a diode bridge rectifier which its output is in parallel with the DC bus capacitor. The Analysis of controller performances is illustrated by numerical simulation in Matlab/Simulink environment.

Design, control, and implementation of LCL-filter-based shunt active power filters

DEFF Research Database (Denmark)

Tang, Yi; Loh, Poh Chiang; Wang, Peng

2011-01-01

This paper concentrates on the design, control and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate harmonic currents produced by nonlinear loads in a three-phase three-wire power system. The use of LCL-filter at the output end of SAPF offer......-loop control system, and active damping implemented with fewer current sensors are all addressed here. An analytical design example is finally presented, being supported with experimental results, to verify its effectiveness and practicality.......This paper concentrates on the design, control and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate harmonic currents produced by nonlinear loads in a three-phase three-wire power system. The use of LCL-filter at the output end of SAPF offers...

Adaptive Filtering Algorithms and Practical Implementation

CERN Document Server

Diniz, Paulo S R

2013-01-01

In the fourth edition of Adaptive Filtering: Algorithms and Practical Implementation, author Paulo S.R. Diniz presents the basic concepts of adaptive signal processing and adaptive filtering in a concise and straightforward manner. The main classes of adaptive filtering algorithms are presented in a unified framework, using clear notations that facilitate actual implementation. The main algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Many examples address problems drawn from actual applications. New material to this edition includes: Analytical and simulation examples in Chapters 4, 5, 6 and 10 Appendix E, which summarizes the analysis of set-membership algorithm Updated problems and references Providing a concise background on adaptive filtering, this book covers the family of LMS, affine projection, RLS and data-selective set-membership algorithms as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Several problems are...

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

Science.gov (United States)

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

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

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

Science.gov (United States)

2017-01-01

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

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

Science.gov (United States)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in

Scattering-angle based filtering of the waveform inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-01-01

Full waveform inversion (FWI) requires a hierarchical approach to maneuver the complex non-linearity associated with the problem of velocity update. In anisotropic media, the non-linearity becomes far more complex with the potential trade-off between the multiparameter description of the model. A gradient filter helps us in accessing the parts of the gradient that are suitable to combat the potential non-linearity and parameter trade-off. The filter is based on representing the gradient in the time-lag normalized domain, in which the low scattering angle of the gradient update is initially muted out in the FWI implementation, in what we may refer to as a scattering angle continuation process. The result is a low wavelength update dominated by the transmission part of the update gradient. In this case, even 10 Hz data can produce vertically near-zero wavenumber updates suitable for a background correction of the model. Relaxing the filtering at a later stage in the FWI implementation allows for smaller scattering angles to contribute higher-resolution information to the model. The benefits of the extended domain based filtering of the gradient is not only it's ability in providing low wavenumber gradients guided by the scattering angle, but also in its potential to provide gradients free of unphysical energy that may correspond to unrealistic scattering angles.

Scattering-angle based filtering of the waveform inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-11-22

Full waveform inversion (FWI) requires a hierarchical approach to maneuver the complex non-linearity associated with the problem of velocity update. In anisotropic media, the non-linearity becomes far more complex with the potential trade-off between the multiparameter description of the model. A gradient filter helps us in accessing the parts of the gradient that are suitable to combat the potential non-linearity and parameter trade-off. The filter is based on representing the gradient in the time-lag normalized domain, in which the low scattering angle of the gradient update is initially muted out in the FWI implementation, in what we may refer to as a scattering angle continuation process. The result is a low wavelength update dominated by the transmission part of the update gradient. In this case, even 10 Hz data can produce vertically near-zero wavenumber updates suitable for a background correction of the model. Relaxing the filtering at a later stage in the FWI implementation allows for smaller scattering angles to contribute higher-resolution information to the model. The benefits of the extended domain based filtering of the gradient is not only it\\'s ability in providing low wavenumber gradients guided by the scattering angle, but also in its potential to provide gradients free of unphysical energy that may correspond to unrealistic scattering angles.

Nonlinear optimal filter technique for analyzing energy depositions in TES sensors driven into saturation

Directory of Open Access Journals (Sweden)

B. Shank

2014-11-01

Full Text Available We present a detailed thermal and electrical model of superconducting transition edge sensors (TESs connected to quasiparticle (qp traps, such as the W TESs connected to Al qp traps used for CDMS (Cryogenic Dark Matter Search Ge and Si detectors. We show that this improved model, together with a straightforward time-domain optimal filter, can be used to analyze pulses well into the nonlinear saturation region and reconstruct absorbed energies with optimal energy resolution.

A study of single multiplicative neuron model with nonlinear filters for hourly wind speed prediction

International Nuclear Information System (INIS)

Wu, Xuedong; Zhu, Zhiyu; Su, Xunliang; Fan, Shaosheng; Du, Zhaoping; Chang, Yanchao; Zeng, Qingjun

2015-01-01

Wind speed prediction is one important methods to guarantee the wind energy integrated into the whole power system smoothly. However, wind power has a non–schedulable nature due to the strong stochastic nature and dynamic uncertainty nature of wind speed. Therefore, wind speed prediction is an indispensable requirement for power system operators. Two new approaches for hourly wind speed prediction are developed in this study by integrating the single multiplicative neuron model and the iterated nonlinear filters for updating the wind speed sequence accurately. In the presented methods, a nonlinear state–space model is first formed based on the single multiplicative neuron model and then the iterated nonlinear filters are employed to perform dynamic state estimation on wind speed sequence with stochastic uncertainty. The suggested approaches are demonstrated using three cases wind speed data and are compared with autoregressive moving average, artificial neural network, kernel ridge regression based residual active learning and single multiplicative neuron model methods. Three types of prediction errors, mean absolute error improvement ratio and running time are employed for different models’ performance comparison. Comparison results from Tables 1–3 indicate that the presented strategies have much better performance for hourly wind speed prediction than other technologies. - Highlights: • Developed two novel hybrid modeling methods for hourly wind speed prediction. • Uncertainty and fluctuations of wind speed can be better explained by novel methods. • Proposed strategies have online adaptive learning ability. • Proposed approaches have shown better performance compared with existed approaches. • Comparison and analysis of two proposed novel models for three cases are provided

Nonlinear Kalman filters for calibration in radio interferometry

Science.gov (United States)

Tasse, C.

2014-06-01

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

Lysis solution composition and non-linear dose-response to ionizing radiation in the non-denaturing DNA filter elution technique

International Nuclear Information System (INIS)

Radford, I.R.

1990-01-01

The suggestion by Okayasu and Iliakis (1989) that the non-linear dose-response curve, obtained with the non-denaturing filter elution technique for mammalian cells exposed to low-LET radiation, is the result of a technical artefact, was not confirmed. (author)

Generalised Filtering

Directory of Open Access Journals (Sweden)

Karl Friston

2010-01-01

Full Text Available We describe a Bayesian filtering scheme for nonlinear state-space models in continuous time. This scheme is called Generalised Filtering and furnishes posterior (conditional densities on hidden states and unknown parameters generating observed data. Crucially, the scheme operates online, assimilating data to optimize the conditional density on time-varying states and time-invariant parameters. In contrast to Kalman and Particle smoothing, Generalised Filtering does not require a backwards pass. In contrast to variational schemes, it does not assume conditional independence between the states and parameters. Generalised Filtering optimises the conditional density with respect to a free-energy bound on the model's log-evidence. This optimisation uses the generalised motion of hidden states and parameters, under the prior assumption that the motion of the parameters is small. We describe the scheme, present comparative evaluations with a fixed-form variational version, and conclude with an illustrative application to a nonlinear state-space model of brain imaging time-series.

Distributed Fault Detection for a Class of Nonlinear Stochastic Systems

Directory of Open Access Journals (Sweden)

Bingyong Yan

2014-01-01

Full Text Available A novel distributed fault detection strategy for a class of nonlinear stochastic systems is presented. Different from the existing design procedures for fault detection, a novel fault detection observer, which consists of a nonlinear fault detection filter and a consensus filter, is proposed to detect the nonlinear stochastic systems faults. Firstly, the outputs of the nonlinear stochastic systems act as inputs of a consensus filter. Secondly, a nonlinear fault detection filter is constructed to provide estimation of unmeasurable system states and residual signals using outputs of the consensus filter. Stability analysis of the consensus filter is rigorously investigated. Meanwhile, the design procedures of the nonlinear fault detection filter are given in terms of linear matrix inequalities (LMIs. Taking the influence of the system stochastic noises into consideration, an outstanding feature of the proposed scheme is that false alarms can be reduced dramatically. Finally, simulation results are provided to show the feasibility and effectiveness of the proposed fault detection approach.

Restoration of Static JPEG Images and RGB Video Frames by Means of Nonlinear Filtering in Conditions of Gaussian and Non-Gaussian Noise

Science.gov (United States)

Sokolov, R. I.; Abdullin, R. R.

2017-11-01

The use of nonlinear Markov process filtering makes it possible to restore both video stream frames and static photos at the stage of preprocessing. The present paper reflects the results of research in comparison of these types image filtering quality by means of special algorithm when Gaussian or non-Gaussian noises acting. Examples of filter operation at different values of signal-to-noise ratio are presented. A comparative analysis has been performed, and the best filtered kind of noise has been defined. It has been shown the quality of developed algorithm is much better than quality of adaptive one for RGB signal filtering at the same a priori information about the signal. Also, an advantage over median filter takes a place when both fluctuation and pulse noise filtering.

Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering

DEFF Research Database (Denmark)

Baadsgaard, Mikkel; Nielsen, Jan Nygaard; Madsen, Henrik

2000-01-01

An econometric analysis of continuous-timemodels of the term structure of interest rates is presented. A panel of coupon bond prices with different maturities is used to estimate the embedded parameters of a continuous-discrete state space model of unobserved state variables: the spot interest rate...... noise term should account for model errors. A nonlinear filtering method is used to compute estimates of the state variables, and the model parameters are estimated by a quasimaximum likelihood method provided that some assumptions are imposed on the model residuals. Both Monte Carlo simulation results...

Adaptive Filtering Using Recurrent Neural Networks

Science.gov (United States)

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

2005-01-01

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

Nonlinear bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation

Czech Academy of Sciences Publication Activity Database

Pavelková, Lenka

2011-01-01

Roč. 47, č. 3 (2011), s. 370-384 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : non-linear state space model * bounded uncertainty * missing measurements * state filtering * vehicle position estimation Subject RIV: BC - Control Systems Theory Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/AS/pavelkova-0360239.pdf

Selection vector filter framework

Science.gov (United States)

Lukac, Rastislav; Plataniotis, Konstantinos N.; Smolka, Bogdan; Venetsanopoulos, Anastasios N.

2003-10-01

We provide a unified framework of nonlinear vector techniques outputting the lowest ranked vector. The proposed framework constitutes a generalized filter class for multichannel signal processing. A new class of nonlinear selection filters are based on the robust order-statistic theory and the minimization of the weighted distance function to other input samples. The proposed method can be designed to perform a variety of filtering operations including previously developed filtering techniques such as vector median, basic vector directional filter, directional distance filter, weighted vector median filters and weighted directional filters. A wide range of filtering operations is guaranteed by the filter structure with two independent weight vectors for angular and distance domains of the vector space. In order to adapt the filter parameters to varying signal and noise statistics, we provide also the generalized optimization algorithms taking the advantage of the weighted median filters and the relationship between standard median filter and vector median filter. Thus, we can deal with both statistical and deterministic aspects of the filter design process. It will be shown that the proposed method holds the required properties such as the capability of modelling the underlying system in the application at hand, the robustness with respect to errors in the model of underlying system, the availability of the training procedure and finally, the simplicity of filter representation, analysis, design and implementation. Simulation studies also indicate that the new filters are computationally attractive and have excellent performance in environments corrupted by bit errors and impulsive noise.

Modelling modulation perception : modulation low-pass filter or modulation filter bank?

NARCIS (Netherlands)

Dau, T.; Kollmeier, B.; Kohlrausch, A.G.

1995-01-01

In current models of modulation perception, the stimuli are first filtered and nonlinearly transformed (mostly half-wave rectified). In order to model the low-pass characteristic of measured modulation transfer functions, the next stage in the models is a first-order low-pass filter with a typical

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Science.gov (United States)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to

Distributed Event-Based Set-Membership Filtering for a Class of Nonlinear Systems With Sensor Saturations Over Sensor Networks.

Science.gov (United States)

Ma, Lifeng; Wang, Zidong; Lam, Hak-Keung; Kyriakoulis, Nikos

2017-11-01

In this paper, the distributed set-membership filtering problem is investigated for a class of discrete time-varying system with an event-based communication mechanism over sensor networks. The system under consideration is subject to sector-bounded nonlinearity, unknown but bounded noises and sensor saturations. Each intelligent sensing node transmits the data to its neighbors only when certain triggering condition is violated. By means of a set of recursive matrix inequalities, sufficient conditions are derived for the existence of the desired distributed event-based filter which is capable of confining the system state in certain ellipsoidal regions centered at the estimates. Within the established theoretical framework, two additional optimization problems are formulated: one is to seek the minimal ellipsoids (in the sense of matrix trace) for the best filtering performance, and the other is to maximize the triggering threshold so as to reduce the triggering frequency with satisfactory filtering performance. A numerically attractive chaos algorithm is employed to solve the optimization problems. Finally, an illustrative example is presented to demonstrate the effectiveness and applicability of the proposed algorithm.

Mode Coupling and Nonlinear Resonances of MEMS Arch Resonators for Bandpass Filters

KAUST Repository

Hajjaj, Amal Z.

2017-01-30

We experimentally demonstrate an exploitation of the nonlinear softening, hardening, and veering phenomena (near crossing), where the frequencies of two vibration modes get close to each other, to realize a bandpass filter of sharp roll off from the passband to the stopband. The concept is demonstrated based on an electrothermally tuned and electrostatically driven MEMS arch resonator operated in air. The in-plane resonator is fabricated from a silicon-on-insulator wafer with a deliberate curvature to form an arch shape. A DC current is applied through the resonator to induce heat and modulate its stiffness, and hence its resonance frequencies. We show that the first resonance frequency increases up to twice of the initial value while the third resonance frequency decreases until getting very close to the first resonance frequency. This leads to the phenomenon of veering, where both modes get coupled and exchange energy. We demonstrate that by driving both modes nonlinearly and electrostatically near the veering regime, such that the first and third modes exhibit softening and hardening behavior, respectively, sharp roll off from the passband to the stopband is achievable. We show a flat, wide, and tunable bandwidth and center frequency by controlling the electrothermal actuation voltage.

An inertia-free filter line-search algorithm for large-scale nonlinear programming

Energy Technology Data Exchange (ETDEWEB)

Chiang, Nai-Yuan; Zavala, Victor M.

2016-02-15

We present a filter line-search algorithm that does not require inertia information of the linear system. This feature enables the use of a wide range of linear algebra strategies and libraries, which is essential to tackle large-scale problems on modern computing architectures. The proposed approach performs curvature tests along the search step to detect negative curvature and to trigger convexification. We prove that the approach is globally convergent and we implement the approach within a parallel interior-point framework to solve large-scale and highly nonlinear problems. Our numerical tests demonstrate that the inertia-free approach is as efficient as inertia detection via symmetric indefinite factorizations. We also demonstrate that the inertia-free approach can lead to reductions in solution time because it reduces the amount of convexification needed.

Testing particle filters on convective scale dynamics

Science.gov (United States)

Haslehner, Mylene; Craig, George. C.; Janjic, Tijana

2014-05-01

Particle filters have been developed in recent years to deal with highly nonlinear dynamics and non Gaussian error statistics that also characterize data assimilation on convective scales. In this work we explore the use of the efficient particle filter (P.v. Leeuwen, 2011) for convective scale data assimilation application. The method is tested in idealized setting, on two stochastic models. The models were designed to reproduce some of the properties of convection, for example the rapid development and decay of convective clouds. The first model is a simple one-dimensional, discrete state birth-death model of clouds (Craig and Würsch, 2012). For this model, the efficient particle filter that includes nudging the variables shows significant improvement compared to Ensemble Kalman Filter and Sequential Importance Resampling (SIR) particle filter. The success of the combination of nudging and resampling, measured as RMS error with respect to the 'true state', is proportional to the nudging intensity. Significantly, even a very weak nudging intensity brings notable improvement over SIR. The second model is a modified version of a stochastic shallow water model (Würsch and Craig 2013), which contains more realistic dynamical characteristics of convective scale phenomena. Using the efficient particle filter and different combination of observations of the three field variables (wind, water 'height' and rain) allows the particle filter to be evaluated in comparison to a regime where only nudging is used. Sensitivity to the properties of the model error covariance is also considered. Finally, criteria are identified under which the efficient particle filter outperforms nudging alone. References: Craig, G. C. and M. Würsch, 2012: The impact of localization and observation averaging for convective-scale data assimilation in a simple stochastic model. Q. J. R. Meteorol. Soc.,139, 515-523. Van Leeuwen, P. J., 2011: Efficient non-linear data assimilation in geophysical

Performance improvement of shunt active power filter based on non-linear least-square approach

DEFF Research Database (Denmark)

Terriche, Yacine

2018-01-01

Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC). The synchron......Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need....... This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset...

A quantum extended Kalman filter

International Nuclear Information System (INIS)

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

2017-01-01

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

A quantum extended Kalman filter

Science.gov (United States)

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

2017-06-01

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

Blended particle filters for large-dimensional chaotic dynamical systems

Science.gov (United States)

Majda, Andrew J.; Qi, Di; Sapsis, Themistoklis P.

2014-01-01

A major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. Blended particle filters that capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of phase space are introduced here. These blended particle filters are constructed in this paper through a mathematical formalism involving conditional Gaussian mixtures combined with statistically nonlinear forecast models compatible with this structure developed recently with high skill for uncertainty quantification. Stringent test cases for filtering involving the 40-dimensional Lorenz 96 model with a 5-dimensional adaptive subspace for nonlinear blended filtering in various turbulent regimes with at least nine positive Lyapunov exponents are used here. These cases demonstrate the high skill of the blended particle filter algorithms in capturing both highly non-Gaussian dynamical features as well as crucial nonlinear statistics for accurate filtering in extreme filtering regimes with sparse infrequent high-quality observations. The formalism developed here is also useful for multiscale filtering of turbulent systems and a simple application is sketched below. PMID:24825886

Design of a Low-Power VLSI Macrocell for Nonlinear Adaptive Video Noise Reduction

Directory of Open Access Journals (Sweden)

Sergio Saponara

2004-09-01

Full Text Available A VLSI macrocell for edge-preserving video noise reduction is proposed in the paper. It is based on a nonlinear rational filter enhanced by a noise estimator for blind and dynamic adaptation of the filtering parameters to the input signal statistics. The VLSI filter features a modular architecture allowing the extension of both mask size and filtering directions. Both spatial and spatiotemporal algorithms are supported. Simulation results with monochrome test videos prove its efficiency for many noise distributions with PSNR improvements up to 3.8 dB with respect to a nonadaptive solution. The VLSI macrocell has been realized in a 0.18 μm CMOS technology using a standard-cells library; it allows for real-time processing of main video formats, up to 30 fps (frames per second 4CIF, with a power consumption in the order of few mW.

Dynamics of nonlinear feedback control.

Science.gov (United States)

Snippe, H P; van Hateren, J H

2007-05-01

Feedback control in neural systems is ubiquitous. Here we study the mathematics of nonlinear feedback control. We compare models in which the input is multiplied by a dynamic gain (multiplicative control) with models in which the input is divided by a dynamic attenuation (divisive control). The gain signal (resp. the attenuation signal) is obtained through a concatenation of an instantaneous nonlinearity and a linear low-pass filter operating on the output of the feedback loop. For input steps, the dynamics of gain and attenuation can be very different, depending on the mathematical form of the nonlinearity and the ordering of the nonlinearity and the filtering in the feedback loop. Further, the dynamics of feedback control can be strongly asymmetrical for increment versus decrement steps of the input. Nevertheless, for each of the models studied, the nonlinearity in the feedback loop can be chosen such that immediately after an input step, the dynamics of feedback control is symmetric with respect to increments versus decrements. Finally, we study the dynamics of the output of the control loops and find conditions under which overshoots and undershoots of the output relative to the steady-state output occur when the models are stimulated with low-pass filtered steps. For small steps at the input, overshoots and undershoots of the output do not occur when the filtering in the control path is faster than the low-pass filtering at the input. For large steps at the input, however, results depend on the model, and for some of the models, multiple overshoots and undershoots can occur even with a fast control path.

Notch filters for port-Hamiltonian systems

NARCIS (Netherlands)

Dirksz, D.A.; Scherpen, J.M.A.; van der Schaft, A.J.; Steinbuch, M.

2012-01-01

In this paper a standard notch filter is modeled in the port-Hamiltonian framework. By having such a port-Hamiltonian description it is proven that the notch filter is a passive system. The notch filter can then be interconnected with another (nonlinear) port-Hamiltonian system, while preserving the

Advanced Filtering Techniques Applied to Spaceflight, Phase II

Data.gov (United States)

National Aeronautics and Space Administration — IST-Rolla developed two nonlinear filters for spacecraft orbit determination during the Phase I contract. The theta-D filter and the cost based filter, CBF, were...

Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

CERN Document Server

Aliyu, MDS

2011-01-01

A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter

A hybrid filter to mitigate harmonics caused by nonlinear load and resonance caused by power factor correction capacitor

Science.gov (United States)

Adan, N. F.; Soomro, D. M.

2017-01-01

Power factor correction capacitor (PFCC) is commonly installed in industrial applications for power factor correction (PFC). With the expanding use of non-linear equipment such as ASDs, power converters, etc., power factor (PF) improvement has become difficult due to the presence of harmonics. The resulting capacitive impedance of the PFCC may form a resonant circuit with the source inductive reactance at a certain frequency, which is likely to coincide with one of the harmonic frequency of the load. This condition will trigger large oscillatory currents and voltages that may stress the insulation and cause subsequent damage to the PFCC and equipment connected to the power system (PS). Besides, high PF cannot be achieved due to power distortion. This paper presents the design of a three-phase hybrid filter consisting of a single tuned passive filter (STPF) and shunt active power filter (SAPF) to mitigate harmonics and resonance in the PS through simulation using PSCAD/EMTDC software. SAPF was developed using p-q theory. The hybrid filter has resulted in significant improvement on both total harmonic distortion for voltage (THDV) and total demand distortion for current (TDDI) with maximum values of 2.93% and 9.84% respectively which were within the recommended IEEE 519-2014 standard limits. Regarding PF improvement, the combined filters have achieved PF close to desired PF at 0.95 for firing angle, α values up to 40°.

Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

Science.gov (United States)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.

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

Science.gov (United States)

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

2009-01-01

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

Combining nonlinear multiresolution system and vector quantization for still image compression

Energy Technology Data Exchange (ETDEWEB)

Wong, Y.

1993-12-17

It is popular to use multiresolution systems for image coding and compression. However, general-purpose techniques such as filter banks and wavelets are linear. While these systems are rigorous, nonlinear features in the signals cannot be utilized in a single entity for compression. Linear filters are known to blur the edges. Thus, the low-resolution images are typically blurred, carrying little information. We propose and demonstrate that edge-preserving filters such as median filters can be used in generating a multiresolution system using the Laplacian pyramid. The signals in the detail images are small and localized to the edge areas. Principal component vector quantization (PCVQ) is used to encode the detail images. PCVQ is a tree-structured VQ which allows fast codebook design and encoding/decoding. In encoding, the quantization error at each level is fed back through the pyramid to the previous level so that ultimately all the error is confined to the first level. With simple coding methods, we demonstrate that images with PSNR 33 dB can be obtained at 0.66 bpp without the use of entropy coding. When the rate is decreased to 0.25 bpp, the PSNR of 30 dB can still be achieved. Combined with an earlier result, our work demonstrate that nonlinear filters can be used for multiresolution systems and image coding.

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

Science.gov (United States)

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

2018-03-01

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

Ballistic target tracking algorithm based on improved particle filtering

Science.gov (United States)

Ning, Xiao-lei; Chen, Zhan-qi; Li, Xiao-yang

2015-10-01

Tracking ballistic re-entry target is a typical nonlinear filtering problem. In order to track the ballistic re-entry target in the nonlinear and non-Gaussian complex environment, a novel chaos map particle filter (CMPF) is used to estimate the target state. CMPF has better performance in application to estimate the state and parameter of nonlinear and non-Gassuian system. The Monte Carlo simulation results show that, this method can effectively solve particle degeneracy and particle impoverishment problem by improving the efficiency of particle sampling to obtain the better particles to part in estimation. Meanwhile CMPF can improve the state estimation precision and convergence velocity compared with EKF, UKF and the ordinary particle filter.

Nonlinear Filtering and Approximation Techniques

Science.gov (United States)

1991-09-01

filtering. UNIT8 Q RECERCE**No 1223 Programme 5 A utomatique, Productique, Traitement dui Signal et des Donnc~es CONSISTENT PARAMETER ESTIMATION FOR...ue’e[71 E C 2.’(Rm x [0,7]; R) is the unique solution of the Hamilton-Jacobi-Bellman equation 9u,’[7](x, t) - EAu "’[ 7](x,t) + He,’[ 7](x,t,Du,[ 7](x,t

On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

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

2010-01-01

However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].

Alternating minimisation for glottal inverse filtering

International Nuclear Information System (INIS)

Bleyer, Ismael Rodrigo; Lybeck, Lasse; Auvinen, Harri; Siltanen, Samuli; Airaksinen, Manu; Alku, Paavo

2017-01-01

A new method is proposed for solving the glottal inverse filtering (GIF) problem. The goal of GIF is to separate an acoustical speech signal into two parts: the glottal airflow excitation and the vocal tract filter. To recover such information one has to deal with a blind deconvolution problem. This ill-posed inverse problem is solved under a deterministic setting, considering unknowns on both sides of the underlying operator equation. A stable reconstruction is obtained using a double regularization strategy, alternating between fixing either the glottal source signal or the vocal tract filter. This enables not only splitting the nonlinear and nonconvex problem into two linear and convex problems, but also allows the use of the best parameters and constraints to recover each variable at a time. This new technique, called alternating minimization glottal inverse filtering (AM-GIF), is compared with two other approaches: Markov chain Monte Carlo glottal inverse filtering (MCMC-GIF), and iterative adaptive inverse filtering (IAIF), using synthetic speech signals. The recent MCMC-GIF has good reconstruction quality but high computational cost. The state-of-the-art IAIF method is computationally fast but its accuracy deteriorates, particularly for speech signals of high fundamental frequency ( F 0). The results show the competitive performance of the new method: With high F 0, the reconstruction quality is better than that of IAIF and close to MCMC-GIF while reducing the computational complexity by two orders of magnitude. (paper)

Are consistent equal-weight particle filters possible?

Science.gov (United States)

van Leeuwen, P. J.

2017-12-01

Particle filters are fully nonlinear data-assimilation methods that could potentially change the way we do data-assimilation in highly nonlinear high-dimensional geophysical systems. However, the standard particle filter in which the observations come in by changing the relative weights of the particles is degenerate. This means that one particle obtains weight one, and all other particles obtain a very small weight, effectively meaning that the ensemble of particles reduces to that one particle. For over 10 years now scientists have searched for solutions to this problem. One obvious solution seems to be localisation, in which each part of the state only sees a limited number of observations. However, for a realistic localisation radius based on physical arguments, the number of observations is typically too large, and the filter is still degenerate. Another route taken is trying to find proposal densities that lead to more similar particle weights. There is a simple proof, however, that shows that there is an optimum, the so-called optimal proposal density, and that optimum will lead to a degenerate filter. On the other hand, it is easy to come up with a counter example of a particle filter that is not degenerate in high-dimensional systems. Furthermore, several particle filters have been developed recently that claim to have equal or equivalent weights. In this presentation I will show how to construct a particle filter that is never degenerate in high-dimensional systems, and how that is still consistent with the proof that one cannot do better than the optimal proposal density. Furthermore, it will be shown how equal- and equivalent-weights particle filters fit within this framework. This insight will then lead to new ways to generate particle filters that are non-degenerate, opening up the field of nonlinear filtering in high-dimensional systems.

Derivative free filtering using Kalmtool

DEFF Research Database (Denmark)

Bayramoglu, Enis; Hansen, Søren; Ravn, Ole

2010-01-01

In this paper we present a toolbox enabling easy evaluation and comparison of different filtering algorithms. The toolbox is called Kalmtool 4 and is a set of MATLAB tools for state estimation of nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for DD1 fi...

Vector Directional Distance Rational Hybrid Filters for Color Image Restoration

Directory of Open Access Journals (Sweden)

L. Khriji

2005-12-01

Full Text Available A new class of nonlinear filters, called vector-directional distance rational hybrid filters (VDDRHF for multispectral image processing, is introduced and applied to color image-filtering problems. These filters are based on rational functions (RF. The VDDRHF filter is a two-stage filter, which exploits the features of the vector directional distance filter (VDDF, the center weighted vector directional distance filter (CWVDDF and those of the rational operator. The filter output is a result of vector rational function (VRF operating on the output of three sub-functions. Two vector directional distance (VDDF filters and one center weighted vector directional distance filter (CWVDDF are proposed to be used in the first stage due to their desirable properties, such as, noise attenuation, chromaticity retention, and edges and details preservation. Experimental results show that the new VDDRHF outperforms a number of widely known nonlinear filters for multi-spectral image processing such as the vector median filter (VMF, the generalized vector directional filters (GVDF and distance directional filters (DDF with respect to all criteria used.

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

Directory of Open Access Journals (Sweden)

Feng Lian

2012-01-01

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

Nonlinear System Identification Using Neural Networks Trained with Natural Gradient Descent

Directory of Open Access Journals (Sweden)

Ibnkahla Mohamed

2003-01-01

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

Filtering, control and fault detection with randomly occurring incomplete information

CERN Document Server

Dong, Hongli; Gao, Huijun

2013-01-01

This book investigates the filtering, control and fault detection problems for several classes of nonlinear systems with randomly occurring incomplete information. It proposes new concepts, including RVNs, ROMDs, ROMTCDs, and ROQEs. The incomplete information under consideration primarily includes missing measurements, time-delays, sensor and actuator saturations, quantization effects and time-varying nonlinearities. The first part of this book focuses on the filtering, control and fault detection problems for several classes of nonlinear stochastic discrete-time systems and

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...

Active RC filter based implementation analysis part of two channel hybrid filter bank

Directory of Open Access Journals (Sweden)

Stojanović Vidosav

2014-01-01

Full Text Available In the present paper, a new design method for continuous-time powersymmetric active RC filters for Hybrid Filter Bank (HFB is proposed. Some theoretical properties of continious-time power-symmetric filters bank in a more general perspective are studied. This includes the derivation of a new general analytical form, and a study of poles and zeros locations in s-plane. In the proposed design method the analytic solution of filter coefficients is solved in sdomain using only one nonlinear equation Finally, the proposed approximation is compared to standard approximations. It was shown that attenuation and group delay characteristic of the proposed filter lie between Butterworth and elliptic characteristics. [Projekat Ministarstva nauke Republike Srbije, br. 32009TR

Generalized design of high performance shunt active power filter with output LCL filter

DEFF Research Database (Denmark)

Tang, Yi; Loh, Poh Chiang; Wang, Peng

2012-01-01

parameters, interactions between resonance damping and harmonic compensation, bandwidth design of the closed-loop system, and active damping implementation with fewer current sensors. These described design concerns, together with their generalized design procedure, are applied to an analytical example......This paper concentrates on the design, control, and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate for harmonic currents produced by nonlinear loads in a three-phase three-wire power system. With an LCL filter added at its output...

Particle Filter with Novel Nonlinear Error Model for Miniature Gyroscope-Based Measurement While Drilling Navigation

Directory of Open Access Journals (Sweden)

Tao Li

2016-03-01

Full Text Available The derivation of a conventional error model for the miniature gyroscope-based measurement while drilling (MGWD system is based on the assumption that the errors of attitude are small enough so that the direction cosine matrix (DCM can be approximated or simplified by the errors of small-angle attitude. However, the simplification of the DCM would introduce errors to the navigation solutions of the MGWD system if the initial alignment cannot provide precise attitude, especially for the low-cost microelectromechanical system (MEMS sensors operated in harsh multilateral horizontal downhole drilling environments. This paper proposes a novel nonlinear error model (NNEM by the introduction of the error of DCM, and the NNEM can reduce the propagated errors under large-angle attitude error conditions. The zero velocity and zero position are the reference points and the innovations in the states estimation of particle filter (PF and Kalman filter (KF. The experimental results illustrate that the performance of PF is better than KF and the PF with NNEM can effectively restrain the errors of system states, especially for the azimuth, velocity, and height in the quasi-stationary condition.

Particle Filter with Novel Nonlinear Error Model for Miniature Gyroscope-Based Measurement While Drilling Navigation.

Science.gov (United States)

Li, Tao; Yuan, Gannan; Li, Wang

2016-03-15

The derivation of a conventional error model for the miniature gyroscope-based measurement while drilling (MGWD) system is based on the assumption that the errors of attitude are small enough so that the direction cosine matrix (DCM) can be approximated or simplified by the errors of small-angle attitude. However, the simplification of the DCM would introduce errors to the navigation solutions of the MGWD system if the initial alignment cannot provide precise attitude, especially for the low-cost microelectromechanical system (MEMS) sensors operated in harsh multilateral horizontal downhole drilling environments. This paper proposes a novel nonlinear error model (NNEM) by the introduction of the error of DCM, and the NNEM can reduce the propagated errors under large-angle attitude error conditions. The zero velocity and zero position are the reference points and the innovations in the states estimation of particle filter (PF) and Kalman filter (KF). The experimental results illustrate that the performance of PF is better than KF and the PF with NNEM can effectively restrain the errors of system states, especially for the azimuth, velocity, and height in the quasi-stationary condition.

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody

2016-05-03

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

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody; Tembine, Hamidou; Tempone, Raul

2016-01-01

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

Reduced nonlinearities in 100-nm high SOI waveguides

Science.gov (United States)

Lacava, C.; Marchetti, R.; Vitali, V.; Cristiani, I.; Giuliani, G.; Fournier, M.; Bernabe, S.; Minzioni, P.

2016-03-01

Here we show the results of an experimental analysis dedicated to investigate the impact of optical non linear effects, such as two-photon absorption (TPA), free-carrier absorption (FCA) and free-carrier dispersion (FCD), on the performance of integrated micro-resonator based filters for application in WDM telecommunication systems. The filters were fabricated using SOI (Silicon-on-Insulator) technology by CEA-Leti, in the frame of the FP7 Fabulous Project, which aims to develop low-cost and high-performance integrated optical devices to be used in new generation passive optical- networks (NG-PON2). Different designs were tested, including both ring-based structures and racetrack-based structures, with single-, double- or triple- resonator configuration, and using different waveguide cross-sections (from 500 x 200 nm to 825 x 100 nm). Measurements were carried out using an external cavity tunable laser source operating in the extended telecom bandwidth, using both continuous wave signals and 10 Gbit/s modulated signals. Results show that the use 100-nm high waveguide allows reducing the impact of non-linear losses, with respect to the standard waveguides, thus increasing by more than 3 dB the maximum amount of optical power that can be injected into the devices before causing significant non-linear effects. Measurements with OOK-modulated signals at 10 Gbit/s showed that TPA and FCA don't affect the back-to-back BER of the signal, even when long pseudo-random-bit-sequences (PRBS) are used, as the FCD-induced filter-detuning increases filter losses but "prevents" excessive signal degradation.

Grid-Connected Photovoltaic System with Active Power Filtering Functionality

Directory of Open Access Journals (Sweden)

Joaquín Vaquero

2018-01-01

Full Text Available Solar panels are an attractive and growing source of renewable energy in commercial and residential applications. Its use connected to the grid by means of a power converter results in a grid-connected photovoltaic system. In order to optimize this system, it is interesting to integrate several functionalities into the power converter, such as active power filtering and power factor correction. Nonlinear loads connected to the grid generate current harmonics, which deteriorates the mains power quality. Active power filters can compensate these current harmonics. A photovoltaic system with added harmonic compensation and power factor correction capabilities is proposed in this paper. A sliding mode controller is employed to control the power converter, implemented on the CompactRIO digital platform from National Instruments Corporation, allowing user friendly operation and easy tuning. The power system consists of two stages, a DC/DC boost converter and a single-phase inverter, and it is able to inject active power into the grid while compensating the current harmonics generated by nonlinear loads at the point of common coupling. The operation, design, simulation, and experimental results for the proposed system are discussed.

Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

Science.gov (United States)

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

Nonlinear Filtering in High Dimension

Science.gov (United States)

2014-06-02

near J (that is, the spatial accumulation of errors is mitigated). This localization comes at a price , however; the local filter stability bound holds...Appendix A to complete the proof of the variance bound. The present approach is inspired by [15]. The price we pay is that the variance bound scales...Random fields and diffusion processes. In École d’Été de Prob- abilités de Saint- Flour XV–XVII, 1985–87, volume 1362 of Lecture Notes in Math., pages

Bayesian target tracking based on particle filter

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

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

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.

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

Institute of Scientific and Technical Information of China (English)

LI Shuo; TAO Ran

2006-01-01

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

Robotic fish tracking method based on suboptimal interval Kalman filter

Science.gov (United States)

Tong, Xiaohong; Tang, Chao

2017-11-01

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

Design and control of LCL-filter with active damping for Active Power Filter

DEFF Research Database (Denmark)

Zeng, Guohong; Rasmussen, Tonny Wederberg; Ma, L

2010-01-01

of LCL-filter for APF is introduced, which is aimed for simplified the implementation. To suppress the resonance that may be excited in the system, which brings in stability problems, an active damping control strategy using the current feed-back of the filter capacitor is adopted. By selecting two equal......In the application of shunt Active Power Filter (APF) to compensate nonlinear load's harmonic, reactive and negative sequence current, it is more effective to use a LCL-filter than an L-filter as an interface between the Voltage Source Converter (VSC) and grid. In this paper, a designing procedure...... or similar inductances, the filter designing become more simple and effective, meanwhile the capacitance requirement is minimized. A pole-zero automatic cancellation phenomenon is discussed in this paper, which can be applied to simplify the current regulator designing. The tuning method is presented, based...

The research of radar target tracking observed information linear filter method

Science.gov (United States)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.

Identification of chaotic memristor systems based on piecewise adaptive Legendre filters

International Nuclear Information System (INIS)

Zhao, Yibo; Zhang, Xiuzai; Xu, Jin; Guo, Yecai

2015-01-01

Memristor is a nonlinear device, which plays an important role in the design and implementation of chaotic systems. In order to be able to understand in-depth the complex nonlinear dynamic behaviors in chaotic memristor systems, modeling or identification of its nonlinear model is very important premise. This paper presents a chaotic memristor system identification method based on piecewise adaptive Legendre filters. The threshold decomposition is carried out for the input vector, and also the input signal subintervals via decomposition satisfy the convergence condition of the adaptive Legendre filters. Then the adaptive Legendre filter structure and adaptive weight update algorithm are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics.

Unscented Kalman filter for SINS alignment

Institute of Scientific and Technical Information of China (English)

Zhou Zhanxin; Gao Yanan; Chen Jiabin

2007-01-01

In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system (SINS) alignment, Unscented Kalman Filter (UKF) is presented for simulation with stationary base and moving base of SINS alignment.Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment.The UKF has good performance in case of small initial misalignment.

Image classification using multiscale information fusion based on saliency driven nonlinear diffusion filtering.

Science.gov (United States)

Hu, Weiming; Hu, Ruiguang; Xie, Nianhua; Ling, Haibin; Maybank, Stephen

2014-04-01

In this paper, we propose saliency driven image multiscale nonlinear diffusion filtering. The resulting scale space in general preserves or even enhances semantically important structures such as edges, lines, or flow-like structures in the foreground, and inhibits and smoothes clutter in the background. The image is classified using multiscale information fusion based on the original image, the image at the final scale at which the diffusion process converges, and the image at a midscale. Our algorithm emphasizes the foreground features, which are important for image classification. The background image regions, whether considered as contexts of the foreground or noise to the foreground, can be globally handled by fusing information from different scales. Experimental tests of the effectiveness of the multiscale space for the image classification are conducted on the following publicly available datasets: 1) the PASCAL 2005 dataset; 2) the Oxford 102 flowers dataset; and 3) the Oxford 17 flowers dataset, with high classification rates.

Support Vector Regression-Based Adaptive Divided Difference Filter for Nonlinear State Estimation Problems

Directory of Open Access Journals (Sweden)

Hongjian Wang

2014-01-01

Full Text Available We present a support vector regression-based adaptive divided difference filter (SVRADDF algorithm for improving the low state estimation accuracy of nonlinear systems, which are typically affected by large initial estimation errors and imprecise prior knowledge of process and measurement noises. The derivative-free SVRADDF algorithm is significantly simpler to compute than other methods and is implemented using only functional evaluations. The SVRADDF algorithm involves the use of the theoretical and actual covariance of the innovation sequence. Support vector regression (SVR is employed to generate the adaptive factor to tune the noise covariance at each sampling instant when the measurement update step executes, which improves the algorithm’s robustness. The performance of the proposed algorithm is evaluated by estimating states for (i an underwater nonmaneuvering target bearing-only tracking system and (ii maneuvering target bearing-only tracking in an air-traffic control system. The simulation results show that the proposed SVRADDF algorithm exhibits better performance when compared with a traditional DDF algorithm.

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

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2017-01-01

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

Introduction to the Box Particle Filtering

OpenAIRE

Gning, Amadou; Ristic, B; Mihaylova, Lyudmila; Abdallah, F.

2013-01-01

This paper presents a novel method for solving nonlinear filtering problems. This approach is particularly appealing in practical situations involving imprecise stochastic measurements, thus resulting in very broad posterior densities. It relies on the concept of a box particle, which occupies a small and controllable rectangular region having a non-zero volume in the state space. Key advantages of the box particle filter (Box-PF) against the standard particle filter (PF) are in its reduced c...

Noise reduction with complex bilateral filter.

Science.gov (United States)

Matsumoto, Mitsuharu

2017-12-01

This study introduces a noise reduction technique that uses a complex bilateral filter. A bilateral filter is a nonlinear filter originally developed for images that can reduce noise while preserving edge information. It is an attractive filter and has been used in many applications in image processing. When it is applied to an acoustical signal, small-amplitude noise is reduced while the speech signal is preserved. However, a bilateral filter cannot handle noise with relatively large amplitudes owing to its innate characteristics. In this study, the noisy signal is transformed into the time-frequency domain and the filter is improved to handle complex spectra. The high-amplitude noise is reduced in the time-frequency domain via the proposed filter. The features and the potential of the proposed filter are also confirmed through experiments.

Nonlinear spatio-temporal filtering of dynamic PET data using a four-dimensional Gaussian filter and expectation-maximization deconvolution

International Nuclear Information System (INIS)

Floberg, J M; Holden, J E

2013-01-01

We introduce a method for denoising dynamic PET data, spatio-temporal expectation-maximization (STEM) filtering, that combines four-dimensional Gaussian filtering with EM deconvolution. The initial Gaussian filter suppresses noise at a broad range of spatial and temporal frequencies and EM deconvolution quickly restores the frequencies most important to the signal. We aim to demonstrate that STEM filtering can improve variance in both individual time frames and in parametric images without introducing significant bias. We evaluate STEM filtering with a dynamic phantom study, and with simulated and human dynamic PET studies of a tracer with reversible binding behaviour, [C-11]raclopride, and a tracer with irreversible binding behaviour, [F-18]FDOPA. STEM filtering is compared to a number of established three and four-dimensional denoising methods. STEM filtering provides substantial improvements in variance in both individual time frames and in parametric images generated with a number of kinetic analysis techniques while introducing little bias. STEM filtering does bias early frames, but this does not affect quantitative parameter estimates. STEM filtering is shown to be superior to the other simple denoising methods studied. STEM filtering is a simple and effective denoising method that could be valuable for a wide range of dynamic PET applications. (paper)

Kalman Filtering with Real-Time Applications

CERN Document Server

Chui, Charles K

2009-01-01

Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering.

RB Particle Filter Time Synchronization Algorithm Based on the DPM Model.

Science.gov (United States)

Guo, Chunsheng; Shen, Jia; Sun, Yao; Ying, Na

2015-09-03

Time synchronization is essential for node localization, target tracking, data fusion, and various other Wireless Sensor Network (WSN) applications. To improve the estimation accuracy of continuous clock offset and skew of mobile nodes in WSNs, we propose a novel time synchronization algorithm, the Rao-Blackwellised (RB) particle filter time synchronization algorithm based on the Dirichlet process mixture (DPM) model. In a state-space equation with a linear substructure, state variables are divided into linear and non-linear variables by the RB particle filter algorithm. These two variables can be estimated using Kalman filter and particle filter, respectively, which improves the computational efficiency more so than if only the particle filter was used. In addition, the DPM model is used to describe the distribution of non-deterministic delays and to automatically adjust the number of Gaussian mixture model components based on the observational data. This improves the estimation accuracy of clock offset and skew, which allows achieving the time synchronization. The time synchronization performance of this algorithm is also validated by computer simulations and experimental measurements. The results show that the proposed algorithm has a higher time synchronization precision than traditional time synchronization algorithms.

CHANGE DETECTION VIA SELECTIVE GUIDED CONTRASTING FILTERS

Directory of Open Access Journals (Sweden)

Y. V. Vizilter

2017-05-01

Full Text Available Change detection scheme based on guided contrasting was previously proposed. Guided contrasting filter takes two images (test and sample as input and forms the output as filtered version of test image. Such filter preserves the similar details and smooths the non-similar details of test image with respect to sample image. Due to this the difference between test image and its filtered version (difference map could be a basis for robust change detection. Guided contrasting is performed in two steps: at the first step some smoothing operator (SO is applied for elimination of test image details; at the second step all matched details are restored with local contrast proportional to the value of some local similarity coefficient (LSC. The guided contrasting filter was proposed based on local average smoothing as SO and local linear correlation as LSC. In this paper we propose and implement new set of selective guided contrasting filters based on different combinations of various SO and thresholded LSC. Linear average and Gaussian smoothing, nonlinear median filtering, morphological opening and closing are considered as SO. Local linear correlation coefficient, morphological correlation coefficient (MCC, mutual information, mean square MCC and geometrical correlation coefficients are applied as LSC. Thresholding of LSC allows operating with non-normalized LSC and enhancing the selective properties of guided contrasting filters: details are either totally recovered or not recovered at all after the smoothing. These different guided contrasting filters are tested as a part of previously proposed change detection pipeline, which contains following stages: guided contrasting filtering on image pyramid, calculation of difference map, binarization, extraction of change proposals and testing change proposals using local MCC. Experiments on real and simulated image bases demonstrate the applicability of all proposed selective guided contrasting filters. All

Indirect Control of a low power Single-Phase Active Power Filter

Directory of Open Access Journals (Sweden)

SILVIU EPURE

2010-12-01

Full Text Available This paper deals with a low power, single phase active filter used to compensate nonlinear loads. The filter uses the indirect control method and it is based on a particular connection between filter, polluting load and grid to avoid timeconsuming mathematic operations or signal processing computations and assures good rejection of harmonic currents injected by the nonlinear load into the grid. A scale model was first simulated in Simulink and then physically implemented. The paper presents simulation and experimental results, and highlight problems encountered during experiments.

Adaptive kernels in approximate filtering of state-space models

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil

2017-01-01

Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf

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

Science.gov (United States)

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

2016-02-01

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

Harmonic Detection at Initialization With Kalman Filter

DEFF Research Database (Denmark)

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

2014-01-01

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

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

Directory of Open Access Journals (Sweden)

Bizhong Xia

2017-12-01

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

From spiking neuron models to linear-nonlinear models.

Science.gov (United States)

Ostojic, Srdjan; Brunel, Nicolas

2011-01-20

Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.

Estimation of State of Charge for Two Types of Lithium-Ion Batteries by Nonlinear Predictive Filter for Electric Vehicles

Directory of Open Access Journals (Sweden)

Yin Hua

2015-04-01

Full Text Available Estimation of state of charge (SOC is of great importance for lithium-ion (Li-ion batteries used in electric vehicles. This paper presents a state of charge estimation method using nonlinear predictive filter (NPF and evaluates the proposed method on the lithium-ion batteries with different chemistries. Contrary to most conventional filters which usually assume a zero mean white Gaussian process noise, the advantage of NPF is that the process noise in NPF is treated as an unknown model error and determined as a part of the solution without any prior assumption, and it can take any statistical distribution form, which improves the estimation accuracy. In consideration of the model accuracy and computational complexity, a first-order equivalent circuit model is applied to characterize the battery behavior. The experimental test is conducted on the LiCoO2 and LiFePO4 battery cells to validate the proposed method. The results show that the NPF method is able to accurately estimate the battery SOC and has good robust performance to the different initial states for both cells. Furthermore, the comparison study between NPF and well-established extended Kalman filter for battery SOC estimation indicates that the proposed NPF method has better estimation accuracy and converges faster.

Sparse PDF maps for non-linear multi-resolution image operations

KAUST Repository

Hadwiger, Markus

2012-11-01

We introduce a new type of multi-resolution image pyramid for high-resolution images called sparse pdf maps (sPDF-maps). Each pyramid level consists of a sparse encoding of continuous probability density functions (pdfs) of pixel neighborhoods in the original image. The encoded pdfs enable the accurate computation of non-linear image operations directly in any pyramid level with proper pre-filtering for anti-aliasing, without accessing higher or lower resolutions. The sparsity of sPDF-maps makes them feasible for gigapixel images, while enabling direct evaluation of a variety of non-linear operators from the same representation. We illustrate this versatility for antialiased color mapping, O(n) local Laplacian filters, smoothed local histogram filters (e.g., median or mode filters), and bilateral filters. © 2012 ACM.

Precomputing Process Noise Covariance for Onboard Sequential Filters

Science.gov (United States)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Kalman filtering with real-time applications

CERN Document Server

Chui, Charles K

2017-01-01

This new edition presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help de...

Higher-order chaotic oscillator using active bessel filter

DEFF Research Database (Denmark)

Lindberg, Erik; Mykolaitis, Gytis; Bumelien, Skaidra

2010-01-01

A higher-order oscillator, including a nonlinear unit and an 8th-order low-pass active Bessel filter is described. The Bessel unit plays the role of "three-in-one": a delay line, an amplifier and a filter. Results of hardware experiments and numerical simulation are presented. Depending...

Particle filter based MAP state estimation: A comparison

NARCIS (Netherlands)

Saha, S.; Boers, Y.; Driessen, J.N.; Mandal, Pranab K.; Bagchi, Arunabha

2009-01-01

MAP estimation is a good alternative to MMSE for certain applications involving nonlinear non Gaussian systems. Recently a new particle filter based MAP estimator has been derived. This new method extracts the MAP directly from the output of a running particle filter. In the recent past, a Viterbi

Adaptable Iterative and Recursive Kalman Filter Schemes

Science.gov (United States)

Zanetti, Renato

2014-01-01

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

A Model Predictive Algorithm for Active Control of Nonlinear Noise Processes

Directory of Open Access Journals (Sweden)

Qi-Zhi Zhang

2005-01-01

Full Text Available In this paper, an improved nonlinear Active Noise Control (ANC system is achieved by introducing an appropriate secondary source. For ANC system to be successfully implemented, the nonlinearity of the primary path and time delay of the secondary path must be overcome. A nonlinear Model Predictive Control (MPC strategy is introduced to deal with the time delay in the secondary path and the nonlinearity in the primary path of the ANC system. An overall online modeling technique is utilized for online secondary path and primary path estimation. The secondary path is estimated using an adaptive FIR filter, and the primary path is estimated using a Neural Network (NN. The two models are connected in parallel with the two paths. In this system, the mutual disturbances between the operation of the nonlinear ANC controller and modeling of the secondary can be greatly reduced. The coefficients of the adaptive FIR filter and weight vector of NN are adjusted online. Computer simulations are carried out to compare the proposed nonlinear MPC method with the nonlinear Filter-x Least Mean Square (FXLMS algorithm. The results showed that the convergence speed of the proposed nonlinear MPC algorithm is faster than that of nonlinear FXLMS algorithm. For testing the robust performance of the proposed nonlinear ANC system, the sudden changes in the secondary path and primary path of the ANC system are considered. Results indicated that the proposed nonlinear ANC system can rapidly track the sudden changes in the acoustic paths of the nonlinear ANC system, and ensure the adaptive algorithm stable when the nonlinear ANC system is time variable.

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

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

Seasonality Effects on Nonlinear Properties of Hydrometeorological Records: A New Method of Data Analysis

Science.gov (United States)

Livina, V. N.; Ashkenazy, Y.; Bunde, A.; Havlin, S.

2007-12-01

Climatic time series in general, and hydrological time series in particular, exhibit pronounced annual periodicity. This periodicity and its corresponding harmonics affect the nonlinear properties of the relevant time series (i.e., the long-range volatility correlations and width of multifractal spectrum) and thus have to be filtered out before studying fractal and volatility properties. We compare several filtering techniques (one of them proposed here) and find that in order to eliminate the periodicity effect on the nonlinear properties of the time series (i.e., the volatility and multifractal properties) it is necessary to filter out the seasonal standard deviation in addition to the filtering of the seasonal mean. The obtained results indicate weak volatility correlations (weak nonlinearity) in the river data, and this can be seen using different filterings approaches. [1] Livina~V.~N., Y.~Ashkenazy, A.~Bunde, and S.~Havlin, Seasonality effects on nonlinear properties of hydrometeorological records, in Extremes, Trends, and Correlations in Hydrology and Climate (ed. by J.P.Kropp & H.-J.Schellnhuber), Springer, Berlin, submitted.

Exploring synchronisation in nonlinear data assimilation

Science.gov (United States)

Rodrigues-Pinheiro, Flavia; van Leeuwen, Peter Jan

2016-04-01

Present-day data assimilation methods are based on linearizations and face serious problems in strongly nonlinear cases such as convection. A promising solution to this problem is a particle filter, which provides a representation of the model probability density function (pdf) by a discrete set of model states, or particles. The basic particle filter uses Bayes's theorem directly, but does not work in high-dimensional cases. The performance can be improved by considering the proposal density freedom. This allows one to change the model equations to bring the particles closer to the observations, resulting in very efficient update schemes at observation times, but extending these schemes between observation times is computationally expensive. Simple solutions like nudging have been shown to be not powerful enough. A potential solution might be synchronization, in which one tries to synchronise the model of a system with the true evolution of the system via the observations. In practice this means that an extra term is added to the model equations that hampers growth of instabilities on the synchronization manifold. Especially the delayed versions, where observations are allowed to influence the state in the past have shown some remarkable successes. Unfortunately, all efforts ignore errors in the observations, and as soon as these are introduced the performance degrades considerably. There is a close connection between time-delayed synchronization and a Kalman Smoother, which does allow for observational (and other) errors. In this presentation we will explore this connection to the full, with a view to extend synchronization to more realistic settings. Specifically performance of the spread of information from observed to unobserved variables is studied in detail. The results indicate that this extended synchronisation is a promising tool to steer the model states towards the observations efficiently. If time permits, we will show initial results of embedding the

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

Science.gov (United States)

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

2016-05-09

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

Chameleon's behavior of modulable nonlinear electrical transmission line

Science.gov (United States)

Togueu Motcheyo, A. B.; Tchinang Tchameu, J. D.; Fewo, S. I.; Tchawoua, C.; Kofane, T. C.

2017-12-01

We show that modulable discrete nonlinear transmission line can adopt Chameleon's behavior due to the fact that, without changing its appearance structure, it can become alternatively purely right or left handed line which is different to the composite one. Using a quasidiscrete approximation, we derive a nonlinear Schrödinger equation, that predicts accurately the carrier frequency threshold from the linear analysis. It appears that the increasing of the linear capacitor in parallel in the series branch induced the selectivity of the filter in the right-handed region while it increases band pass filter in the left-handed region. Numerical simulations of the nonlinear model confirm the forward wave in the right handed line and the backward wave in the left handed one.

Harmonic distortion in microwave photonic filters.

Science.gov (United States)

Rius, Manuel; Mora, José; Bolea, Mario; Capmany, José

2012-04-09

We present a theoretical and experimental analysis of nonlinear microwave photonic filters. Far from the conventional condition of low modulation index commonly used to neglect high-order terms, we have analyzed the harmonic distortion involved in microwave photonic structures with periodic and non-periodic frequency responses. We show that it is possible to design microwave photonic filters with reduced harmonic distortion and high linearity even under large signal operation.

Passive target tracking using marginalized particle filter

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

A marginalized particle filtering(MPF)approach is proposed for target tracking under the background of passive measurement.Essentially,the MPF is a combination of particle filtering technique and Kalman filter.By making full use of marginalization,the distributions of the tractable linear part of the total state variables are updated analytically using Kalman filter,and only the lower-dimensional nonlinear state variable needs to be dealt with using particle filter.Simulation studies are performed on an illustrative example,and the results show that the MPF method leads to a significant reduction of the tracking errors when compared with the direct particle implementation.Real data test results also validate the effectiveness of the presented method.

Stochastic processes and filtering theory

CERN Document Server

Jazwinski, Andrew H

1970-01-01

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab

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

International Nuclear Information System (INIS)

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

2009-01-01

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

Image statistics and nonlinear artifacts in composed transmission x-ray tomography

International Nuclear Information System (INIS)

Duerinckx, A.J.G.

1979-01-01

Knowledge of the image quality and image statistics in Computed Tomography (CT) images obtained with transmission x-ray CT scanners can increase the amount of clinically useful information that can be retrieved. Artifacts caused by nonlinear shadows are strongly object-dependent and are visible over larger areas of the image. No simple technique exists for their complete elimination. One source of artifacts in the first order statistics is the nonlinearities in the measured shadow or projection data used to reconstruct the image. One of the leading causes is the polychromaticity of the x-ray beam used in transmission CT scanners. Ways to improve the resulting image quality and techniques to extract additional information using dual energy scanning are discussed. A unique formalism consisting of a vector representation of the material dependence of the photon-tissue interactions is generalized to allow an in depth analysis. Poly-correction algorithms are compared using this analytic approach. Both quantum and detector electronic noise decrease the quality or information content of first order statistics. Preliminary results are presented using an heuristic adaptive nonlinear noise filter system for projection data. This filter system can be improved and/or modified to remove artifacts in both first and second order image statistics. Artifacts in the second order image statistics arise from the contribution of quantum noise. This can be described with a nonlinear detection equivalent model, similar to the model used to study artifacts in first order statistics. When analyzing these artifacts in second order statistics, one can divide them into linear artifacts, which do not present any problem of interpretation, and nonlinear artifacts, referred to as noise artifacts. A study of noise artifacts is presented together with a discussion of their relative importance in diagnostic radiology

Generation of Long Waves using Non-Linear Digital Filters

DEFF Research Database (Denmark)

Høgedal, Michael; Frigaard, Peter

1994-01-01

transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...... method for including the correct 2nd order bound terms in such applications is presented. The technique utilizes non-liner digital filters fitted to the appropriate transfer function is derived only for bounded 2nd order subharmonics, as they laboratory experiments generally are considered the most...

Sparse PDF maps for non-linear multi-resolution image operations

KAUST Repository

Hadwiger, Markus; Sicat, Ronell Barrera; Beyer, Johanna; Krü ger, Jens J.; Mö ller, Torsten

2012-01-01

feasible for gigapixel images, while enabling direct evaluation of a variety of non-linear operators from the same representation. We illustrate this versatility for antialiased color mapping, O(n) local Laplacian filters, smoothed local histogram filters

Results of nonlinear and nonstationary image processing

International Nuclear Information System (INIS)

Pizer, S.M.; Correla, J.A.; Chesler, D.A.; Metz, C.E.

1973-01-01

A nonstationary method, multiple z-divided filtering, and a nonlinear method, biased smearing have been applied to scintigrams. Biased smearing does not appear to hold much promise. Multiple z-divided filtering, on the other hand, appears to be justified, and initial results at minimum encourage further research into the possibility that this technique may become a method of choice

Optimization-based particle filter for state and parameter estimation

Institute of Scientific and Technical Information of China (English)

Li Fu; Qi Fei; Shi Guangming; Zhang Li

2009-01-01

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

Tunable double-channel filter based on two-dimensional ferroelectric photonic crystals

International Nuclear Information System (INIS)

Jiang, Ping; Ding, Chengyuan; Hu, Xiaoyong; Gong, Qihuang

2007-01-01

A tunable double-channel filter is presented, which is based on a two-dimensional nonlinear ferroelectric photonic crystal made of cerium doped barium titanate. The filtering properties of the photonic crystal filter can be tuned by adjusting the defect structure or by a pump light. The influences of the structure disorders caused by the perturbations in the radius or the position of air holes on the filtering properties are also analyzed

Tunable double-channel filter based on two-dimensional ferroelectric photonic crystals

Energy Technology Data Exchange (ETDEWEB)

Jiang, Ping [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China); Ding, Chengyuan [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China); Hu, Xiaoyong [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China)]. E-mail: xiaoyonghu@pku.edu.cn; Gong, Qihuang [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China)]. E-mail: qhgong@pku.edu.cn

2007-04-02

A tunable double-channel filter is presented, which is based on a two-dimensional nonlinear ferroelectric photonic crystal made of cerium doped barium titanate. The filtering properties of the photonic crystal filter can be tuned by adjusting the defect structure or by a pump light. The influences of the structure disorders caused by the perturbations in the radius or the position of air holes on the filtering properties are also analyzed.

Gaussian particle filter based pose and motion estimation

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

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

Device Applications of Nonlinear Dynamics

CERN Document Server

Baglio, Salvatore

2006-01-01

This edited book is devoted specifically to the applications of complex nonlinear dynamic phenomena to real systems and device applications. While in the past decades there has been significant progress in the theory of nonlinear phenomena under an assortment of system boundary conditions and preparations, there exist comparatively few devices that actually take this rich behavior into account. "Device Applications of Nonlinear Dynamics" applies and exploits this knowledge to make devices which operate more efficiently and cheaply, while affording the promise of much better performance. Given the current explosion of ideas in areas as diverse as molecular motors, nonlinear filtering theory, noise-enhanced propagation, stochastic resonance and networked systems, the time is right to integrate the progress of complex systems research into real devices.

Dynamics of nonlinear feedback control

OpenAIRE

Snippe, H.P.; Hateren, J.H. van

2007-01-01

Feedback control in neural systems is ubiquitous. Here we study the mathematics of nonlinear feedback control. We compare models in which the input is multiplied by a dynamic gain (multiplicative control) with models in which the input is divided by a dynamic attenuation (divisive control). The gain signal (resp. the attenuation signal) is obtained through a concatenation of an instantaneous nonlinearity and a linear low-pass filter operating on the output of the feedback loop. For input step...

An Energy Saving Green Plug Device for Nonlinear Loads

Science.gov (United States)

Bloul, Albe; Sharaf, Adel; El-Hawary, Mohamed

2018-03-01

The paper presents a low cost a FACTS Based flexible fuzzy logic based modulated/switched tuned arm filter and Green Plug compensation (SFC-GP) scheme for single-phase nonlinear loads ensuring both voltage stabilization and efficient energy utilization. The new Green Plug-Switched filter compensator SFC modulated LC-Filter PWM Switched Capacitive Compensation Devices is controlled using a fuzzy logic regulator to enhance power quality, improve power factor at the source and reduce switching transients and inrush current conditions as well harmonic contents in source current. The FACTS based SFC-GP Device is a member of family of Green Plug/Filters/Compensation Schemes used for efficient energy utilization, power quality enhancement and voltage/inrush current/soft starting control using a dynamic error driven fuzzy logic controller (FLC). The device with fuzzy logic controller is validated using the Matlab / Simulink Software Environment for enhanced power quality (PQ), improved power factor and reduced inrush currents. This is achieved using modulated PWM Switching of the Filter-Capacitive compensation scheme to cope with dynamic type nonlinear and inrush cyclical loads..

Modified-hybrid optical neural network filter for multiple object recognition within cluttered scenes

Science.gov (United States)

Kypraios, Ioannis; Young, Rupert C. D.; Chatwin, Chris R.

2009-08-01

Motivated by the non-linear interpolation and generalization abilities of the hybrid optical neural network filter between the reference and non-reference images of the true-class object we designed the modifiedhybrid optical neural network filter. We applied an optical mask to the hybrid optical neural network's filter input. The mask was built with the constant weight connections of a randomly chosen image included in the training set. The resulted design of the modified-hybrid optical neural network filter is optimized for performing best in cluttered scenes of the true-class object. Due to the shift invariance properties inherited by its correlator unit the filter can accommodate multiple objects of the same class to be detected within an input cluttered image. Additionally, the architecture of the neural network unit of the general hybrid optical neural network filter allows the recognition of multiple objects of different classes within the input cluttered image by modifying the output layer of the unit. We test the modified-hybrid optical neural network filter for multiple objects of the same and of different classes' recognition within cluttered input images and video sequences of cluttered scenes. The filter is shown to exhibit with a single pass over the input data simultaneously out-of-plane rotation, shift invariance and good clutter tolerance. It is able to successfully detect and classify correctly the true-class objects within background clutter for which there has been no previous training.

Nonlinear control of fixed-wing UAVs in presence of stochastic winds

Science.gov (United States)

Rubio Hervas, Jaime; Reyhanoglu, Mahmut; Tang, Hui; Kayacan, Erdal

2016-04-01

This paper studies the control of fixed-wing unmanned aerial vehicles (UAVs) in the presence of stochastic winds. A nonlinear controller is designed based on a full nonlinear mathematical model that includes the stochastic wind effects. The air velocity is controlled exclusively using the position of the throttle, and the rest of the dynamics are controlled with the aileron, elevator, and rudder deflections. The nonlinear control design is based on a smooth approximation of a sliding mode controller. An extended Kalman filter (EKF) is proposed for the state estimation and filtering. A case study is presented: landing control of a UAV on a ship deck in the presence of wind based exclusively on LADAR measurements. The effectiveness of the nonlinear control algorithm is illustrated through a simulation example.

Optimum color filters for CCD digital cameras

Science.gov (United States)

Engelhardt, Kai; Kunz, Rino E.; Seitz, Peter; Brunner, Harald; Knop, Karl

1993-12-01

As part of the ESPRIT II project No. 2103 (MASCOT) a high performance prototype color CCD still video camera was developed. Intended for professional usage such as in the graphic arts, the camera provides a maximum resolution of 3k X 3k full color pixels. A high colorimetric performance was achieved through specially designed dielectric filters and optimized matrixing. The color transformation was obtained by computer simulation of the camera system and non-linear optimization which minimized the perceivable color errors as measured in the 1976 CIELUV uniform color space for a set of about 200 carefully selected test colors. The color filters were designed to allow perfect colorimetric reproduction in principle and at the same time with imperceptible color noise and with special attention to fabrication tolerances. The camera system includes a special real-time digital color processor which carries out the color transformation. The transformation can be selected from a set of sixteen matrices optimized for different illuminants and output devices. Because the actual filter design was based on slightly incorrect data the prototype camera showed a mean colorimetric error of 2.7 j.n.d. (CIELUV) in experiments. Using correct input data in the redesign of the filters, a mean colorimetric error of only 1 j.n.d. (CIELUV) seems to be feasible, implying that it is possible with such an optimized color camera to achieve such a high colorimetric performance that the reproduced colors in an image cannot be distinguished from the original colors in a scene, even in direct comparison.

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.

Experimental observation of azimuthal shock waves on nonlinear acoustical vortices

International Nuclear Information System (INIS)

Brunet, Thomas; Thomas, Jean-Louis; Marchiano, Regis; Coulouvrat, Francois

2009-01-01

Thanks to a new focused array of piezoelectric transducers, experimental results are reported here to evidence helical acoustical shock waves resulting from the nonlinear propagation of acoustical vortices (AVs). These shock waves have a three-dimensional spiral shape, from which both the longitudinal and azimuthal components are studied. The inverse filter technique used to synthesize AVs allows various parameters to be varied, especially the topological charge which is the key parameter describing screw dislocations. Firstly, an analysis of the longitudinal modes in the frequency domain reveals a wide cascade of harmonics (up to the 60th order) leading to the formation of the shock waves. Then, an original measurement in the transverse plane exhibits azimuthal behaviour which has never been observed until now for acoustical shock waves. Finally, these new experimental results suggest interesting potential applications of nonlinear effects in terms of acoustics spanners in order to manipulate small objects.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Directory of Open Access Journals (Sweden)

Carlos Pozo

Full Text Available Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Science.gov (United States)

Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Sorribas, Albert; Jiménez, Laureano

2012-01-01

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the

Scaled unscented transform Gaussian sum filter: Theory and application

KAUST Repository

Luo, Xiaodong

2010-05-01

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman filter (SUKF) based on the concept of scaled unscented transform (SUT) (Julier and Uhlmann (2004) [16]), and the Gaussian mixture model (GMM). The SUT is used to approximate the mean and covariance of a Gaussian random variable which is transformed by a nonlinear function, while the GMM is adopted to approximate the probability density function (pdf) of a random variable through a set of Gaussian distributions. With these two tools, a framework can be set up to assimilate nonlinear systems in a recursive way. Within this framework, one can treat a nonlinear stochastic system as a mixture model of a set of sub-systems, each of which takes the form of a nonlinear system driven by a known Gaussian random process. Then, for each sub-system, one applies the SUKF to estimate the mean and covariance of the underlying Gaussian random variable transformed by the nonlinear governing equations of the sub-system. Incorporating the estimations of the sub-systems into the GMM gives an explicit (approximate) form of the pdf, which can be regarded as a "complete" solution to the state estimation problem, as all of the statistical information of interest can be obtained from the explicit form of the pdf (Arulampalam et al. (2002) [7]). In applications, a potential problem of a Gaussian sum filter is that the number of Gaussian distributions may increase very rapidly. To this end, we also propose an auxiliary algorithm to conduct pdf re-approximation so that the number of Gaussian distributions can be reduced. With the auxiliary algorithm, in principle the SUT-GSF can achieve almost the same computational speed as the SUKF if the SUT-GSF is implemented in parallel. As an example, we will use the SUT-GSF to assimilate a 40-dimensional system due to

Particle filters for random set models

CERN Document Server

Ristic, Branko

2013-01-01

“Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based  on the Monte Carlo statistical method. The resulting  algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from  navigation and autonomous vehicles to bio-informatics and finance. While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models. This book...

Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

Directory of Open Access Journals (Sweden)

Shiyuan Wang

2017-01-01

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

Optimal filtering values in renogram deconvolution

Energy Technology Data Exchange (ETDEWEB)

Puchal, R.; Pavia, J.; Gonzalez, A.; Ros, D.

1988-07-01

The evaluation of the isotopic renogram by means of the renal retention function (RRF) is a technique that supplies valuable information about renal function. It is not unusual to perform a smoothing of the data because of the sensitivity of the deconvolution algorithms with respect to noise. The purpose of this work is to confirm the existence of an optimal smoothing which minimises the error between the calculated RRF and the theoretical value for two filters (linear and non-linear). In order to test the effectiveness of these optimal smoothing values, some parameters of the calculated RRF were considered using this optimal smoothing. The comparison of these parameters with the theoretical ones revealed a better result in the case of the linear filter than in the non-linear case. The study was carried out simulating the input and output curves which would be obtained when using hippuran and DTPA as tracers.

An Unbiased Unscented Transform Based Kalman Filter for 3D Radar

Institute of Scientific and Technical Information of China (English)

WANGGuohong; XIUJianjuan; HEYou

2004-01-01

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

Anti-clogging filter system

Science.gov (United States)

Brown, Erik P.

2015-05-19

An anti-clogging filter system for filtering a fluid containing large particles and small particles includes an enclosure with at least one individual elongated tubular filter element in the enclosure. The individual elongated tubular filter element has an internal passage, a closed end, an open end, and a filtering material in or on the individual elongated tubular filter element. The fluid travels through the open end of the elongated tubular element and through the internal passage and through the filtering material. An anti-clogging element is positioned on or adjacent the individual elongated tubular filter element and provides a fluid curtain that preferentially directs the larger particulates to one area of the filter material allowing the remainder of the filter material to remain more efficient.

NONLINEAR ESTIMATION METHODS FOR AUTONOMOUS TRACKED VEHICLE WITH SLIP

Institute of Scientific and Technical Information of China (English)

ZHOU Bo; HAN Jianda

2007-01-01

In order to achieve precise, robust autonomous guidance and control of a tracked vehicle, a kinematic model with longitudinal and lateral slip is established. Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly. The first filter is the well-known extended Kalman filter. The second filter is an unscented version of the Kalman filter. The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution. The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies. The four different approaches have different complexities, behavior and advantages that are surveyed and compared.

Evaluation of harmonic detection methods for active power filter applications

DEFF Research Database (Denmark)

Asiminoaei, Lucian; Blaabjerg, Frede; Hansen, Steffan

2005-01-01

In the attempt to minimize the harmonic disturbances created by the non-linear loads the choice of the active power filters comes out to improve the filtering efficiency and to solve many issues existing with classical passive filters. One of the key points for a proper implementation of an active...... theories. Then, the work here proposes a simulation setup that decouples the harmonic reference generator from the active filter model and its controller. In this way the selected methods can be equally analyzed and compared with respect to their performance, which helps anticipating possible...

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

International Nuclear Information System (INIS)

Eichstädt, S; Makarava, N; Elster, C

2016-01-01

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

Monte Carlo filters for identification of nonlinear structural dynamical ...

Indian Academy of Sciences (India)

The theory of Kalman filtering provides one of ...... expansion (appendix B contains a reasonably self-contained account of how such expansions ...... Shinozuka M, Ghanem R 1995 Structural system identification II: experimental verification.

Statistically-Efficient Filtering in Impulsive Environments: Weighted Myriad Filters

Directory of Open Access Journals (Sweden)

Juan G. Gonzalez

2002-01-01

Full Text Available Linear filtering theory has been largely motivated by the characteristics of Gaussian signals. In the same manner, the proposed Myriad Filtering methods are motivated by the need for a flexible filter class with high statistical efficiency in non-Gaussian impulsive environments that can appear in practice. Myriad filters have a solid theoretical basis, are inherently more powerful than median filters, and are very general, subsuming traditional linear FIR filters. The foundation of the proposed filtering algorithms lies in the definition of the myriad as a tunable estimator of location derived from the theory of robust statistics. We prove several fundamental properties of this estimator and show its optimality in practical impulsive models such as the α-stable and generalized-t. We then extend the myriad estimation framework to allow the use of weights. In the same way as linear FIR filters become a powerful generalization of the mean filter, filters based on running myriads reach all of their potential when a weighting scheme is utilized. We derive the “normal” equations for the optimal myriad filter, and introduce a suboptimal methodology for filter tuning and design. The strong potential of myriad filtering and estimation in impulsive environments is illustrated with several examples.

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

Science.gov (United States)

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

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

A nonlinear generalization of the Savitzky-Golay filter and the quantitative analysis of saccades.

Science.gov (United States)

Dai, Weiwei; Selesnick, Ivan; Rizzo, John-Ross; Rucker, Janet; Hudson, Todd

2017-08-01

The Savitzky-Golay (SG) filter is widely used to smooth and differentiate time series, especially biomedical data. However, time series that exhibit abrupt departures from their typical trends, such as sharp waves or steps, which are of physiological interest, tend to be oversmoothed by the SG filter. Hence, the SG filter tends to systematically underestimate physiological parameters in certain situations. This article proposes a generalization of the SG filter to more accurately track abrupt deviations in time series, leading to more accurate parameter estimates (e.g., peak velocity of saccadic eye movements). The proposed filtering methodology models a time series as the sum of two component time series: a low-frequency time series for which the conventional SG filter is well suited, and a second time series that exhibits instantaneous deviations (e.g., sharp waves, steps, or more generally, discontinuities in a higher order derivative). The generalized SG filter is then applied to the quantitative analysis of saccadic eye movements. It is demonstrated that (a) the conventional SG filter underestimates the peak velocity of saccades, especially those of small amplitude, and (b) the generalized SG filter estimates peak saccadic velocity more accurately than the conventional filter.

Adaptive Filtering for Non-Gaussian Processes

DEFF Research Database (Denmark)

Kidmose, Preben

2000-01-01

A new stochastic gradient robust filtering method, based on a non-linear amplitude transformation, is proposed. The method requires no a priori knowledge of the characteristics of the input signals and it is insensitive to the signals distribution and to the stationarity of the signals. A simulat...

Model-Based Engine Control Architecture with an Extended Kalman Filter

Science.gov (United States)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

New developments in state estimation for Nonlinear Systems

DEFF Research Database (Denmark)

Nørgård, Peter Magnus; Poulsen, Niels Kjølstad; Ravn, Ole

2000-01-01

Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement.; State estimators for nonlinear systems are derived based on polynomial approximations obtained with a mult......-known estimators, such as the extended Kalman filter (EKF) and its higher-order relatives, in most practical applications....

Applications of Kalman filters based on non-linear functions to numerical weather predictions

Directory of Open Access Journals (Sweden)

G. Galanis

2006-10-01

Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.

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

Science.gov (United States)

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

2010-04-01

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

The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

International Nuclear Information System (INIS)

Bekiros, Stelios D.; Diks, Cees G.H.

2008-01-01

The present study investigates the linear and nonlinear causal linkages between daily spot and futures prices for maturities of one, two, three and four months of West Texas Intermediate (WTI) crude oil. The data cover two periods October 1991-October 1999 and November 1999-October 2007, with the latter being significantly more turbulent. Apart from the conventional linear Granger test we apply a new nonparametric test for nonlinear causality by Diks and Panchenko after controlling for cointegration. In addition to the traditional pairwise analysis, we test for causality while correcting for the effects of the other variables. To check if any of the observed causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VECM filtered residuals. Finally, we investigate the hypothesis of nonlinear non-causality after controlling for conditional heteroskedasticity in the data using a GARCH-BEKK model. Whilst the linear causal relationships disappear after VECM cointegration filtering, nonlinear causal linkages in some cases persist even after GARCH filtering in both periods. This indicates that spot and futures returns may exhibit asymmetric GARCH effects and/or statistically significant higher order conditional moments. Moreover, the results imply that if nonlinear effects are accounted for, neither market leads or lags the other consistently, videlicet the pattern of leads and lags changes over time. (author)

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

Science.gov (United States)

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

2017-09-01

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

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

Science.gov (United States)

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

2018-05-27

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

A nested sampling particle filter for nonlinear data assimilation

KAUST Repository

Elsheikh, Ahmed H.; Hoteit, Ibrahim; Wheeler, Mary Fanett

2014-01-01

. The proposed nested sampling particle filter (NSPF) iteratively builds the posterior distribution by applying a constrained sampling from the prior distribution to obtain particles in high-likelihood regions of the search space, resulting in a reduction

Frequency and time domain analysis of an external cavity laser with strong filtered optical feedback

DEFF Research Database (Denmark)

Detoma, Enrico; Tromborg, Bjarne; Montrosset, Ivo

The stability properties of an external cavity laser with strong grating-filtered optical feedback to an anti-reflection coated facet are studied with a general frequency domain model. The model takes into account non-linear effects like four wave mixing and gain compression. A small......-signal analysis in the frequency domain allows a calculation of the range of operation without mode hopping around the grating reflectivity peak. This region should be as large as possible for proper operation of the tunable laser source. The analysis shows this stabilizing effect of mode coupling and gain...

Q-Method Extended Kalman Filter

Science.gov (United States)

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

2012-01-01

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

Remotely operated top loading filter housing

International Nuclear Information System (INIS)

Ross, M.J.; Carter, J.A.

1989-01-01

A high-efficiency particulate air (HEPA) filter system was developed for the Fuel Processing Facility at the Idaho Chemical Processing Plant. The system utilizes commercially available HEPA filters and allows in-cell filters to be maintained using operator-controlled remote handling equipment. The remote handling tasks include transport of filters before and after replacement, removal and replacement of the filter from the housing, and filter containment

Estimation of Nonlinear Functions of State Vector for Linear Systems with Time-Delays and Uncertainties

Directory of Open Access Journals (Sweden)

Il Young Song

2015-01-01

Full Text Available This paper focuses on estimation of a nonlinear function of state vector (NFS in discrete-time linear systems with time-delays and model uncertainties. The NFS represents a multivariate nonlinear function of state variables, which can indicate useful information of a target system for control. The optimal nonlinear estimator of an NFS (in mean square sense represents a function of the receding horizon estimate and its error covariance. The proposed receding horizon filter represents the standard Kalman filter with time-delays and special initial horizon conditions described by the Lyapunov-like equations. In general case to calculate an optimal estimator of an NFS we propose using the unscented transformation. Important class of polynomial NFS is considered in detail. In the case of polynomial NFS an optimal estimator has a closed-form computational procedure. The subsequent application of the proposed receding horizon filter and nonlinear estimator to a linear stochastic system with time-delays and uncertainties demonstrates their effectiveness.

Filtering for distributed mechanical systems using position measurements: perspectives in medical imaging

International Nuclear Information System (INIS)

Moireau, Philippe; Chapelle, Dominique; Tallec, Patrick Le

2009-01-01

We propose an effective filtering methodology designed to perform estimation in a distributed mechanical system using position measurements. As in a previously introduced method, the filter is inspired by robust control feedback, but here we take full advantage of the estimation specificity to choose a feedback law that can act on displacements instead of velocities and still retain the same kind of dissipativity property which guarantees robustness. This is very valuable in many applications for which positions are more readily available than velocities, as in medical imaging. We provide an in-depth analysis of the proposed procedure, as well as detailed numerical assessments using a test problem inspired by cardiac biomechanics, as medical diagnosis assistance is an important perspective for this approach. The method is formulated first for measurements based on Lagrangian displacements, but we then derive a nonlinear extension allowing us to instead consider segmented images, which of course is even more relevant in medical applications

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

Science.gov (United States)

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

2014-12-03

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

Sensorless Control of Electric Motors with Kalman Filters: Applications to Robotic and Industrial Systems

Directory of Open Access Journals (Sweden)

Gerasimos G. Rigatos

2011-12-01

Full Text Available The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented. Next the nonlinear model of a field-oriented induction motor is examined and the motor's angular velocity is estimated by an Extended Kalman Filter which processes measurements of the rotor's angle. Sensorless control of the induction motor is again implemented through feedback of the estimated state vector. Additionally, a state estimation-based control loop is implemented using the Unscented Kalman Filter. Moreover, state estimation-based control is developed for the induction motor model using a nonlinear flatness-based controller and the state estimation that is provided by the Extended Kalman Filter. Unlike field oriented control, in the latter approach there is no assumption about decoupling between the rotor speed dynamics and the magnetic flux dynamics. The efficiency of the Kalman Filter-based control schemes, for both the DC and induction motor models, is evaluated through simulation experiments.

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

Science.gov (United States)

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

2010-01-01

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

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.

An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa

2017-12-11

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters\\' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters\\' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters\\' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles\\' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.

An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

2017-01-01

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.

Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

National Research Council Canada - National Science Library

Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E

2004-01-01

.... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...

Treatment of non-Gaussian tails of multiple Coulomb scattering in track fitting with a Gaussian-sum filter

International Nuclear Information System (INIS)

Strandlie, A.; Wroldsen, J.

2006-01-01

If any of the probability densities involved in track fitting deviate from the Gaussian assumption, it is plausible that a non-linear estimator which better takes the actual shape of the distribution into account can do better. One such non-linear estimator is the Gaussian-sum filter, which is adequate if the distributions under consideration can be approximated by Gaussian mixtures. The main purpose of this paper is to present a Gaussian-sum filter for track fitting, based on a two-component approximation of the distribution of angular deflections due to multiple scattering. In a simulation study within a linear track model the Gaussian-sum filter is shown to be a competitive alternative to the Kalman filter. Scenarios at various momenta and with various maximum number of components in the Gaussian-sum filter are considered. Particularly at low momenta the Gaussian-sum filter yields a better estimate of the uncertainties than the Kalman filter, and it is also slightly more precise than the latter

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

OpenAIRE

Campestrini, Christian

2018-01-01

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

Gravitation search algorithm: Application to the optimal IIR filter design

Directory of Open Access Journals (Sweden)

Suman Kumar Saha

2014-01-01

Full Text Available This paper presents a global heuristic search optimization technique known as Gravitation Search Algorithm (GSA for the design of 8th order Infinite Impulse Response (IIR, low pass (LP, high pass (HP, band pass (BP and band stop (BS filters considering various non-linear characteristics of the filter design problems. This paper also adopts a novel fitness function in order to improve the stop band attenuation to a great extent. In GSA, law of gravity and mass interactions among different particles are adopted for handling the non-linear IIR filter design optimization problem. In this optimization technique, searcher agents are the collection of masses and interactions among them are governed by the Newtonian gravity and the laws of motion. The performances of the GSA based IIR filter designs have proven to be superior as compared to those obtained by real coded genetic algorithm (RGA and standard Particle Swarm Optimization (PSO. Extensive simulation results affirm that the proposed approach using GSA outperforms over its counterparts not only in terms of quality output, i.e., sharpness at cut-off, smaller pass band ripple, higher stop band attenuation, but also the fastest convergence speed with assured stability.

Generation of Long Waves using Non-Linear Digital Filters

DEFF Research Database (Denmark)

Høgedal, Michael; Frigaard, Peter; Christensen, Morten

1994-01-01

transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...

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

Directory of Open Access Journals (Sweden)

Bowen Hou

2018-05-01

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

Image processing with a cellular nonlinear network

International Nuclear Information System (INIS)

Morfu, S.

2005-01-01

A cellular nonlinear network (CNN) based on uncoupled nonlinear oscillators is proposed for image processing purposes. It is shown theoretically and numerically that the contrast of an image loaded at the nodes of the CNN is strongly enhanced, even if this one is initially weak. An image inversion can be also obtained without reconfiguration of the network whereas a gray levels extraction can be performed with an additional threshold filtering. Lastly, an electronic implementation of this CNN is presented

A novel square-root domain realization of first order all-pass filter

OpenAIRE

ÖLMEZ, Sinem; ÇAM, Uğur

2010-01-01

In this paper, a new square-root domain, first order, all-pass filter based on the MOSFET square law is presented. The proposed filter is designed by using nonlinear mapping on the state variables of a state space description of the transfer function. To the best knowledge of the authors, the filter is the first square-root domain first order all-pass structure designed by using state space synthesis method in the literature. The center frequency of the all-pass filter is not only a...

Improvement of chirped pulse contrast using electro-optic birefringence scanning filter method

International Nuclear Information System (INIS)

Zeng Shuguang; Wang Xianglin; Wang Qishan; Zhang Bin; Sun Nianchun; Wang Fei

2013-01-01

A method using scanning filter to improve the contrast of chirped pulse is proposed, and the principle of this method is analyzed. The scanning filter is compared with the existing pulse-picking technique and nonlinear filtering technique. The scanning filter is a temporal gate that is independent on the intensity of the pulses, but on the instantaneous wavelengths of light. Taking the electro-optic birefringence scanning filter as an example, the application of scanning filter methods is illustrated. Based on numerical simulation and experimental research, it is found that the electro-optic birefringence scanning filter can eliminate a prepulse which is several hundred picoseconds before the main pulse, and the main pulse can maintain a high transmissivity. (authors)

Cubication of conservative nonlinear oscillators

International Nuclear Information System (INIS)

Belendez, Augusto; Alvarez, Mariela L; Fernandez, Elena; Pascual, Inmaculada

2009-01-01

A cubication procedure of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force, and this allows us to approximate the original nonlinear differential equation by a Duffing equation in which the coefficients for the linear and cubic terms depend on the initial amplitude, A, while in a Taylor expansion of the restoring force these coefficients are independent of A. The replacement of the original nonlinear equation by an approximate Duffing equation allows us to obtain an approximate frequency-amplitude relation as a function of the complete elliptic integral of the first kind. Some conservative nonlinear oscillators are analysed to illustrate the usefulness and effectiveness of this scheme.

Self-correction of projector nonlinearity in phase-shifting fringe projection profilometry.

Science.gov (United States)

Lü, Fuxing; Xing, Shuo; Guo, Hongwei

2017-09-01

In phase-shifting fringe projection profilometry, the luminance nonlinearity of the used projector has been recognized as one of the most crucial factors decreasing the measurement accuracy. To solve this problem, this paper presents a self-correcting technique that allows us to suppress the effect of the projector nonlinearity in the absence of any calibration data regarding the projector intensities or regarding the phase errors. In its first step, the standard phase-shifting algorithm is used to recover the phases, as well as the background intensities and the modulations. Using these results enables normalizing the fringe patterns, for ridding them of the effects of the background and modulations. Second, we smooth the calculated phase map by use of a low-pass filter in order to remove the ripple-like phase errors induced by the projector nonlinearity. Third, we determine a polynomial representing the projector nonlinearity by fitting the curve of the normalized fringe intensities against the cosine values of the smoothed phases. Finally, we correct the phase errors using the curve just obtained. Doing these steps in an iterative way eventually results in a phase map and, further, a 3D shape with their artifacts induced by the projector nonlinearity suppressed significantly. Experimental results demonstrate that this technique offers some advantages over others. It does not require a prior calibration of the projector, thus being suitable for dealing with a time-variant nonlinearity; its pointwise operation protects the edges and details of the measurement results from being blurred; and it works well with very few fringe patterns and is efficient in image capturing.

Comparison of Three Nonlinear Filters for Fault Detection in Continuous Glucose Monitors

DEFF Research Database (Denmark)

Mahmoudi, Zeinab; Wendt, Sabrina Lyngbye; Boiroux, Dimitri

2016-01-01

model of the glucose-insulin dynamics in people with type 1 diabetes. Drift is modelled by a Gaussian random walk and is detected based on the statistical tests of the 90-min prediction residuals of the filters. The unscented Kalman filter had the highest average F score of 85.9%, and the smallest...

Rotationally invariant correlation filtering

International Nuclear Information System (INIS)

Schils, G.F.; Sweeney, D.W.

1985-01-01

A method is presented for analyzing and designing optical correlation filters that have tailored rotational invariance properties. The concept of a correlation of an image with a rotation of itself is introduced. A unified theory of rotation-invariant filtering is then formulated. The unified approach describes matched filters (with no rotation invariance) and circular-harmonic filters (with full rotation invariance) as special cases. The continuum of intermediate cases is described in terms of a cyclic convolution operation over angle. The angular filtering approach allows an exact choice for the continuous trade-off between loss of the correlation energy (or specificity regarding the image) and the amount of rotational invariance desired

Backflushable filter insert

International Nuclear Information System (INIS)

Keith, R.C.; Vandenberg, T.; Randolph, M.C.; Lewis, T.B.; Gillis, P.J. Jr.

1988-01-01

Filter elements are mounted on a tube plate beneath an accumulator chamber whose wall is extended by skirt and flange to form a closure for the top of pressure vessel. The accumulator chamber is annular around a central pipe which serves as the outlet for filtered water passing from the filter elements. The chamber contains filtered compressed air from supply. Periodically the filtration of water is stopped and vessel is drained. Then a valve is opened, allowing the accumulated air to flow from chamber up a pipe and down pipe, pushing the filtered water from pipe back through the filter elements to clean them. The accumulator chamber is so proportioned, relative to the volume of the system communicating therewith during backflushing, that the equilibrium pressure during backflushing cannot exceed the pressure rating of the vessel. However a line monitors the pressure at the top of the vessel, and if it rises too far a bleed valve is automatically opened to depressurise the system. The chamber is intended to replace the lid of an existing vessel to convert a filter using filter aid to one using permanent filter elements. (author)

Computation of nuclear reactor parameters using a stretch Kalman filtering

International Nuclear Information System (INIS)

Zwingelstein, G.; Poujol, A.

1976-01-01

A method of nonlinear stochastic filtering, the stretched Karman filter, is used for the estimation of two basic parameters involved in the control of nuclear reactor start-up. The corresponding algorithm is stored in a small Multi-8 computer and tested with data recorded for the Ulysse reactor (I.N.S.T.N.). The various practical problems involved in using the algorithm are examined: filtering initialization, influence of the model... The quality and time saving obtained in the computation make it possible for a real time operation, the computer being connected with the reactor [fr

Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

Science.gov (United States)

Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

2017-09-01

Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

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

DEFF Research Database (Denmark)

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

2007-01-01

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

High Degree Cubature Federated Filter for Multisensor Information Fusion with Correlated Noises

Directory of Open Access Journals (Sweden)

Lijun Wang

2016-01-01

Full Text Available This paper proposes an improved high degree cubature federated filter for the nonlinear fusion system with cross-correlation between process and measurement noises at the same time using the fifth-degree cubature rule and the decorrelated principle in its local filters. The master filter of the federated filter adopts the no-reset mode to fuse local estimates of local filters to generate a global estimate according to the scalar weighted rule. The air-traffic maneuvering target tracking simulations are performed between the proposed filter and the fifth-degree cubature federated filter. Simulations results demonstrate that the proposed filter not only can achieve almost the same accuracy as the fifth-degree cubature federated filter with independent white noises, but also has superior performance to the fifth-degree cubature federated filter while the noises are cross-correlated at the same time.

Nonlinear Control Structure of Grid Connected Modular Multilevel Converters

DEFF Research Database (Denmark)

Hajizadeh, Amin; Norum, Lars; Ahadpour Shal, Alireza

2017-01-01

in the prediction step in order to preserve the stochastic characteristics of a nonlinear system. In order to design adaptive robust control strategy and nonlinear observer, mathematical model of MMC using rotating d-q theory has been used. Digital time-domain simulation studies are carried out in the Matlab......This paper implements nonlinear control structure based on Adaptive Fuzzy Sliding Mode (AFSM) Current Control and Unscented Kalman Filter (UKF) to estimate the capacitor voltages from the measurement of arm currents of Modular Multilevel Converter (MMC). UKF use nonlinear unscented transforms....../Simulink environment to verify the performance of the overall proposed control structure during different case studies....

Identification of a Class of Non-linear State Space Models using RPE Techniques

DEFF Research Database (Denmark)

Zhou, Wei-Wu; Blanke, Mogens

1989-01-01

The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions...... of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator...

Nonlinear Waves in the Terrestrial Quasiparallel Foreshock.

Science.gov (United States)

Hnat, B; Kolotkov, D Y; O'Connell, D; Nakariakov, V M; Rowlands, G

2016-12-02

We provide strongly conclusive evidence that the cubic nonlinearity plays an important part in the evolution of the large amplitude magnetic structures in the terrestrial foreshock. Large amplitude nonlinear wave trains at frequencies above the proton cyclotron frequency are identified after nonharmonic slow variations are filtered out by applying the empirical mode decomposition. Numerical solutions of the derivative nonlinear Schrödinger equation, predicted analytically by the use of a pseudopotential approach, are found to be consistent with the observed wave forms. The approximate phase speed of these nonlinear waves, indicated by the parameters of numerical solutions, is of the order of the local Alfvén speed. We suggest that the feedback of the large amplitude fluctuations on background plasma is reflected in the evolution of the pseudopotential.

Temperature profile retrievals with extended Kalman-Bucy filters

Science.gov (United States)

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

1979-01-01

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

Examples of pipeline monitoring with nonlinear observers and real-data validation

International Nuclear Information System (INIS)

Torres, L.; Besancon, G.; Georges, D.; Navarro, A.; Begovich, O.

2011-01-01

This article shows how nonlinear observers can be used as tools for the monitoring of pipelines. In particular two observer approaches for two different applications are presented: a one-leak detection and isolation problem on the one the hand, and the same problem with friction estimation in addition on the other hand. In the first case, the system which represents the pipeline with a leak satisfies some uniform observability condition allowing for the design of a classical ''high gain'' observer. In the second case, the system is no longer uniformly observable, but still satisfies the observability rank condition, and an Extended Kalman Filter is proposed, under the use of exciting inputs. In both cases, experimental results are provided.

Development of the code for filter calculation

International Nuclear Information System (INIS)

Gritzay, O.O.; Vakulenko, M.M.

2012-01-01

This paper describes a calculation method, which commonly used in the Neutron Physics Department to develop a new neutron filter or to improve the existing neutron filter. This calculation is the first step of the traditional filter development procedure. It allows easy selection of the qualitative and quantitative contents of a composite filter in order to receive the filtered neutron beam with given parameters

Sensorless Control of Electric Motors with Kalman Filters: Applications to Robotic and Industrial Systems

Directory of Open Access Journals (Sweden)

Gerasimos G. Rigatos

2011-12-01

Full Text Available The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented. Next the nonlinear model of a field-oriented induction motor is examined and the motor

State Estimation of Induction Motor Drives Using the Unscented Kalman Filter

DEFF Research Database (Denmark)

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

2012-01-01

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

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

International Nuclear Information System (INIS)

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

2011-01-01

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

Median Modified Wiener Filter for nonlinear adaptive spatial denoising of protein NMR multidimensional spectra

KAUST Repository

Cannistraci, Carlo Vittorio

2015-01-26

Denoising multidimensional NMR-spectra is a fundamental step in NMR protein structure determination. The state-of-the-art method uses wavelet-denoising, which may suffer when applied to non-stationary signals affected by Gaussian-white-noise mixed with strong impulsive artifacts, like those in multi-dimensional NMR-spectra. Regrettably, Wavelet\\'s performance depends on a combinatorial search of wavelet shapes and parameters; and multi-dimensional extension of wavelet-denoising is highly non-trivial, which hampers its application to multidimensional NMR-spectra. Here, we endorse a diverse philosophy of denoising NMR-spectra: less is more! We consider spatial filters that have only one parameter to tune: the window-size. We propose, for the first time, the 3D extension of the median-modified-Wiener-filter (MMWF), an adaptive variant of the median-filter, and also its novel variation named MMWF*. We test the proposed filters and the Wiener-filter, an adaptive variant of the mean-filter, on a benchmark set that contains 16 two-dimensional and three-dimensional NMR-spectra extracted from eight proteins. Our results demonstrate that the adaptive spatial filters significantly outperform their non-adaptive versions. The performance of the new MMWF* on 2D/3D-spectra is even better than wavelet-denoising. Noticeably, MMWF* produces stable high performance almost invariant for diverse window-size settings: this signifies a consistent advantage in the implementation of automatic pipelines for protein NMR-spectra analysis.

Median Modified Wiener Filter for nonlinear adaptive spatial denoising of protein NMR multidimensional spectra

KAUST Repository

Cannistraci, Carlo Vittorio; Abbas, Ahmed; Gao, Xin

2015-01-01

Denoising multidimensional NMR-spectra is a fundamental step in NMR protein structure determination. The state-of-the-art method uses wavelet-denoising, which may suffer when applied to non-stationary signals affected by Gaussian-white-noise mixed with strong impulsive artifacts, like those in multi-dimensional NMR-spectra. Regrettably, Wavelet's performance depends on a combinatorial search of wavelet shapes and parameters; and multi-dimensional extension of wavelet-denoising is highly non-trivial, which hampers its application to multidimensional NMR-spectra. Here, we endorse a diverse philosophy of denoising NMR-spectra: less is more! We consider spatial filters that have only one parameter to tune: the window-size. We propose, for the first time, the 3D extension of the median-modified-Wiener-filter (MMWF), an adaptive variant of the median-filter, and also its novel variation named MMWF*. We test the proposed filters and the Wiener-filter, an adaptive variant of the mean-filter, on a benchmark set that contains 16 two-dimensional and three-dimensional NMR-spectra extracted from eight proteins. Our results demonstrate that the adaptive spatial filters significantly outperform their non-adaptive versions. The performance of the new MMWF* on 2D/3D-spectra is even better than wavelet-denoising. Noticeably, MMWF* produces stable high performance almost invariant for diverse window-size settings: this signifies a consistent advantage in the implementation of automatic pipelines for protein NMR-spectra analysis.

Nonlinear Control of Back-to-Back VSC-HVDC System via Command-Filter Backstepping

Directory of Open Access Journals (Sweden)

Jie Huang

2017-01-01

Full Text Available This paper proposed a command-filtered backstepping controller to improve the dynamic performance of back-to-back voltage-source-converter high voltage direct current (BTB VSC-HVDC. First, the principle and model of BTB VSC-HVDC in abc and d-q frame are described. Then, backstepping method is applied to design a controller to maintain the voltage balance and realize coordinated control of active and reactive power. Meanwhile, command filter is introduced to deal with the problem of input saturation and explosion of complexity in conventional backstepping, and a filter compensation signal is designed to diminish the adverse effects caused by the command filter. Next, the stability and convergence of the whole system are proved via the Lyapunov theorem of asymptotic stability. Finally, simulation results are given to demonstrate that proposed controller has a better dynamic performance and stronger robustness compared to the traditional PID algorithm, which also proves the effectiveness and possibility of the designed controller.

New series active power filter for computers loads and small non-linear loads

Energy Technology Data Exchange (ETDEWEB)

Tarnini, M.Y. [Hariri Canadian Univ., Meshref (Lebanon)

2009-07-01

This paper proposed the use of a single-phase series active power filter to reduce voltage total harmonic distortion and provide improved power quality. Control schemes were developed using simple control algorithms and a reduced number of current transducers. The circuit was comprised of a power supply and zero crossing detector; a hall-effect current sensor and signal conditioning circuit; a microcontroller circuit; a driving circuit; and an inverter bridge. The filter corrected fundamental and sinusoidal voltage amplitudes. The amplitude of the fundamental current in the series filter was controlled using a microcontroller placed between the load voltage and a pre-established reference point. Experiments were conducted to test the source voltage and source current after compensation using a prototype of the filter. The control system provided effective correction of the power factor and harmonic distortion, and reached steady state in approximately 2 cycles. It was concluded that the compensator can also be adapted for use in 3-phase systems. 13 refs., 1 tab., 14 figs.

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

Science.gov (United States)

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

A Novel Analog-to-digital conversion Technique using nonlinear duty-cycle modulation

OpenAIRE

Jean Mbihi; François Ndjali Beng; Martin Kom; Léandre Nneme Nneme

2012-01-01

A new type of analog-to-digital conversion technique is presented in this paper. The interfacing hardware is a very simple nonlinear circuit with 1-bit modulated output. As a implication, behind the hardware simplicity retained is hidden a dreadful nonlinear duty-cycle modulation ratio. However, the overall nonlinear behavior embeds a sufficiently wide linear range, for a rigorous digital reconstitution of the analog input signal using a standard linear filter. Simulation and experimental r...

Multichannel Signal Enhancement using Non-Causal, Time-Domain Filters

DEFF Research Database (Denmark)

Jensen, Jesper Rindom; Christensen, Mads Græsbøll; Benesty, Jacob

2013-01-01

In the vast amount of time-domain filtering methods for speech enhancement, the filters are designed to be causal. Recently, however, it was shown that the noise reduction and signal distortion capabilities of such single-channel filters can be improved by allowing the filters to be non-causal. W......In the vast amount of time-domain filtering methods for speech enhancement, the filters are designed to be causal. Recently, however, it was shown that the noise reduction and signal distortion capabilities of such single-channel filters can be improved by allowing the filters to be non......-causal, multichannel filters for enhancement based on an orthogonal decomposition is proposed. The evaluation shows that there is a potential gain in noise reduction and signal distortion by introducing non-causality. Moreover, experiments on real-life speech show that we can improve the perceptual quality....

Data assimilation in the early phase: Kalman filtering RIMPUFF

DEFF Research Database (Denmark)

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

2004-01-01

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

Takagi-Sugeno Fuzzy Systems Non-fragile H-infinity Filtering

CERN Document Server

Chang, Xiao-Heng

2012-01-01

"Takagi-Sugeno Fuzzy Systems Non-fragile H-infinity Filtering" investigates the problem of non-fragile H-infinity filter design for T-S fuzzy systems. The nonlinear plant is represented by a T-S fuzzy model. Given a T-S fuzzy system, the objective of this book is to design an H-infinity filter with the gain variations such that the filtering error system guarantees a prescribed H-infinity performance level. Furthermore, it demonstrates that the solution of non-fragile H-infinity filter design problem can be obtained by solving a set of linear matrix inequalities (LMIs). The intended audiences are graduate students and researchers both from the fields of engineering and mathematics. Dr. Xiao-Heng Chang is an Associate Professor at the College of Engineering, Bohai University, Jinzhou, Liaoning, China. He is also a Postdoctoral Researcher at the College of Information Science and Engineering, Northeastern University, Shenyang, China.

One-dimensional nonlinear inverse heat conduction technique

International Nuclear Information System (INIS)

Hills, R.G.; Hensel, E.C. Jr.

1986-01-01

The one-dimensional nonlinear problem of heat conduction is considered. A noniterative space-marching finite-difference algorithm is developed to estimate the surface temperature and heat flux from temperature measurements at subsurface locations. The trade-off between resolution and variance of the estimates of the surface conditions is discussed quantitatively. The inverse algorithm is stabilized through the use of digital filters applied recursively. The effect of the filters on the resolution and variance of the surface estimates is quantified. Results are presented which indicate that the technique is capable of handling noisy measurement data

Adaptive filtering and change detection

CERN Document Server

Gustafsson, Fredrik

2003-01-01

Adaptive filtering is a classical branch of digital signal processing (DSP). Industrial interest in adaptive filtering grows continuously with the increase in computer performance that allows ever more conplex algorithms to be run in real-time. Change detection is a type of adaptive filtering for non-stationary signals and is also the basic tool in fault detection and diagnosis. Often considered as separate subjects Adaptive Filtering and Change Detection bridges a gap in the literature with a unified treatment of these areas, emphasizing that change detection is a natural extensi

On some applications of diffusion processes for image processing

International Nuclear Information System (INIS)

Morfu, S.

2009-01-01

We propose a new algorithm inspired by the properties of diffusion processes for image filtering. We show that purely nonlinear diffusion processes ruled by Fisher equation allows contrast enhancement and noise filtering, but involves a blurry image. By contrast, anisotropic diffusion, described by Perona and Malik algorithm, allows noise filtering and preserves the edges. We show that combining the properties of anisotropic diffusion with those of nonlinear diffusion provides a better processing tool which enables noise filtering, contrast enhancement and edge preserving.

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

Institute of Scientific and Technical Information of China (English)

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

2008-01-01

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

Stationary nonlinear Airy beams

International Nuclear Information System (INIS)

Lotti, A.; Faccio, D.; Couairon, A.; Papazoglou, D. G.; Panagiotopoulos, P.; Tzortzakis, S.; Abdollahpour, D.

2011-01-01

We demonstrate the existence of an additional class of stationary accelerating Airy wave forms that exist in the presence of third-order (Kerr) nonlinearity and nonlinear losses. Numerical simulations and experiments, in agreement with the analytical model, highlight how these stationary solutions sustain the nonlinear evolution of Airy beams. The generic nature of the Airy solution allows extension of these results to other settings, and a variety of applications are suggested.

Extended Kalman Filter Modifications Based on an Optimization View Point

OpenAIRE

Skoglund, Martin; Hendeby, Gustaf; Axehill, Daniel

2015-01-01

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

Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

Directory of Open Access Journals (Sweden)

Christofer Toumazou

2013-07-01

Full Text Available A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF, which is a derivation of Empirical Mode Decomposition (EMD, is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of filters, namely; Extended Kalman Filter (EKF, Wavelet Transform (WT, Particle Filter (PF and the averaging Intrinsic Mode Function (aIMF algorithm were used to compare filtering and smoothing performance. The aIMF algorithm demonstrated high noise reduction among the performance of these filters.

Low-sensitivity active filter realization using a complex all-pass filter

Science.gov (United States)

Regalia, Phillip A.; Mitra, Sanjit K.

1987-04-01

A wide class of continuous-time transfer functions may be implemented as the parallel combination of two all-pass filters, including Butterworth, Chebyshev, and elliptic low-pass approximations of odd order. Here, the realization of even-order low-pass classical approximations is considered, and it is shown that they may be decomposed in terms of complex all-pass functions. A systematic realization approach, based on scattering domain simulation (i.e., wave active filters), allows for a low-sensitivity active filter implementation. Further insight into the low-sensitivity property is gained by connecting the insertion loss of doubly terminated antimetric networks with the imaginary return loss of complex lossless networks.

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

International Nuclear Information System (INIS)

Tylee, J.L.

1980-01-01

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

Quick-change filter cartridge

Science.gov (United States)

Rodgers, John C.; McFarland, Andrew R.; Ortiz, Carlos A.

1995-01-01

A quick-change filter cartridge. In sampling systems for measurement of airborne materials, a filter element is introduced into the sampled airstream such that the aerosol constituents are removed and deposited on the filter. Fragile sampling media often require support in order to prevent rupture during sampling, and careful mounting and sealing to prevent misalignment, tearing, or creasing which would allow the sampled air to bypass the filter. Additionally, handling of filter elements may introduce cross-contamination or exposure of operators to toxic materials. Moreover, it is desirable to enable the preloading of filter media into quick-change cartridges in clean laboratory environments, thereby simplifying and expediting the filter-changing process in the field. The quick-change filter cartridge of the present invention permits the application of a variety of filter media in many types of instruments and may also be used in automated systems. The cartridge includes a base through which a vacuum can be applied to draw air through the filter medium which is located on a porous filter support and held there by means of a cap which forms an airtight seal with the base. The base is also adapted for receiving absorbing media so that both particulates and gas-phase samples may be trapped for investigation, the latter downstream of the aerosol filter.

Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters

Czech Academy of Sciences Publication Activity Database

Ökzan, E.; Šmídl, Václav; Saha, S.; Lundquist, C.; Gustafsson, F.

2013-01-01

Roč. 49, č. 6 (2013), s. 1566-1575 ISSN 0005-1098 R&D Projects: GA ČR(CZ) GAP102/11/0437 Keywords : Unknown Noise Statistics * Adaptive Filtering * Marginalized Particle Filter * Bayesian Conjugate prior Subject RIV: BC - Control Systems Theory Impact factor: 3.132, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/smidl-0393047.pdf

Equalization and detection for digital communication over nonlinear bandlimited satellite communication channels. Ph.D. Thesis

Science.gov (United States)

Gutierrez, Alberto, Jr.

1995-01-01

This dissertation evaluates receiver-based methods for mitigating the effects due to nonlinear bandlimited signal distortion present in high data rate satellite channels. The effects of the nonlinear bandlimited distortion is illustrated for digitally modulated signals. A lucid development of the low-pass Volterra discrete time model for a nonlinear communication channel is presented. In addition, finite-state machine models are explicitly developed for a nonlinear bandlimited satellite channel. A nonlinear fixed equalizer based on Volterra series has previously been studied for compensation of noiseless signal distortion due to a nonlinear satellite channel. This dissertation studies adaptive Volterra equalizers on a downlink-limited nonlinear bandlimited satellite channel. We employ as figure of merits performance in the mean-square error and probability of error senses. In addition, a receiver consisting of a fractionally-spaced equalizer (FSE) followed by a Volterra equalizer (FSE-Volterra) is found to give improvement beyond that gained by the Volterra equalizer. Significant probability of error performance improvement is found for multilevel modulation schemes. Also, it is found that probability of error improvement is more significant for modulation schemes, constant amplitude and multilevel, which require higher signal to noise ratios (i.e., higher modulation orders) for reliable operation. The maximum likelihood sequence detection (MLSD) receiver for a nonlinear satellite channel, a bank of matched filters followed by a Viterbi detector, serves as a probability of error lower bound for the Volterra and FSE-Volterra equalizers. However, this receiver has not been evaluated for a specific satellite channel. In this work, an MLSD receiver is evaluated for a specific downlink-limited satellite channel. Because of the bank of matched filters, the MLSD receiver may be high in complexity. Consequently, the probability of error performance of a more practical

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

Directory of Open Access Journals (Sweden)

A. Duerinckx

2015-03-01

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

Energy Conservation in Optical Fibers With Distributed Brick-Walls Filters

Science.gov (United States)

Garcia, Javier; Ghozlan, Hassan; Kramer, Gerhard

2018-05-01

A band-pass filtering scheme is proposed to mitigate spectral broadening and channel coupling in the Nonlinear Schr\\"odinger (NLS) fiber optic channel. The scheme is modeled by modifying the NLS Equation to include an attenuation profile with multiple brick-wall filters centered at different frequencies. It is shown that this brick-walls profile conserves the total in-band energy of the launch signal. Furthermore, energy fluctuations between the filtered channels are characterized, and conditions on the channel spacings are derived that ensure energy conservation in each channel. The maximum spectral efficiency of such a system is derived, and a constructive rule for achieving it using Sidon sequences is provided.

Hysteresis Control for Shunt Active Power Filter under Unbalanced Three-Phase Load Conditions

Directory of Open Access Journals (Sweden)

Z. Chelli

2015-01-01

Full Text Available This paper focuses on a four-wire shunt active power filter (APF control scheme proposed to improve the performance of the APF. This filter is used to compensate harmonic distortion in three-phase four-wire systems. Several harmonic suppression techniques have been widely proposed and applied to minimize harmonic effects. The proposed control scheme can compensate harmonics and reactive power of the nonlinear loads simultaneously. This approach is compared to the conventional shunt APF reference compensation strategy. The developed algorithm is validated by simulation tests using MATLAB Simulink. The obtained results have demonstrated the effectiveness of the proposed scheme and confirmed the theoretical developments for balanced and unbalanced nonlinear loads.

Adaptive projective filters

International Nuclear Information System (INIS)

Dikusar, N.D.

1993-01-01

The new approach to solving of the finding problem is proposed. The method is based on Discrete Projective Transformations (DPT), the List Square Fitting (LSF) and uses the information feedback in tracing for linear or quadratic track segments (TS). The fast and stable with respect to measurement errors and background points recurrent algorithm is suggested. The algorithm realizes the family of digital adaptive projective filters (APF) with known nonlinear weight functions-projective invariants. APF can be used in adequate control systems for collection, processing and compression of data, including tracking problems for the wide class of detectors. 10 refs.; 9 figs

Unidirectional reflection and invisibility in nonlinear media with an incoherent nonlinearity

Science.gov (United States)

Mostafazadeh, Ali; Oflaz, Neslihan

2017-11-01

We give explicit criteria for the reflectionlessness, transparency, and invisibility of a finite-range potential in the presence of an incoherent (intensity-dependent) nonlinearity that is confined to the range of the potential. This allows us to conduct a systematic study of the effects of such a nonlinearity on a locally periodic class of finite-range potentials that display perturbative unidirectional invisibility. We use our general results to examine the effects of a weak Kerr nonlinearity on the behavior of these potentials and show that the presence of nonlinearity destroys the unidirectional invisibility of these potentials. If the strength of the Kerr nonlinearity is so weak that the first-order perturbation theory is reliable, the presence of nonlinearity does not affect the unidirectional reflectionlessness and transmission reciprocity of the potential. We show that the expected violation of the latter is a second order perturbative effect.

Bearings-Only Tracking of Manoeuvring Targets Using Particle Filters

Directory of Open Access Journals (Sweden)

M. Sanjeev Arulampalam

2004-11-01

Full Text Available We investigate the problem of bearings-only tracking of manoeuvring targets using particle filters (PFs. Three different (PFs are proposed for this problem which is formulated as a multiple model tracking problem in a jump Markov system (JMS framework. The proposed filters are (i multiple model PF (MMPF, (ii auxiliary MMPF (AUX-MMPF, and (iii jump Markov system PF (JMS-PF. The performance of these filters is compared with that of standard interacting multiple model (IMM-based trackers such as IMM-EKF and IMM-UKF for three separate cases: (i single-sensor case, (ii multisensor case, and (iii tracking with hard constraints. A conservative CRLB applicable for this problem is also derived and compared with the RMS error performance of the filters. The results confirm the superiority of the PFs for this difficult nonlinear tracking problem.

M2 FILTER FOR SPECKLE NOISE SUPPRESSION IN BREAST ULTRASOUND IMAGES

Directory of Open Access Journals (Sweden)

E.S. Samundeeswari

2016-11-01

Full Text Available Breast cancer, commonly found in women is a serious life threatening disease due to its invasive nature. Ultrasound (US imaging method plays an effective role in screening early detection and diagnosis of Breast cancer. Speckle noise generally affects medical ultrasound images and also causes a number of difficulties in identifying the Region of Interest. Suppressing speckle noise is a challenging task as it destroys fine edge details. No specific filter is designed yet to get a noise free BUS image that is contaminated by speckle noise. In this paper M2 filter, a novel hybrid of linear and nonlinear filter is proposed and compared to other spatial filters with 3×3 kernel size. The performance of the proposed M2 filter is measured by statistical quantity parameters like MSE, PSNR and SSI. The experimental analysis clearly shows that the proposed M2 filter outperforms better than other spatial filters by 2% high PSNR values with regards to speckle suppression.

Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

Science.gov (United States)

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

2015-12-01

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

Apodized RFI filtering of synthetic aperture radar images

Energy Technology Data Exchange (ETDEWEB)

Doerry, Armin Walter

2014-02-01

Fine resolution Synthetic Aperture Radar (SAR) systems necessarily require wide bandwidths that often overlap spectrum utilized by other wireless services. These other emitters pose a source of Radio Frequency Interference (RFI) to the SAR echo signals that degrades SAR image quality. Filtering, or excising, the offending spectral contaminants will mitigate the interference, but at a cost of often degrading the SAR image in other ways, notably by raising offensive sidelobe levels. This report proposes borrowing an idea from nonlinear sidelobe apodization techniques to suppress interference without the attendant increase in sidelobe levels. The simple post-processing technique is termed Apodized RFI Filtering (ARF).

Higher-Order Spectrum in Understanding Nonlinearity in EEG Rhythms

Directory of Open Access Journals (Sweden)

Cauchy Pradhan

2012-01-01

Full Text Available The fundamental nature of the brain's electrical activities recorded as electroencephalogram (EEG remains unknown. Linear stochastic models and spectral estimates are the most common methods for the analysis of EEG because of their robustness, simplicity of interpretation, and apparent association with rhythmic behavioral patterns in nature. In this paper, we extend the use of higher-order spectrum in order to indicate the hidden characteristics of EEG signals that simply do not arise from random processes. The higher-order spectrum is an extension Fourier spectrum that uses higher moments for spectral estimates. This essentially nullifies all Gaussian random effects, therefore, can reveal non-Gaussian and nonlinear characteristics in the complex patterns of EEG time series. The paper demonstrates the distinguishing features of bispectral analysis for chaotic systems, filtered noises, and normal background EEG activity. The bispectrum analysis detects nonlinear interactions; however, it does not quantify the coupling strength. The squared bicoherence in the nonredundant region has been estimated to demonstrate nonlinear coupling. The bicoherence values are minimal for white Gaussian noises (WGNs and filtered noises. Higher bicoherence values in chaotic time series and normal background EEG activities are indicative of nonlinear coupling in these systems. The paper shows utility of bispectral methods as an analytical tool in understanding neural process underlying human EEG patterns.

Simultaneous Mean and Covariance Correction Filter for Orbit Estimation.

Science.gov (United States)

Wang, Xiaoxu; Pan, Quan; Ding, Zhengtao; Ma, Zhengya

2018-05-05

This paper proposes a novel filtering design, from a viewpoint of identification instead of the conventional nonlinear estimation schemes (NESs), to improve the performance of orbit state estimation for a space target. First, a nonlinear perturbation is viewed or modeled as an unknown input (UI) coupled with the orbit state, to avoid the intractable nonlinear perturbation integral (INPI) required by NESs. Then, a simultaneous mean and covariance correction filter (SMCCF), based on a two-stage expectation maximization (EM) framework, is proposed to simply and analytically fit or identify the first two moments (FTM) of the perturbation (viewed as UI), instead of directly computing such the INPI in NESs. Orbit estimation performance is greatly improved by utilizing the fit UI-FTM to simultaneously correct the state estimation and its covariance. Third, depending on whether enough information is mined, SMCCF should outperform existing NESs or the standard identification algorithms (which view the UI as a constant independent of the state and only utilize the identified UI-mean to correct the state estimation, regardless of its covariance), since it further incorporates the useful covariance information in addition to the mean of the UI. Finally, our simulations demonstrate the superior performance of SMCCF via an orbit estimation example.

Nonlinear photonic metasurfaces

Science.gov (United States)

Li, Guixin; Zhang, Shuang; Zentgraf, Thomas

2017-03-01

Compared with conventional optical elements, 2D photonic metasurfaces, consisting of arrays of antennas with subwavelength thickness (the 'meta-atoms'), enable the manipulation of light-matter interactions on more compact platforms. The use of metasurfaces with spatially varying arrangements of meta-atoms that have subwavelength lateral resolution allows control of the polarization, phase and amplitude of light. Many exotic phenomena have been successfully demonstrated in linear optics; however, to meet the growing demand for the integration of more functionalities into a single optoelectronic circuit, the tailorable nonlinear optical properties of metasurfaces will also need to be exploited. In this Review, we discuss the design of nonlinear photonic metasurfaces — in particular, the criteria for choosing the materials and symmetries of the meta-atoms — for the realization of nonlinear optical chirality, nonlinear geometric Berry phase and nonlinear wavefront engineering. Finally, we survey the application of nonlinear photonic metasurfaces in optical switching and modulation, and we conclude with an outlook on their use for terahertz nonlinear optics and quantum information processing.

Experimental investigations of optical nonlinearities in semiconductor-doped glass waveguides

International Nuclear Information System (INIS)

Dannberg, P.; Possner, T.; Braeuer, A.; Bartuch, U.

1988-01-01

Both, thermal and electronic optical nonlinearities are studied in semiconductor-doped glass (SDG) waveguides which are fabricated in commercially available sharp-cut filters by Cs + -K + ion exchange. The relaxation time in photodarkened substrates is measured to be 30 ps. By means of a prism coupling set-up the saturation value of the nonlinear index change is determined. Furthermore, a high stability dual-beam interferometer is presented for the measurement of both, thermal and electronic nonlinear refractive index n 2 in planar waveguides. Conclusions about the application of SDG to opto-optical switching are given. (author)

Neural network training by Kalman filtering in process system monitoring

International Nuclear Information System (INIS)

Ciftcioglu, Oe.

1996-03-01

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

Kaon Filtering For CLAS Data

International Nuclear Information System (INIS)

McNabb, J.

2001-01-01

The analysis of data from CLAS is a multi-step process. After the detectors for a given running period have been calibrated, the data is processed in the so called pass-1 cooking. During the pass-1 cooking each event is reconstructed by the program a1c which finds particle tracks and computes momenta from the raw data. The results are then passed on to several data monitoring and filtering utilities. In CLAS software, a filter is a parameterless function which returns an integer indicating whether an event should be kept by that filter or not. There is a main filter program called g1-filter which controls several specific filters and outputs several files, one for each filter. These files may then be analyzed separately, allowing individuals interested in one reaction channel to work from smaller files than using the whole data set would require. There are several constraints on what the filter functions should do. Obviously, the filtered files should be as small as possible, however the filter should also not reject any events that might be used in the later analysis for which the filter was intended

Extension of the maintenance cycle of HEPA filters by optimization of the technical characteristics of filters and their construction

International Nuclear Information System (INIS)

Bella, H.; Stiehl, H.H.; Sinhuber, D.

1977-01-01

The knowledge of the parameters of HEPA filters used at present in nuclear plants allows optimization of such filters with respect to flow rate, pressure drop and service life. The application of optimizing new types of HEPA filters of improved performance is reported. The calculated results were checked experimentally. The use of HEPA filters optimized with respect to dust capacity and service life, and the effects of this new type of filter on the reduction of operating and maintenance costs are discussed

[Filtering facepieces: effect of oily aerosol load on penetration through the filtering material].

Science.gov (United States)

Plebani, Carmela; Listrani, S; Di Luigi, M

2010-01-01

Electrostatic filters are widely used in applications requiring high filtration efficiency and low pressure drop. However various studies showed that the penetration through electrostatic filters increases during exposure to an aerosol flow. This study investigates the effects of prolonged exposure to an oily aerosol on the penetration through filtering facepieces available on the market. Some samples of FFP1, FFP2 and FFP3 filtering facepieces were exposed for 8 hours consecutively to a paraffin oil polydisperse aerosol. At the end of the exposure about 830 mg of paraffin oil were deposited in the facepiece. All the examined facepieces showed penetration values that increased with paraffin oil load while pressure drop values were substantially the same before and after exposure. The measured maximum penetration values did not exceed the maximum penetration values allowed by the European technical standards, except in one case. According to the literature, 830 mg of oil load in a facepiece is not feasible in workplaces over an eight- hour shift. However, the trend of the penetration versus exposure mass suggests that if the load increases, the penetration may exceed the maximum allowed values. For comparison a mechanical filter was also studied. This showed an initial pressure drop higher than FFP2 filtering facepieces characterized by comparable penetration values. During exposure the pressure drop virtually doubled while penetration did not change. The increase in penetration with no increase in pressure drop in the analyzed facepieces indicates that it is necessary to comply with the information supplied by the manufacturer that restricts their use to a single shift.

Adaptive Output Tracking Control for Nonlinear Systems with Failed Actuators and Aircraft Flight System Applications

OpenAIRE

Hou, Chuanjing; Hu, Lisheng; Zhang, Yingwei

2015-01-01

An adaptive failure compensation scheme using output feedback is proposed for a class of nonlinear systems with nonlinearities depending on the unmeasured states of systems. Adaptive high-gain K-filters are presented to suppress the nonlinearities while the proposed backstepping adaptive high-gain controller guarantees the stability of the closed-loop system and small tracking errors. Simulation results verify that the adaptive failure compensation scheme is effective.

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

Science.gov (United States)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

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

Engineering Synthesis of Nonlinear Spatial Selection with Artificial Intelligence Elements to Suppress Critical Interference of Background in Aviation and Space-Based Opto-Electronic Devices

Directory of Open Access Journals (Sweden)

V. L. Levshin

2015-01-01

macrostructure background – edges («steps» and targets, you must use the anisotropy coefficients of the first and second order. The result of using the system, most effectively separating of signs, was the formation of the so-called «areas of selection».Mathematical models of the target and interference of parametrically-stochastic approach, as well as simulation on a semi-natural test frame with a fairly complex background «scene», proved the fundamental capability of the synthesized circuits to suppress radically the sources of interference signals, which are tens and even hundreds times greater than the signals from targets at the input. Thus, unlike the method based on optimal linear filtering, this approach allows the nonlinear «blockers» to suppress completely interference previously recognized by topological discriminators.Control sampling of points of the semi-natural frame enabled us to estimate conditional probabilities of a true solution of the target detection problem. The estimate has shown that the obtained probability of missing the target and false alarm are quite acceptable the values that make up a few percent.Obtained results show the incomparable advantages in complex background situation of presented non-linear method as compared to its traditional linear analogues.

Nonlinear optical studies in semiconductor-doped glasses under ...

Indian Academy of Sciences (India)

Abstract. Nonlinear optical studies in semiconductor-doped glasses (SDGs) are per- formed under femtosecond laser pulse excitation. Z-scan experiments with 800 nm wave- length pulses are used to excite SDG samples in the resonance and non-resonance regimes. Schott colour glass filter OG 515 shows stronger ...

Blind equalization with criterion with memory nonlinearity

Science.gov (United States)

Chen, Yuanjie; Nikias, Chrysostomos L.; Proakis, John G.

1992-06-01

Blind equalization methods usually combat the linear distortion caused by a nonideal channel via a transversal filter, without resorting to the a priori known training sequences. We introduce a new criterion with memory nonlinearity (CRIMNO) for the blind equalization problem. The basic idea of this criterion is to augment the Godard [or constant modulus algorithm (CMA)] cost function with additional terms that penalize the autocorrelations of the equalizer outputs. Several variations of the CRIMNO algorithms are derived, with the variations dependent on (1) whether the empirical averages or the single point estimates are used to approximate the expectations, (2) whether the recent or the delayed equalizer coefficients are used, and (3) whether the weights applied to the autocorrelation terms are fixed or are allowed to adapt. Simulation experiments show that the CRIMNO algorithm, and especially its adaptive weight version, exhibits faster convergence speed than the Godard (or CMA) algorithm. Extensions of the CRIMNO criterion to accommodate the case of correlated inputs to the channel are also presented.

DSP based adaptive hysteresis-band current controlled active filter ...

African Journals Online (AJOL)

The use of non-linear loads critically affects the quality of supply by drawing harmonic currents and reactive power from the electrical distribution system. Active power filters are the most viable solution for solving such power quality problems in compliance with the harmonic standards. This article presents a digital signal ...

Event-Triggered Fault Detection of Nonlinear Networked Systems.

Science.gov (United States)

Li, Hongyi; Chen, Ziran; Wu, Ligang; Lam, Hak-Keung; Du, Haiping

2017-04-01

This paper investigates the problem of fault detection for nonlinear discrete-time networked systems under an event-triggered scheme. A polynomial fuzzy fault detection filter is designed to generate a residual signal and detect faults in the system. A novel polynomial event-triggered scheme is proposed to determine the transmission of the signal. A fault detection filter is designed to guarantee that the residual system is asymptotically stable and satisfies the desired performance. Polynomial approximated membership functions obtained by Taylor series are employed for filtering analysis. Furthermore, sufficient conditions are represented in terms of sum of squares (SOSs) and can be solved by SOS tools in MATLAB environment. A numerical example is provided to demonstrate the effectiveness of the proposed results.

Optimization of nonlinear, non-Gaussian Bayesian filtering for diagnosis and prognosis of monotonic degradation processes

Science.gov (United States)

Corbetta, Matteo; Sbarufatti, Claudio; Giglio, Marco; Todd, Michael D.

2018-05-01

The present work critically analyzes the probabilistic definition of dynamic state-space models subject to Bayesian filters used for monitoring and predicting monotonic degradation processes. The study focuses on the selection of the random process, often called process noise, which is a key perturbation source in the evolution equation of particle filtering. Despite the large number of applications of particle filtering predicting structural degradation, the adequacy of the picked process noise has not been investigated. This paper reviews existing process noise models that are typically embedded in particle filters dedicated to monitoring and predicting structural damage caused by fatigue, which is monotonic in nature. The analysis emphasizes that existing formulations of the process noise can jeopardize the performance of the filter in terms of state estimation and remaining life prediction (i.e., damage prognosis). This paper subsequently proposes an optimal and unbiased process noise model and a list of requirements that the stochastic model must satisfy to guarantee high prognostic performance. These requirements are useful for future and further implementations of particle filtering for monotonic system dynamics. The validity of the new process noise formulation is assessed against experimental fatigue crack growth data from a full-scale aeronautical structure using dedicated performance metrics.

The role of model dynamics in ensemble Kalman filter performance for chaotic systems

Science.gov (United States)

Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.

2011-01-01

The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.

Marginalized particle filter for spacecraft attitude estimation from vector measurements

Institute of Scientific and Technical Information of China (English)

Yaqiu LIU; Xueyuan JIANG; Guangfu MA

2007-01-01

An algorithm based on the marginalized particle filters(MPF)is given in details in this paper to solve the spacecraft attitude estimation problem:attitude and gyro bias estimation using the biased gyro and vector observations.In this algorithm,by marginalizing out the state appearing linearly in the spacecraft model,the Kalman filter is associated with each particle in order to reduce the size of the state space and computational burden.The distribution of attitude vector is approximated by a set of particles and estimated using particle filter,while the estimation of gyro bias is obtained for each one of the attitude particles by applying the Kalman filter.The efficiency of this modified MPF estimator is verified through numerical simulation of a fully actuated rigid body.For comparison,unscented Kalman filter(UKF)is also used to gauge the performance of MPF.The results presented in this paper clearly demonstrate that the MPF is superior to UKF in coping with the nonlinear model.

New recursive-least-squares algorithms for nonlinear active control of sound and vibration using neural networks.

Science.gov (United States)

Bouchard, M

2001-01-01

In recent years, a few articles describing the use of neural networks for nonlinear active control of sound and vibration were published. Using a control structure with two multilayer feedforward neural networks (one as a nonlinear controller and one as a nonlinear plant model), steepest descent algorithms based on two distinct gradient approaches were introduced for the training of the controller network. The two gradient approaches were sometimes called the filtered-x approach and the adjoint approach. Some recursive-least-squares algorithms were also introduced, using the adjoint approach. In this paper, an heuristic procedure is introduced for the development of recursive-least-squares algorithms based on the filtered-x and the adjoint gradient approaches. This leads to the development of new recursive-least-squares algorithms for the training of the controller neural network in the two networks structure. These new algorithms produce a better convergence performance than previously published algorithms. Differences in the performance of algorithms using the filtered-x and the adjoint gradient approaches are discussed in the paper. The computational load of the algorithms discussed in the paper is evaluated for multichannel systems of nonlinear active control. Simulation results are presented to compare the convergence performance of the algorithms, showing the convergence gain provided by the new algorithms.

A Nonlinear Observer for Integration of GPS and Inertial Navigation Systems

Directory of Open Access Journals (Sweden)

Bjørnar Vik

2000-10-01

Full Text Available GPS and INS have complementary properties and they are therefore well suited for integration. The integrated solution offers better long term accuracy than a stand-alone INS, and better integrity, availability and continuity than a stand-alone GPS receiver, making it suitable for demanding applications. The integrated filter is nonlinear both in state and measurements, and the extended Kalman-filter has been used with good results, but it has not been proven globally stable, and it is also computationally intensive, especially within a direct integration architecture. In this work a nonlinear observer suitable for direct integration is presented. Global exponent ial stability of the origin of the combined attitude and velocity error systems is proven along with robust stability in the presence of noise and unmodelled dynamics.

Adaptive Output Tracking Control for Nonlinear Systems with Failed Actuators and Aircraft Flight System Applications

Directory of Open Access Journals (Sweden)

Chuanjing Hou

2015-01-01

Full Text Available An adaptive failure compensation scheme using output feedback is proposed for a class of nonlinear systems with nonlinearities depending on the unmeasured states of systems. Adaptive high-gain K-filters are presented to suppress the nonlinearities while the proposed backstepping adaptive high-gain controller guarantees the stability of the closed-loop system and small tracking errors. Simulation results verify that the adaptive failure compensation scheme is effective.

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.

In-plane Material Filters for the Discrete Material Optimization Method

DEFF Research Database (Denmark)

Sørensen, Rene; Lund, Erik

2015-01-01

, because the projection filter is a non-linear function of the design variables, the projected variables have to be re-scaled in a final so-called normalization filter. This is done to prevent the optimizer in creating superior, but non-physical pseudo-materials. The method is demonstrated on a series......This paper presents in-plane material filters for the Discrete Material Optimization method used for optimizing laminated composite structures. The filters make it possible for engineers to specify a minimum length scale which governs the minimum size of areas with constant material continuity....... Consequently, engineers can target the available production methods, and thereby increase its manufacturability while the optimizer is free to determine which material to apply together with an optimum location, shape, and size of these areas with constant material continuity. By doing so, engineers no longer...

MapReduce particle filtering with exact resampling and deterministic runtime

Science.gov (United States)

Thiyagalingam, Jeyarajan; Kekempanos, Lykourgos; Maskell, Simon

2017-12-01

Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as the number of particles increases, it is natural to consider as many particles as possible. MapReduce is a generic programming model that makes it possible to scale a wide variety of algorithms to Big data. However, despite the application of particle filters across many domains, little attention has been devoted to implementing particle filters using MapReduce. In this paper, we describe an implementation of a particle filter using MapReduce. We focus on a component that what would otherwise be a bottleneck to parallel execution, the resampling component. We devise a new implementation of this component, which requires no approximations, has O( N) spatial complexity and deterministic O((log N)2) time complexity. Results demonstrate the utility of this new component and culminate in consideration of a particle filter with 224 particles being distributed across 512 processor cores.

Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

Science.gov (United States)

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

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

Reflected ray retrieval from radio occultation data using radio holographic filtering of wave fields in ray space

Science.gov (United States)

Gorbunov, Michael E.; Cardellach, Estel; Lauritsen, Kent B.

2018-03-01

Linear and non-linear representations of wave fields constitute the basis of modern algorithms for analysis of radio occultation (RO) data. Linear representations are implemented by Fourier Integral Operators, which allow for high-resolution retrieval of bending angles. Non-linear representations include Wigner Distribution Function (WDF), which equals the pseudo-density of energy in the ray space. Representations allow for filtering wave fields by suppressing some areas of the ray space and mapping the field back from the transformed space to the initial one. We apply this technique to the retrieval of reflected rays from RO observations. The use of reflected rays may increase the accuracy of the retrieval of the atmospheric refractivity. Reflected rays can be identified by the visual inspection of WDF or spectrogram plots. Numerous examples from COSMIC data indicate that reflections are mostly observed over oceans or snow, in particular over Antarctica. We introduce the reflection index that characterizes the relative intensity of the reflected ray with respect to the direct ray. The index allows for the automatic identification of events with reflections. We use the radio holographic estimate of the errors of the retrieved bending angle profiles of reflected rays. A comparison of indices evaluated for a large base of events including the visual identification of reflections indicated a good agreement with our definition of reflection index.

Reflected ray retrieval from radio occultation data using radio holographic filtering of wave fields in ray space

Directory of Open Access Journals (Sweden)

M. E. Gorbunov

2018-03-01

Full Text Available Linear and non-linear representations of wave fields constitute the basis of modern algorithms for analysis of radio occultation (RO data. Linear representations are implemented by Fourier Integral Operators, which allow for high-resolution retrieval of bending angles. Non-linear representations include Wigner Distribution Function (WDF, which equals the pseudo-density of energy in the ray space. Representations allow for filtering wave fields by suppressing some areas of the ray space and mapping the field back from the transformed space to the initial one. We apply this technique to the retrieval of reflected rays from RO observations. The use of reflected rays may increase the accuracy of the retrieval of the atmospheric refractivity. Reflected rays can be identified by the visual inspection of WDF or spectrogram plots. Numerous examples from COSMIC data indicate that reflections are mostly observed over oceans or snow, in particular over Antarctica. We introduce the reflection index that characterizes the relative intensity of the reflected ray with respect to the direct ray. The index allows for the automatic identification of events with reflections. We use the radio holographic estimate of the errors of the retrieved bending angle profiles of reflected rays. A comparison of indices evaluated for a large base of events including the visual identification of reflections indicated a good agreement with our definition of reflection index.

Nonlinear optomechanical measurement of mechanical motion

DEFF Research Database (Denmark)

Brawley, G.A.; Vanner, M R; Larsen, Peter Emil

2016-01-01

Precision measurement of nonlinear observables is an important goal in all facets of quantum optics. This allows measurement-based non-classical state preparation, which has been applied to great success in various physical systems, and provides a route for quantum information processing with oth......Precision measurement of nonlinear observables is an important goal in all facets of quantum optics. This allows measurement-based non-classical state preparation, which has been applied to great success in various physical systems, and provides a route for quantum information processing...... with otherwise linear interactions. In cavity optomechanics much progress has been made using linear interactions and measurement, but observation of nonlinear mechanical degrees-of-freedom remains outstanding. Here we report the observation of displacement-squared thermal motion of a micro-mechanical resonator...... by exploiting the intrinsic nonlinearity of the radiation-pressure interaction. Using this measurement we generate bimodal mechanical states of motion with separations and feature sizes well below 100 pm. Future improvements to this approach will allow the preparation of quantum superposition states, which can...

Identification of Nonlinear Dynamic Systems Possessing Some Non-linearities

Directory of Open Access Journals (Sweden)

Y. N. Pavlov

2015-01-01

Full Text Available The subject of this work is the problem of identification of nonlinear dynamic systems based on the experimental data obtained by applying test signals to the system. The goal is to determinate coefficients of differential equations of systems by experimental frequency hodographs and separate similar, but different, in essence, forces: dissipative forces with the square of the first derivative in the motion equations and dissipative force from the action of dry friction. There was a proposal to use the harmonic linearization method to approximate each of the nonlinearity of "quadratic friction" and "dry friction" by linear friction with the appropriate harmonic linearization coefficient.Assume that a frequency transfer function of the identified system has a known form. Assume as well that there are disturbances while obtaining frequency characteristics of the realworld system. As a result, the points of experimentally obtained hodograph move randomly. Searching for solution of the identification problem was in the hodograph class, specified by the system model, which has the form of the frequency transfer function the same as the form of the frequency transfer function of the system identified. Minimizing a proximity criterion (measure of the experimentally obtained system hodograph and the system hodograph model for all the experimental points described and previously published by one of the authors allowed searching for the unknown coefficients of the frequenc ransfer function of the system model. The paper shows the possibility to identify a nonlinear dynamic system with multiple nonlinearities, obtained on the experimental samples of the frequency system hodograph. The proposed algorithm allows to select the nonlinearity of the type "quadratic friction" and "dry friction", i.e. also in the case where the nonlinearity is dependent on the same dynamic parameter, in particular, on the derivative of the system output value. For the dynamic

Non-linear time series extreme events and integer value problems

CERN Document Server

Turkman, Kamil Feridun; Zea Bermudez, Patrícia

2014-01-01

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time ...

Power-Law Radon-Transformed Superimposed Inverse Filter Synthetic Discriminant Correlator for Facial Recognition

National Research Council Canada - National Science Library

Haji-saeed, Bahareh; Khoury, Jed; Woods, Charles L; Kierstead, John

2008-01-01

...) for facial recognition is proposed. In order to avoid spectral overlap and nonlinear crosstalk, superposition of rotationally variant sets of inverse filter Fourier-transformed Radon-processed templates is used to generate the SDF...

Optimized digital filtering techniques for radiation detection with HPGe detectors

Energy Technology Data Exchange (ETDEWEB)

Salathe, Marco, E-mail: marco.salathe@mpi-hd.mpg.de; Kihm, Thomas, E-mail: mizzi@mpi-hd.mpg.de

2016-02-01

This paper describes state-of-the-art digital filtering techniques that are part of GEANA, an automatic data analysis software used for the GERDA experiment. The discussed filters include a novel, nonlinear correction method for ballistic deficits, which is combined with one of three shaping filters: a pseudo-Gaussian, a modified trapezoidal, or a modified cusp filter. The performance of the filters is demonstrated with a 762 g Broad Energy Germanium (BEGe) detector, produced by Canberra, that measures γ-ray lines from radioactive sources in an energy range between 59.5 and 2614.5 keV. At 1332.5 keV, together with the ballistic deficit correction method, all filters produce a comparable energy resolution of ~1.61 keV FWHM. This value is superior to those measured by the manufacturer and those found in publications with detectors of a similar design and mass. At 59.5 keV, the modified cusp filter without a ballistic deficit correction produced the best result, with an energy resolution of 0.46 keV. It is observed that the loss in resolution by using a constant shaping time over the entire energy range is small when using the ballistic deficit correction method.

Multirate Filter Bank Representations of RS and BCH Codes

Directory of Open Access Journals (Sweden)

Van Meerbergen Geert

2008-01-01

Full Text Available Abstract This paper addresses the use of multirate filter banks in the context of error-correction coding. An in-depth study of these filter banks is presented, motivated by earlier results and applications based on the filter bank representation of Reed-Solomon (RS codes, such as Soft-In Soft-Out RS-decoding or RS-OFDM. The specific structure of the filter banks (critical subsampling is an important aspect in these applications. The goal of the paper is twofold. First, the filter bank representation of RS codes is now explained based on polynomial descriptions. This approach allows us to gain new insight in the correspondence between RS codes and filter banks. More specifically, it allows us to show that the inherent periodically time-varying character of a critically subsampled filter bank matches remarkably well with the cyclic properties of RS codes. Secondly, an extension of these techniques toward the more general class of BCH codes is presented. It is demonstrated that a BCH code can be decomposed into a sum of critically subsampled filter banks.

Multirate Filter Bank Representations of RS and BCH Codes

Directory of Open Access Journals (Sweden)

Marc Moonen

2009-01-01

Full Text Available This paper addresses the use of multirate filter banks in the context of error-correction coding. An in-depth study of these filter banks is presented, motivated by earlier results and applications based on the filter bank representation of Reed-Solomon (RS codes, such as Soft-In Soft-Out RS-decoding or RS-OFDM. The specific structure of the filter banks (critical subsampling is an important aspect in these applications. The goal of the paper is twofold. First, the filter bank representation of RS codes is now explained based on polynomial descriptions. This approach allows us to gain new insight in the correspondence between RS codes and filter banks. More specifically, it allows us to show that the inherent periodically time-varying character of a critically subsampled filter bank matches remarkably well with the cyclic properties of RS codes. Secondly, an extension of these techniques toward the more general class of BCH codes is presented. It is demonstrated that a BCH code can be decomposed into a sum of critically subsampled filter banks.

A multichannel nonlinear adaptive noise canceller based on generalized FLANN for fetal ECG extraction

International Nuclear Information System (INIS)

Ma, Yaping; Wei, Guo; Sun, Jinwei; Xiao, Yegui

2016-01-01

In this paper, a multichannel nonlinear adaptive noise canceller (ANC) based on the generalized functional link artificial neural network (FLANN, GFLANN) is proposed for fetal electrocardiogram (FECG) extraction. A FIR filter and a GFLANN are equipped in parallel in each reference channel to respectively approximate the linearity and nonlinearity between the maternal ECG (MECG) and the composite abdominal ECG (AECG). A fast scheme is also introduced to reduce the computational cost of the FLANN and the GFLANN. Two (2) sets of ECG time sequences, one synthetic and one real, are utilized to demonstrate the improved effectiveness of the proposed nonlinear ANC. The real dataset is derived from the Physionet non-invasive FECG database (PNIFECGDB) including 55 multichannel recordings taken from a pregnant woman. It contains two subdatasets that consist of 14 and 8 recordings, respectively, with each recording being 90 s long. Simulation results based on these two datasets reveal, on the whole, that the proposed ANC does enjoy higher capability to deal with nonlinearity between MECG and AECG as compared with previous ANCs in terms of fetal QRS (FQRS)-related statistics and morphology of the extracted FECG waveforms. In particular, for the second real subdataset, the F1-measure results produced by the PCA-based template subtraction (TS pca ) technique and six (6) single-reference channel ANCs using LMS- and RLS-based FIR filters, Volterra filter, FLANN, GFLANN, and adaptive echo state neural network (ESN a ) are 92.47%, 93.70%, 94.07%, 94.22%, 94.90%, 94.90%, and 95.46%, respectively. The same F1-measure statistical results from five (5) multi-reference channel ANCs (LMS- and RLS-based FIR filters, Volterra filter, FLANN, and GFLANN) for the second real subdataset turn out to be 94.08%, 94.29%, 94.68%, 94.91%, and 94.96%, respectively. These results indicate that the ESN a and GFLANN perform best, with the ESN a being slightly better than the GFLANN but about four times

Homogenized description and retrieval method of nonlinear metasurfaces

Science.gov (United States)

Liu, Xiaojun; Larouche, Stéphane; Smith, David R.

2018-03-01

A patterned, plasmonic metasurface can strongly scatter incident light, functioning as an extremely low-profile lens, filter, reflector or other optical device. When the metasurface is patterned uniformly, its linear optical properties can be expressed using effective surface electric and magnetic polarizabilities obtained through a homogenization procedure. The homogenized description of a nonlinear metasurface, however, presents challenges both because of the inherent anisotropy of the medium as well as the much larger set of potential wave interactions available, making it challenging to assign effective nonlinear parameters to the otherwise inhomogeneous layer of metamaterial elements. Here we show that a homogenization procedure can be developed to describe nonlinear metasurfaces, which derive their nonlinear response from the enhanced local fields arising within the structured plasmonic elements. With the proposed homogenization procedure, we are able to assign effective nonlinear surface polarization densities to a nonlinear metasurface, and link these densities to the effective nonlinear surface susceptibilities and averaged macroscopic pumping fields across the metasurface. These effective nonlinear surface polarization densities are further linked to macroscopic nonlinear fields through the generalized sheet transition conditions (GSTCs). By inverting the GSTCs, the effective nonlinear surface susceptibilities of the metasurfaces can be solved for, leading to a generalized retrieval method for nonlinear metasurfaces. The application of the homogenization procedure and the GSTCs are demonstrated by retrieving the nonlinear susceptibilities of a SiO2 nonlinear slab. As an example, we investigate a nonlinear metasurface which presents nonlinear magnetoelectric coupling in near infrared regime. The method is expected to apply to any patterned metasurface whose thickness is much smaller than the wavelengths of operation, with inclusions of arbitrary geometry

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

Science.gov (United States)

Abd Rabbou, Mahmoud; El-Rabbany, Ahmed

2015-03-25

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

Performance Estimation for Lowpass Ternary Filters

Directory of Open Access Journals (Sweden)

Brenton Steele

2003-11-01

Full Text Available Ternary filters have tap values limited to −1, 0, or +1. This restriction in tap values greatly simplifies the multipliers required by the filter, making ternary filters very well suited to hardware implementations. Because they incorporate coarse quantisation, their performance is typically limited by tap quantisation error. This paper derives formulae for estimating the achievable performance of lowpass ternary filters, thereby allowing the number of computationally intensive design iterations to be reduced. Motivated by practical communications systems requirements, the performance measure which is used is the worst-case stopband attenuation.

Enhanced Sensitivity to Rapid Input Fluctuations by Nonlinear Threshold Dynamics in Neocortical Pyramidal Neurons.

Science.gov (United States)

Mensi, Skander; Hagens, Olivier; Gerstner, Wulfram; Pozzorini, Christian

2016-02-01

The way in which single neurons transform input into output spike trains has fundamental consequences for network coding. Theories and modeling studies based on standard Integrate-and-Fire models implicitly assume that, in response to increasingly strong inputs, neurons modify their coding strategy by progressively reducing their selective sensitivity to rapid input fluctuations. Combining mathematical modeling with in vitro experiments, we demonstrate that, in L5 pyramidal neurons, the firing threshold dynamics adaptively adjust the effective timescale of somatic integration in order to preserve sensitivity to rapid signals over a broad range of input statistics. For that, a new Generalized Integrate-and-Fire model featuring nonlinear firing threshold dynamics and conductance-based adaptation is introduced that outperforms state-of-the-art neuron models in predicting the spiking activity of neurons responding to a variety of in vivo-like fluctuating currents. Our model allows for efficient parameter extraction and can be analytically mapped to a Generalized Linear Model in which both the input filter--describing somatic integration--and the spike-history filter--accounting for spike-frequency adaptation--dynamically adapt to the input statistics, as experimentally observed. Overall, our results provide new insights on the computational role of different biophysical processes known to underlie adaptive coding in single neurons and support previous theoretical findings indicating that the nonlinear dynamics of the firing threshold due to Na+-channel inactivation regulate the sensitivity to rapid input fluctuations.

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

Science.gov (United States)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

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

Physics constrained nonlinear regression models for time series

International Nuclear Information System (INIS)

Majda, Andrew J; Harlim, John

2013-01-01

A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)

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

Science.gov (United States)

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

1990-01-01

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

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

Science.gov (United States)

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

2012-01-01

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

Phononic Crystal Waveguide Transducers for Nonlinear Elastic Wave Sensing.

Science.gov (United States)

Ciampa, Francesco; Mankar, Akash; Marini, Andrea

2017-11-07

Second harmonic generation is one of the most sensitive and reliable nonlinear elastic signatures for micro-damage assessment. However, its detection requires powerful amplification systems generating fictitious harmonics that are difficult to discern from pure nonlinear elastic effects. Current state-of-the-art nonlinear ultrasonic methods still involve impractical solutions such as cumbersome signal calibration processes and substantial modifications of the test component in order to create material-based tunable harmonic filters. Here we propose and demonstrate a valid and sensible alternative strategy involving the development of an ultrasonic phononic crystal waveguide transducer that exhibits both single and multiple frequency stop-bands filtering out fictitious second harmonic frequencies. Remarkably, such a sensing device can be easily fabricated and integrated on the surface of the test structure without altering its mechanical and geometrical properties. The design of the phononic crystal structure is supported by a perturbative theoretical model predicting the frequency band-gaps of periodic plates with sinusoidal corrugation. We find our theoretical findings in excellent agreement with experimental testing revealing that the proposed phononic crystal waveguide transducer successfully attenuates second harmonics caused by the ultrasonic equipment, thus demonstrating its wide range of potential applications for acousto/ultrasonic material damage inspection.

Designing H-shaped micromechanical filters

International Nuclear Information System (INIS)

Arhaug, O P; Soeraasen, O

2006-01-01

This paper investigates the design constraints and possibilities given when designing a micromechanical band pass filter for intermediate frequencies (e.g. 10 MHz). The class of filters are based on coupled clamped-clamped beams constituting an H-shaped structure. A primary beam can electrostatically be activated in one of its different harmonic modes, setting the filter center frequency. The motion is transferred to an accompanying beam of equal dimensions by a mechanical coupling beam. The placement or coupling points of the quarterwavelength coupling beam which connects the vertically resonating beams is critical with respect to the bandwidth of the filters. Of special concern has been to investigate realistic dimensions allowing the filters to be processed by an actual foundry process and to find out how the choice of materials and actual dimensions would affect the performance

Multi-scale analysis of teleconnection indices: climate noise and nonlinear trend analysis

Directory of Open Access Journals (Sweden)

C. Franzke

2009-02-01

Full Text Available The multi-scale nature and climate noise properties of teleconnection indices are examined by using the Empirical Mode Decomposition (EMD procedure. The EMD procedure allows for the analysis of non-stationary time series to extract physically meaningful intrinsic mode functions (IMF and nonlinear trends. The climatologically relevant monthly mean teleconnection indices of the North Atlantic Oscillation (NAO, the North Pacific index (NP and the Southern Annular Mode (SAM are analyzed.

The significance of IMFs and trends are tested against the null hypothesis of climate noise. The analysis of surrogate monthly mean time series from a red noise process shows that the EMD procedure is effectively a dyadic filter bank and the IMFs (except the first IMF are nearly Gaussian distributed. The distribution of the variance contained in IMFs of an ensemble of AR(1 simulations is nearly χ² distributed. To test the statistical significance of the IMFs of the teleconnection indices and their nonlinear trends we utilize an ensemble of corresponding monthly averaged AR(1 processes, which we refer to as climate noise. Our results indicate that most of the interannual and decadal variability of the analysed teleconnection indices cannot be distinguished from climate noise. The NP and SAM indices have significant nonlinear trends, while the NAO has no significant trend when tested against a climate noise hypothesis.

DIGITAL FILTERS IMPLEMENTATION IN MICROPROCESSOR-BASED RELAY PROTECTION

Directory of Open Access Journals (Sweden)

Yu. V. Rumiantsev

2016-01-01

Full Text Available This article presents the implementation of digital filters used in digital relay protection current measuring elements. Mathematical descriptions of the considered digital filters as well as the computer programs for their coefficients calculation are described. It has been shown that in order to reliable estimate the digital filter performance its input signals waveforms must be close to the actual secondary current waveform of the current transformer to which the digital protection with the estimated digital filter is connected. For these purposes in MatLab–Simulink dynamic simulation environment the power system and the current measuring element models were developed. Performed calculations allowed to reveal that the exponentially decaying DC component which in some cases contains in primary fault current drives the current transformer core into saturation even when its nominal parameters are not exceeded. This results in distortion of the current transformer secondary current which in this case contains higher and inter-harmonics. Moreover, such harmonic content is not completely taking into account during coefficients calculation of the considered digital filters what results in signal magnitude estimation inaccuracy. Comparison of the digital filters response to the above-mentioned input signals allowed to find out such digital filter implementations which enable signal magnitude estimation with a minimum error. Ways of filtering quality improvement concerned with the window functions are proposed. Thus, the joint usage of digital filter and Hamming window allows to achieve the zero value of the signal magnitude gain factor in high-frequency range and substantially suppress all spectral components above 100 Hz. The increasing of the signal magnitude settling time in this case can be reduced by choosing the most optimal parameters of the all components of the current measuring element.

X-ray filter for chest X-rays

International Nuclear Information System (INIS)

Ferlic, D.J.

1984-01-01

A description is given of an X-ray filter comprised of a sheet of radiation absorbing material with an opening corresponding to the spine and central portion of the heart. The upper portion of the filter exhibits a relatively narrow opening which becomes gradually wider toward the lower portion of the filter. This filter will permit an acceptable density level of x-ray exposure for the lungs while allowing a higher level of x-ray exposure for the mediastinum areas of the body. (author)

Interior Point Methods for Large-Scale Nonlinear Programming

Czech Academy of Sciences Publication Activity Database

Lukšan, Ladislav; Matonoha, Ctirad; Vlček, Jan

2005-01-01

Roč. 20, č. 4-5 (2005), s. 569-582 ISSN 1055-6788 R&D Projects: GA AV ČR IAA1030405 Institutional research plan: CEZ:AV0Z10300504 Keywords : nonlinear programming * interior point methods * KKT systems * indefinite preconditioners * filter methods * algorithms Subject RIV: BA - General Mathematics Impact factor: 0.477, year: 2005

Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations

Directory of Open Access Journals (Sweden)

Pengpeng Chen

2015-01-01

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

Adaptive Command Filtered Integrated Guidance and Control for Hypersonic Vehicle with Magnitude, Rate and Bandwidth Constraints

Directory of Open Access Journals (Sweden)

Wang Liang

2018-01-01

Full Text Available This paper proposes a novel integrated guidance and control (IGC method for hypersonic vehicle in terminal phase. Firstly, the system model is developed with a second order actuator dynamics. Then the back-stepping controller is designed hierarchically with command filters, where the first order command filters are implemented to construct the virtual control input with ideal states predicted by an adaptive estimator, and the nonlinear command filter is designed to produce magnitude, rate and bandwidth limited control surface deflection finally tracked by a terminal sliding mode controller with finite convergence time. Through a series of 6-DOF numerical simulations, it’s indicated that the proposed method successfully cancels out the large aerodynamics coefficient uncertainties and disturbances in hypersonic flight under limited control surface deflection. The contribution of this paper lies in the application and determination of nonlinear integrated design of guidance and control system for hypersonic vehicle.

The ''Nuclear-Karlsruhe'' air-filter system

International Nuclear Information System (INIS)

Berliner, P.; Ohlmeyer, M.; Stotz, W.

1976-01-01

Increasing requirements for exhaust-air filter systems used in nuclear facilities induced the Gesellschaft fuer Kernforschung to develop the ''Nuclear-Karlsruhe'' HEPA filter system. This novel development has profited by experience gained in previous incidents as well as by maitenance and decontamination work performed with different HEPA filter systems. The proved ''Nuclear-Karlsruhe'' system takes equally into account the demands for optimum safety, maximum efficiency and economy, and is distinguished by the following features: (1) The air current is defected by 180 0 in the casing. Deflection causes quite a number of improvements, results in substantial reduction of space requirements, and avoids the dispersion of pollutants to the clean-air side. Besides, the HEPA filter is protected from damage by condensed particles or foreign materials entrained; (2) The ''Nuclear-Karlsruhe'' system allows gas-tight filter replacement. Special replacement collars have been provided at the casing, which allow the tight fastening of replacement bags which are self-locking. (3) In-place testing in the operating condition can be carried out very conveniently because the air is deflected. Minimum leaks in the filter medium or in the filter gasket can be detected by the high-sensitivity visual oil-thread test, which makes leaks distinctly visible as oil mist threads through a transparent front window provided on the clean-air side. The test takes only some minutes and its sensitivity is hardly matched by any other technique. (4) The clamping mechanism is installed outside the casing, i.e. outside the polluted or aggressive media. The contact force is spring-loaded absolutely uniformly to the circular filter gasket. (5) For practical and econmic reasons the filter casings can be locked individually so as to be gas-tight. (6) The entire system is made of stainless or coated steel and metal parts which are corrosion and fire-resistant. (author)

Physical characteristics of the paper filter and low cafestol content filter coffee brews.

Science.gov (United States)

Rendón, Mery Yovana; Dos Santos Scholz, Maria Brígida; Bragagnolo, Neura

2018-06-01

The results found in the literature concerning the effect of consuming filter coffee brews on increasing the blood cholesterol levels due to the presence of diterpenes, are divergent. Thus the present research evaluated the diterpene (cafestol and kahweol) concentrations in filter coffee brews prepared with paper filters of different sizes, colors and origins (Brazil, Japan, The United States of America, Germany, France and the Netherlands), with and without micro perforations. This is the first study that reports the physical characteristics of paper filter and its importance to obtain filter coffee brew with low cafestol content. Thus, a sample of Catuai cultivar coffee with high cafestol content was roasted to a medium-light degree and used to prepare the brews in a 1:10 ratio (coffee powder to water). The diterpenes were extracted by direct saponification and quantified and identified by HPLC-DAD-MS/MS. The paper filters were physically characterized by measuring their grammage, and the fat permeation rate calculated in order to better understand the differences between the filters which allow one to obtain higher or lower diterpene contents. The cafestol and kahweol concentrations in the brews varied from 1.62 to 2.98 mg/L and from 0.73 to 1.96 mg/L, respectively. The highest cafestol and kahweol concentrations were obtained using paper filters with micro perforations, considering similar sized paper filters. The paper filters showed high fat permeability and grammages between 50.46 and 67.48 g/m 2 . The diterpene retention capacities of the filters produced in the different countries were similar. The results showed that the porosity of the paper filter and the particle size of the ground roasted coffee were determinant factors in obtaining filter coffee brews with lower cafestol contents. Copyright © 2018 Elsevier Ltd. All rights reserved.

Nonlinear ultrasonic imaging with X wave

Science.gov (United States)

Du, Hongwei; Lu, Wei; Feng, Huanqing

2009-10-01

X wave has a large depth of field and may have important application in ultrasonic imaging to provide high frame rate (HFR). However, the HFR system suffers from lower spatial resolution. In this paper, a study of nonlinear imaging with X wave is presented to improve the resolution. A theoretical description of realizable nonlinear X wave is reported. The nonlinear field is simulated by solving the KZK nonlinear wave equation with a time-domain difference method. The results show that the second harmonic field of X wave has narrower mainlobe and lower sidelobes than the fundamental field. In order to evaluate the imaging effect with X wave, an imaging model involving numerical calculation of the KZK equation, Rayleigh-Sommerfeld integral, band-pass filtering and envelope detection is constructed to obtain 2D fundamental and second harmonic images of scatters in tissue-like medium. The results indicate that if X wave is used, the harmonic image has higher spatial resolution throughout the entire imaging region than the fundamental image, but higher sidelobes occur as compared to conventional focus imaging. A HFR imaging method with higher spatial resolution is thus feasible provided an apodization method is used to suppress sidelobes.

A variational Bayesian multiple particle filtering scheme for large-dimensional systems

KAUST Repository

Ait-El-Fquih, Boujemaa

2016-06-14

This paper considers the Bayesian filtering problem in high-dimensional nonlinear state-space systems. In such systems, classical particle filters (PFs) are impractical due to the prohibitive number of required particles to obtain reasonable performances. One approach that has been introduced to overcome this problem is the concept of multiple PFs (MPFs), where the state-space is split into low-dimensional subspaces and then a separate PF is applied to each subspace. Remarkable performances of MPF-like filters motivated our investigation here into a new strategy that combines the variational Bayesian approach to split the state-space with random sampling techniques, to derive a new computationally efficient MPF. The propagation of each particle in the prediction step of the resulting filter requires generating only a single particle in contrast with standard MPFs, for which a set of (children) particles is required. We present simulation results to evaluate the behavior of the proposed filter and compare its performances against standard PF and a MPF.

A variational Bayesian multiple particle filtering scheme for large-dimensional systems

KAUST Repository

Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

2016-01-01

This paper considers the Bayesian filtering problem in high-dimensional nonlinear state-space systems. In such systems, classical particle filters (PFs) are impractical due to the prohibitive number of required particles to obtain reasonable performances. One approach that has been introduced to overcome this problem is the concept of multiple PFs (MPFs), where the state-space is split into low-dimensional subspaces and then a separate PF is applied to each subspace. Remarkable performances of MPF-like filters motivated our investigation here into a new strategy that combines the variational Bayesian approach to split the state-space with random sampling techniques, to derive a new computationally efficient MPF. The propagation of each particle in the prediction step of the resulting filter requires generating only a single particle in contrast with standard MPFs, for which a set of (children) particles is required. We present simulation results to evaluate the behavior of the proposed filter and compare its performances against standard PF and a MPF.

Chaotic secure communication based on strong tracking filtering

International Nuclear Information System (INIS)

Li Xiongjie; Xu Zhengguo; Zhou Donghua

2008-01-01

A scheme for implementing secure communication based on chaotic maps and strong tracking filter (STF) is presented, and a modified STF algorithm with message estimation is developed for the special requirement of chaotic secure communication. At the emitter, the message symbol is modulated by chaotic mapping and is output through a nonlinear function. At the receiver, the driving signal is received and the message symbol is recovered dynamically by the STF with estimation of message symbol. Simulation results of Holmes map demonstrate that when message symbols are binary codes, STF can effectively recover the codes of the message from the noisy chaotic signals. Compared with the extended Kalman filter (EKF), STF has a lower bit error rate

Dynamic Response of a Beam Resting on a Nonlinear Foundation to a Moving Load: Coiflet-Based Solution

Directory of Open Access Journals (Sweden)

Piotr Koziol

2012-01-01

Full Text Available This paper presents a new semi-analytical solution for the Timoshenko beam subjected to a moving load in case of a nonlinear medium underneath. The finite series of distributed moving loads harmonically varying in time is considered as a representation of a moving train. The solution for vibrations is obtained by using the Adomian's decomposition combined with the Fourier transform and a wavelet-based procedure for its computation. The adapted approximating method uses wavelet filters of Coiflet type that appeared a very effective tool for vibration analysis in a few earlier papers. The developed approach provides solutions for both transverse displacement and angular rotation of the beam, which allows parametric analysis of the investigated dynamic system to be conducted in an efficient manner. The aim of this article is to present an effective method of approximation for the analysis of complex dynamic nonlinear models related to the moving load problems.

The Kalman Filter Revisited Using Maximum Relative Entropy

Directory of Open Access Journals (Sweden)

Adom Giffin

2014-02-01

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

Testing Of The Dual Rotary Filter System

International Nuclear Information System (INIS)

Herman, D.; Fowley, M.; Stefanko, D.

2011-01-01

The Savannah River National Laboratory (SRNL) installed and tested two hydraulically connected SpinTek rotary microfilter (RMF) units to determine the behavior of a multiple filter system. Both units were successfully controlled by a control scheme written in DELTA-V architecture by Savannah River Remediation (SRR) Process Control Engineering personnel. The control system was tuned to provide satisfactory response to changing conditions during the operation of the multi-filter system. Stability was maintained through the startup and shutdown of one of the filter units while the second was still in operation. The installation configuration originally proposed by the Small Colum Ion Exchange (SCIX) project of independent filter and motor mountings may be susceptible to vibration. Significant stiffening of the filter and motor mounts was required to minimize the vibration. Alignment of the motor to the filter was a challenge in this test configuration. The deployment configuration must be easy to manipulate and allow for fine adjustment. An analysis of the vibration signature of the test system identified critical speeds. Whether it corresponds to the resonance frequency of a rotor radial vibration mode that was excited by rotor unbalance is uncertain based upon the measurements. A relative motion series should be completed on the filter with the final shaft configuration to determine if the resonances exist in the final filter design. The instrumentation selected for deployment, including the concentrate discharge control valve and flow meters, performed well. Automation of the valve control integrated well with the control scheme and when used in concert with the other control variables, allowed automated control of the dual RMF system. The one area of concern with the instrumentation was the condition resulting when the filtrate flow meter operated with less than three gpm. This low flow was at the lower range of performance for the flow meter. This should not be

TESTING OF THE DUAL ROTARY FILTER SYSTEM

Energy Technology Data Exchange (ETDEWEB)

Herman, D.; Fowley, M.; Stefanko, D.

2011-08-29

The Savannah River National Laboratory (SRNL) installed and tested two hydraulically connected SpinTek rotary microfilter (RMF) units to determine the behavior of a multiple filter system. Both units were successfully controlled by a control scheme written in DELTA-V architecture by Savannah River Remediation (SRR) Process Control Engineering personnel. The control system was tuned to provide satisfactory response to changing conditions during the operation of the multi-filter system. Stability was maintained through the startup and shutdown of one of the filter units while the second was still in operation. The installation configuration originally proposed by the Small Colum Ion Exchange (SCIX) project of independent filter and motor mountings may be susceptible to vibration. Significant stiffening of the filter and motor mounts was required to minimize the vibration. Alignment of the motor to the filter was a challenge in this test configuration. The deployment configuration must be easy to manipulate and allow for fine adjustment. An analysis of the vibration signature of the test system identified critical speeds. Whether it corresponds to the resonance frequency of a rotor radial vibration mode that was excited by rotor unbalance is uncertain based upon the measurements. A relative motion series should be completed on the filter with the final shaft configuration to determine if the resonances exist in the final filter design. The instrumentation selected for deployment, including the concentrate discharge control valve and flow meters, performed well. Automation of the valve control integrated well with the control scheme and when used in concert with the other control variables, allowed automated control of the dual RMF system. The one area of concern with the instrumentation was the condition resulting when the filtrate flow meter operated with less than three gpm. This low flow was at the lower range of performance for the flow meter. This should not be

Nonlinear optimization

CERN Document Server

Ruszczynski, Andrzej

2011-01-01

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern top...

Optimizing detection filters for single-grain optical dating of quartz

International Nuclear Information System (INIS)

Ballarini, M.; Wallinga, J.; Duller, G.A.T.; Brouwer, J.C.; Bos, A.J.J.; Van Eijk, C.W.E.

2005-01-01

We investigate the use of different optical detection filters for single-grain optically stimulated luminescence (OSL) measurements of quartz samples with a Riso TL/OSL single-grain reader. We selected three filter combinations that considerably improve the light detection efficiency when compared with the 7.5 mm U340 filters that are routinely used. These are the UG1+BG4 filter combination, the 2 mm UG1 and the 2.5 mm U340 filters, which allow a greater transmission in the quartz emission band. This leads to two benefits: (1) more grains can be accepted for equivalent dose analysis, and (2) OSL responses on individual grains are determined with a greater precision. While these three alternative filter combinations perform equally well if compared to each other, we suggest the 2.5 mm thick Hoya U340 to be the filter of choice as it allows the use of blue-diode and IR-diode stimulation sources for bleaching purposes and feldspar detection

Blind Source Parameters for Performance Evaluation of Despeckling Filters

Directory of Open Access Journals (Sweden)

Nagashettappa Biradar

2016-01-01

Full Text Available The speckle noise is inherent to transthoracic echocardiographic images. A standard noise-free reference echocardiographic image does not exist. The evaluation of filters based on the traditional parameters such as peak signal-to-noise ratio, mean square error, and structural similarity index may not reflect the true filter performance on echocardiographic images. Therefore, the performance of despeckling can be evaluated using blind assessment metrics like the speckle suppression index, speckle suppression and mean preservation index (SMPI, and beta metric. The need for noise-free reference image is overcome using these three parameters. This paper presents a comprehensive analysis and evaluation of eleven types of despeckling filters for echocardiographic images in terms of blind and traditional performance parameters along with clinical validation. The noise is effectively suppressed using the logarithmic neighborhood shrinkage (NeighShrink embedded with Stein’s unbiased risk estimation (SURE. The SMPI is three times more effective compared to the wavelet based generalized likelihood estimation approach. The quantitative evaluation and clinical validation reveal that the filters such as the nonlocal mean, posterior sampling based Bayesian estimation, hybrid median, and probabilistic patch based filters are acceptable whereas median, anisotropic diffusion, fuzzy, and Ripplet nonlinear approximation filters have limited applications for echocardiographic images.

Blind Source Parameters for Performance Evaluation of Despeckling Filters.

Science.gov (United States)

Biradar, Nagashettappa; Dewal, M L; Rohit, ManojKumar; Gowre, Sanjaykumar; Gundge, Yogesh

2016-01-01

The speckle noise is inherent to transthoracic echocardiographic images. A standard noise-free reference echocardiographic image does not exist. The evaluation of filters based on the traditional parameters such as peak signal-to-noise ratio, mean square error, and structural similarity index may not reflect the true filter performance on echocardiographic images. Therefore, the performance of despeckling can be evaluated using blind assessment metrics like the speckle suppression index, speckle suppression and mean preservation index (SMPI), and beta metric. The need for noise-free reference image is overcome using these three parameters. This paper presents a comprehensive analysis and evaluation of eleven types of despeckling filters for echocardiographic images in terms of blind and traditional performance parameters along with clinical validation. The noise is effectively suppressed using the logarithmic neighborhood shrinkage (NeighShrink) embedded with Stein's unbiased risk estimation (SURE). The SMPI is three times more effective compared to the wavelet based generalized likelihood estimation approach. The quantitative evaluation and clinical validation reveal that the filters such as the nonlocal mean, posterior sampling based Bayesian estimation, hybrid median, and probabilistic patch based filters are acceptable whereas median, anisotropic diffusion, fuzzy, and Ripplet nonlinear approximation filters have limited applications for echocardiographic images.

Nonlinear Actuator Fault Detection and Isolation for a VTOL aircraft

NARCIS (Netherlands)

De Persis, Claudio; De Santis, Raffaella; Isidori, Alberto

2001-01-01

The recently introduced geometric approach to the nonlinear fault detection and isolation problem is used in this paper to detect actuator faults for the vertical takeoff and landing aircraft. The approach leads to a filter which, by processing the outputs of the plant, detects the faults and

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

Science.gov (United States)

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

2016-07-26

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

Harmonic filter design consideration for a tire-rubber factory

Energy Technology Data Exchange (ETDEWEB)

Zebardast, A. [Azad Univ., Tehran (Iran, Islamic Republic of). Abhar Branch]|[Sharif Univ., Tehran (Iran, Islamic Republic of); Mokhtari, H. [Azad Univ., Tehran (Iran, Islamic Republic of)

2005-07-01

Nonlinear loads and arc furnace loads are the main sources of harmonic currents in power distribution systems. Harmonic currents can cause reductions in system efficiency, and shorten the lifespan of transformers and capacitor banks. This paper provided details of a filter designed to attenuate harmonic currents at a tire company in Iran. The tire company was supplied by 3 distribution transformers and an emergency transformer. Main supply was through a 132 kV/20 kV transformer, which was connected to 2 A and B stations. The AC/DC drivers generated harmonics. Harmonic measurements were performed to determine the type and size of the required filters. A summary of site harmonic measurements was provided. A passive filter was placed at a medium voltage location. A sensitivity analysis was then performed in order to assess loading effects on filter performance. The analysis was performed on all possible configurations in the plant, including load change, capacitor bank step change, and transformer energization. Resonance conditions were also examined. Results showed that attention must be paid to the filter component rating in addition to potential resonant conditions. It was concluded that resonant conditions alter when system operating conditions change. 5 refs., 7 figs.

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.

Particle-filtering-based estimation of maximum available power state in Lithium-Ion batteries

International Nuclear Information System (INIS)

Burgos-Mellado, Claudio; Orchard, Marcos E.; Kazerani, Mehrdad; Cárdenas, Roberto; Sáez, Doris

2016-01-01

Highlights: • Approach to estimate the state of maximum power available in Lithium-Ion battery. • Optimisation problem is formulated on the basis of a non-linear dynamic model. • Solutions of the optimisation problem are functions of state of charge estimates. • State of charge estimates computed using particle filter algorithms. - Abstract: Battery Energy Storage Systems (BESS) are important for applications related to both microgrids and electric vehicles. If BESS are used as the main energy source, then it is required to include adequate procedures for the estimation of critical variables such as the State of Charge (SoC) and the State of Health (SoH) in the design of Battery Management Systems (BMS). Furthermore, in applications where batteries are exposed to high charge and discharge rates it is also desirable to estimate the State of Maximum Power Available (SoMPA). In this regard, this paper presents a novel approach to the estimation of SoMPA in Lithium-Ion batteries. This method formulates an optimisation problem for the battery power based on a non-linear dynamic model, where the resulting solutions are functions of the SoC. In the battery model, the polarisation resistance is modelled using fuzzy rules that are function of both SoC and the discharge (charge) current. Particle filtering algorithms are used as an online estimation technique, mainly because these algorithms allow approximating the probability density functions of the SoC and SoMPA even in the case of non-Gaussian sources of uncertainty. The proposed method for SoMPA estimation is validated using the experimental data obtained from an experimental setup designed for charging and discharging the Lithium-Ion batteries.

Metamaterials-based sensor to detect and locate nonlinear elastic sources

Energy Technology Data Exchange (ETDEWEB)

Gliozzi, Antonio S.; Scalerandi, Marco [Department of Applied Science and Technology, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino (Italy); Miniaci, Marco; Bosia, Federico [Department of Physics, University of Torino, Via Pietro Giuria 1, 10125 Torino (Italy); Pugno, Nicola M. [Laboratory of Bio-Inspired and Graphene Nanomechanics, Department of Civil, Environmental and Mechanical Engineering, University of Trento, Via Mesiano 77, 38123 Trento (Italy); Center for Materials and Microsystems, Fondazione Bruno Kessler, Via Sommarive 18, 38123 Povo (Trento) (Italy); School of Engineering and Materials Science, Queen Mary University of London, Mile End Road, London E1 4NS (United Kingdom)

2015-10-19

In recent years, acoustic metamaterials have attracted increasing scientific interest for very diverse technological applications ranging from sound abatement to ultrasonic imaging, mainly due to their ability to act as band-stop filters. At the same time, the concept of chaotic cavities has been recently proposed as an efficient tool to enhance the quality of nonlinear signal analysis, particularly in the ultrasonic/acoustic case. The goal of the present paper is to merge the two concepts in order to propose a metamaterial-based device that can be used as a natural and selective linear filter for the detection of signals resulting from the propagation of elastic waves in nonlinear materials, e.g., in the presence of damage, and as a detector for the damage itself in time reversal experiments. Numerical simulations demonstrate the feasibility of the approach and the potential of the device in providing improved signal-to-noise ratios and enhanced focusing on the defect locations.

Metamaterials-based sensor to detect and locate nonlinear elastic sources

International Nuclear Information System (INIS)

Gliozzi, Antonio S.; Scalerandi, Marco; Miniaci, Marco; Bosia, Federico; Pugno, Nicola M.

2015-01-01

In recent years, acoustic metamaterials have attracted increasing scientific interest for very diverse technological applications ranging from sound abatement to ultrasonic imaging, mainly due to their ability to act as band-stop filters. At the same time, the concept of chaotic cavities has been recently proposed as an efficient tool to enhance the quality of nonlinear signal analysis, particularly in the ultrasonic/acoustic case. The goal of the present paper is to merge the two concepts in order to propose a metamaterial-based device that can be used as a natural and selective linear filter for the detection of signals resulting from the propagation of elastic waves in nonlinear materials, e.g., in the presence of damage, and as a detector for the damage itself in time reversal experiments. Numerical simulations demonstrate the feasibility of the approach and the potential of the device in providing improved signal-to-noise ratios and enhanced focusing on the defect locations

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...

Soliton filtering from a supercontinuum: a tunable femtosecond pulse source

Energy Technology Data Exchange (ETDEWEB)

Licea-Rodriguez, Jacob; Rangel-Rojo, Raul [Centro de Investigacion CientIfica y de Educacion Superior de Ensenada, Apartado Postal 2732, Ensenada B.C., 22860 (Mexico); Garay-Palmett, Karina, E-mail: rrangel@cicese.mx [Instituto de Ciencias Nucleares, Universidad Nacional Autonoma de Mexico, Apartado Postal 70-543, Mexico DF. 04510 (Mexico)

2011-01-01

In this article we report experimental results related with the generation of a supercontinuum in a microstructured fiber, from which the soliton with the longest wavelength is filtered out of the continuum and is used to construct a tunable ultrashort pulses source by varying the pump power. Pulses of an 80 fs duration (FWHM) from a Ti:sapphire oscillator were input into a 2 m long fiber to generate the continuum. The duration of the solitons at the fiber output was preserved by using a zero dispersion filtering system, which selected the longest wavelength soliton, while avoiding temporal spreading of the solitons. We present a complete characterization of the filtered pulses that are continuously tunable in the 850-1100 nm range. We also show that the experimental results have a qualitative agreement with theory. An important property of the proposed near-infrared pulsed source is that the soliton pulse energies obtained after filtering are large enough for applications in nonlinear microscopy.

Resolution enhancement of pump-probe microscope with an inverse-annular filter

Science.gov (United States)

Kobayashi, Takayoshi; Kawasumi, Koshi; Miyazaki, Jun; Nakata, Kazuaki

2018-04-01

fluorescence image visualizes neurons expressing yellow fluorescence proteins, while the photothermal signal detected endogenous chromophores in the mouse brain, allowing 3D visualization of the distribution of various features such as blood cells and fine structures most probably due to lipids. This imaging modality was constructed using compact and cost-effective laser diodes, and will thus be widely useful in the life and medical sciences. Third, we have made further resolution improvement of high-sensitivity laser scanning photothermal microscopy by applying non-linear detection. By this, the new method has super resolution with 61 and 42% enhancement from the diffraction limit values of the probe and pump wavelengths, respectively, by a second-order non-linear scheme and a high-frame rate in a laser scanning microscope. The maximum resolution is determined to be 160 nm in the second-order non-linear detection mode and 270 nm in the linear detection mode by the PT signal of GNPs. The pixel rate and frame rate for 300 × 300 pixel image are 50 µs and 4.5 s, respectively. The pixel and frame rate are shorter than the rates, those are 1 ms and 100 s, using the piezo-driven stage system.

Hydrodynamics of microbial filter feeding.

Science.gov (United States)

Nielsen, Lasse Tor; Asadzadeh, Seyed Saeed; Dölger, Julia; Walther, Jens H; Kiørboe, Thomas; Andersen, Anders

2017-08-29

Microbial filter feeders are an important group of grazers, significant to the microbial loop, aquatic food webs, and biogeochemical cycling. Our understanding of microbial filter feeding is poor, and, importantly, it is unknown what force microbial filter feeders must generate to process adequate amounts of water. Also, the trade-off in the filter spacing remains unexplored, despite its simple formulation: A filter too coarse will allow suitably sized prey to pass unintercepted, whereas a filter too fine will cause strong flow resistance. We quantify the feeding flow of the filter-feeding choanoflagellate Diaphanoeca grandis using particle tracking, and demonstrate that the current understanding of microbial filter feeding is inconsistent with computational fluid dynamics (CFD) and analytical estimates. Both approaches underestimate observed filtration rates by more than an order of magnitude; the beating flagellum is simply unable to draw enough water through the fine filter. We find similar discrepancies for other choanoflagellate species, highlighting an apparent paradox. Our observations motivate us to suggest a radically different filtration mechanism that requires a flagellar vane (sheet), something notoriously difficult to visualize but sporadically observed in the related choanocytes (sponges). A CFD model with a flagellar vane correctly predicts the filtration rate of D. grandis , and using a simple model we can account for the filtration rates of other microbial filter feeders. We finally predict how optimum filter mesh size increases with cell size in microbial filter feeders, a prediction that accords very well with observations. We expect our results to be of significance for small-scale biophysics and trait-based ecological modeling.

Particle filtering with path sampling and an application to a bimodal ocean current model

International Nuclear Information System (INIS)

Weare, Jonathan

2009-01-01

This paper introduces a recursive particle filtering algorithm designed to filter high dimensional systems with complicated non-linear and non-Gaussian effects. The method incorporates a parallel marginalization (PMMC) step in conjunction with the hybrid Monte Carlo (HMC) scheme to improve samples generated by standard particle filters. Parallel marginalization is an efficient Markov chain Monte Carlo (MCMC) strategy that uses lower dimensional approximate marginal distributions of the target distribution to accelerate equilibration. As a validation the algorithm is tested on a 2516 dimensional, bimodal, stochastic model motivated by the Kuroshio current that runs along the Japanese coast. The results of this test indicate that the method is an attractive alternative for problems that require the generality of a particle filter but have been inaccessible due to the limitations of standard particle filtering strategies.

Signal Enhancement with Variable Span Linear Filters

DEFF Research Database (Denmark)

Benesty, Jacob; Christensen, Mads Græsbøll; Jensen, Jesper Rindom

This book introduces readers to the novel concept of variable span speech enhancement filters, and demonstrates how it can be used for effective noise reduction in various ways. Further, the book provides the accompanying Matlab code, allowing readers to easily implement the main ideas discussed....... Variable span filters combine the ideas of optimal linear filters with those of subspace methods, as they involve the joint diagonalization of the correlation matrices of the desired signal and the noise. The book shows how some well-known filter designs, e.g. the minimum distortion, maximum signal......-to-noise ratio, Wiener, and tradeoff filters (including their new generalizations) can be obtained using the variable span filter framework. It then illustrates how the variable span filters can be applied in various contexts, namely in single-channel STFT-based enhancement, in multichannel enhancement in both...

Design and control of hybrid active power filters

CERN Document Server

Lam, Chi-Seng

2014-01-01

Design and Control of Hybrid Active Power Filters presents an overview of the current quality problems and their compensators. To get a balance between the system cost and performance, hybrid active power filters (HAPFs) are valuable. The book presents the coverage of resonance phenomena prevention capability, filtering performance and system robustness analysis of HAPF; nonlinear inverter current slope characteristics and their linear operation region requirement analysis of the hysteresis PWM for the HAPF; minimum inverter capacity design procedure of HAPF, adaptive dc-link voltage controller for the HAPF and the real design example of a 220V 10kVA HAPF, in which the system performance analysis method, minimum dc voltage deduction concept and adaptive dc voltage idea can be further extended into the other active compensators, such as APF, static synchronous compensator STATCOM, etc. This book will benefit researchers, graduate students, and electrical power engineers in the field of power-quality compensati...

Nonlinear Bayesian Estimation of BOLD Signal under Non-Gaussian Noise

Directory of Open Access Journals (Sweden)

Ali Fahim Khan

2015-01-01

Full Text Available Modeling the blood oxygenation level dependent (BOLD signal has been a subject of study for over a decade in the neuroimaging community. Inspired from fluid dynamics, the hemodynamic model provides a plausible yet convincing interpretation of the BOLD signal by amalgamating effects of dynamic physiological changes in blood oxygenation, cerebral blood flow and volume. The nonautonomous, nonlinear set of differential equations of the hemodynamic model constitutes the process model while the weighted nonlinear sum of the physiological variables forms the measurement model. Plagued by various noise sources, the time series fMRI measurement data is mostly assumed to be affected by additive Gaussian noise. Though more feasible, the assumption may cause the designed filter to perform poorly if made to work under non-Gaussian environment. In this paper, we present a data assimilation scheme that assumes additive non-Gaussian noise, namely, the e-mixture noise, affecting the measurements. The proposed filter MAGSF and the celebrated EKF are put to test by performing joint optimal Bayesian filtering to estimate both the states and parameters governing the hemodynamic model under non-Gaussian environment. Analyses using both the synthetic and real data reveal superior performance of the MAGSF as compared to EKF.

Advanced Kalman Filter for Real-Time Responsiveness in Complex Systems

Energy Technology Data Exchange (ETDEWEB)

Welch, Gregory Francis [UNC-Chapel Hill/University of Central Florida; Zhang, Jinghe [UNC-Chapel Hill/Virginia Tech

2014-06-10

Complex engineering systems pose fundamental challenges in real-time operations and control because they are highly dynamic systems consisting of a large number of elements with severe nonlinearities and discontinuities. Today’s tools for real-time complex system operations are mostly based on steady state models, unable to capture the dynamic nature and too slow to prevent system failures. We developed advanced Kalman filtering techniques and the formulation of dynamic state estimation using Kalman filtering techniques to capture complex system dynamics in aiding real-time operations and control. In this work, we looked at complex system issues including severe nonlinearity of system equations, discontinuities caused by system controls and network switches, sparse measurements in space and time, and real-time requirements of power grid operations. We sought to bridge the disciplinary boundaries between Computer Science and Power Systems Engineering, by introducing methods that leverage both existing and new techniques. While our methods were developed in the context of electrical power systems, they should generalize to other large-scale scientific and engineering applications.

Time reversal invariance for a nonlinear scatterer exhibiting contact acoustic nonlinearity

Science.gov (United States)

Blanloeuil, Philippe; Rose, L. R. Francis; Veidt, Martin; Wang, Chun H.

2018-03-01

The time reversal invariance of an ultrasonic plane wave interacting with a contact interface characterized by a unilateral contact law is investigated analytically and numerically. It is shown analytically that despite the contact nonlinearity, the re-emission of a time reversed version of the reflected and transmitted waves can perfectly recover the original pulse shape, thereby demonstrating time reversal invariance for this type of contact acoustic nonlinearity. With the aid of finite element modelling, the time-reversal analysis is extended to finite-size nonlinear scatterers such as closed cracks. The results show that time reversal invariance holds provided that all the additional frequencies generated during the forward propagation, such as higher harmonics, sub-harmonics and zero-frequency component, are fully included in the retro-propagation. If the scattered waves are frequency filtered during receiving or transmitting, such as through the use of narrowband transducers, the recombination of the time-reversed waves will not exactly recover the original incident wave. This discrepancy due to incomplete time invariance can be exploited as a new method for characterizing damage by defining damage indices that quantify the departure from time reversal invariance. The sensitivity of these damage indices for various crack lengths and contact stress levels is investigated computationally, indicating some advantages of this narrowband approach relative to the more conventional measurement of higher harmonic amplitude, which requires broadband transducers.

Selection of unstable patterns and control of optical turbulence by Fourier plane filtering

DEFF Research Database (Denmark)

Mamaev, A.V.; Saffman, M.

1998-01-01

We report on selection and stabilization of transverse optical patterns in a feedback mirror experiment. Amplitude filtering in the Fourier plane is used to select otherwise unstable spatial patterns. Optical turbulence observed for nonlinearities far above the pattern formation threshold...

Adaptive digital filters

CERN Document Server

Kovačević, Branko; Milosavljević, Milan

2013-01-01

“Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms.   The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in m...

Method and apparatus for a self-cleaning filter

Science.gov (United States)

Diebold, James P.; Lilley, Arthur; Browne, III, Kingsbury; Walt, Robb Ray; Duncan, Dustin; Walker, Michael; Steele, John; Fields, Michael

2010-11-16

A method and apparatus for removing fine particulate matter from a fluid stream without interrupting the overall process or flow. The flowing fluid inflates and expands the flexible filter, and particulate is deposited on the filter media while clean fluid is permitted to pass through the filter. This filter is cleaned when the fluid flow is stopped, the filter collapses, and a force is applied to distort the flexible filter media to dislodge the built-up filter cake. The dislodged filter cake falls to a location that allows undisrupted flow of the fluid after flow is restored. The shed particulate is removed to a bin for periodic collection. A plurality of filter cells can operate independently or in concert, in parallel, or in series to permit cleaning the filters without shutting off the overall fluid flow. The self-cleaning filter is low cost, has low power consumption, and exhibits low differential pressures.

Method and apparatus for a self-cleaning filter

Science.gov (United States)

Diebold, James P.; Lilley, Arthur; Browne, III, Kingsbury; Walt, Robb Ray; Duncan, Dustin; Walker, Michael; Steele, John; Fields, Michael

2013-09-10

A method and apparatus for removing fine particulate matter from a fluid stream without interrupting the overall process or flow. The flowing fluid inflates and expands the flexible filter, and particulate is deposited on the filter media while clean fluid is permitted to pass through the filter. This filter is cleaned when the fluid flow is stopped, the filter collapses, and a force is applied to distort the flexible filter media to dislodge the built-up filter cake. The dislodged filter cake falls to a location that allows undisrupted flow of the fluid after flow is restored. The shed particulate is removed to a bin for periodic collection. A plurality of filter cells can operate independently or in concert, in parallel, or in series to permit cleaning the filters without shutting off the overall fluid flow. The self-cleaning filter is low cost, has low power consumption, and exhibits low differential pressures.

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

Science.gov (United States)

Raitoharju, Matti; Nurminen, Henri; Piché, Robert

2015-12-01

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

An improved particle filter and its application to an INS/GPS integrated navigation system in a serious noisy scenario

International Nuclear Information System (INIS)

Wang, Xuemei; Ni, Wenbo

2016-01-01

For loosely coupled INS/GPS integrated navigation systems with low-cost and low-accuracy microelectromechanical device inertial sensors, in order to obtain enough accuracy, a full-state nonlinear dynamic model rather than a linearized error model is much more preferable. Particle filters are particularly for nonlinear and non-Gaussian situations, but typical bootstrap particle filters (BPFs) and some improved particle filters (IPFs) such as auxiliary particle filters (APFs) and Gaussian particle filters (GPFs) cannot solve the mismatch between the importance function and the likelihood function very well. The predicted particles propagated through inertial navigation equations cannot be scattered with certainty within the effective range of current observation when there are large drift errors of the inertial sensors. Therefore, the current observation cannot play the correction role well and these particle filters are invalid to some extent. The proposed IPF firstly estimates the corresponding state bias errors according to the current observation and then corrects the bias errors of the predicted particles before determining the weights and resampling the particles. Simulations and practical experiments both show that the proposed IPF can effectively solve the mismatch between the importance function and the likelihood function of a BPF and compensate the accumulated errors of INSs very well. It has great robustness in a serious noisy scenario. (paper)

Optical filtering in directly modulated/detected OOFDM systems.

Science.gov (United States)

Sánchez, C; Ortega, B; Wei, J L; Capmany, J

2013-12-16

This work presents a theoretical investigation on the performance of directly modulated/detected (DM/DD) optical orthogonal frequency division multiplexed (OOFDM) systems subject to optical filtering. The impact of both linear and nonlinear distortion effects are taken into account to calculate the effective signal-to-noise ratio of each subcarrier. These results are then employed to optimize the design parameters of two simple optical filtering structures: a Mach Zehnder interferometer and a uniform fiber Bragg grating, leading to a significant optical power budget improvement given by 3.3 and 3dB, respectively. These can be further increased to 5.5 and 4.2dB respectively when balanced detection configurations are employed. We find as well that this improvement is highly dependent on the clipping ratio.

Nonlinear dynamics of quadratically cubic systems

International Nuclear Information System (INIS)

Rudenko, O V

2013-01-01

We propose a modified form of the well-known nonlinear dynamic equations with quadratic relations used to model a cubic nonlinearity. We show that such quadratically cubic equations sometimes allow exact solutions and sometimes make the original problem easier to analyze qualitatively. Occasionally, exact solutions provide a useful tool for studying new phenomena. Examples considered include nonlinear ordinary differential equations and Hopf, Burgers, Korteweg–de Vries, and nonlinear Schrödinger partial differential equations. Some problems are solved exactly in the space–time and spectral representations. Unsolved problems potentially solvable by the proposed approach are listed. (methodological notes)

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

Science.gov (United States)

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

2017-11-01

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

Nonlinear optical interactions in silicon waveguides

Directory of Open Access Journals (Sweden)

Kuyken B.

2017-03-01

Full Text Available The strong nonlinear response of silicon photonic nanowire waveguides allows for the integration of nonlinear optical functions on a chip. However, the detrimental nonlinear optical absorption in silicon at telecom wavelengths limits the efficiency of many such experiments. In this review, several approaches are proposed and demonstrated to overcome this fundamental issue. By using the proposed methods, we demonstrate amongst others supercontinuum generation, frequency comb generation, a parametric optical amplifier, and a parametric optical oscillator.

Approaches to the Optimal Nonlinear Analysis of Microcalorimeter Pulses

Science.gov (United States)

Fowler, J. W.; Pappas, C. G.; Alpert, B. K.; Doriese, W. B.; O'Neil, G. C.; Ullom, J. N.; Swetz, D. S.

2018-03-01

We consider how to analyze microcalorimeter pulses for quantities that are nonlinear in the data, while preserving the signal-to-noise advantages of linear optimal filtering. We successfully apply our chosen approach to compute the electrothermal feedback energy deficit (the "Joule energy") of a pulse, which has been proposed as a linear estimator of the deposited photon energy.

Non-Causal Time-Domain Filters for Single-Channel Noise Reduction

DEFF Research Database (Denmark)

Jensen, Jesper Rindom; Benesty, Jacob; Christensen, Mads Græsbøll

2012-01-01

suppression and signal distortion by allowing the filters to be non-causal. Non-causal time-domain filters require knowledge of the future, and are therefore not directly implementable. If the observed signal is processed in blocks, however, the non-causal filters are implementable. In this paper, we propose...

Highly chirped single-bandpass microwave photonic filter with reconfiguration capabilities.

Science.gov (United States)

Bolea, Mario; Mora, José; Ortega, Beatriz; Capmany, José

2011-02-28

We propose a novel photonic structure to implement a chirped single-bandpass microwave photonic filter based on the amplitude modulation of a broadband optical signal transmitted by a non-linear dispersive element and an interferometric system prior to balanced photodetection. A full reconfigurability of the filter is achieved since amplitude and phase responses can be independently controlled. We have experimentally demonstrated chirp values up to tens of ns/GHz, which is, as far as we know, one order of magnitude better than others achieved by electrical approaches and furthermore, without restrictions in terms of frequency tuning since a frequency operation range up to 40 GHz has been experimentally demonstrated.

Fuzzy predictive filtering in nonlinear economic model predictive control for demand response

DEFF Research Database (Denmark)

Santos, Rui Mirra; Zong, Yi; Sousa, Joao M. C.

2016-01-01

problem. Moreover, to reduce the computation time and improve the controller's performance, a fuzzy predictive filter is introduced. With the purpose of testing the developed EMPC, a simulation controlling the temperature levels of an intelligent office building (PowerFlexHouse), with and without fuzzy...

Passive wide spectrum harmonic filter for adjustable speed drives in oil and gas industry

Science.gov (United States)

Al Jaafari, Khaled Ali

Non-linear loads such as variable speed drives constitute the bulky load of oil and gas industry power systems. They are widely used in driving induction and permanent magnet motors for variable speed applications. That is because variable speed drives provide high static and dynamic performance. Moreover, they are known of their high energy efficiency and high motion quality, and high starting torque. However, these non-linear loads are main sources of current and voltage harmonics and lower the quality of electric power system. In fact, it is the six-pulse and twelve-pulse diode and thyristor rectifiers that spoil the AC power line with the dominant harmonics (5th, 7th, 11th). They provide DC voltage to the inverter of the variable speed drives. Typical problems that arise from these harmonics are Harmonic resonances', harmonic losses, interference with electronic equipment, and line voltage distortion at the Point of Common Coupling (PCC). Thus, it is necessary to find efficient, reliable, and economical harmonic filters. The passive filters have definite advantage over active filters in terms of components count, cost and reliability. Reliability and maintenance is a serious issue in drilling rigs which are located in offshore and onshore with extreme operating conditions. Passive filters are tuned to eliminate a certain frequency and therefore there is a need to equip the system with more than one passive filter to eliminate all unwanted frequencies. An alternative solution is Wide Spectrum Harmonic passive filter. The wide spectrum harmonic filters are becoming increasingly popular in these applications and found to overcome some of the limitations of conventional tuned passive filter. The most important feature of wide spectrum harmonic passive filters is that only one capacitor is required to filter a wide range of harmonics. Wide spectrum filter is essentially a low-pass filter for the harmonic at fundamental frequency. It can also be considered as a

PARTICLE FILTER BASED VEHICLE TRACKING APPROACH WITH IMPROVED RESAMPLING STAGE

Directory of Open Access Journals (Sweden)

Wei Leong Khong

2014-02-01

Full Text Available Optical sensors based vehicle tracking can be widely implemented in traffic surveillance and flow control. The vast development of video surveillance infrastructure in recent years has drawn the current research focus towards vehicle tracking using high-end and low cost optical sensors. However, tracking vehicles via such sensors could be challenging due to the high probability of changing vehicle appearance and illumination, besides the occlusion and overlapping incidents. Particle filter has been proven as an approach which can overcome nonlinear and non-Gaussian situations caused by cluttered background and occlusion incidents. Unfortunately, conventional particle filter approach encounters particle degeneracy especially during and after the occlusion. Particle filter with sampling important resampling (SIR is an important step to overcome the drawback of particle filter, but SIR faced the problem of sample impoverishment when heavy particles are statistically selected many times. In this work, genetic algorithm has been proposed to be implemented in the particle filter resampling stage, where the estimated position can converge faster to hit the real position of target vehicle under various occlusion incidents. The experimental results show that the improved particle filter with genetic algorithm resampling method manages to increase the tracking accuracy and meanwhile reduce the particle sample size in the resampling stage.

Adaptive Nonlinear RF Cancellation for Improved Isolation in Simultaneous Transmit–Receive Systems

Science.gov (United States)

Kiayani, Adnan; Waheed, Muhammad Zeeshan; Anttila, Lauri; Abdelaziz, Mahmoud; Korpi, Dani; Syrjala, Ville; Kosunen, Marko; Stadius, Kari; Ryynanen, Jussi; Valkama, Mikko

2018-05-01

This paper proposes an active radio frequency (RF) cancellation solution to suppress the transmitter (TX) passband leakage signal in radio transceivers supporting simultaneous transmission and reception. The proposed technique is based on creating an opposite-phase baseband equivalent replica of the TX leakage signal in the transceiver digital front-end through adaptive nonlinear filtering of the known transmit data, to facilitate highly accurate cancellation under a nonlinear TX power amplifier (PA). The active RF cancellation is then accomplished by employing an auxiliary transmitter chain, to generate the actual RF cancellation signal, and combining it with the received signal at the receiver (RX) low noise amplifier (LNA) input. A closed-loop parameter learning approach, based on the decorrelation principle, is also developed to efficiently estimate the coefficients of the nonlinear cancellation filter in the presence of a nonlinear TX PA with memory, finite passive isolation, and a nonlinear RX LNA. The performance of the proposed cancellation technique is evaluated through comprehensive RF measurements adopting commercial LTE-Advanced transceiver hardware components. The results show that the proposed technique can provide an additional suppression of up to 54 dB for the TX passband leakage signal at the RX LNA input, even at considerably high transmit power levels and with wide transmission bandwidths. Such novel cancellation solution can therefore substantially improve the TX-RX isolation, hence reducing the requirements on passive isolation and RF component linearity, as well as increasing the efficiency and flexibility of the RF spectrum use in the emerging 5G radio networks.

Optimal design of active EMC filters

Science.gov (United States)

Chand, B.; Kut, T.; Dickmann, S.

2013-07-01

A recent trend in automotive industry is adding electrical drive systems to conventional drives. The electrification allows an expansion of energy sources and provides great opportunities for environmental friendly mobility. The electrical powertrain and its components can also cause disturbances which couple into nearby electronic control units and communication cables. Therefore the communication can be degraded or even permanently disrupted. To minimize these interferences, different approaches are possible. One possibility is to use EMC filters. However, the diversity of filters is very large and the determination of an appropriate filter for each application is time-consuming. Therefore, the filter design is determined by using a simulation tool including an effective optimization algorithm. This method leads to improvements in terms of weight, volume and cost.

Cost-Effective Video Filtering Solution for Real-Time Vision Systems