Xu, Yuan; Chen, Xiyuan; Li, Qinghua
2014-01-01
As the core of the integrated navigation system, the data fusion algorithm should be designed seriously. In order to improve the accuracy of data fusion, this work proposed an adaptive iterated extended Kalman (AIEKF) which used the noise statistics estimator in the iterated extended Kalman (IEKF), and then AIEKF is used to deal with the nonlinear problem in the inertial navigation systems (INS)/wireless sensors networks (WSNs)-integrated navigation system. Practical test has been done to evaluate the performance of the proposed method. The results show that the proposed method is effective to reduce the mean root-mean-square error (RMSE) of position by about 92.53%, 67.93%, 55.97%, and 30.09% compared with the INS only, WSN, EKF, and IEKF.
Chen, Xiyuan; Li, Qinghua
2014-01-01
As the core of the integrated navigation system, the data fusion algorithm should be designed seriously. In order to improve the accuracy of data fusion, this work proposed an adaptive iterated extended Kalman (AIEKF) which used the noise statistics estimator in the iterated extended Kalman (IEKF), and then AIEKF is used to deal with the nonlinear problem in the inertial navigation systems (INS)/wireless sensors networks (WSNs)-integrated navigation system. Practical test has been done to evaluate the performance of the proposed method. The results show that the proposed method is effective to reduce the mean root-mean-square error (RMSE) of position by about 92.53%, 67.93%, 55.97%, and 30.09% compared with the INS only, WSN, EKF, and IEKF. PMID:24693225
Chen, Xiyuan; Wang, Xiying; Xu, Yuan
2014-01-01
This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively. PMID:25502124
Chen, Xiyuan; Wang, Xiying; Xu, Yuan
2014-12-09
This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively.
NASA Astrophysics Data System (ADS)
Dong, Gangqi; Zhu, Zheng H.
2016-05-01
This paper presents a real-time, vision-based algorithm for the pose and motion estimation of non-cooperative targets and its application in visual servo robotic manipulator to perform autonomous capture. A hybrid approach of adaptive extended Kalman filter and photogrammetry is developed for the real-time pose and motion estimation of non-cooperative targets. Based on the pose and motion estimates, the desired pose and trajectory of end-effector is defined and the corresponding desired joint angles of the robotic manipulator are derived by inverse kinematics. A close-loop visual servo control scheme is then developed for the robotic manipulator to track, approach and capture the target. Validating experiments are designed and performed on a custom-built six degrees of freedom robotic manipulator with an eye-in-hand configuration. The experimental results demonstrate the feasibility, effectiveness and robustness of the proposed adaptive extended Kalman filter enabled pose and motion estimation and visual servo strategy.
Wang, Xin; Wu, Linhui; Yi, Xi; Zhang, Yanqi; Zhang, Limin; Zhao, Huijuan; Gao, Feng
2015-01-01
Due to both the physiological and morphological differences in the vascularization between healthy and diseased tissues, pharmacokinetic diffuse fluorescence tomography (DFT) can provide contrast-enhanced and comprehensive information for tumor diagnosis and staging. In this regime, the extended Kalman filtering (EKF) based method shows numerous advantages including accurate modeling, online estimation of multiparameters, and universal applicability to any optical fluorophore. Nevertheless the performance of the conventional EKF highly hinges on the exact and inaccessible prior knowledge about the initial values. To address the above issues, an adaptive-EKF scheme is proposed based on a two-compartmental model for the enhancement, which utilizes a variable forgetting-factor to compensate the inaccuracy of the initial states and emphasize the effect of the current data. It is demonstrated using two-dimensional simulative investigations on a circular domain that the proposed adaptive-EKF can obtain preferable estimation of the pharmacokinetic-rates to the conventional-EKF and the enhanced-EKF in terms of quantitativeness, noise robustness, and initialization independence. Further three-dimensional numerical experiments on a digital mouse model validate the efficacy of the method as applied in realistic biological systems. PMID:26089975
Adaptable Iterative and Recursive Kalman Filter Schemes
NASA Technical Reports Server (NTRS)
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.
NASA Astrophysics Data System (ADS)
Wang, Xin; Wu, Linhui; Yi, Xi; Zhang, Limin; Gao, Feng; Zhao, Huijuan
2014-03-01
According to the morphological differences in the vascularization between healthy and diseased tissues, pharmacokinetic-rate images of fluorophore can provide diagnostic information for tumor differentiation, and especially have the potential for staging of tumors. In this paper, fluorescence diffuse optical tomography method is firstly used to acquire metabolism-related time-course images of the fluorophore concentration. Based on a two-compartment model comprised of plasma and extracelluar-extravascular space, we next propose an adaptive-EKF framework to estimate the pharmacokinetic-rate images. With the aid of a forgetting factor, the adaptive-EKF compensate the inaccuracy initial values and emphasize the effect of the current data in order to realize a better online estimation compared with the conventional EKF. We use simulate data to evaluate the performance of the proposed methodology. The results suggest that the adaptive-EKF can obtain preferable pharmacokinetic-rate images than the conventional EKF with higher quantitativeness and noise robustness.
Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping
2014-01-01
High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331
Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping
2014-01-01
High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331
Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping
2014-12-03
High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method.
Q-Method Extended Kalman Filter
NASA Technical Reports Server (NTRS)
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.
NASA Astrophysics Data System (ADS)
Takeuchi, Tsubasa; Mita, Akira
2015-04-01
Recently damage detection methods based on measured vibration data for structural health monitoring (SHM) have been intensively studied. In order to decrease the number of required sensors, however, most of their methods focus only on single dimensional systems, in spite that there are some cases that torsional vibration greatly affect for structural damage. Although some studies consider multiple dimensional systems using frame structures, usually they need lots of sensors and calculation is time-consuming. Therefore, the balance between the cost and the particularity is very important for SHM system. In this paper, a method to localize the damaged area of multi-story buildings considering torsional components is proposed to detect the damage simply and particularly. This method focuses on shift in the center of rigidity caused by induced damage. The damaged quadrant of a certain story is identified comparing story eccentric distances of before and after damage-inducing seismic events. An adaptive extended Kalman filter (AEKF) is utilized to identify unknown structural parameters. Using a model which has four columns in each floor, several cases are considered in the verification study to disclose the capability of our proposed method.
Convergence study in extended Kalman filter-based training of recurrent neural networks.
Wang, Xiaoyu; Huang, Yong
2011-04-01
Recurrent neural network (RNN) has emerged as a promising tool in modeling nonlinear dynamical systems, but the training convergence is still of concern. This paper aims to develop an effective extended Kalman filter-based RNN training approach with a controllable training convergence. The training convergence problem during extended Kalman filter-based RNN training has been proposed and studied by adapting two artificial training noise parameters: the covariance of measurement noise (R) and the covariance of process noise (Q) of Kalman filter. The R and Q adaption laws have been developed using the Lyapunov method and the maximum likelihood method, respectively. The effectiveness of the proposed adaption laws has been tested using a nonlinear dynamical benchmark system and further applied in cutting tool wear modeling. The results show that the R adaption law can effectively avoid the divergence problem and ensure the training convergence, whereas the Q adaption law helps improve the training convergence speed.
Kalman filter based control for Adaptive Optics
NASA Astrophysics Data System (ADS)
Petit, Cyril; Quiros-Pacheco, Fernando; Conan, Jean-Marc; Kulcsár, Caroline; Raynaud, Henri-François; Fusco, Thierry
2004-12-01
Classical Adaptive Optics suffer from a limitation of the corrected Field Of View. This drawback has lead to the development of MultiConjugated Adaptive Optics. While the first MCAO experimental set-ups are presently under construction, little attention has been paid to the control loop. This is however a key element in the optimization process especially for MCAO systems. Different approaches have been proposed in recent articles for astronomical applications : simple integrator, Optimized Modal Gain Integrator and Kalman filtering. We study here Kalman filtering which seems a very promising solution. Following the work of Brice Leroux, we focus on a frequential characterization of kalman filters, computing a transfer matrix. The result brings much information about their behaviour and allows comparisons with classical controllers. It also appears that straightforward improvements of the system models can lead to static aberrations and vibrations filtering. Simulation results are proposed and analysed thanks to our frequential characterization. Related problems such as model errors, aliasing effect reduction or experimental implementation and testing of Kalman filter control loop on a simplified MCAO experimental set-up could be then discussed.
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.
Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing
2016-01-01
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. PMID:27472336
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems
Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing
2016-01-01
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. PMID:27472336
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.
Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing
2016-07-26
This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches.
Extended Kalman Filter Based Neural Networks Controller For Hot Strip Rolling mill
NASA Astrophysics Data System (ADS)
Moussaoui, A. K.; Abbassi, H. A.; Bouazza, S.
2008-06-01
The present paper deals with the application of an Extended Kalman filter based adaptive Neural-Network control scheme to improve the performance of a hot strip rolling mill. The suggested Neural Network model was implemented using Bayesian Evidence based training algorithm. The control input was estimated iteratively by an on-line extended Kalman filter updating scheme basing on the inversion of the learned neural networks model. The performance of the controller is evaluated using an accurate model estimated from real rolling mill input/output data, and the usefulness of the suggested method is proved.
Extended Kalman Filter Based Neural Networks Controller For Hot Strip Rolling mill
Moussaoui, A. K.; Abbassi, H. A.; Bouazza, S.
2008-06-12
The present paper deals with the application of an Extended Kalman filter based adaptive Neural-Network control scheme to improve the performance of a hot strip rolling mill. The suggested Neural Network model was implemented using Bayesian Evidence based training algorithm. The control input was estimated iteratively by an on-line extended Kalman filter updating scheme basing on the inversion of the learned neural networks model. The performance of the controller is evaluated using an accurate model estimated from real rolling mill input/output data, and the usefulness of the suggested method is proved.
NASA Astrophysics Data System (ADS)
Ahrens, H.; Argin, F.; Klinkenbusch, L.
2013-07-01
The non-invasive and radiation-free imaging of the electrical activity of the heart with Electrocardiography (ECG) or Magnetocardiography (MCG) can be helpful for physicians for instance in the localization of the origin of cardiac arrhythmia. In this paper we compare two Kalman Filter algorithms for the solution of a nonlinear state-space model and for the subsequent imaging of the activation/depolarization times of the heart muscle: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The algorithms are compared for simulations of a (6×6) magnetometer array, a torso model with piecewise homogeneous conductivities, 946 current dipoles located in a small part of the heart (apex), and several noise levels. It is found that for all tested noise levels the convergence of the activation times is faster for the UKF.
Estimating Power System Dynamic States Using Extended Kalman Filter
Huang, Zhenyu; Schneider, Kevin P.; Nieplocha, Jaroslaw; Zhou, Ning
2014-10-31
Abstract—The state estimation tools which are currently deployed in power system control rooms are based on a steady state assumption. As a result, the suite of operational tools that rely on state estimation results as inputs do not have dynamic information available and their accuracy is compromised. This paper investigates the application of Extended Kalman Filtering techniques for estimating dynamic states in the state estimation process. The new formulated “dynamic state estimation” includes true system dynamics reflected in differential equations, not like previously proposed “dynamic state estimation” which only considers the time-variant snapshots based on steady state modeling. This new dynamic state estimation using Extended Kalman Filter has been successfully tested on a multi-machine system. Sensitivity studies with respect to noise levels, sampling rates, model errors, and parameter errors are presented as well to illustrate the robust performance of the developed dynamic state estimation process.
Streamflow Data Assimilation in SWAT Model Using Extended Kalman Filter
NASA Astrophysics Data System (ADS)
Sun, L.; Nistor, I.; Seidou, O.
2014-12-01
Although Extended Kalman Filter (EKF) is regarded as the de facto method for the application of Kalman Filter in non-linear system, it's application to complex distributed hydrological models faces a lot of challenges. Ensemble Kalman Filter (EnKF) is often preferred because it avoids the calculation of the linearization Jacobian Matrix and the propagation of estimation error covariance. EnKF is however difficult to apply to large models because of the huge computation demand needed for parallel propagation of ensemble members. This paper deals with the application of EKF in stream flow prediction using the SWAT model in the watershed of Senegal River, West Africa. In the Jacobian Matrix calculation, SWAT is regarded as a black box model and the derivatives are calculated in the form of differential equations. The state vector is the combination of runoff, soil, shallow aquifer and deep aquifer water contents. As an initial attempt, only stream flow observations are assimilated. Despite the fact that EKF is a sub-optimal filter, the coupling of EKF significantly improves the estimation of daily streamflow. The results of SWAT+EKF are also compared to those of a simpler quasi linear streamflow prediction model where both state and parameters are updated with the EKF.
Temperature profile retrievals with extended Kalman-Bucy filters
NASA Technical Reports Server (NTRS)
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.
Training neural networks using sequential extended Kalman filtering
Plumer, E.S.
1995-03-01
Recent work has demonstrated the use of the extended Kalman filter (EKF) as an alternative to gradient-descent backpropagation when training multi-layer perceptrons. The EKF approach significantly improves convergence properties but at the cost of greater storage and computational complexity. Feldkamp et al. have described a decoupled version of the EKF which preserves the training advantages of the general EKF but which reduces the storage and computational requirements. This paper reviews the general and decoupled EKF approaches and presents sequentialized versions which provide further computational savings over the batch forms. The usefulness of the sequentialized EKF algorithms is demonstrated on a pattern classification problem.
Distributed Dynamic State Estimation with Extended Kalman Filter
Du, Pengwei; Huang, Zhenyu; Sun, Yannan; Diao, Ruisheng; Kalsi, Karanjit; Anderson, Kevin K.; Li, Yulan; Lee, Barry
2011-08-04
Increasing complexity associated with large-scale renewable resources and novel smart-grid technologies necessitates real-time monitoring and control. Our previous work applied the extended Kalman filter (EKF) with the use of phasor measurement data (PMU) for dynamic state estimation. However, high computation complexity creates significant challenges for real-time applications. In this paper, the problem of distributed dynamic state estimation is investigated. One domain decomposition method is proposed to utilize decentralized computing resources. The performance of distributed dynamic state estimation is tested on a 16-machine, 68-bus test system.
Model Calibration of Exciter and PSS Using Extended Kalman Filter
Kalsi, Karanjit; Du, Pengwei; Huang, Zhenyu
2012-07-26
Power system modeling and controls continue to become more complex with the advent of smart grid technologies and large-scale deployment of renewable energy resources. As demonstrated in recent studies, inaccurate system models could lead to large-scale blackouts, thereby motivating the need for model calibration. Current methods of model calibration rely on manual tuning based on engineering experience, are time consuming and could yield inaccurate parameter estimates. In this paper, the Extended Kalman Filter (EKF) is used as a tool to calibrate exciter and Power System Stabilizer (PSS) models of a particular type of machine in the Western Electricity Coordinating Council (WECC). The EKF-based parameter estimation is a recursive prediction-correction process which uses the mismatch between simulation and measurement to adjust the model parameters at every time step. Numerical simulations using actual field test data demonstrate the effectiveness of the proposed approach in calibrating the parameters.
Extended Kalman filter for multiwavelength differential absorption lidar
NASA Astrophysics Data System (ADS)
Warren, Russell E.; Vanderbeek, Richard G.
2001-08-01
Our earlier study described an approach for estimating the path-integrated concentration, CL, of a set of vapor materials using time series data from topographic backscatter lidar with frequency-agile lasers. That methodology assumed the availability of background data samples collected before the release of the vapors of interest to estimate statistical parameters such as the mean topographic backscatter return and the transmitter energy mean and variance as a function of wavelength. The background data were then used in an extended Kalman filter approach for estimating the CL components as a function of time. That approach worked well for data that showed negligible drift in the mean parameters over the data collection time. In practice, however, the transmitter energy and background return can drift, producing substantial bias in the estimates. In this paper we generalize the approach to a more complete state model that includes the mean transmitter energy and background return in addition to the CL vapor set. This generalization allows the algorithm to track slow drift in those parameters and provides generally improved estimates. Results of the new algorithm are compared with those of a two-wavelength classical DIAL estimator on synthetic and field test data.
Streamflow data assimilation in SWAT model using Extended Kalman Filter
NASA Astrophysics Data System (ADS)
Sun, Leqiang; Nistor, Ioan; Seidou, Ousmane
2015-12-01
The Extended Kalman Filter (EKF) is coupled with the Soil and Water Assessment Tools (SWAT) model in the streamflow assimilation of the upstream Senegal River in West Africa. Given the large number of distributed variables in SWAT, only the average watershed scale variables are included in the state vector and the Hydrological Response Unit (HRU) scale variables are updated with the a posteriori/a priori ratio of their watershed scale counterparts. The Jacobian matrix is calculated numerically by perturbing the state variables. Both the soil moisture and CN2 are significantly updated in the wet season, yet they have opposite update patterns. A case study for a large flood forecast shows that for up to seven days, the streamflow forecast is moderately improved using the EKF-subsequent open loop scheme but significantly improved with a newly designed quasi-error update scheme. The former has better performances in the flood rising period while the latter has better performances in the recession period. For both schemes, the streamflow forecast is improved more significantly when the lead time is shorter.
Application of Consider Covariance to the Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Lundberg, John B.
1996-01-01
The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.
Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Miller, Brad A.; Howard, Samuel A.
2008-01-01
An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.
Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Miller, Brad A.; Howard, Samuel A.
2008-01-01
An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.
Estimating ice-affected streamflow by extended Kalman filtering
Holtschlag, D.J.; Grewal, M.S.
1998-01-01
An extended Kalman filter was developed to automate the real-time estimation of ice-affected streamflow on the basis of routine measurements of stream stage and air temperature and on the relation between stage and streamflow during open-water (ice-free) conditions. The filter accommodates three dynamic modes of ice effects: sudden formation/ablation, stable ice conditions, and eventual elimination. The utility of the filter was evaluated by applying it to historical data from two long-term streamflow-gauging stations, St. John River at Dickey, Maine and Platte River at North Bend, Nebr. Results indicate that the filter was stable and that parameters converged for both stations, producing streamflow estimates that are highly correlated with published values. For the Maine station, logarithms of estimated streamflows are within 8% of the logarithms of published values 87.2% of the time during periods of ice effects and within 15% 96.6% of the time. Similarly, for the Nebraska station, logarithms of estimated streamflows are within 8% of the logarithms of published values 90.7% of the time and within 15% 97.7% of the time. In addition, the correlation between temporal updates and published streamflows on days of direct measurements at the Maine station was 0.777 and 0.998 for ice-affected and open-water periods, respectively; for the Nebraska station, corresponding correlations were 0.864 and 0.997.
Some interesting observations regarding the initialization of unscented and extended Kalman filters
NASA Astrophysics Data System (ADS)
Noushin, A. J.; Daum, F. E.
2008-04-01
Contrary to assertions in the literature, we show that the Extended Kalman Filter (EKF) is superior to the Unscented Kalman Filter (UKF) for certain nonlinear estimation problems. In particular, for nonlinearities that are odd functions of the state vector (e.g., x 3) the Unscented Kalman Filter usually performs well, whereas for even nonlinearities (e.g., x2), the Extended Kalman Filter is sometimes much better than the Unscented Kalman Filter. This is contrary to the usual engineering folklore, and therefore we have checked our results very thoroughly. In particular, the Unscented Kalman Filter correctly approximates the conditional mean using a 4th order Gauss-Hermite quadrature, in contrast to the Extended Kalman Filter which uses a simple 0th order approximation, but the conditional mean is not the desired estimate in practical applications for strongly bimodal conditional probability densities, which are induced by even nonlinearities, owing to a sign ambiguity. On the other hand, even nonlinearities do not always induce multimodal densities that persist for a significant amount of time, and thus the Unscented Kalman Filter sometimes performs well for such problems. We study the effects of initial uncertainty of the state vector and nonlinearity in measurements.
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.
Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck
2016-01-01
This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix 'R' and the system noise V-C matrix 'Q'. Then, the global filter uses R to calculate the information allocation factor 'β' for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively. PMID:27438835
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation
Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck
2016-01-01
This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix ‘R’ and the system noise V-C matrix ‘Q’. Then, the global filter uses R to calculate the information allocation factor ‘β’ for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively. PMID:27438835
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.
Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck
2016-07-16
This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix 'R' and the system noise V-C matrix 'Q'. Then, the global filter uses R to calculate the information allocation factor 'β' for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively.
Extended Kalman filtering applied to a two-axis robotic arm with flexible links
Lertpiriyasuwat, V.; Berg, M.C.; Buffinton, K.W.
2000-03-01
An industrial robot today uses measurements of its joint positions and models of its kinematics and dynamics to estimate and control its end-effector position. Substantially better end-effector position estimation and control performance would be obtainable if direct measurements of its end-effector position were also used. The subject of this paper is extended Kalman filtering for precise estimation of the position of the end-effector of a robot using, in addition to the usual measurements of the joint positions, direct measurements of the end-effector position. The estimation performances of extended Kalman filters are compared in applications to a planar two-axis robotic arm with very flexible links. The comparisons shed new light on the dependence of extended Kalman filter estimation performance on the quality of the model of the arm dynamics that the extended Kalman filter operates with.
Extended Kalman filter based structural damage detection for MR damper controlled structures
NASA Astrophysics Data System (ADS)
Jin, Chenhao; Jang, Shinae; Sun, Xiaorong; Jiang, Zhaoshuo; Christenson, Richard
2016-04-01
The Magneto-rheological (MR) dampers have been widely used in many building and bridge structures against earthquake and wind loadings due to its advantages including mechanical simplicity, high dynamic range, low power requirements, large force capacity, and robustness. However, research about structural damage detection methods for MR damper controlled structures is limited. This paper aims to develop a real-time structural damage detection method for MR damper controlled structures. A novel state space model of MR damper controlled structure is first built by combining the structure's equation of motion and MR damper's hyperbolic tangent model. In this way, the state parameters of both the structure and MR damper are added in the state vector of the state space model. Extended Kalman filter is then used to provide prediction for state variables from measurement data. The two techniques are synergistically combined to identify parameters and track the changes of both structure and MR damper in real time. The proposed method is tested using response data of a three-floor MR damper controlled linear building structure under earthquake excitation. The testing results show that the adaptive extended Kalman filter based approach is capable to estimate not only structural parameters such as stiffness and damping of each floor, but also the parameters of MR damper, so that more insights and understanding of the damage can be obtained. The developed method also demonstrates high damage detection accuracy and light computation, as well as the potential to implement in a structural health monitoring system.
Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario
NASA Technical Reports Server (NTRS)
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.
Analysis of dynamic deformation processes with adaptive KALMAN-filtering
NASA Astrophysics Data System (ADS)
Eichhorn, Andreas
2007-05-01
In this paper the approach of a full system analysis is shown quantifying a dynamic structural ("white-box"-) model for the calculation of thermal deformations of bar-shaped machine elements. The task was motivated from mechanical engineering searching new methods for the precise prediction and computational compensation of thermal influences in the heating and cooling phases of machine tools (i.e. robot arms, etc.). The quantification of thermal deformations under variable dynamic loads requires the modelling of the non-stationary spatial temperature distribution inside the object. Based upon FOURIERS law of heat flow the high-grade non-linear temperature gradient is represented by a system of partial differential equations within the framework of a dynamic Finite Element topology. It is shown that adaptive KALMAN-filtering is suitable to quantify relevant disturbance influences and to identify thermal parameters (i.e. thermal diffusivity) with a deviation of only 0,2%. As result an identified (and verified) parametric model for the realistic prediction respectively simulation of dynamic temperature processes is presented. Classifying the thermal bend as the main deformation quantity of bar-shaped machine tools, the temperature model is extended to a temperature deformation model. In lab tests thermal load steps are applied to an aluminum column. Independent control measurements show that the identified model can be used to predict the columns bend with a mean deviation (
NASA Technical Reports Server (NTRS)
Ledsham, W. H.; Staelin, D. H.
1978-01-01
An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.
Naik, Naren; Vasu, R M; Ananthasayanam, M R
2010-02-20
The problem of reconstruction of a refractive-index distribution (RID) in optical refraction tomography (ORT) with optical path-length difference (OPD) data is solved using two adaptive-estimation-based extended-Kalman-filter (EKF) approaches. First, a basic single-resolution EKF (SR-EKF) is applied to a state variable model describing the tomographic process, to estimate the RID of an optically transparent refracting object from noisy OPD data. The initialization of the biases and covariances corresponding to the state and measurement noise is discussed. The state and measurement noise biases and covariances are adaptively estimated. An EKF is then applied to the wavelet-transformed state variable model to yield a wavelet-based multiresolution EKF (MR-EKF) solution approach. To numerically validate the adaptive EKF approaches, we evaluate them with benchmark studies of standard stationary cases, where comparative results with commonly used efficient deterministic approaches can be obtained. Detailed reconstruction studies for the SR-EKF and two versions of the MR-EKF (with Haar and Daubechies-4 wavelets) compare well with those obtained from a typically used variant of the (deterministic) algebraic reconstruction technique, the average correction per projection method, thus establishing the capability of the EKF for ORT. To the best of our knowledge, the present work contains unique reconstruction studies encompassing the use of EKF for ORT in single-resolution and multiresolution formulations, and also in the use of adaptive estimation of the EKF's noise covariances.
Algorithme d'adaptation du filtre de Kalman aux variations soudaines de bruit
NASA Astrophysics Data System (ADS)
Canciu, Vintila
This research targets the case of Kalman filtering as applied to linear time-invariant systems having unknown process noise covariance and measurement noise covariance matrices and addresses the problem represented by the incomplete a priori knowledge of these two filter initialization parameters. The goal of this research is to determine in realtime both the process covariance matrix and the noise covariance matrix in the context of adaptive Kalman filtering. The resultant filter, called evolutionary adaptive Kalman filter, is able to adapt to sudden noise variations and constitutes a hybrid solution for adaptive Kalman filtering based on metaheuristic algorithms. MATLAB/Simulink simulation using several processes and covariance matrices plus comparison with other filters was selected as validation method. The Cramer-Rae Lower Bound (CRLB) was used as performance criterion. The thesis begins with a description of the problem under consideration (the design of a Kalman filter that is able to adapt to sudden noise variations) followed by a typical application (INS-GPS integrated navigation system) and by a statistical analysis of publications related to adaptive Kalman filtering. Next, the thesis presents the current architectures of the adaptive Kalman filtering: the innovation adaptive estimator (IAE) and the multiple model adaptive estimator (MMAE). It briefly presents their formulation, their behavior, and the limit of their performances. The thesis continues with the architectural synthesis of the evolutionary adaptive Kalman filter. The steps involved in the solution of the problem under consideration is also presented: an analysis of Kalman filtering and sub-optimal filtering methods, a comparison of current adaptive Kalman and sub-optimal filtering methods, the emergence of evolutionary adaptive Kalman filter as an enrichment of sub-optimal filtering with the help of biological-inspired computational intelligence methods, and the step-by-step architectural
NASA Astrophysics Data System (ADS)
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.
Adaptive distributed Kalman filtering with wind estimation for astronomical adaptive optics.
Massioni, Paolo; Gilles, Luc; Ellerbroek, Brent
2015-12-01
In the framework of adaptive optics (AO) for astronomy, it is a common assumption to consider the atmospheric turbulent layers as "frozen flows" sliding according to the wind velocity profile. For this reason, having knowledge of such a velocity profile is beneficial in terms of AO control system performance. In this paper we show that it is possible to exploit the phase estimate from a Kalman filter running on an AO system in order to estimate wind velocity. This allows the update of the Kalman filter itself with such knowledge, making it adaptive. We have implemented such an adaptive controller based on the distributed version of the Kalman filter, for a realistic simulation of a multi-conjugate AO system with laser guide stars on a 30 m telescope. Simulation results show that this approach is effective and promising and the additional computational cost with respect to the distributed filter is negligible. Comparisons with a previously published slope detection and ranging wind profiler are made and the impact of turbulence profile quantization is assessed. One of the main findings of the paper is that all flavors of the adaptive distributed Kalman filter are impacted more significantly by turbulence profile quantization than the static minimum mean square estimator which does not incorporate wind profile information.
Kalman filtering to suppress spurious signals in Adaptive Optics control
Poyneer, L; Veran, J P
2010-03-29
In many scenarios, an Adaptive Optics (AO) control system operates in the presence of temporally non-white noise. We use a Kalman filter with a state space formulation that allows suppression of this colored noise, hence improving residual error over the case where the noise is assumed to be white. We demonstrate the effectiveness of this new filter in the case of the estimated Gemini Planet Imager tip-tilt environment, where there are both common-path and non-common path vibrations. We discuss how this same framework can also be used to suppress spatial aliasing during predictive wavefront control assuming frozen flow in a low-order AO system without a spatially filtered wavefront sensor, and present experimental measurements from Altair that clearly reveal these aliased components.
Sabatini, Angelo M
2006-07-01
In this paper, a quaternion based extended Kalman filter (EKF) is developed for determining the orientation of a rigid body from the outputs of a sensor which is configured as the integration of a tri-axis gyro and an aiding system mechanized using a tri-axis accelerometer and a tri-axis magnetometer. The suggested applications are for studies in the field of human movement. In the proposed EKF, the quaternion associated with the body rotation is included in the state vector together with the bias of the aiding system sensors. Moreover, in addition to the in-line procedure of sensor bias compensation, the measurement noise covariance matrix is adapted, to guard against the effects which body motion and temporary magnetic disturbance may have on the reliability of measurements of gravity and earth's magnetic field, respectively. By computer simulations and experimental validation with human hand orientation motion signals, improvements in the accuracy of orientation estimates are demonstrated for the proposed EKF, as compared with filter implementations where either the in-line calibration procedure, the adaptive mechanism for weighting the measurements of the aiding system sensors, or both are not implemented. PMID:16830938
Sabatini, Angelo M
2006-07-01
In this paper, a quaternion based extended Kalman filter (EKF) is developed for determining the orientation of a rigid body from the outputs of a sensor which is configured as the integration of a tri-axis gyro and an aiding system mechanized using a tri-axis accelerometer and a tri-axis magnetometer. The suggested applications are for studies in the field of human movement. In the proposed EKF, the quaternion associated with the body rotation is included in the state vector together with the bias of the aiding system sensors. Moreover, in addition to the in-line procedure of sensor bias compensation, the measurement noise covariance matrix is adapted, to guard against the effects which body motion and temporary magnetic disturbance may have on the reliability of measurements of gravity and earth's magnetic field, respectively. By computer simulations and experimental validation with human hand orientation motion signals, improvements in the accuracy of orientation estimates are demonstrated for the proposed EKF, as compared with filter implementations where either the in-line calibration procedure, the adaptive mechanism for weighting the measurements of the aiding system sensors, or both are not implemented.
Adaptive Kalman-Bucy filter for differential absorption lidar time series data.
Warren, R E
1987-11-15
An extension of the Kalman-Bucy algorithm for on-line estimation of multimaterial path-integrated concentration from multiwavelength differential absorption lidar time series data is presented in which the system model covariance is adaptively estimated from the input data. Performance of the filter is compared with that of a nonadaptive Kalman-Bucy filter using synthetic and actual lidar data.
NASA Technical Reports Server (NTRS)
Lisano, M. E.
2003-01-01
This paper describes the design and initial test results of an extended Kalman filter that has been developed at Jet Propulsion Laboratory (JPL) for post-flight reconstruction of the trajectory and attitude history of a spacecraft entering a planetary atmosphere and descending upon a parachute.
Model-Based Engine Control Architecture with an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
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.
Model-Based Engine Control Architecture with an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
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 non-linear 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.
Lall, Pradeep; Wei, Junchao; Davis, J Lynn
2014-06-24
Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have
Hybrid vs Adaptive Ensemble Kalman Filtering for Storm Surge Forecasting
NASA Astrophysics Data System (ADS)
Altaf, M. U.; Raboudi, N.; Gharamti, M. E.; Dawson, C.; McCabe, M. F.; Hoteit, I.
2014-12-01
Recent storm surge events due to Hurricanes in the Gulf of Mexico have motivated the efforts to accurately forecast water levels. Toward this goal, a parallel architecture has been implemented based on a high resolution storm surge model, ADCIRC. However the accuracy of the model notably depends on the quality and the recentness of the input data (mainly winds and bathymetry), model parameters (e.g. wind and bottom drag coefficients), and the resolution of the model grid. Given all these uncertainties in the system, the challenge is to build an efficient prediction system capable of providing accurate forecasts enough ahead of time for the authorities to evacuate the areas at risk. We have developed an ensemble-based data assimilation system to frequently assimilate available data into the ADCIRC model in order to improve the accuracy of the model. In this contribution we study and analyze the performances of different ensemble Kalman filter methodologies for efficient short-range storm surge forecasting, the aim being to produce the most accurate forecasts at the lowest possible computing time. Using Hurricane Ike meteorological data to force the ADCIRC model over a domain including the Gulf of Mexico coastline, we implement and compare the forecasts of the standard EnKF, the hybrid EnKF and an adaptive EnKF. The last two schemes have been introduced as efficient tools for enhancing the behavior of the EnKF when implemented with small ensembles by exploiting information from a static background covariance matrix. Covariance inflation and localization are implemented in all these filters. Our results suggest that both the hybrid and the adaptive approach provide significantly better forecasts than those resulting from the standard EnKF, even when implemented with much smaller ensembles.
NASA Technical Reports Server (NTRS)
Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.
1991-01-01
This work introduces, examines and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter to spacecraft attitude determination, which is based on vector measurements. Three new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstate the performance of all four schemes.
Study on GPS attitude determination system aided INS using adaptive Kalman filter
NASA Astrophysics Data System (ADS)
Bian, Hongwei; Jin, Zhihua; Tian, Weifeng
2005-10-01
A marine INS/GPS (inertial navigation system/global positioning system) adaptive navigation system is presented in this paper. The GPS with two antennae providing vessel attitude is selected as the auxiliary system to fuse with INS. The Kalman filter is the most frequently used algorithm in the integrated navigation system, which is capable of estimating INS errors online based on the measured errors between INS and GPS. The conventional Kalman filter (CKF) assumes that the statistics of the noise of each sensor are given. As long as the noise distributions do not change, the Kalman filter will give the optimal estimation. However, the GPS receiver will be disturbed easily and thus temporally changing measurement noise will join into the outputs of GPS, which will lead to performance degradation of the Kalman filter. Many researchers introduce a fuzzy logic control method into innovation-based adaptive estimation Kalman filtering (IAE-AKF) algorithm, and accordingly propose various adaptive Kalman filters. However, how to design the fuzzy logic controller is a very complicated problem, which is still without a convincing solution. A novel IAE-AKF is proposed herein, which is based on the maximum likelihood criterion for the proper computation of the filter innovation covariance and hence of the filter gain. The approach is direct and simple without having to establish fuzzy inference rules. After having deduced the proposed IAE-AKF algorithm theoretically in detail, the approach is tested in the developed INS/GPS integrated marine navigation system. Real field test results show that the adaptive Kalman filter outperforms the CKF with higher accuracy and robustness. It is demonstrated that this proposed approach is a valid solution for the unknown changing measurement noise existing in the Kalman filter.
Suppression of adjacent-channel and cochannel FM interference via extended Kalman filtering
Bradley, J.N.
1991-11-01
A method is discussed for the problem of demodulating an FM signal in the presence of an adjacent-channel or cochannel interferer. State-space descriptions of the underlying message processes and the measurement process are presented which are then incorporated in an extended Kalman filter framework. The extended filter was necessary due to the nonlinearity of the measurement equation. The results of computer simulations are presented which demonstrate the system performance for various selections of the modulation index and signal separation. The derived system is contrasted to the previous state of the art in this area which involved maximum likelihood estimation. 5 refs.
Application of Extended Kalman Filter Techniques for Dynamic Model Parameter Calibration
Huang, Zhenyu; Du, Pengwei; Kosterev, Dmitry; Yang, Bo
2009-07-26
Abstract -Phasor measurement has previously been used for sub-system model validation, which enables rigorous comparison of model simulation and recorded dynamics and facilitates identification of problematic model components. Recent work extends the sub-system model validation approach with a focus on how model parameters may be calibrated to match recorded dynamics. In this paper, a calibration method using Extended Kalman Filter (EKF) technique is proposed. This paper presents the formulation as well as case studies to show the validity of the EKF-based parameter calibration method. The proposed calibration method is expected to be a cost-effective means complementary to traditional equipment testing for improving dynamic model quality.
A Cognition-Based Method to Ease the Computational Load for an Extended Kalman Filter
Li, Yanpeng; Li, Xiang; Deng, Bin; Wang, Hongqiang; Qin, Yuliang
2014-01-01
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. PMID:25479332
A cognition-based method to ease the computational load for an extended Kalman filter.
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.
NASA Technical Reports Server (NTRS)
Kobayashi, Takahisa; Simon, Donald L.; Litt, Jonathan S.
2005-01-01
An approach based on the Constant Gain Extended Kalman Filter (CGEKF) technique is investigated for the in-flight estimation of non-measurable performance parameters of aircraft engines. Performance parameters, such as thrust and stall margins, provide crucial information for operating an aircraft engine in a safe and efficient manner, but they cannot be directly measured during flight. A technique to accurately estimate these parameters is, therefore, essential for further enhancement of engine operation. In this paper, a CGEKF is developed by combining an on-board engine model and a single Kalman gain matrix. In order to make the on-board engine model adaptive to the real engine s performance variations due to degradation or anomalies, the CGEKF is designed with the ability to adjust its performance through the adjustment of artificial parameters called tuning parameters. With this design approach, the CGEKF can maintain accurate estimation performance when it is applied to aircraft engines at offnominal conditions. The performance of the CGEKF is evaluated in a simulation environment using numerous component degradation and fault scenarios at multiple operating conditions.
NASA Technical Reports Server (NTRS)
Lam, Quang; Chipman, Richard; Sunkel, John
1991-01-01
Two algorithms, extended Kalman filter and neuro-filter, are formulated to perform mass property identification for the Space Station Freedom. Control moment gyros that are part of the Station's basic momentum management system are chosen to provide input excitation in the form of applied torques. These torques together with the measured angular body rate responses are supplied to the filters. From these data, both algorithms are shown to accurately identify the station mass properties when excitation levels are high and balanced between axes. The neuro-filter, however, is shown to be more robust and to perform well even with weakly persistent, unbalanced signals contaminated with noise.
Liu, Zhe; Liu, Zhigang; Deng, Zhongwen; Tao, Long
2016-04-10
Optical frequency scanning nonlinearity seriously affects interference signal phase extraction accuracy in frequency-scanning interferometry systems using external cavity diode lasers. In this paper, an interference signal frequency tracking method using an extended Kalman filter is proposed. The interferometric phase is obtained by integrating the estimated instantaneous frequency over time. The method is independent of the laser's optical frequency scanning nonlinearity. The method is validated through simulations and experiments. The experimental results demonstrate that the relative phase extraction error in the fractional part is <1.5% with the proposed method and the standard deviation of absolute distance measurement is <2.4 μm. PMID:27139864
Liu, Zhe; Liu, Zhigang; Deng, Zhongwen; Tao, Long
2016-04-10
Optical frequency scanning nonlinearity seriously affects interference signal phase extraction accuracy in frequency-scanning interferometry systems using external cavity diode lasers. In this paper, an interference signal frequency tracking method using an extended Kalman filter is proposed. The interferometric phase is obtained by integrating the estimated instantaneous frequency over time. The method is independent of the laser's optical frequency scanning nonlinearity. The method is validated through simulations and experiments. The experimental results demonstrate that the relative phase extraction error in the fractional part is <1.5% with the proposed method and the standard deviation of absolute distance measurement is <2.4 μm.
An Adaptive Kalman Filter Using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
An Adaptive Kalman Filter using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
Control of Thermo-Acoustics Instabilities: The Multi-Scale Extended Kalman Approach
NASA Technical Reports Server (NTRS)
Le, Dzu K.; DeLaat, John C.; Chang, Clarence T.
2003-01-01
"Multi-Scale Extended Kalman" (MSEK) is a novel model-based control approach recently found to be effective for suppressing combustion instabilities in gas turbines. A control law formulated in this approach for fuel modulation demonstrated steady suppression of a high-frequency combustion instability (less than 500Hz) in a liquid-fuel combustion test rig under engine-realistic conditions. To make-up for severe transport-delays on control effect, the MSEK controller combines a wavelet -like Multi-Scale analysis and an Extended Kalman Observer to predict the thermo-acoustic states of combustion pressure perturbations. The commanded fuel modulation is composed of a damper action based on the predicted states, and a tones suppression action based on the Multi-Scale estimation of thermal excitations and other transient disturbances. The controller performs automatic adjustments of the gain and phase of these actions to minimize the Time-Scale Averaged Variances of the pressures inside the combustion zone and upstream of the injector. The successful demonstration of Active Combustion Control with this MSEK controller completed an important NASA milestone for the current research in advanced combustion technologies.
A reduced order extended Kalman filter for sequential images containing a moving object.
Burl, J B
1993-01-01
The extended Kalman filter (EKF) is applied to the reduction of noise in sequential images containing a moving object and to the estimation of the object's velocity. A computationally tractable approximation of the EKF, called the parallel extended Kalman filter (PEKF), is generated. The PEKF consists of a parallel bank of third-order EKFs, operating on the Fourier coefficients of the image, followed by a finite impulse response filter. The PEKF is shown to converge to the optimal (in the mean square sense) algorithm in the limit as the velocity estimation errors approach zero. The performance of the PEKF is demonstrated for very low signal-to-noise ratio (SNR) images. The PEKF also provides a natural setting for tracking slow changes in the object (real or apparent) and its velocity, since these variations are included in the model. The relation of the PEKF to another frequency domain algorithm for velocity estimation is discussed. The algorithm is illustrated by application to an example and its performance is demonstrated in the presence of velocity estimation errors. PMID:18296218
Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Ward, Douglas T.; Dang, Ket D.; Slojkowski, Steve; Blizzard, Mike; Jenkins, Greg
2007-01-01
Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.
Extended Kalman filter for attitude estimation of the earth radiation budget satellite
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack Y.
1989-01-01
The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the Sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.
NASA Astrophysics Data System (ADS)
Jesussek, Mathias; Ellermann, Katrin
2013-10-01
Fault detection is considered to be one way to improve system reliability and dependability for railway vehicles. The secondary lateral and anti-yaw dampers are the most critical parts in railway suspension systems. So far, the dampers have been modelled as linear components in the fault detection and isolation observer design. In this work, a Hybrid Extended Kalman filter is used to capture the nonlinear characteristics of the dampers. In order to detect and isolate faults, a nonlinear residual generator is developed, which can distinguish clearly between different types of faults. A lateral half train model serves as an example for the proposed technique. The results show that failures in the nonlinear suspension system can be detected and isolated accurately.
An optimal algorithm based on extended kalman filter and the data fusion for infrared touch overlay
NASA Astrophysics Data System (ADS)
Zhou, AiGuo; Cheng, ShuYi; Pan, Qiang Biao; Sun, Dong Yu
2016-01-01
Current infrared touch overlay has problems on the touch point recognition which bring some burrs on the touch trajectory. This paper uses the target tracking algorithm to improve the recognition and smoothness of infrared touch overlay. In order to deal with the nonlinear state estimate problem for touch point tracking, we use the extended Kalman filter in the target tracking algorithm. And we also use the data fusion algorithm to match the estimate value with the original target trajectory. The experimental results of the infrared touch overlay demonstrate that the proposed target tracking approach can improve the touch point recognition of the infrared touch overlay and achieve much smoother tracking trajectory than the existing tracking approach.
Extended Kalman filtering for joint mitigation of phase and amplitude noise in coherent QAM systems.
Pakala, Lalitha; Schmauss, Bernhard
2016-03-21
We numerically investigate our proposed carrier phase and amplitude noise estimation (CPANE) algorithm using extend Kalman filter (EKF) for joint mitigation of linear and non-linear phase noise as well as amplitude noise on 4, 16 and 64 polarization multiplexed (PM) quadrature amplitude modulation (QAM) 224 Gb/s systems. The results are compared to decision directed (DD) carrier phase estimation (CPE), DD phase locked loop (PLL) and universal CPE (U-CPE) algorithms. Besides eliminating the necessity of phase unwrapping function, EKF-CPANE shows improved performance for both back-to-back (BTB) and transmission scenarios compared to the aforementioned algorithms. We further propose a weighted innovation approach (WIA) of the EKF-CPANE which gives an improvement of 0.3 dB in the Q-factor, compared to the original algorithm. PMID:27136830
LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing
NASA Technical Reports Server (NTRS)
Busnardo, David M.; Aitken, Matthew L.; Tolson, Robert H.; Pierrottet, Diego; Amzajerdian, Farzin
2011-01-01
In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.
Mobile-robot pose estimation and environment mapping using an extended Kalman filter
NASA Astrophysics Data System (ADS)
Klančar, Gregor; Teslić, Luka; Škrjanc, Igor
2014-12-01
In this paper an extended Kalman filter (EKF) is used in the simultaneous localisation and mapping (SLAM) of a four-wheeled mobile robot in an indoor environment. The robot's pose and environment map are estimated from incremental encoders and from laser-range-finder (LRF) sensor readings. The map of the environment consists of line segments, which are estimated from the LRF's scans. A good state convergence of the EKF is obtained using the proposed methods for the input- and output-noise covariance matrices' estimation. The output-noise covariance matrix, consisting of the observed-line-features' covariances, is estimated from the LRF's measurements using the least-squares method. The experimental results from the localisation and SLAM experiments in the indoor environment show the applicability of the proposed approach. The main paper contribution is the improvement of the SLAM algorithm convergence due to the noise covariance matrices' estimation.
Calibrating Multi-machine Power System Parameters with the Extended Kalman Filter
Kalsi, Karanjit; Sun, Yannan; Huang, Zhenyu; Du, Pengwei; Diao, Ruisheng; Anderson, Kevin K.; Li, Yulan; Lee, Barry
2012-07-24
Large-scale renewable resources and novel smart-grid technologies continue to increase the complexity of power systems. As power systems continue to become more complex, accurate modeling for planning and operation becomes a necessity. Inaccurate system models would result in an unreliable assessment of system security conditions and could cause large-scale blackouts. This motivates the need for model parameter calibration, since some or all of the model parameters could be unknown or inaccurate. In this paper, the extended Kalman filter is used to calibrate the parameters of a multi-machine power system. The calibration performance is tested under varying fault locations, parameter errors and measurement noise giving an insight into how many generators and which generators could be difficult to calibrate.
Structural damage detection using extended Kalman filter combined with statistical process control
NASA Astrophysics Data System (ADS)
Jin, Chenhao; Jang, Shinae; Sun, Xiaorong
2015-04-01
Traditional modal-based methods, which identify damage based upon changes in vibration characteristics of the structure on a global basis, have received considerable attention in the past decades. However, the effectiveness of the modalbased methods is dependent on the type of damage and the accuracy of the structural model, and these methods may also have difficulties when applied to complex structures. The extended Kalman filter (EKF) algorithm which has the capability to estimate parameters and catch abrupt changes, is currently used in continuous and automatic structural damage detection to overcome disadvantages of traditional methods. Structural parameters are typically slow-changing variables under effects of operational and environmental conditions, thus it would be difficult to observe the structural damage and quantify the damage in real-time with EKF only. In this paper, a Statistical Process Control (SPC) is combined with EFK method in order to overcome this difficulty. Based on historical measurements of damage-sensitive feathers involved in the state-space dynamic models, extended Kalman filter (EKF) algorithm is used to produce real-time estimations of these features as well as standard derivations, which can then be used to form control ranges for SPC to detect any abnormality of the selected features. Moreover, confidence levels of the detection can be adjusted by choosing different times of sigma and number of adjacent out-of-range points. The proposed method is tested using simulated data of a three floors linear building in different damage scenarios, and numerical results demonstrate high damage detection accuracy and light computation of this presented method.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Harman, Rick; Bar-Itzhack, Itzhack
1998-01-01
An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter, a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimate spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an Extended Kalman Filter. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.
Adaptive error covariances estimation methods for ensemble Kalman filters
Zhen, Yicun; Harlim, John
2015-08-01
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.
NASA Astrophysics Data System (ADS)
Man, Jun; Li, Weixuan; Zeng, Lingzao; Wu, Laosheng
2016-06-01
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a sufficiently 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 expansion (PCE) to represent and propagate the uncertainties in parameters and states. However, PCKF suffers from the so-called "curse of dimensionality". Its computational cost increases drastically with the increasing number of parameters and system nonlinearity. Furthermore, PCKF may fail to provide accurate estimations due to the joint updating scheme for strongly nonlinear models. Motivated by recent developments in uncertainty quantification and EnKF, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected at each assimilation step; the "restart" scheme is utilized to eliminate the inconsistency between updated model parameters and states variables. The performance of RAPCKF is systematically tested with numerical cases of unsaturated flow models. It is shown that the adaptive approach and restart scheme can significantly improve the performance of PCKF. Moreover, RAPCKF has been demonstrated to be more efficient than EnKF with the same computational cost.
NASA Astrophysics Data System (ADS)
Plett, Gregory L.
Battery management systems (BMS) in hybrid-electric-vehicle (HEV) battery packs must estimate values descriptive of the pack's present operating condition. These include: battery state of charge, power fade, capacity fade, and instantaneous available power. The estimation mechanism must adapt to changing cell characteristics as cells age and therefore provide accurate estimates over the lifetime of the pack. In a series of three papers, we propose a method, based on extended Kalman filtering (EKF), that is able to accomplish these goals on a lithium-ion polymer battery pack. We expect that it will also work well on other battery chemistries. These papers cover the required mathematical background, cell modeling and system identification requirements, and the final solution, together with results. This first paper investigates the estimation requirements for HEV BMS in some detail, in parallel to the requirements for other battery-powered applications. The comparison leads us to understand that the HEV environment is very challenging on batteries and the BMS, and that precise estimation of some parameters will improve performance and robustness, and will ultimately lengthen the useful lifetime of the pack. This conclusion motivates the use of more complex algorithms than might be used in other applications. Our premise is that EKF then becomes a very attractive approach. This paper introduces the basic method, gives some intuitive feel to the necessary computational steps, and concludes by presenting an illustrative example as to the type of results that may be obtained using EKF.
NASA Astrophysics Data System (ADS)
Plett, Gregory L.
Battery management systems in hybrid electric vehicle battery packs must estimate values descriptive of the pack's present operating condition. These include: battery state of charge, power fade, capacity fade, and instantaneous available power. The estimation mechanism must adapt to changing cell characteristics as cells age and therefore provide accurate estimates over the lifetime of the pack. In a series of three papers, we propose a method, based on extended Kalman filtering (EKF), that is able to accomplish these goals on a lithium ion polymer battery pack. We expect that it will also work well on other battery chemistries. These papers cover the required mathematical background, cell modeling and system identification requirements, and the final solution, together with results. In order to use EKF to estimate the desired quantities, we first require a mathematical model that can accurately capture the dynamics of a cell. In this paper we "evolve" a suitable model from one that is very primitive to one that is more advanced and works well in practice. The final model includes terms that describe the dynamic contributions due to open-circuit voltage, ohmic loss, polarization time constants, electro-chemical hysteresis, and the effects of temperature. We also give a means, based on EKF, whereby the constant model parameters may be determined from cell test data. Results are presented that demonstrate it is possible to achieve root-mean-squared modeling error smaller than the level of quantization error expected in an implementation.
Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui
2016-07-01
In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF. PMID:27475606
NASA Astrophysics Data System (ADS)
Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui
2016-07-01
In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF.
Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui
2016-07-01
In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF.
NASA Astrophysics Data System (ADS)
Kiani, Maryam; Pourtakdoust, Seid H.
2014-12-01
A novel algorithm is presented in this study for estimation of spacecraft's attitudes and angular rates from vector observations. In this regard, a new cubature-quadrature particle filter (CQPF) is initially developed that uses the Square-Root Cubature-Quadrature Kalman Filter (SR-CQKF) to generate the importance proposal distribution. The developed CQPF scheme avoids the basic limitation of particle filter (PF) with regards to counting the new measurements. Subsequently, CQPF is enhanced to adjust the sample size at every time step utilizing the idea of confidence intervals, thus improving the efficiency and accuracy of the newly proposed adaptive CQPF (ACQPF). In addition, application of the q-method for filter initialization has intensified the computation burden as well. The current study also applies ACQPF to the problem of attitude estimation of a low Earth orbit (LEO) satellite. For this purpose, the undertaken satellite is equipped with a three-axis magnetometer (TAM) as well as a sun sensor pack that provide noisy geomagnetic field data and Sun direction measurements, respectively. The results and performance of the proposed filter are investigated and compared with those of the extended Kalman filter (EKF) and the standard particle filter (PF) utilizing a Monte Carlo simulation. The comparison demonstrates the viability and the accuracy of the proposed nonlinear estimator.
A novel spatiotemporal muscle activity imaging approach based on the Extended Kalman Filter.
Wang, Jing; Zhang, Yingchun; Zhu, Xiangjun; Zhou, Ping; Liu, Chenguang; Rymer, William Z
2012-01-01
A novel spatiotemporal muscle activity imaging (sMAI) approach has been developed using the Extended Kalman Filter (EKF) to reconstruct internal muscle activities from non-invasive multi-channel surface electromyogram (sEMG) recordings. A distributed bioelectric dipole source model is employed to describe the internal muscle activity space, and a linear relationship between the muscle activity space and the sEMG measurement space is then established. The EKF is employed to recursively solve the ill-posed inverse problem in the sMAI approach, in which the weighted minimum norm (WMN) method is utilized to calculate the initial state and a new nonlinear method is developed based on the propagating features of muscle activities to predict the recursive state. A series of computer simulations was conducted to test the performance of the proposed sMAI approach. Results show that the localization error rapidly decreases over 35% and the overlap ratio rapidly increases over 45% compared to the results achieved using the WMN method only. The present promising results demonstrate the feasibility of utilizing the proposed EKF-based sMAI approach to accurately reconstruct internal muscle activities from non-invasive sEMG recordings.
Extended Kalman smoother with differential evolution technique for denoising of ECG signal.
Panigrahy, D; Sahu, P K
2016-09-01
Electrocardiogram (ECG) signal gives a lot of information on the physiology of heart. In reality, noise from various sources interfere with the ECG signal. To get the correct information on physiology of the heart, noise cancellation of the ECG signal is required. In this paper, the effectiveness of extended Kalman smoother (EKS) with the differential evolution (DE) technique for noise cancellation of the ECG signal is investigated. DE is used as an automatic parameter selection method for the selection of ten optimized components of the ECG signal, and those are used to create the ECG signal according to the real ECG signal. These parameters are used by the EKS for the development of the state equation and also for initialization of the parameters of EKS. EKS framework is used for denoising the ECG signal from the single channel. The effectiveness of proposed noise cancellation technique has been evaluated by adding white, colored Gaussian noise and real muscle artifact noise at different SNR to some visually clean ECG signals from the MIT-BIH arrhythmia database. The proposed noise cancellation technique of ECG signal shows better signal to noise ratio (SNR) improvement, lesser mean square error (MSE) and percent of distortion (PRD) compared to other well-known methods. PMID:27542170
Pose and Motion Estimation Using Dual Quaternion-Based Extended Kalman Filtering
Goddard, J.S.; Abidi, M.A.
1998-06-01
A solution to the remote three-dimensional (3-D) measurement problem is presented for a dynamic system given a sequence of two-dimensional (2-D) intensity images of a moving object. The 3-D transformation is modeled as a nonlinear stochastic system with the state estimate providing the six-degree-of-freedom motion and position values as well as structure. The stochastic model uses the iterated extended Kalman filter (IEKF) as a nonlinear estimator and a screw representation of the 3-D transformation based on dual quaternions. Dual quaternions, whose elements are dual numbers, provide a means to represent both rotation and translation in a unified notation. Linear object features, represented as dual vectors, are transformed using the dual quaternion transformation and are then projected to linear features in the image plane. The method has been implemented and tested with both simulated and actual experimental data. Simulation results are provided, along with comparisons to a point-based IEKF method using rotation and translation, to show the relative advantages of this method. Experimental results from testing using a camera mounted on the end effector of a robot arm are also given.
Fusing inertial sensor data in an extended Kalman filter for 3D camera tracking.
Erdem, Arif Tanju; Ercan, Ali Özer
2015-02-01
In a setup where camera measurements are used to estimate 3D egomotion in an extended Kalman filter (EKF) framework, it is well-known that inertial sensors (i.e., accelerometers and gyroscopes) are especially useful when the camera undergoes fast motion. Inertial sensor data can be fused at the EKF with the camera measurements in either the correction stage (as measurement inputs) or the prediction stage (as control inputs). In general, only one type of inertial sensor is employed in the EKF in the literature, or when both are employed they are both fused in the same stage. In this paper, we provide an extensive performance comparison of every possible combination of fusing accelerometer and gyroscope data as control or measurement inputs using the same data set collected at different motion speeds. In particular, we compare the performances of different approaches based on 3D pose errors, in addition to camera reprojection errors commonly found in the literature, which provides further insight into the strengths and weaknesses of different approaches. We show using both simulated and real data that it is always better to fuse both sensors in the measurement stage and that in particular, accelerometer helps more with the 3D position tracking accuracy, whereas gyroscope helps more with the 3D orientation tracking accuracy. We also propose a simulated data generation method, which is beneficial for the design and validation of tracking algorithms involving both camera and inertial measurement unit measurements in general.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack Y.; Rokni, Mohammad
1990-01-01
The testing and comparison of two Extended Kalman Filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS) is described. One EKF updates the attitude quaternion using a four component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. A brief development of the multiplicative algorithm is included. The mathematical development of the additive EKF was presented in the 1989 Flight Mechanics/Estimation Theory Symposium along with some preliminary testing results using real spacecraft data. A summary of the additive EKF algorithm is included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases. Sensitivity studies are performed on the estimation of sensor calibration states. The potential application of the EKF for real time and non-real time ground attitude determination and sensor calibration for future missions such as the Gamma Ray Observatory (GRO) and the Small Explorer Mission (SMEX) is also presented.
Extended Kalman smoother with differential evolution technique for denoising of ECG signal.
Panigrahy, D; Sahu, P K
2016-09-01
Electrocardiogram (ECG) signal gives a lot of information on the physiology of heart. In reality, noise from various sources interfere with the ECG signal. To get the correct information on physiology of the heart, noise cancellation of the ECG signal is required. In this paper, the effectiveness of extended Kalman smoother (EKS) with the differential evolution (DE) technique for noise cancellation of the ECG signal is investigated. DE is used as an automatic parameter selection method for the selection of ten optimized components of the ECG signal, and those are used to create the ECG signal according to the real ECG signal. These parameters are used by the EKS for the development of the state equation and also for initialization of the parameters of EKS. EKS framework is used for denoising the ECG signal from the single channel. The effectiveness of proposed noise cancellation technique has been evaluated by adding white, colored Gaussian noise and real muscle artifact noise at different SNR to some visually clean ECG signals from the MIT-BIH arrhythmia database. The proposed noise cancellation technique of ECG signal shows better signal to noise ratio (SNR) improvement, lesser mean square error (MSE) and percent of distortion (PRD) compared to other well-known methods.
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Slojkowski, Steven; Lowe, Jonathan; Woodburn, James
2015-01-01
Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.
Extended Kalman Doppler tracking and model determination for multi-sensor short-range radar
NASA Astrophysics Data System (ADS)
Mittermaier, Thomas J.; Siart, Uwe; Eibert, Thomas F.; Bonerz, Stefan
2016-09-01
A tracking solution for collision avoidance in industrial machine tools based on short-range millimeter-wave radar Doppler observations is presented. At the core of the tracking algorithm there is an Extended Kalman Filter (EKF) that provides dynamic estimation and localization in real-time. The underlying sensor platform consists of several homodyne continuous wave (CW) radar modules. Based on In-phase-Quadrature (IQ) processing and down-conversion, they provide only Doppler shift information about the observed target. Localization with Doppler shift estimates is a nonlinear problem that needs to be linearized before the linear KF can be applied. The accuracy of state estimation depends highly on the introduced linearization errors, the initialization and the models that represent the true physics as well as the stochastic properties. The important issue of filter consistency is addressed and an initialization procedure based on data fitting and maximum likelihood estimation is suggested. Models for both, measurement and process noise are developed. Tracking results from typical three-dimensional courses of movement at short distances in front of a multi-sensor radar platform are presented.
Online estimation of Allan variance coefficients based on a neural-extended Kalman filter.
Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao
2015-01-01
As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903
AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal
Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang
2015-01-01
An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal. PMID:26512665
AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal.
Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang
2015-10-23
An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Harman, Rick; Bar-Itzhack, Itzhack
1998-01-01
An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter (EKF), a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimates spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an EKF. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.
NASA Astrophysics Data System (ADS)
Recalde, L. F.; Hur, S.; Leithead, W. E.
2016-09-01
This paper presents a novel model-based detection scheme capable of detecting and diagnosing gusts. Detection is achieved by monitoring the innovations error (i.e., the difference between the estimated and measured outputs) of an extended discrete Kalman filter. It is designed to trigger a detection/confirmation alarm in the presence of wind anomalies. Simulation results are presented to demonstrate that both operating and coherent extreme wind gusts can successfully be detected. The wind anomaly is identified in magnitude and shape through maximum likelihood ratio and goodness of fit, respectively. The detector is capable of isolating extreme wind gusts before the turbine over speeds.
Adaptive Kalman snake for semi-autonomous 3D vessel tracking.
Lee, Sang-Hoon; Lee, Sanghoon
2015-10-01
In this paper, we propose a robust semi-autonomous algorithm for 3D vessel segmentation and tracking based on an active contour model and a Kalman filter. For each computed tomography angiography (CTA) slice, we use the active contour model to segment the vessel boundary and the Kalman filter to track position and shape variations of the vessel boundary between slices. For successful segmentation via active contour, we select an adequate number of initial points from the contour of the first slice. The points are set manually by user input for the first slice. For the remaining slices, the initial contour position is estimated autonomously based on segmentation results of the previous slice. To obtain refined segmentation results, an adaptive control spacing algorithm is introduced into the active contour model. Moreover, a block search-based initial contour estimation procedure is proposed to ensure that the initial contour of each slice can be near the vessel boundary. Experiments were performed on synthetic and real chest CTA images. Compared with the well-known Chan-Vese (CV) model, the proposed algorithm exhibited better performance in segmentation and tracking. In particular, receiver operating characteristic analysis on the synthetic and real CTA images demonstrated the time efficiency and tracking robustness of the proposed model. In terms of computational time redundancy, processing time can be effectively reduced by approximately 20%.
Adaptive UAV attitude estimation employing unscented Kalman Filter, FOAM and low-cost MEMS sensors.
de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos
2012-01-01
Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance.
Yoon, Paul K; Zihajehzadeh, Shaghayegh; Bong-Soo Kang; Park, Edward J
2015-08-01
This paper proposes a novel indoor localization method using the Bluetooth Low Energy (BLE) and an inertial measurement unit (IMU). The multipath and non-line-of-sight errors from low-power wireless localization systems commonly result in outliers, affecting the positioning accuracy. We address this problem by adaptively weighting the estimates from the IMU and BLE in our proposed cascaded Kalman filter (KF). The positioning accuracy is further improved with the Rauch-Tung-Striebel smoother. The performance of the proposed algorithm is compared against that of the standard KF experimentally. The results show that the proposed algorithm can maintain high accuracy for position tracking the sensor in the presence of the outliers.
Yoon, Paul K; Zihajehzadeh, Shaghayegh; Bong-Soo Kang; Park, Edward J
2015-08-01
This paper proposes a novel indoor localization method using the Bluetooth Low Energy (BLE) and an inertial measurement unit (IMU). The multipath and non-line-of-sight errors from low-power wireless localization systems commonly result in outliers, affecting the positioning accuracy. We address this problem by adaptively weighting the estimates from the IMU and BLE in our proposed cascaded Kalman filter (KF). The positioning accuracy is further improved with the Rauch-Tung-Striebel smoother. The performance of the proposed algorithm is compared against that of the standard KF experimentally. The results show that the proposed algorithm can maintain high accuracy for position tracking the sensor in the presence of the outliers. PMID:26736389
Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors
de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos
2012-01-01
Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance. PMID:23012559
NASA Astrophysics Data System (ADS)
Sun, Yong; Ma, Zilin; Tang, Gongyou; Chen, Zheng; Zhang, Nong
2016-03-01
Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery, the predicted performance of power battery, especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV. However, the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected. A variable structure extended kalman filter(VSEKF)-based estimation method, which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition, is presented. First, the general lower-order battery equivalent circuit model(GLM), which includes column accumulation model, open circuit voltage model and the SOC output model, is established, and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data. Next, a VSEKF estimation method of SOC, which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method, is executed with different adaptive weighting coefficients, which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes. According to the experimental analysis, the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV. The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method. In Summary, the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system, which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method. The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.
NASA Astrophysics Data System (ADS)
Sun, Yong; Ma, Zilin; Tang, Gongyou; Chen, Zheng; Zhang, Nong
2016-07-01
Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery, the predicted performance of power battery, especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV. However, the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected. A variable structure extended kalman filter(VSEKF)-based estimation method, which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition, is presented. First, the general lower-order battery equivalent circuit model(GLM), which includes column accumulation model, open circuit voltage model and the SOC output model, is established, and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data. Next, a VSEKF estimation method of SOC, which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method, is executed with different adaptive weighting coefficients, which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes. According to the experimental analysis, the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV. The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method. In Summary, the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system, which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method. The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.
NASA Astrophysics Data System (ADS)
Meng, Yang; Gao, Shesheng; Zhong, Yongmin; Hu, Gaoge; Subic, Aleksandar
2016-03-01
The use of the direct filtering approach for INS/GNSS integrated navigation introduces nonlinearity into the system state equation. As the unscented Kalman filter (UKF) is a promising method for nonlinear problems, an obvious solution is to incorporate the UKF concept in the direct filtering approach to address the nonlinearity involved in INS/GNSS integrated navigation. However, the performance of the standard UKF is dependent on the accurate statistical characterizations of system noise. If the noise distributions of inertial instruments and GNSS receivers are not appropriately described, the standard UKF will produce deteriorated or even divergent navigation solutions. This paper presents an adaptive UKF with noise statistic estimator to overcome the limitation of the standard UKF. According to the covariance matching technique, the innovation and residual sequences are used to determine the covariance matrices of the process and measurement noises. The proposed algorithm can estimate and adjust the system noise statistics online, and thus enhance the adaptive capability of the standard UKF. Simulation and experimental results demonstrate that the performance of the proposed algorithm is significantly superior to that of the standard UKF and adaptive-robust UKF under the condition without accurate knowledge on system noise, leading to improved navigation precision.
Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.
Kopp, M; Harmeling, S; Schütz, G; Schölkopf, B; Fähnle, M
2015-01-01
The Kalman filter is a well-established approach to get information on the time-dependent state of a system from noisy observations. It was developed in the context of the Apollo project to see the deviation of the true trajectory of a rocket from the desired trajectory. Afterwards it was applied to many different systems with small numbers of components of the respective state vector (typically about 10). In all cases the equation of motion for the state vector was known exactly. The fast dissipative magnetization dynamics is often investigated by x-ray magnetic circular dichroism movies (XMCD movies), which are often very noisy. In this situation the number of components of the state vector is extremely large (about 10(5)), and the equation of motion for the dissipative magnetization dynamics (especially the values of the material parameters of this equation) is not well known. In the present paper it is shown by theoretical considerations that - nevertheless - there is no principle problem for the use of the Kalman filter to denoise XMCD movies of fast dissipative magnetization dynamics.
Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.
Kopp, M; Harmeling, S; Schütz, G; Schölkopf, B; Fähnle, M
2015-01-01
The Kalman filter is a well-established approach to get information on the time-dependent state of a system from noisy observations. It was developed in the context of the Apollo project to see the deviation of the true trajectory of a rocket from the desired trajectory. Afterwards it was applied to many different systems with small numbers of components of the respective state vector (typically about 10). In all cases the equation of motion for the state vector was known exactly. The fast dissipative magnetization dynamics is often investigated by x-ray magnetic circular dichroism movies (XMCD movies), which are often very noisy. In this situation the number of components of the state vector is extremely large (about 10(5)), and the equation of motion for the dissipative magnetization dynamics (especially the values of the material parameters of this equation) is not well known. In the present paper it is shown by theoretical considerations that - nevertheless - there is no principle problem for the use of the Kalman filter to denoise XMCD movies of fast dissipative magnetization dynamics. PMID:25461588
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-03-24
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control.
Kang, Zhizhong; Chen, Jinlei; Wang, Baoqian
2015-01-01
Because tunnels generally have tubular shapes, the distribution of tie points between adjacent scans is usually limited to a narrow region, which makes the problem of registration error accumulation inevitable. In this paper, a global registration method is proposed based on an augmented extended Kalman filter and a central-axis constraint. The point cloud registration is regarded as a stochastic system, and the global registration is considered to be a process that recursively estimates the rigid transformation parameters between each pair of adjacent scans. Therefore, the augmented extended Kalman filter (AEKF) is used to accurately estimate the rigid transformation parameters by eliminating the error accumulation caused by the pair-wise registration. Moreover, because the scanning range of a terrestrial laser scanner can reach hundreds of meters, a single scan can cover a tunnel segment with a length of more than one hundred meters, which means that the central axis extracted from the scan can be employed to control the registration of multiple scans. Therefore, the central axis of the subway tunnel is first determined through the 2D projection of the tunnel point cloud and curve fitting using the RANSAC (RANdom SAmple Consensus) algorithm. Because the extraction of the central axis by quadratic curve fitting may suffer from noise in the tunnel points and from variations in the tunnel, we present a global extraction algorithm that is based on segment-wise quadratic curve fitting. We then derive the central-axis constraint as an additional observation model of AEKF to optimize the registration parameters between each pair of adjacent scans. The proposed approach is tested on terrestrial point clouds that were acquired in a subway tunnel. The results show that the proposed algorithm is capable of improving the accuracy of aligning multiple scans by 48%.
Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J
2014-05-01
In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.
An extended Kalman-filter for regional scale inverse emission estimation
NASA Astrophysics Data System (ADS)
Brunner, D.; Henne, S.; Keller, C. A.; Reimann, S.; Vollmer, M. K.; O'Doherty, S.; Maione, M.
2011-10-01
A Kalman-filter based inverse emission estimation method for long-lived trace gases is presented for use in conjunction with a Lagrangian particle dispersion model like FLEXPART. The sequential nature of the approach allows tracing slow seasonal and interannual changes rather than estimating a single period-mean emission field. Other important features include the estimation of a slowly varying concentration background at each measurement station, the possibility to constrain the solution to non-negative emissions, the quantification of uncertainties, the consideration of temporal correlations in the residuals, and the applicability to potentially large inversion problems. The method is first demonstrated for a set of synthetic observations created from a prescribed emission field with different levels of (correlated) noise, which closely mimics true observations. It is then applied to real observations of the three halocarbons HFC-125, HFC-152a and HCFC-141b at the remote research stations Jungfraujoch and Mace Head for the quantification of emissions in Western European countries from 2006 to 2010. Estimated HFC-125 emissions are mostly consistent with national totals reported to the Kyoto protocol and show a generally increasing trend over the considered period. Results for HFC-152a are much more variable with estimated emissions being both higher and lower in different countries. The highest emissions of the order of 1000 Mg yr-1 are estimated for Italy which so far does not report HFC-152a emissions. Emissions of HCFC-141b show a continuing strong decrease as expected due to its ban under the Montreal Protocol. Emissions from France, however, were still rather large (near 1000 Mg yr-1) in the years 2006 and 2007 but strongly declined thereafter.
An extended Kalman-filter for regional scale inverse emission estimation
NASA Astrophysics Data System (ADS)
Brunner, D.; Henne, S.; Keller, C. A.; Reimann, S.; Vollmer, M. K.; O'Doherty, S.; Maione, M.
2012-04-01
A Kalman-filter based inverse emission estimation method for long-lived trace gases is presented for use in conjunction with a Lagrangian particle dispersion model like FLEXPART. The sequential nature of the approach allows tracing slow seasonal and interannual changes rather than estimating a single period-mean emission field. Other important features include the estimation of a slowly varying concentration background at each measurement station, the possibility to constrain the solution to non-negative emissions, the quantification of uncertainties, the consideration of temporal correlations in the residuals, and the applicability to potentially large inversion problems. The method is first demonstrated for a set of synthetic observations created from a prescribed emission field with different levels of (correlated) noise, which closely mimics true observations. It is then applied to real observations of the three halocarbons HFC-125, HFC-152a and HCFC-141b at the remote research stations Jungfraujoch and Mace Head for the quantification of emissions in Western European countries from 2006 to 2010. Estimated HFC-125 emissions are mostly consistent with national totals reported to UNFCCC in the framework of the Kyoto Protocol and show a generally increasing trend over the considered period. Results for HFC-152a are much more variable with estimated emissions being both higher and lower than reported emissions in different countries. The highest emissions of the order of 700-800 Mg yr-1 are estimated for Italy, which so far does not report HFC-152a emissions. Emissions of HCFC-141b show a continuing strong decrease as expected due to its controls in developed countries under the Montreal Protocol. Emissions from France, however, were still rather large, in the range of 700-1000 Mg yr-1 in the years 2006 and 2007 but strongly declined thereafter.
NASA Astrophysics Data System (ADS)
Plett, Gregory L.
Battery management systems in hybrid-electric-vehicle battery packs must estimate values descriptive of the pack's present operating condition. These include: battery state-of-charge, power fade, capacity fade, and instantaneous available power. The estimation mechanism must adapt to changing cell characteristics as cells age and therefore provide accurate estimates over the lifetime of the pack. In a series of three papers, we propose methods, based on extended Kalman filtering (EKF), that are able to accomplish these goals for a lithium ion polymer battery pack. We expect that they will also work well on other battery chemistries. These papers cover the required mathematical background, cell modeling and system identification requirements, and the final solution, together with results. This third paper concludes the series by presenting five additional applications where either an EKF or results from EKF may be used in typical BMS algorithms: initializing state estimates after the vehicle has been idle for some time; estimating state-of-charge with dynamic error bounds on the estimate; estimating pack available dis/charge power; tracking changing pack parameters (including power fade and capacity fade) as the pack ages, and therefore providing a quantitative estimate of state-of-health; and determining which cells must be equalized. Results from pack tests are presented.
A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Boggs, D.; Ghil, M.; Keppenne, C.
1995-01-01
The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.
Rahimpour, M; Mohammadzadeh Asl, B
2016-07-01
Monitoring atrial activity via P waves, is an important feature of the arrhythmia detection procedure. The aim of this paper is to present an algorithm for P wave detection in normal and some abnormal records by improving existing methods in the field of signal processing. In contrast to the classical approaches, which are completely blind to signal dynamics, our proposed method uses the extended Kalman filter, EKF25, to estimate the state variables of the equations modeling the dynamic of an ECG signal. This method is a modified version of the nonlinear dynamical model previously introduced for a generation of synthetic ECG signals and fiducial point extraction in normal ones. It is capable of estimating the separate types of activity of the heart with reasonable accuracy and performs well in the presence of morphological variations in the waveforms and ectopic beats. The MIT-BIH Arrhythmia and QT databases have been used to evaluate the performance of the proposed method. The results show that this method has Se = 98.38% and Pr = 96.74% in the overall records (considering normal and abnormal rhythms). PMID:27321699
NASA Astrophysics Data System (ADS)
Ghasemi, S.; Khorasani, K.
2015-10-01
In this paper, the problem of fault detection and isolation (FDI) of the attitude control subsystem (ACS) of spacecraft formation flying systems is considered. For developing the FDI schemes, an extended Kalman filter (EKF) is utilised which belongs to a class of nonlinear state estimation methods. Three architectures, namely centralised, decentralised, and semi-decentralised, are considered and the corresponding FDI strategies are designed and constructed. Appropriate residual generation techniques and threshold selection criteria are proposed for these architectures. The capabilities of the proposed architectures for accomplishing the FDI tasks are studied through extensive numerical simulations for a team of four satellites in formation flight. Using a confusion matrix evaluation criterion, it is shown that the centralised architecture can achieve the most reliable results relative to the semi-decentralised and decentralised architectures at the expense of availability of a centralised processing module that requires the entire team information set. On the other hand, the semi-decentralised performance is close to the centralised scheme without relying on the availability of the entire team information set. Furthermore, the results confirm that the FDI results in formations with angular velocity measurement sensors achieve higher level of accuracy, true faulty, and precision, along with lower level of false healthy misclassification as compared to the formations that utilise attitude measurement sensors.
Ligorio, Gabriele; Sabatini, Angelo Maria
2013-01-01
In this paper measurements from a monocular vision system are fused with inertial/magnetic measurements from an Inertial Measurement Unit (IMU) rigidly connected to the camera. Two Extended Kalman filters (EKFs) were developed to estimate the pose of the IMU/camera sensor moving relative to a rigid scene (ego-motion), based on a set of fiducials. The two filters were identical as for the state equation and the measurement equations of the inertial/magnetic sensors. The DLT-based EKF exploited visual estimates of the ego-motion using a variant of the Direct Linear Transformation (DLT) method; the error-driven EKF exploited pseudo-measurements based on the projection errors from measured two-dimensional point features to the corresponding three-dimensional fiducials. The two filters were off-line analyzed in different experimental conditions and compared to a purely IMU-based EKF used for estimating the orientation of the IMU/camera sensor. The DLT-based EKF was more accurate than the error-driven EKF, less robust against loss of visual features, and equivalent in terms of computational complexity. Orientation root mean square errors (RMSEs) of 1° (1.5°), and position RMSEs of 3.5 mm (10 mm) were achieved in our experiments by the DLT-based EKF (error-driven EKF); by contrast, orientation RMSEs of 1.6° were achieved by the purely IMU-based EKF. PMID:23385409
NASA Astrophysics Data System (ADS)
Xiong, Binyu; Zhao, Jiyun; Wei, Zhongbao; Skyllas-Kazacos, Maria
2014-09-01
State of charge (SOC) estimation is a key issue for battery management since an accurate estimation method can ensure safe operation and prevent the over-charge/discharge of a battery. Traditionally, open circuit voltage (OCV) method is utilized to estimate the stack SOC and one open flow cell is needed in each battery stack [1,2]. In this paper, an alternative method, extended Kalman filter (EKF) method, is proposed for SOC estimation for VRBs. By measuring the stack terminal voltages and applied currents, SOC can be predicted with a state estimator instead of an additional open circuit flow cell. To implement EKF estimator, an electrical model is required for battery analysis. A thermal-dependent electrical circuit model is proposed to describe the charge/discharge characteristics of the VRB. Two scenarios are tested for the robustness of the EKF. For the lab testing scenarios, the filtered stack voltage tracks the experimental data despite the model errors. For the online operation, the simulated temperature rise is observed and the maximum SOC error is within 5.5%. It is concluded that EKF method is capable of accurately predicting SOC using stack terminal voltages and applied currents in the absence of an open flow cell for OCV measurement.
NASA Technical Reports Server (NTRS)
Lary, David J.; Mussa, Yussuf
2004-01-01
In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.
NASA Astrophysics Data System (ADS)
Luque, Pablo; Mántaras, Daniel A.; Fidalgo, Eloy; Álvarez, Javier; Riva, Paolo; Girón, Pablo; Compadre, Diego; Ferran, Jordi
2013-12-01
The main objective of this work is to determine the limit of safe driving conditions by identifying the maximal friction coefficient in a real vehicle. The study will focus on finding a method to determine this limit before reaching the skid, which is valuable information in the context of traffic safety. Since it is not possible to measure the friction coefficient directly, it will be estimated using the appropriate tools in order to get the most accurate information. A real vehicle is instrumented to collect information of general kinematics and steering tie-rod forces. A real-time algorithm is developed to estimate forces and aligning torque in the tyres using an extended Kalman filter and neural networks techniques. The methodology is based on determining the aligning torque; this variable allows evaluation of the behaviour of the tyre. It transmits interesting information from the tyre-road contact and can be used to predict the maximal tyre grip and safety margin. The maximal grip coefficient is estimated according to a knowledge base, extracted from computer simulation of a high detailed three-dimensional model, using Adams® software. The proposed methodology is validated and applied to real driving conditions, in which maximal grip and safety margin are properly estimated.
Rahimpour, M; Mohammadzadeh Asl, B
2016-07-01
Monitoring atrial activity via P waves, is an important feature of the arrhythmia detection procedure. The aim of this paper is to present an algorithm for P wave detection in normal and some abnormal records by improving existing methods in the field of signal processing. In contrast to the classical approaches, which are completely blind to signal dynamics, our proposed method uses the extended Kalman filter, EKF25, to estimate the state variables of the equations modeling the dynamic of an ECG signal. This method is a modified version of the nonlinear dynamical model previously introduced for a generation of synthetic ECG signals and fiducial point extraction in normal ones. It is capable of estimating the separate types of activity of the heart with reasonable accuracy and performs well in the presence of morphological variations in the waveforms and ectopic beats. The MIT-BIH Arrhythmia and QT databases have been used to evaluate the performance of the proposed method. The results show that this method has Se = 98.38% and Pr = 96.74% in the overall records (considering normal and abnormal rhythms).
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.
NASA Astrophysics Data System (ADS)
Nenna, Vanessa; Pidlisecky, Adam; Knight, Rosemary
2011-10-01
We apply an extended Kalman filter (EKF) approach to inversion of time-lapse electrical resistivity imaging (ERI) field data. The EKF is a method of time series signal processing that incorporates both a state evolution model, describing changes in the physical system, and an observation model, incorporating the physics of the electrical resistivity measurement. We test the feasibility of using an EKF approach to inverting ERI data collected with 2-D surface array geometries. As a first test, we invert synthetic data generated using a simulated recharge event and water saturation distributions converted to electrical conductivity values using an Archie's law relationship. In the synthetic example we demonstrate the impact that the noise structure of the state evolution and the regularization weight have on EKF-estimated model parameters and errors. We then apply the method to inversion of field data collected to monitor changes in electrical conductivity beneath a recharge pond that is part of an aquifer storage and recovery project in northern California. Using lines of electrodes buried at a depth of 0.25 m when the base of the pond is dry, we monitor the wetting front associated with the diversion of stormflow runoff to the pond. Using field data, we demonstrate that by oversampling in time, we are able to apply the so-called random walk model for the state evolution and to build the model of observation noise directly from collected data. EKF-estimated values track changes in conductivity associated with both increasing water content in subsurface sediments and changes in the properties of the pore water, showing the method is a feasible approach for inversion of time-lapse ERI field data.
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. PMID:26767425
Generic Kalman Filter Software
NASA Technical Reports Server (NTRS)
Lisano, Michael E., II; Crues, Edwin Z.
2005-01-01
The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on
Extended adaptive filtering for wide-angle SAR image formation
NASA Astrophysics Data System (ADS)
Wang, Yanwei; Roberts, William; Li, Jian
2005-05-01
For two-dimensional (2-D) spectral analysis, the adaptive filtering based technologies, such as CAPON and APES (Amplitude and Phase EStimation), are developed under the implicit assumption that the data sets are rectangular. However, in real SAR applications, especially for the wide-angle cases, the collected data sets are always non-rectangular. This raises the problem of how to extend the original adaptive filtering based algorithms for such kind of scenarios. In this paper, we propose an extended adaptive filtering (EAF) approach, which includes Extended APES (E-APES) and Extended CAPON (E-CAPON), for arbitrarily shaped 2-D data. The EAF algorithms adopt a missing-data approach where the unavailable data samples close to the collected data set are assumed missing. Using a group of filter-banks with varying sizes, these algorithms are non-iterative and do not require the estimation of the unavailable samples. The improved imaging results of the proposed algorithms are demonstrated by applying them to two different SAR data sets.
Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan
2015-01-01
We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to −2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation. PMID:25985165
Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan
2015-01-01
We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to -2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation. PMID:25985165
Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan
2015-05-13
We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to -2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation.
Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao
2016-01-01
In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved. PMID:27420062
Tsanas, Athanasios; Zañartu, Matías; Little, Max A.; Fox, Cynthia; Ramig, Lorraine O.; Clifford, Gari D.
2014-01-01
There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F0) of speech signals. This study examines ten F0 estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F0 in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F0 estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F0 estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F0 estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F0 estimation is required. PMID:24815269
Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao
2016-01-01
In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved. PMID:27420062
Tsanas, Athanasios; Zañartu, Matías; Little, Max A; Fox, Cynthia; Ramig, Lorraine O; Clifford, Gari D
2014-05-01
There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F(0)) of speech signals. This study examines ten F(0) estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F(0) in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F(0) estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F(0) estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F(0) estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F(0) estimation is required. PMID:24815269
Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao
2016-07-12
In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved.
Asadpour, Vahid; Fazel-Rezai, Reza; Alibakhshian, Elahe
2013-01-01
Sleep apnea diagnosis requires analysis of long term polysomnographic signal during one period of night sleep. Limited access to sleep laboratories, various required devices and dedicated assistants made the diagnosis of sleep apnea underestimated and not easily accessible to the general population. In this work, a classification method based on modified Kalman filter which uses heart rate variability (HRV) wavelet signal obtained from a single electrocardiogram (ECG) lead is proposed. A pre-filtering was performed on wavelet transform to improve the correlation of extracted features. Sample entropy was used to enhance the convergence rate and accuracy of classification. The performance of the proposed method was evaluated in terms of accuracy, sensitivity and specificity. The classifier overcomes these methods by 5.3% to 7.2% improvements in accuracy.
Luo, Yong; Wu, Wenqi; Babu, Ravindra; Tang, Kanghua; Luo, Bing
2012-01-01
COMPASS is an indigenously developed Chinese global navigation satellite system and will share many features in common with GPS (Global Positioning System). Since the ultra-tight GPS/INS (Inertial Navigation System) integration shows its advantage over independent GPS receivers in many scenarios, the federated ultra-tight COMPASS/INS integration has been investigated in this paper, particularly, by proposing a simplified prefilter model. Compared with a traditional prefilter model, the state space of this simplified system contains only carrier phase, carrier frequency and carrier frequency rate tracking errors. A two-quadrant arctangent discriminator output is used as a measurement. Since the code tracking error related parameters were excluded from the state space of traditional prefilter models, the code/carrier divergence would destroy the carrier tracking process, and therefore an adaptive Kalman filter algorithm tuning process noise covariance matrix based on state correction sequence was incorporated to compensate for the divergence. The federated ultra-tight COMPASS/INS integration was implemented with a hardware COMPASS intermediate frequency (IF), and INS's accelerometers and gyroscopes signal sampling system. Field and simulation test results showed almost similar tracking and navigation performances for both the traditional prefilter model and the proposed system; however, the latter largely decreased the computational load. PMID:23012564
Luo, Yong; Wu, Wenqi; Babu, Ravindra; Tang, Kanghua; Luo, Bing
2012-01-01
COMPASS is an indigenously developed Chinese global navigation satellite system and will share many features in common with GPS (Global Positioning System). Since the ultra-tight GPS/INS (Inertial Navigation System) integration shows its advantage over independent GPS receivers in many scenarios, the federated ultra-tight COMPASS/INS integration has been investigated in this paper, particularly, by proposing a simplified prefilter model. Compared with a traditional prefilter model, the state space of this simplified system contains only carrier phase, carrier frequency and carrier frequency rate tracking errors. A two-quadrant arctangent discriminator output is used as a measurement. Since the code tracking error related parameters were excluded from the state space of traditional prefilter models, the code/carrier divergence would destroy the carrier tracking process, and therefore an adaptive Kalman filter algorithm tuning process noise covariance matrix based on state correction sequence was incorporated to compensate for the divergence. The federated ultra-tight COMPASS/INS integration was implemented with a hardware COMPASS intermediate frequency (IF), and INS's accelerometers and gyroscopes signal sampling system. Field and simulation test results showed almost similar tracking and navigation performances for both the traditional prefilter model and the proposed system; however, the latter largely decreased the computational load.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack
1997-01-01
Traditionally satellite attitude and trajectory have been estimated with completely separate systems, using different measurement data. The estimation of both trajectory and attitude for low earth orbit satellites has been successfully demonstrated in ground software using magnetometer and gyroscope data. Since the earth's magnetic field is a function of time and position, and since time is known quite precisely, the differences between the computed and measured magnetic field components, as measured by the magnetometers throughout the entire spacecraft orbit, are a function of both the spacecraft trajectory and attitude errors. Therefore, these errors can be used to estimate both trajectory and attitude. This work further tests the single augmented Extended Kalman Filter (EKF) which simultaneously and autonomously estimates spacecraft trajectory and attitude with data from the Rossi X-Ray Timing Explorer (RXTE) magnetometer and gyro-measured body rates. In addition, gyro biases are added to the state and the filter's ability to estimate them is presented.
NASA Astrophysics Data System (ADS)
Lv, Chen; Zhang, Junzhi; Li, Yutong
2014-11-01
Because of the damping and elastic properties of an electrified powertrain, the regenerative brake of an electric vehicle (EV) is very different from a conventional friction brake with respect to the system dynamics. The flexibility of an electric drivetrain would have a negative effect on the blended brake control performance. In this study, models of the powertrain system of an electric car equipped with an axle motor are developed. Based on these models, the transfer characteristics of the motor torque in the driveline and its effect on blended braking control performance are analysed. To further enhance a vehicle's brake performance and energy efficiency, blended braking control algorithms with compensation for the powertrain flexibility are proposed using an extended Kalman filter. These algorithms are simulated under normal deceleration braking. The results show that the brake performance and blended braking control accuracy of the vehicle are significantly enhanced by the newly proposed algorithms.
Stetzel, KD; Aldrich, LL; Trimboli, MS; Plett, GL
2015-03-15
This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables. (C) 2014 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Le Duff, Alain; Plantier, Guy; Valière, Jean C.; Gazengel, Bruno
2016-03-01
A signal processing technique, based on the use of an Extended Kalman Filter, has been developed to measure sound fields by means of Laser Doppler Velocimetry in weak flow. This method allows for the parametric estimation of both the acoustic particle and flow velocity for a forced sine-wave excitation where the acoustic frequency is known. The measurements are performed from the in-phase and the quadrature components of the Doppler downshifted signal thanks to an analog quadrature demodulation technique. Then, the estimated performance is illustrated by means of Monte-Carlo simulations obtained from synthesized signals and compared with asymptotic and analytical forms for the Cramer-Rao Bounds. Results allow the validity domain of the method to be defined and show the availability for free-field measurements in a large range. Finally, an application based on real data obtained in free field is presented.
An extended framework for adaptive playback-based video summarization
NASA Astrophysics Data System (ADS)
Peker, Kadir A.; Divakaran, Ajay
2003-11-01
In our previous work, we described an adaptive fast playback framework for video summarization where we changed the playback rate using the motion activity feature so as to maintain a constant "pace." This method provides an effective way of skimming through video, especially when the motion is not too complex and the background is mostly still, such as in surveillance video. In this paper, we present an extended summarization framework that, in addition to motion activity, uses semantic cues such as face or skin color appearance, speech and music detection, or other domain dependent semantically significant events to control the playback rate. The semantic features we use are computationally inexpensive and can be computed in compressed domain, yet are robust, reliable, and have a wide range of applicability across different content types. The presented framework also allows for adaptive summaries based on preference, for example, to include more dramatic vs. action elements, or vice versa. The user can switch at any time between the skimming and the normal playback modes. The continuity of the video is preserved, and complete omission of segments that may be important to the user is avoided by using adaptive fast playback instead of skipping over long segments. The rule-set and the input parameters can be further modified to fit a certain domain or application. Our framework can be used by itself, or as a subsequent presentation stage for a summary produced by any other summarization technique that relies on generating a sub-set of the content.
Kao, Jim . E-mail: kao@lanl.gov; Flicker, Dawn; Ide, Kayo; Ghil, Michael
2006-05-20
This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from a single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.
NASA Astrophysics Data System (ADS)
Xu, Zheyao; Qi, Naiming; Chen, Yukun
2015-12-01
Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.
Cynophobic Fear Adaptively Extends Peri-Personal Space
Taffou, Marine; Viaud-Delmon, Isabelle
2014-01-01
Peri-personal space (PPS) is defined as the space immediately surrounding our bodies, which is critical in the adaptation of our social behavior. As a space of interaction with the external world, PPS is involved in the control of motor action as well as in the protection of the body. The boundaries of this PPS are known to be flexible but so far, little is known about how PPS boundaries are influenced by unreasonable fear. We hypothesized that unreasonable fear extends the neural representation of the multisensory space immediately surrounding the body in the presence of a feared object, with the aim of expanding the space of protection around the body. To test this hypothesis, we explored the impact of unreasonable fear on the size of PPS in two groups of non-clinical participants: dog-fearful and non-fearful participants. The sensitivity to cynophobia was assessed with a questionnaire. We measured participants’ PPS extent in the presence of threatening (dog growling) and non-threatening (sheep bleating) auditory stimuli. The sound stimuli were processed through binaural rendering so that the virtual sound sources were looming toward participants from their rear hemi-field. We found that, when in the presence of the auditory dog stimulus, the PPS of dog-fearful participants is larger than that of non-fearful participants. Our results demonstrate that PPS size is adaptively modulated by cynophobia and suggest that anxiety tailors PPS boundaries when exposed to fear-relevant features. Anxiety, with the exception of social phobia, has rarely been studied as a disorder of social interaction. These findings could help develop new treatment strategies for anxious disorders by involving the link between space and interpersonal interaction in the approach of the disorder. PMID:25232342
Sorin Solo stentless valve: extended adaptability for sinotubular junction mismatch.
Weltert, Luca; De Paulis, Ruggero; Maselli, Daniele; Scaffa, Raffaele
2008-08-01
Stentless valve continence is affected by the implantation technique, annular symmetry and dilatation of the sinotubular junction. We tested in vitro how the Sorin Solo stentless pericardial valve adapts to a slightly dilated sinotubular junction. Stentless Sorin Solo aortic valves (25 mm) were sutured into a 32-mm Valsalva graft suspending the commissures into the expandable region of the graft. The neo-aortic root was pressurized and sinotubular junction size progressively decreased by wrapping the neocommissural ridge with Dacron rings. Direct endoscopic view and ultrasound imaging were used to observe geometry and morphology of leaflets, regurgitation, height and level of leaflets coaptation. Fresh porcine valves of the same annular size were used as controls. Solo valves had mild regurgitation at baseline, became continent at 32 mm sinotubular junction size and remained continent at any size of reduction, with optimal coaptation height and level. Porcine valves had severe regurgitation at baseline, became continent at 30 mm and showed mild insufficiency and reduction of the coaptation level at a sinotubular junction of 28 mm. The Solo valve prevents residual valve regurgitation for a wider range of sinotubular junction mismatch when compared with natural porcine valves. This extended tolerance to sinotubular junction mismatch suggests a safe use of stentless valves even in suboptimal geometry roots.
Han, Houzeng; Xu, Tianhe; Wang, Jian
2016-01-01
Precise Point Positioning (PPP) makes use of the undifferenced pseudorange and carrier phase measurements with ionospheric-free (IF) combinations to achieve centimeter-level positioning accuracy. Conventionally, the IF ambiguities are estimated as float values. To improve the PPP positioning accuracy and shorten the convergence time, the integer phase clock model with between-satellites single-difference (BSSD) operation is used to recover the integer property. However, the continuity and availability of stand-alone PPP is largely restricted by the observation environment. The positioning performance will be significantly degraded when GPS operates under challenging environments, if less than five satellites are present. A commonly used approach is integrating a low cost inertial sensor to improve the positioning performance and robustness. In this study, a tightly coupled (TC) algorithm is implemented by integrating PPP with inertial navigation system (INS) using an Extended Kalman filter (EKF). The navigation states, inertial sensor errors and GPS error states are estimated together. The troposphere constrained approach, which utilizes external tropospheric delay as virtual observation, is applied to further improve the ambiguity-fixed height positioning accuracy, and an improved adaptive filtering strategy is implemented to improve the covariance modelling considering the realistic noise effect. A field vehicular test with a geodetic GPS receiver and a low cost inertial sensor was conducted to validate the improvement on positioning performance with the proposed approach. The results show that the positioning accuracy has been improved with inertial aiding. Centimeter-level positioning accuracy is achievable during the test, and the PPP/INS TC integration achieves a fast re-convergence after signal outages. For troposphere constrained solutions, a significant improvement for the height component has been obtained. The overall positioning accuracies of the height
Han, Houzeng; Xu, Tianhe; Wang, Jian
2016-01-01
Precise Point Positioning (PPP) makes use of the undifferenced pseudorange and carrier phase measurements with ionospheric-free (IF) combinations to achieve centimeter-level positioning accuracy. Conventionally, the IF ambiguities are estimated as float values. To improve the PPP positioning accuracy and shorten the convergence time, the integer phase clock model with between-satellites single-difference (BSSD) operation is used to recover the integer property. However, the continuity and availability of stand-alone PPP is largely restricted by the observation environment. The positioning performance will be significantly degraded when GPS operates under challenging environments, if less than five satellites are present. A commonly used approach is integrating a low cost inertial sensor to improve the positioning performance and robustness. In this study, a tightly coupled (TC) algorithm is implemented by integrating PPP with inertial navigation system (INS) using an Extended Kalman filter (EKF). The navigation states, inertial sensor errors and GPS error states are estimated together. The troposphere constrained approach, which utilizes external tropospheric delay as virtual observation, is applied to further improve the ambiguity-fixed height positioning accuracy, and an improved adaptive filtering strategy is implemented to improve the covariance modelling considering the realistic noise effect. A field vehicular test with a geodetic GPS receiver and a low cost inertial sensor was conducted to validate the improvement on positioning performance with the proposed approach. The results show that the positioning accuracy has been improved with inertial aiding. Centimeter-level positioning accuracy is achievable during the test, and the PPP/INS TC integration achieves a fast re-convergence after signal outages. For troposphere constrained solutions, a significant improvement for the height component has been obtained. The overall positioning accuracies of the height
Han, Houzeng; Xu, Tianhe; Wang, Jian
2016-07-08
Precise Point Positioning (PPP) makes use of the undifferenced pseudorange and carrier phase measurements with ionospheric-free (IF) combinations to achieve centimeter-level positioning accuracy. Conventionally, the IF ambiguities are estimated as float values. To improve the PPP positioning accuracy and shorten the convergence time, the integer phase clock model with between-satellites single-difference (BSSD) operation is used to recover the integer property. However, the continuity and availability of stand-alone PPP is largely restricted by the observation environment. The positioning performance will be significantly degraded when GPS operates under challenging environments, if less than five satellites are present. A commonly used approach is integrating a low cost inertial sensor to improve the positioning performance and robustness. In this study, a tightly coupled (TC) algorithm is implemented by integrating PPP with inertial navigation system (INS) using an Extended Kalman filter (EKF). The navigation states, inertial sensor errors and GPS error states are estimated together. The troposphere constrained approach, which utilizes external tropospheric delay as virtual observation, is applied to further improve the ambiguity-fixed height positioning accuracy, and an improved adaptive filtering strategy is implemented to improve the covariance modelling considering the realistic noise effect. A field vehicular test with a geodetic GPS receiver and a low cost inertial sensor was conducted to validate the improvement on positioning performance with the proposed approach. The results show that the positioning accuracy has been improved with inertial aiding. Centimeter-level positioning accuracy is achievable during the test, and the PPP/INS TC integration achieves a fast re-convergence after signal outages. For troposphere constrained solutions, a significant improvement for the height component has been obtained. The overall positioning accuracies of the height
NASA Technical Reports Server (NTRS)
Gourdeau, L.; Verron, J.; Murtugudde, R.; Busalacchi, A. J.
1997-01-01
A new implementation of the extended Kaman filter is developed for the purpose of assimilating altimetric observations into a primitive equation model of the tropical Pacific. Its specificity consists in defining the errors into a reduced basis that evolves in time with the model dynamic. Validation by twin experiments is conducted and the method is shown to be efficient in quasi real conditions. Data from the first 2 years of the Topex/Poseidon mission are assimilated into the Gent & Cane [1989] model. Assimilation results are evaluated against independent in situ data, namely TAO mooring observations.
NASA Astrophysics Data System (ADS)
Gurung, H.; Banerjee, A.
2016-02-01
This report presents the development of an extended Kalman filter (EKF) to harness the self-sensing capability of a shape memory alloy (SMA) wire, actuating a linear spring. The stress and temperature of the SMA wire, constituting the state of the system, are estimated using the EKF, from the measured change in electrical resistance (ER) of the SMA. The estimated stress is used to compute the change in length of the spring, eliminating the need for a displacement sensor. The system model used in the EKF comprises the heat balance equation and the constitutive relation of the SMA wire coupled with the force-displacement behavior of a spring. Both explicit and implicit approaches are adopted to evaluate the system model at each time-update step of the EKF. Next, in the measurement-update step, estimated states are updated based on the measured electrical resistance. It has been observed that for the same time step, the implicit approach consumes less computational time than the explicit method. To verify the implementation, EKF estimated states of the system are compared with those of an established model for different inputs to the SMA wire. An experimental setup is developed to measure the actual spring displacement and ER of the SMA, for any time-varying voltage applied to it. The process noise covariance is decided using a heuristic approach, whereas the measurement noise covariance is obtained experimentally. Finally, the EKF is used to estimate the spring displacement for a given input and the corresponding experimentally obtained ER of the SMA. The qualitative agreement between the EKF estimated displacement with that obtained experimentally reveals the true potential of this approach to harness the self-sensing capability of the SMA.
The History Of The Kalman Filter
NASA Technical Reports Server (NTRS)
Mcgee, Leonard A.; Schmidt, Stanley F.
1991-01-01
Paper presents historical view of adaptation of Kalman filtering techniques to aerospace applications and eventually to fields as diverse as exploration for oil and control of powerplants. Describes scientific breakthroughs and reformulations that transformed Kalman filtering techniques into fundamental tool for analyzing and solving broad class of estimation problems.
Bukhari, W; Hong, S-M
2016-03-01
The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient's breathing cycle. The algorithm, named EKF-GPRN(+) , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN(+) prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN(+) implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN(+) . The experimental results show that the EKF-GPRN(+) algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN(+) algorithm can further reduce the prediction error by employing the gating
Seed vigour and crop establishment: extending performance beyond adaptation.
Finch-Savage, W E; Bassel, G W
2016-02-01
Seeds are central to crop production, human nutrition, and food security. A key component of the performance of crop seeds is the complex trait of seed vigour. Crop yield and resource use efficiency depend on successful plant establishment in the field, and it is the vigour of seeds that defines their ability to germinate and establish seedlings rapidly, uniformly, and robustly across diverse environmental conditions. Improving vigour to enhance the critical and yield-defining stage of crop establishment remains a primary objective of the agricultural industry and the seed/breeding companies that support it. Our knowledge of the regulation of seed germination has developed greatly in recent times, yet understanding of the basis of variation in vigour and therefore seed performance during the establishment of crops remains limited. Here we consider seed vigour at an ecophysiological, molecular, and biomechanical level. We discuss how some seed characteristics that serve as adaptive responses to the natural environment are not suitable for agriculture. Past domestication has provided incremental improvements, but further actively directed change is required to produce seeds with the characteristics required both now and in the future. We discuss ways in which basic plant science could be applied to enhance seed performance in crop production. PMID:26585226
Attitude Error Representations for Kalman Filtering
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Bauer, Frank H. (Technical Monitor)
2002-01-01
The quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation. The quaternion must obey a unit norm constraint, though, which has led to the development of an extended Kalman filter using a quaternion for the global attitude estimate and a three-component representation for attitude errors. We consider various attitude error representations for this Multiplicative Extended Kalman Filter and its second-order extension.
Attitude Representations for Kalman Filtering
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Bauer, Frank H. (Technical Monitor)
2001-01-01
The four-component quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation, it represents the attitude matrix as a homogeneous quadratic function, and its dynamic propagation equation is bilinear in the quaternion and the angular velocity. The quaternion is required to obey a unit norm constraint, though, so Kalman filters often employ a quaternion for the global attitude estimate and a three-component representation for small errors about the estimate. We consider these mixed attitude representations for both a first-order Extended Kalman filter and a second-order filter, as well for quaternion-norm-preserving attitude propagation.
NASA Astrophysics Data System (ADS)
Seitz, F.; Kirschner, S.; Neubersch, D.
2012-09-01
The geophysical interpretation of observed time series of Earth rotation parameters (ERP) is commonly based on numerical models that describe and balance variations of angular momentum in various subsystems of the Earth. Naturally, models are dependent on geometrical, rheological and physical parameters. Many of these are weakly determined from other models or observations. In our study we present an adaptive Kalman filter approach for the improvement of parameters of the dynamic Earth system model DyMEG which acts as a simulator of ERP. In particular we focus on the improvement of the pole tide Love number k2. In the frame of a sensitivity analysis k2 has been identified as one of the most crucial parameters of DyMEG since it directly influences the modeled Chandler oscillation. At the same time k2 is one of the most uncertain parameters in the model. Our simulations with DyMEG cover a period of 60 years after which a steady state of k2 is reached. The estimate for k2, accounting for the anelastic response of the Earth's mantle and the ocean, is 0.3531 + 0.0030i. We demonstrate that the application of the improved parameter k2 in DyMEG leads to significantly better results for polar motion than the original value taken from the Conventions of the International Earth Rotation and Reference Systems Service (IERS).
NASA Astrophysics Data System (ADS)
Seitz, F.; Kirschner, S.; Neubersch, D.
2012-12-01
Earth rotation has been monitored using space geodetic techniques since many decades. The geophysical interpretation of observed time series of Earth rotation parameters (ERP) polar motion and length-of-day is commonly based on numerical models that describe and balance variations of angular momentum in various subsystems of the Earth. Naturally, models are dependent on geometrical, rheological and physical parameters. Many of these are weakly determined from other models or observations. In our study we present an adaptive Kalman filter approach for the improvement of parameters of the dynamic Earth system model DyMEG which acts as a simulator of ERP. In particular we focus on the improvement of the pole tide Love number k2. In the frame of a sensitivity analysis k2 has been identified as one of the most crucial parameters of DyMEG since it directly influences the modeled Chandler oscillation. At the same time k2 is one of the most uncertain parameters in the model. Our simulations with DyMEG cover a period of 60 years after which a steady state of k2 is reached. The estimate for k2, accounting for the anelastic response of the Earth's mantle and the ocean, is 0.3531 + 0.0030i. We demonstrate that the application of the improved parameter k2 in DyMEG leads to significantly better results for polar motion than the original value taken from the Conventions of the International Earth Rotation and Reference Systems Service (IERS).
Elsayed, Alaaeldin M.; Hunter, Lisa L.; Keefe, Douglas H.; Feeney, M. Patrick; Brown, David K.; Meinzen-Derr, Jareen K.; Baroch, Kelly; Sullivan-Mahoney, Maureen; Francis, Kara; Schaid, Leigh G.
2015-01-01
Objective To study normative thresholds and latencies for click and tone-burst auditory brainstem response (TB-ABR) for air and bone conduction in normal infants and those discharged from neonatal intensive care units (NICU), who passed newborn hearing screening and follow-up DPOAE. An evoked potential system (Vivosonic Integrity™) that incorporates Bluetooth electrical isolation and Kalman-weighted adaptive processing to improve signal to noise ratios was employed for this study. Results were compared with other published data. Research Design One hundred forty-five infants who passed two-stage hearing screening with transient-evoked otoacoustic emission (OAE) or automated ABR were assessed with clicks at 70 dB nHL and threshold TB-ABR. Tone-bursts at frequencies between 500 to 4000 Hz were employed for air and bone conduction ABR testing using a specified staircase threshold search to establish threshold levels and Wave V peak latencies. Results Median air conduction hearing thresholds using TB-ABR ranged from 0-20 dB nHL, depending on stimulus frequency. Median bone conduction thresholds were 10 dB nHL across all frequencies, and median air-bone gaps were 0 dB across all frequencies. There was no significant threshold difference between left and right ears and no significant relationship between thresholds and hearing loss risk factors, ethnicity or gender. Older age was related to decreased latency for air conduction. Compared to previous studies, mean air conduction thresholds were found at slightly lower (better) levels, while bone conduction levels were better at 2000 Hz and higher at 500 Hz. Latency values were longer at 500 Hz than previous studies using other instrumentation. Sleep state did not affect air or bone conduction thresholds. Conclusions This study demonstrated slightly better Wave V thresholds for air conduction than previous infant studies. The differences found in the current study, while statistically significant, were within the test
Flexible Generation of Kalman Filter Code
NASA Technical Reports Server (NTRS)
Richardson, Julian; Wilson, Edward
2006-01-01
Domain-specific program synthesis can automatically generate high quality code in complex domains from succinct specifications, but the range of programs which can be generated by a given synthesis system is typically narrow. Obtaining code which falls outside this narrow scope necessitates either 1) extension of the code generator, which is usually very expensive, or 2) manual modification of the generated code, which is often difficult and which must be redone whenever changes are made to the program specification. In this paper, we describe adaptations and extensions of the AUTOFILTER Kalman filter synthesis system which greatly extend the range of programs which can be generated. Users augment the input specification with a specification of code fragments and how those fragments should interleave with or replace parts of the synthesized filter. This allows users to generate a much wider range of programs without their needing to modify the synthesis system or edit generated code. We demonstrate the usefulness of the approach by applying it to the synthesis of a complex state estimator which combines code from several Kalman filters with user-specified code. The work described in this paper allows the complex design decisions necessary for real-world applications to be reflected in the synthesized code. When executed on simulated input data, the generated state estimator was found to produce comparable estimates to those produced by a handcoded estimator
Atypicalities in perceptual adaptation in autism do not extend to perceptual causality.
Karaminis, Themelis; Turi, Marco; Neil, Louise; Badcock, Nicholas A; Burr, David; Pellicano, Elizabeth
2015-01-01
A recent study showed that adaptation to causal events (collisions) in adults caused subsequent events to be less likely perceived as causal. In this study, we examined if a similar negative adaptation effect for perceptual causality occurs in children, both typically developing and with autism. Previous studies have reported diminished adaptation for face identity, facial configuration and gaze direction in children with autism. To test whether diminished adaptive coding extends beyond high-level social stimuli (such as faces) and could be a general property of autistic perception, we developed a child-friendly paradigm for adaptation of perceptual causality. We compared the performance of 22 children with autism with 22 typically developing children, individually matched on age and ability (IQ scores). We found significant and equally robust adaptation aftereffects for perceptual causality in both groups. There were also no differences between the two groups in their attention, as revealed by reaction times and accuracy in a change-detection task. These findings suggest that adaptation to perceptual causality in autism is largely similar to typical development and, further, that diminished adaptive coding might not be a general characteristic of autism at low levels of the perceptual hierarchy, constraining existing theories of adaptation in autism.
Unscented Kalman filtering for wave energy converters system identification
NASA Astrophysics Data System (ADS)
Bakar, Mohd Aftar Abu; Green, David A.; Metcalfe, Andrew V.; Ariff, Noratiqah Mohd
2014-06-01
A model for a oscillating flap wave energy converter (WEC) is as a single degree of freedom system with a non-linear term to allow for the drag of the device through the water, known as the Morison term. The focus of this system identification is on estimating the dynamic state of the system and estimating the non-linear parameter from observations of the wave elevation and the vertical displacement of the device. It is assumed that the mass, stiffness and damping of the system, without the Morison term, are known from the physical characteristics of the device. The Kalman Filter (KF) can be used to estimate the states of a linear system, however, it is not directly applicable to a non-linear system. Various adaptations have been proposed for non-linear systems. One of the first was the extended Kalman Filter (EKF) which relied on a linearization about the current state values. However, an alternative approach, known as the unscented Kalman Filter (UKF) has been found to give a better performance and is easier to implement. We apply the UKF to estimate the dynamic states of the system together with the non-linear parameter. The fitted model can be used to predict the performance of the device in different wave environments.
The life of a dead ant: the expression of an adaptive extended phenotype.
Andersen, Sandra B; Gerritsma, Sylvia; Yusah, Kalsum M; Mayntz, David; Hywel-Jones, Nigel L; Billen, Johan; Boomsma, Jacobus J; Hughes, David P
2009-09-01
Specialized parasites are expected to express complex adaptations to their hosts. Manipulation of host behavior is such an adaptation. We studied the fungus Ophiocordyceps unilateralis, a locally specialized parasite of arboreal Camponotus leonardi ants. Ant-infecting Ophiocordyceps are known to make hosts bite onto vegetation before killing them. We show that this represents a fine-tuned fungal adaptation: an extended phenotype. Dead ants were found under leaves, attached by their mandibles, on the northern side of saplings approximately 25 cm above the soil, where temperature and humidity conditions were optimal for fungal growth. Experimental relocation confirmed that parasite fitness was lower outside this manipulative zone. Host resources were rapidly colonized and further secured by extensive internal structuring. Nutritional composition analysis indicated that such structuring allows the parasite to produce a large fruiting body for spore production. Our findings suggest that the osmotrophic lifestyle of fungi may have facilitated novel exploitation strategies. PMID:19627240
Effects of extended lay-off periods on performance and operator trust under adaptable automation.
Chavaillaz, Alain; Wastell, David; Sauer, Jürgen
2016-03-01
Little is known about the long-term effects of system reliability when operators do not use a system during an extended lay-off period. To examine threats to skill maintenance, 28 participants operated twice a simulation of a complex process control system for 2.5 h, with an 8-month retention interval between sessions. Operators were provided with an adaptable support system, which operated at one of the following reliability levels: 60%, 80% or 100%. Results showed that performance, workload, and trust remained stable at the second testing session, but operators lost self-confidence in their system management abilities. Finally, the effects of system reliability observed at the first testing session were largely found again at the second session. The findings overall suggest that adaptable automation may be a promising means to support operators in maintaining their performance at the second testing session.
Toward a systems-oriented approach to the role of the extended amygdala in adaptive responding.
Waraczynski, Meg
2016-09-01
Research into the structure and function of the basal forebrain macrostructure called the extended amygdala (EA) has recently seen considerable growth. This paper reviews that work, with the objectives of identifying underlying themes and developing a common goal towards which investigators of EA function might work. The paper begins with a brief review of the structure and the ontological and phylogenetic origins of the EA. It continues with a review of research into the role of the EA in both aversive and appetitive states, noting that these two seemingly disparate avenues of research converge on the concept of reinforcement - either negative or positive - of adaptive responding. These reviews lead to a proposal as to where the EA may fit in the organization of the basal forebrain, and an invitation to investigators to place their findings in a unifying conceptual framework of the EA as a collection of neural ensembles that mediate adaptive responding. PMID:27216212
Effects of extended lay-off periods on performance and operator trust under adaptable automation.
Chavaillaz, Alain; Wastell, David; Sauer, Jürgen
2016-03-01
Little is known about the long-term effects of system reliability when operators do not use a system during an extended lay-off period. To examine threats to skill maintenance, 28 participants operated twice a simulation of a complex process control system for 2.5 h, with an 8-month retention interval between sessions. Operators were provided with an adaptable support system, which operated at one of the following reliability levels: 60%, 80% or 100%. Results showed that performance, workload, and trust remained stable at the second testing session, but operators lost self-confidence in their system management abilities. Finally, the effects of system reliability observed at the first testing session were largely found again at the second session. The findings overall suggest that adaptable automation may be a promising means to support operators in maintaining their performance at the second testing session. PMID:26603139
Extended depth of focus adaptive optics spectral domain optical coherence tomography
Sasaki, Kazuhiro; Kurokawa, Kazuhiro; Makita, Shuichi; Yasuno, Yoshiaki
2012-01-01
We present an adaptive optics spectral domain optical coherence tomography (AO-SDOCT) with a long focal range by active phase modulation of the pupil. A long focal range is achieved by introducing AO-controlled third-order spherical aberration (SA). The property of SA and its effects on focal range are investigated in detail using the Huygens-Fresnel principle, beam profile measurement and OCT imaging of a phantom. The results indicate that the focal range is extended by applying SA, and the direction of extension can be controlled by the sign of applied SA. Finally, we demonstrated in vivo human retinal imaging by altering the applied SA. PMID:23082278
Extended family childcare arrangements in a context of AIDS: collapse or adaptation?
Mathambo, Vuyiswa; Gibbs, Andy
2009-01-01
Families are subjected to a number of social, economic, political and demographic challenges. In recent years, the AIDS epidemic has constituted a major challenge for already poor families due to its wide reaching social, economic and health consequences. The devastating consequence of HIV and AIDS is being seen through the prolonged illness and death of family members of prime working age which impacts on family livelihoods and the ability to provide for and protect its members. This paper forms part of a review - commissioned by the Joint Learning Initiative on Children and HIV/AIDS - of qualitative studies of how families in southern Africa have changed, and are changing, as a result of the impact of HIV and AIDS. This paper presents results of how extended family childcare arrangements are changing as a result of the AIDS epidemic. In a southern African context, family denotes a wider array of relations than biological parents and their children - with children growing up amongst a multitude of relations sharing responsibility for their care and upbringing (Chirwa, 2002; Verhoef, 2005). Recently, there has been growing interest in the capacity of the extended family to care for the increasing number of children whose parents have died. However, literature on the role of the extended family in caring for orphaned children remains contradictory. One approach - the social rupture thesis (Chirwa, 2002) - suggests that the extended family network is collapsing under the strain of AIDS. On the other hand, families are portrayed as resilient and dynamic entities which are adapting their systems of childcare in response to the epidemic (Kuo,2007). In line with Abebe and Aase (2007) and Adams, Cekan, and Sauerborn (1998), this paper proposes a continuum of survival rather than a polarisation of extended family childcare arrangements.
Extended family childcare arrangements in a context of AIDS: collapse or adaptation?
Mathambo, Vuyiswa; Gibbs, Andy
2009-01-01
Families are subjected to a number of social, economic, political and demographic challenges. In recent years, the AIDS epidemic has constituted a major challenge for already poor families due to its wide reaching social, economic and health consequences. The devastating consequence of HIV and AIDS is being seen through the prolonged illness and death of family members of prime working age which impacts on family livelihoods and the ability to provide for and protect its members. This paper forms part of a review - commissioned by the Joint Learning Initiative on Children and HIV/AIDS - of qualitative studies of how families in southern Africa have changed, and are changing, as a result of the impact of HIV and AIDS. This paper presents results of how extended family childcare arrangements are changing as a result of the AIDS epidemic. In a southern African context, family denotes a wider array of relations than biological parents and their children - with children growing up amongst a multitude of relations sharing responsibility for their care and upbringing (Chirwa, 2002; Verhoef, 2005). Recently, there has been growing interest in the capacity of the extended family to care for the increasing number of children whose parents have died. However, literature on the role of the extended family in caring for orphaned children remains contradictory. One approach - the social rupture thesis (Chirwa, 2002) - suggests that the extended family network is collapsing under the strain of AIDS. On the other hand, families are portrayed as resilient and dynamic entities which are adapting their systems of childcare in response to the epidemic (Kuo,2007). In line with Abebe and Aase (2007) and Adams, Cekan, and Sauerborn (1998), this paper proposes a continuum of survival rather than a polarisation of extended family childcare arrangements. PMID:22380975
Adaptive subspace detection of extended target in white Gaussian noise using sinc basis
NASA Astrophysics Data System (ADS)
Zhang, Xiao-Wei; Li, Ming; Qu, Jian-She; Yang, Hui
2016-01-01
For the high resolution radar (HRR), the problem of detecting the extended target is considered in this paper. Based on a single observation, a new two-step detection based on sparse representation (TSDSR) method is proposed to detect the extended target in the presence of Gaussian noise with unknown covariance. In the new method, the Sinc dictionary is introduced to sparsely represent the high resolution range profile (HRRP). Meanwhile, adaptive subspace pursuit (ASP) is presented to recover the HRRP embedded in the Gaussian noise and estimate the noise covariance matrix. Based on the Sinc dictionary and the estimated noise covariance matrix, one step subspace detector (OSSD) for the first-order Gaussian (FOG) model without secondary data is adopted to realise the extended target detection. Finally, the proposed TSDSR method is applied to raw HRR data. Experimental results demonstrate that HRRPs of different targets can be sparsely represented very well with the Sinc dictionary. Moreover, the new method can estimate the noise power with tiny errors and have a good detection performance.
Kawano, Yoshihiro; Higgins, Christopher; Yamamoto, Yasuhito; Nyhus, Julie; Bernard, Amy; Dong, Hong-Wei; Karten, Harvey J; Schilling, Tobias
2013-01-01
We present a new method for whole slide darkfield imaging. Whole Slide Imaging (WSI), also sometimes called virtual slide or virtual microscopy technology, produces images that simultaneously provide high resolution and a wide field of observation that can encompass the entire section, extending far beyond any single field of view. For example, a brain slice can be imaged so that both overall morphology and individual neuronal detail can be seen. We extended the capabilities of traditional whole slide systems and developed a prototype system for darkfield internal reflection illumination (DIRI). Our darkfield system uses an ultra-thin light-emitting diode (LED) light source to illuminate slide specimens from the edge of the slide. We used a new type of side illumination, a variation on the internal reflection method, to illuminate the specimen and create a darkfield image. This system has four main advantages over traditional darkfield: (1) no oil condenser is required for high resolution imaging (2) there is less scatter from dust and dirt on the slide specimen (3) there is less halo, providing a more natural darkfield contrast image, and (4) the motorized system produces darkfield, brightfield and fluorescence images. The WSI method sometimes allows us to image using fewer stains. For instance, diaminobenzidine (DAB) and fluorescent staining are helpful tools for observing protein localization and volume in tissues. However, these methods usually require counter-staining in order to visualize tissue structure, limiting the accuracy of localization of labeled cells within the complex multiple regions of typical neurohistological preparations. Darkfield imaging works on the basis of light scattering from refractive index mismatches in the sample. It is a label-free method of producing contrast in a sample. We propose that adapting darkfield imaging to WSI is very useful, particularly when researchers require additional structural information without the use of
Optical Kalman filtering for missile guidance
NASA Technical Reports Server (NTRS)
Casasent, D.; Neuman, C. P.; Lycas, J.
1984-01-01
Optical systolic array processors constitute a powerful and general-purpose set of optical architectures with high computational rates. In this paper, Kalman filtering, a novel application for these architectures, is investigated. All required operations are detailed; their realization by optical and special-purpose analog electronics are specified; and the processing time of the system is quantified. The specific Kalman filter application chosen is for an air-to-air missile guidance controller. The architecture realized in this paper meets the design goal of a fully adaptive Kalman filter which processes a measurement every 1 msec. The vital issue of flow and pipelining of data and operations in a systolic array processor is addressed. The approach is sufficiently general and can be realized on an optical or digital systolic array processor.
A class of quaternion Kalman filters.
Jahanchahi, Cyrus; Mandic, Danilo P
2014-03-01
The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the tracking of 3-D and 4-D signals directly in the quaternion domain. To consider the second-order noncircularity of signals, we employ the recently developed augmented quaternion statistics to derive the widely linear QKF (WL-QKF) and widely linear QEKF (WL-QEKF). To reduce computational requirements of the widely linear algorithms, their efficient implementation are proposed and it is shown that the quaternion widely linear model can be simplified when processing 3-D data, further reducing the computational requirements. Simulations using both synthetic and real-world circular and noncircular signals illustrate the advantages offered by widely linear over strictly linear quaternion Kalman filters. PMID:24807449
A class of quaternion Kalman filters.
Jahanchahi, Cyrus; Mandic, Danilo P
2014-03-01
The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the tracking of 3-D and 4-D signals directly in the quaternion domain. To consider the second-order noncircularity of signals, we employ the recently developed augmented quaternion statistics to derive the widely linear QKF (WL-QKF) and widely linear QEKF (WL-QEKF). To reduce computational requirements of the widely linear algorithms, their efficient implementation are proposed and it is shown that the quaternion widely linear model can be simplified when processing 3-D data, further reducing the computational requirements. Simulations using both synthetic and real-world circular and noncircular signals illustrate the advantages offered by widely linear over strictly linear quaternion Kalman filters.
NASA Astrophysics Data System (ADS)
Singh, Ravinder; Price, Stanton R.; Anderson, Derek T.
2015-05-01
A big challenge with forward looking (FL), versus downward looking, sensors mounted on a ground vehicle for explosive hazard detection (EHD) is they "see everything", on and off road. Even if a technology such as road detection is used, we still have to find and subsequently discriminate targets versus clutter on the road and often road side. When designing an automatic detection system for FL-EHD, we typically make use of a prescreener to identify regions of interest (ROI) instead of searching for targets in an inefficient brute force fashion by extracting complicated features and running expensive classifiers at every possible translation, rotation and scale. In this article, we explore the role of genetic algorithms (GAs), specifically with respect to a new adaptive mutation operator, for learning the parameters of a FL-EHD prescreener in FL infrared (FLIR) imagery. The proposed extended adaptive mutation (eAM) algorithm is driven by fitness similarities in the chromosome population. Currently, our prescreener consists of many free parameters that are empirically chosen by a researcher. The parameters are learned herein using the proposed optimization technique and the performance of the system is measured using receiver operating characteristic (ROC) curves on data obtained from a U.S. Army test site that includes a variety of target types buried at varying depths and from different times of day. The proposed technique is also applied to numerous synthetic fitness landscapes to further assess the effectiveness of the eAM algorithm. Results show that the new adaptive mutation technique converges faster to a better solution than a GA with fixed mutation.
Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter
Zhou, Ning; Huang, Zhenyu; Welch, Greg; Zhang, J.
2012-05-24
To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.
A Two-Stage Kalman Filter Approach for Robust and Real-Time Power System State Estimation
Zhang, Jinghe; Welch, Greg; Bishop, Gary; Huang, Zhenyu
2014-04-01
As electricity demand continues to grow and renewable energy increases its penetration in the power grid, realtime state estimation becomes essential for system monitoring and control. Recent development in phasor technology makes it possible with high-speed time-synchronized data provided by Phasor Measurement Units (PMU). In this paper we present a two-stage Kalman filter approach to estimate the static state of voltage magnitudes and phase angles, as well as the dynamic state of generator rotor angles and speeds. Kalman filters achieve optimal performance only when the system noise characteristics have known statistical properties (zero-mean, Gaussian, and spectrally white). However in practice the process and measurement noise models are usually difficult to obtain. Thus we have developed the Adaptive Kalman Filter with Inflatable Noise Variances (AKF with InNoVa), an algorithm that can efficiently identify and reduce the impact of incorrect system modeling and/or erroneous measurements. In stage one, we estimate the static state from raw PMU measurements using the AKF with InNoVa; then in stage two, the estimated static state is fed into an extended Kalman filter to estimate the dynamic state. Simulations demonstrate its robustness to sudden changes of system dynamics and erroneous measurements.
Unscented Kalman filters for polarization state tracking and phase noise mitigation.
Jignesh, Jokhakar; Corcoran, Bill; Zhu, Chen; Lowery, Arthur
2016-09-19
Simultaneous polarization and phase noise tracking and compensation is proposed based on an unscented Kalman filter (UKF). We experimentally demonstrate the tracking under noise-loading and after 800-km single-mode fiber transmission with 20-Gbaud QPSK and 16-QAM signals. These experiments show that the proposed UKF outperforms both conventional blind tracing algorithms and a previously proposed extended Kalman filter, at the cost of higher complexity. Additionally, we propose and test modified Kalman filter algorithms to reduce computational complexity.
Initial flight results of the TRMM Kalman filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Morgenstern, Wendy M.
1998-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.
Initial Flight Results of the TRMM Kalman Filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Morgenstern, Wendy M.
1998-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.
From dinosaurs to modern bird diversity: extending the time scale of adaptive radiation.
Moen, Daniel; Morlon, Hélène
2014-05-01
What explains why some groups of organisms, like birds, are so species rich? And what explains their extraordinary ecological diversity, ranging from large, flightless birds to small migratory species that fly thousand of kilometers every year? These and similar questions have spurred great interest in adaptive radiation, the diversification of ecological traits in a rapidly speciating group of organisms. Although the initial formulation of modern concepts of adaptive radiation arose from consideration of the fossil record, rigorous attempts to identify adaptive radiation in the fossil record are still uncommon. Moreover, most studies of adaptive radiation concern groups that are less than 50 million years old. Thus, it is unclear how important adaptive radiation is over temporal scales that span much larger portions of the history of life. In this issue, Benson et al. test the idea of a "deep-time" adaptive radiation in dinosaurs, compiling and using one of the most comprehensive phylogenetic and body-size datasets for fossils. Using recent phylogenetic statistical methods, they find that in most clades of dinosaurs there is a strong signal of an "early burst" in body-size evolution, a predicted pattern of adaptive radiation in which rapid trait evolution happens early in a group's history and then slows down. They also find that body-size evolution did not slow down in the lineage leading to birds, hinting at why birds survived to the present day and diversified. This paper represents one of the most convincing attempts at understanding deep-time adaptive radiations.
NASA Astrophysics Data System (ADS)
Börger, Klaus; Schmidt, Michael; Dettmering, Denise; Limberger, Marco; Erdogan, Eren; Seitz, Florian; Brandert, Sylvia; Görres, Barbara; Kersten, Wilhelm; Bothmer, Volker; Hinrichs, Johannes; Venzmer, Malte; Mrotzek, Niclas
2016-04-01
Today, the observations of space geodetic techniques are usually available with a rather low latency which applies to space missions observing the solar terrestrial environment, too. Therefore, we can use all these measurements in near real-time to compute and to provide ionosphere information, e.g. the vertical total electron content (VTEC). GSSAC and BGIC support a project aiming at a service for providing ionosphere information. This project is called OPTIMAP, meaning "Operational Tool for Ionosphere Mapping and Prediction"; the scientific work is mainly done by the German Geodetic Research Institute of the Technical University Munich (DGFI-TUM) and the Institute for Astrophysics of the University of Goettingen (IAG). The OPTIMAP strategy for providing ionosphere target quantities of high quality, such as VTEC or the electron density, includes mathematical approaches and tools allowing for the model adaptation to the real observational scenario as a significant improvement w.r.t. the traditional well-established methods. For example, OPTIMAP combines different observation types such as GNSS (GPS, GLONASS), Satellite Altimetry (Jason-2), DORIS as well as radio-occultation measurements (FORMOSAT#3/COSMIC). All these observations run into a Kalman-filter to compute global ionosphere maps, i.e. VTEC, for the current instant of time and as a forecast for a couple of subsequent days. Mathematically, the global VTEC is set up as a series expansion in terms of two-dimensional basis functions defined as tensor products of trigonometric B-splines for longitude and polynomial B-splines for latitude. Compared to the classical spherical harmonics, B-splines have a localizing character and, therefore, can handle an inhomogeneous data distribution properly. Finally, B-splines enable a so-called multi-resolution-representation (MRR) enabling the combination of global and regional modelling approaches. In addition to the geodetic measurements, Sun observations are pre
A new class of nonlinear Rauch-Tung-Striebel cubature Kalman smoothers.
Jia, Bin; Xin, Ming
2015-03-01
In this paper, a new Rauch-Tung-Striebel type of nonlinear smoothing method is proposed based on a class of high-degree cubature integration rules. This new class of cubature Kalman smoothers generalizes the conventional third-degree cubature Kalman smoother using the combination of Genz׳s or Mysovskikh׳s high-degree spherical rule with the moment matching based arbitrary-degree radial rule, which considerably improves the estimation accuracy. A target tracking problem is utilized to demonstrate the performance of this new smoother and to compare it with other Gaussian approximation smoothers. It will be shown that this new cubature Kalman smoother enhances the filtering accuracy and outperforms the extended Kalman smoother, the unscented Kalman smoother, and the conventional third-degree cubature Kalman smoother. It also maintains close performance to the Gauss-Hermite quadrature smoother with much less computational cost.
Absar, Syeda Mariya; Preston, Benjamin L.
2015-05-25
The exploration of alternative socioeconomic futures is an important aspect of understanding the potential consequences of climate change. While socioeconomic scenarios are common and, at times essential, tools for the impact, adaptation and vulnerability and integrated assessment modeling research communities, their approaches to scenario development have historically been quite distinct. However, increasing convergence of impact, adaptation and vulnerability and integrated assessment modeling research in terms of scales of analysis suggests there may be value in the development of a common framework for socioeconomic scenarios. The Shared Socioeconomic Pathways represents an opportunity for the development of such a common framework. However, the scales at which these global storylines have been developed are largely incommensurate with the sub-national scales at which impact, adaptation and vulnerability, and increasingly integrated assessment modeling, studies are conducted. Our objective for this study was to develop sub-national and sectoral extensions of the global SSP storylines in order to identify future socioeconomic challenges for adaptation for the U.S. Southeast. A set of nested qualitative socioeconomic storyline elements, integrated storylines, and accompanying quantitative indicators were developed through an application of the Factor-Actor-Sector framework. Finally, in addition to revealing challenges and opportunities associated with the use of the SSPs as a basis for more refined scenario development, this study generated sub-national storyline elements and storylines that can subsequently be used to explore the implications of alternative subnational socioeconomic futures for the assessment of climate change impacts and adaptation.
Generating code adapted for interlinking legacy scalar code and extended vector code
Gschwind, Michael K
2013-06-04
Mechanisms for intermixing code are provided. Source code is received for compilation using an extended Application Binary Interface (ABI) that extends a legacy ABI and uses a different register configuration than the legacy ABI. First compiled code is generated based on the source code, the first compiled code comprising code for accommodating the difference in register configurations used by the extended ABI and the legacy ABI. The first compiled code and second compiled code are intermixed to generate intermixed code, the second compiled code being compiled code that uses the legacy ABI. The intermixed code comprises at least one call instruction that is one of a call from the first compiled code to the second compiled code or a call from the second compiled code to the first compiled code. The code for accommodating the difference in register configurations is associated with the at least one call instruction.
NASA Astrophysics Data System (ADS)
Boyle, R.; Popova, Y.; Varelas, J.; Mofrad, A.; Kondrachuk, A.
2008-06-01
In the present study we characterize the firing rate response of utricular afferents to servo-controlled translational accelerations and tilt profiles in the anesthetized adult oyster toadfish, Opsanus tau. The measurements have been done after 1-, 2-, 3-, 4-, 8- and 16-day exposure to 3G centrifugation, and following 1-8 days recovery to study re-adaptation to IG. Typically >60 afferents are well characterized in each animal. Since centrifugation includes a 228°/s constant velocity rotation, 45-60 horizontal canal afferents are also studied to yaw rotation in each fish. Results to date show a biphasic pattern: an initial sensitivity up-regulation (3- and 4-day) followed by a significant decrease after 16-day exposures. Return to control values following 16-day exposure is on the order of 4-8 days. The otolith sensitivity of fish to acceleration is clearly regulated by altered gravity exposure, and indicates that this paradigm might be used to study the neural and behavioral responses, including the response to countermeasure intervention, to altered gravity in a ground-based model.
Absar, Syeda Mariya; Preston, Benjamin L.
2015-05-25
The exploration of alternative socioeconomic futures is an important aspect of understanding the potential consequences of climate change. While socioeconomic scenarios are common and, at times essential, tools for the impact, adaptation and vulnerability and integrated assessment modeling research communities, their approaches to scenario development have historically been quite distinct. However, increasing convergence of impact, adaptation and vulnerability and integrated assessment modeling research in terms of scales of analysis suggests there may be value in the development of a common framework for socioeconomic scenarios. The Shared Socioeconomic Pathways represents an opportunity for the development of such a common framework. However,more » the scales at which these global storylines have been developed are largely incommensurate with the sub-national scales at which impact, adaptation and vulnerability, and increasingly integrated assessment modeling, studies are conducted. Our objective for this study was to develop sub-national and sectoral extensions of the global SSP storylines in order to identify future socioeconomic challenges for adaptation for the U.S. Southeast. A set of nested qualitative socioeconomic storyline elements, integrated storylines, and accompanying quantitative indicators were developed through an application of the Factor-Actor-Sector framework. Finally, in addition to revealing challenges and opportunities associated with the use of the SSPs as a basis for more refined scenario development, this study generated sub-national storyline elements and storylines that can subsequently be used to explore the implications of alternative subnational socioeconomic futures for the assessment of climate change impacts and adaptation.« less
Li, Borui; Mu, Chundi; Han, Shuli; Bai, Tianming
2014-01-01
Traditional object tracking technology usually regards the target as a point source object. However, this approximation is no longer appropriate for tracking extended objects such as large targets and closely spaced group objects. Bayesian extended object tracking (EOT) using a random symmetrical positive definite (SPD) matrix is a very effective method to jointly estimate the kinematic state and physical extension of the target. The key issue in the application of this random matrix-based EOT approach is to model the physical extension and measurement noise accurately. Model parameter adaptive approaches for both extension dynamic and measurement noise are proposed in this study based on the properties of the SPD matrix to improve the performance of extension estimation. An interacting multi-model algorithm based on model parameter adaptive filter using random matrix is also presented. Simulation results demonstrate the effectiveness of the proposed adaptive approaches and multi-model algorithm. The estimation performance of physical extension is better than the other algorithms, especially when the target maneuvers. The kinematic state estimation error is lower than the others as well. PMID:24763252
Li, Borui; Mu, Chundi; Han, Shuli; Bai, Tianming
2014-04-24
Traditional object tracking technology usually regards the target as a point source object. However, this approximation is no longer appropriate for tracking extended objects such as large targets and closely spaced group objects. Bayesian extended object tracking (EOT) using a random symmetrical positive definite (SPD) matrix is a very effective method to jointly estimate the kinematic state and physical extension of the target. The key issue in the application of this random matrix-based EOT approach is to model the physical extension and measurement noise accurately. Model parameter adaptive approaches for both extension dynamic and measurement noise are proposed in this study based on the properties of the SPD matrix to improve the performance of extension estimation. An interacting multi-model algorithm based on model parameter adaptive filter using random matrix is also presented. Simulation results demonstrate the effectiveness of the proposed adaptive approaches and multi-model algorithm. The estimation performance of physical extension is better than the other algorithms, especially when the target maneuvers. The kinematic state estimation error is lower than the others as well.
NASA Astrophysics Data System (ADS)
Luo, Shaohua; Sun, Quanping; Cheng, Wei
2016-04-01
This paper addresses chaos control of the micro-electro- mechanical resonator by using adaptive dynamic surface technology with extended state observer. To reveal the mechanism of the micro- electro-mechanical resonator, the phase diagrams and corresponding time histories are given to research the nonlinear dynamics and chaotic behavior, and Homoclinic and heteroclinic chaos which relate closely with the appearance of chaos are presented based on the potential function. To eliminate the effect of chaos, an adaptive dynamic surface control scheme with extended state observer is designed to convert random motion into regular motion without precise system model parameters and measured variables. Putting tracking differentiator into chaos controller solves the `explosion of complexity' of backstepping and poor precision of the first-order filters. Meanwhile, to obtain high performance, a neural network with adaptive law is employed to approximate unknown nonlinear function in the process of controller design. The boundedness of all the signals of the closed-loop system is proved in theoretical analysis. Finally, numerical simulations are executed and extensive results illustrate effectiveness and robustness of the proposed scheme.
Discovery of the Kalman filter as a practical tool for aerospace and industry
NASA Technical Reports Server (NTRS)
Mcgee, L. A.; Schmidt, S. F.
1985-01-01
The sequence of events which led the researchers at Ames Research Center to the early discovery of the Kalman filter shortly after its introduction into the literature is recounted. The scientific breakthroughs and reformulations that were necessary to transform Kalman's work into a useful tool for a specific aerospace application are described. The resulting extended Kalman filter, as it is now known, is often still referred to simply as the Kalman filter. As the filter's use gained in popularity in the scientific community, the problems of implementation on small spaceborne and airborne computers led to a square-root formulation of the filter to overcome numerical difficulties associated with computer word length. The work that led to this new formulation is also discussed, including the first airborne computer implementation and flight test. Since then the applications of the extended and square-root formulations of the Kalman filter have grown rapidly throughout the aerospace industry.
Multilevel ensemble Kalman filtering
Hoel, Hakon; Law, Kody J. H.; Tempone, Raul
2016-06-14
This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.
Robust Kriged Kalman Filtering
Baingana, Brian; Dall'Anese, Emiliano; Mateos, Gonzalo; Giannakis, Georgios B.
2015-11-11
Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.
Adaptive decision systems with extended learning for deployment in partially exposed environments
NASA Astrophysics Data System (ADS)
Dasarathy, Belur V.
1995-05-01
The design and development of decision systems capable of adaptively learning in the operational environment is presented. Innovative adaptive learning concepts and methodologies are offered that are designed for enhancing the performance of decision systems, such as automatic target recognition systems, wherein robustness of performance is a significant issue. The fundamental concept underlying this design is that of learning in partially exposed environments, wherein, at the start, the system is not necessarily aware of all the pattern classes that may be encountered in the future phase of operations. The decision system is based on a variant to the widely popular nearest-neighbor concept. Several stages of sophistication of the system design are presented. The potential problem of increase in computational loads is addressed in detail by exploring the benefits of employing the recently proposed concept of minimal consistent set. The effectiveness of the system design is experimentally illustrated using two data sets, the now classical IRIS data and some real-world TV image data.
Aerodynamic loading and magnetic bearing controller robustness using a gain-scheduled Kalman filter
Smith, R.D.; Weldon, W.F.; Traver, A.E.
1996-10-01
Modeling or predicting aerodynamic loading effects on rotating equipment has been a source of concern to those who wish to examine stability or response of critical components. The rotordynamic model of the system employed for such examination assumes greater importance for active bearings than for passive ones, if only because of the additional potential for instability introduced by the controller. For many systems, aerodynamic loading may vary widely over the range of operation of the bearings, and may depend on extended system variables. Thus, potential controllers for active magnetic bearings require sufficient robustness or adaptation to changes in critical aerodynamic loading parameters, as might be embodied in cross-coupled stiffness terms for compressor impellers. Furthermore, the presence of plant or measurement noise provides additional sources of complication. Here, the previous development of a nonlinear controller for a hypothetical single-stage centrifugal gas compressor is extended by comparing the compensator performance using a multivariable Luenberger observer against that of a stationary Kalman filter, both gain-scheduled for rotational speed. For the postulated system, it was found that the slower poles of the Kalman filter did not observably detract from controller convergence and stability, while predictably smoothing out the simulated sensor noise.
Deterministic Mean-Field Ensemble Kalman Filtering
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
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. In this paper, 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 κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d
Circadian adaptation of airline pilots during extended duration operations between the USA and Asia.
Gander, Philippa; van den Berg, Margo; Mulrine, Hannah; Signal, Leigh; Mangie, Jim
2013-10-01
This study tracked circadian adaptation among airline pilots before, during, and after trips where they flew from Seattle (SEA) or Los Angeles (LAX) to Asia (7--9 time zones westward), spent 7--12 d in Asia, and then flew back to the USA. In Asia, pilots' exposures to local time cues and sleep opportunities were constrained by duty (short-haul flights crossing ≤ 1 time zone/24 h). Fourteen captains and 16 first officers participated (median age = 56 versus 48 yrs, p.U) < 0.001). Their sleep was monitored (actigraphy, duty/sleep diaries) from 3 d pre-trip to 5 d post-trip. For every flight, Karolinska Sleepiness and Samn-Perelli Fatigue scales and 5-min psychomotor vigilance task (PVT) tests were completed pre-flight and at top of descent (TOD). Participants had ≥ 3 d free of duty prior to outbound flight(s). From 72--24 h prior to departure (baseline sleep), mean total sleep/24 h (TST) = 7.00 h (SD = 1.18 h) and mean sleep efficiency = 87% (SD = 4.9%). Most pilots (23/30) flew direct to and from Asia, but 7 LAX-based pilots flew via a 1-d layover in Honolulu (HNL). On flights with ≥ 2 pilots, mean total in-flight sleep varied from 0.40 to 2.09 h outbound and from 0.74 to 1.88 h inbound. Duty patterns in Asia were variable, with ≤ 2 flights/d (mean flight duration = 3.53 h, SD = 0.53 h). TST on days 17 in Asia did not differ from baseline (p.F) = 0.2031). However, mean sleep efficiency was significantly lower than baseline on days 5--7 (p.F) = 0.0041). More pilots were on duty between 20:00 and 24:00 h on days 57 (mean = 21%) than on days 24 (mean = 14%). Sleep propensity distribution phase markers and chi-square periodogram analyses suggest that adaptation to local time was complete by day 4 in Asia. On pre-flight PVT tests in Asia, the slowest 10% of responses improved for flights departing 14:00--19:59 h (p.F) = 0.0484). At TOD, the slowest 10% of responses improved across days for flights arriving 14:00--19:59 h (p.F) = 0.0349) and 20:00--01:59 h (p
Circadian adaptation of airline pilots during extended duration operations between the USA and Asia.
Gander, Philippa; van den Berg, Margo; Mulrine, Hannah; Signal, Leigh; Mangie, Jim
2013-10-01
This study tracked circadian adaptation among airline pilots before, during, and after trips where they flew from Seattle (SEA) or Los Angeles (LAX) to Asia (7--9 time zones westward), spent 7--12 d in Asia, and then flew back to the USA. In Asia, pilots' exposures to local time cues and sleep opportunities were constrained by duty (short-haul flights crossing ≤ 1 time zone/24 h). Fourteen captains and 16 first officers participated (median age = 56 versus 48 yrs, p.U) < 0.001). Their sleep was monitored (actigraphy, duty/sleep diaries) from 3 d pre-trip to 5 d post-trip. For every flight, Karolinska Sleepiness and Samn-Perelli Fatigue scales and 5-min psychomotor vigilance task (PVT) tests were completed pre-flight and at top of descent (TOD). Participants had ≥ 3 d free of duty prior to outbound flight(s). From 72--24 h prior to departure (baseline sleep), mean total sleep/24 h (TST) = 7.00 h (SD = 1.18 h) and mean sleep efficiency = 87% (SD = 4.9%). Most pilots (23/30) flew direct to and from Asia, but 7 LAX-based pilots flew via a 1-d layover in Honolulu (HNL). On flights with ≥ 2 pilots, mean total in-flight sleep varied from 0.40 to 2.09 h outbound and from 0.74 to 1.88 h inbound. Duty patterns in Asia were variable, with ≤ 2 flights/d (mean flight duration = 3.53 h, SD = 0.53 h). TST on days 17 in Asia did not differ from baseline (p.F) = 0.2031). However, mean sleep efficiency was significantly lower than baseline on days 5--7 (p.F) = 0.0041). More pilots were on duty between 20:00 and 24:00 h on days 57 (mean = 21%) than on days 24 (mean = 14%). Sleep propensity distribution phase markers and chi-square periodogram analyses suggest that adaptation to local time was complete by day 4 in Asia. On pre-flight PVT tests in Asia, the slowest 10% of responses improved for flights departing 14:00--19:59 h (p.F) = 0.0484). At TOD, the slowest 10% of responses improved across days for flights arriving 14:00--19:59 h (p.F) = 0.0349) and 20:00--01:59 h (p
Amirkavei, Mooud; Kinnunen, Paavo K J
2016-02-01
In order to obtain molecular level insight into the biophysics of the apoptosis promoting phospholipid 1-palmitoyl-2-azelaoyl-sn-glycero-3-phosphocholine (PazePC) we studied its partitioning into different lipid phases by isothermal titration calorimetry (ITC). To aid the interpretation of these data for PazePC, we additionally characterized by both ITC and fluorescence spectroscopy the fluorescent phospholipid analog 1-palmitoyl-2-{6-[(7-nitro-2-1,3-benzoxadiazol-4-yl)amino]hexanoyl}-sn-glycero-3-phosphocholine (NBD-C6-PC), which similarly to PazePC can adopt extended conformation in lipid bilayers. With the NBD-hexanoyl chain reversing its direction and extending into the aqueous space out of the bilayer, 7-nitro-2,1,3-benzoxadiazol-4-yl (NBD) becomes accessible to the water soluble dithionite, which reduces to non-fluorescent product. Our results suggest that these phospholipid derivatives first partition and penetrate into the outer bilayer leaflet of liquid disordered phase liposomes composed of unsaturated 1-palmitoyl-2-oleoyl-sn-glycero-3-phosphocholine (POPC). Upon increase up to 2 mol% PazePC and NBD-C6-PC of the overall content, flip-flop from the outer into the inner bilayer leaflet commences. Interestingly, the presence of 40 mol% cholesterol in POPC liposomes did not abrogate the partitioning of PazePC into the liquid ordered phase. In contrast, only insignificant partitioning of PazePC and NBD-C6-PC into sphingomyelin/cholesterol liposomes was evident, highlighting a specific membrane permeability barrier function of this particular lipid composition against oxidatively truncated PazePC, thus emphasizing the importance of detailed characterization of the biophysical properties of membranes found in different cellular organelles, in terms of providing barriers for lipid-mediated cellular signals in processes such as apoptosis. Our data suggest NBD-C6-PC to represent useful fluorescent probe to study the cellular dynamics of oxidized phospholipid
NASA Astrophysics Data System (ADS)
Kim, Kil Joong; Mantiuk, Rafal; Lee, Kyoung Ho
2013-03-01
Inspired by the ModelFest and ColorFest data sets, a contrast sensitivity function was measured for a wide range of adapting luminance levels. The measurements were motivated by the need to collect visual performance data for natural viewing of static images at a broad range of luminance levels, such as can be found in the case of high dynamic range displays. The detection of sine-gratings with Gaussian envelope was measured for achromatic color axis (black to white), two chromatic axes (green to red and yellow-green to violet) and two mixed chromatic and achromatic axes (dark-green to light-pink, and dark yellow to light-blue). The background luminance varied from 0.02 to 200 cd/m2. The spatial frequency of the gratings varied from 0.125 to 16 cycles per degree. More than four observers participated in the experiments and they individually determined the detection threshold for each stimulus using at least 20 trials of the QUEST method. As compared to the popular CSF models, we observed higher sensitivity drop for higher frequencies and significant differences in sensitivities in the luminance range between 0.02 and 2 cd/m2. Our measurements for chromatic CSF show a significant drop in sensitivity with luminance, but little change in the shape of the CSF. The drop of sensitivity at high frequencies is significantly weaker than reported in other studies and assumed in most chromatic CSF models.
NASA Astrophysics Data System (ADS)
Rigatos, Gerasimos
2016-07-01
The Derivative-free nonlinear Kalman Filter is used for developing a communication system that is based on a chaotic modulator such as the Duffing system. In the transmitter's side, the source of information undergoes modulation (encryption) in which a chaotic signal generated by the Duffing system is the carrier. The modulated signal is transmitted through a communication channel and at the receiver's side demodulation takes place, after exploiting the estimation provided about the state vector of the chaotic oscillator by the Derivative-free nonlinear Kalman Filter. Evaluation tests confirm that the proposed filtering method has improved performance over the Extended Kalman Filter and reduces significantly the rate of transmission errors. Moreover, it is shown that the proposed Derivative-free nonlinear Kalman Filter can work within a dual Kalman Filtering scheme, for performing simultaneously transmitter-receiver synchronisation and estimation of unknown coefficients of the communication channel.
Ijaz, Umer Zeeshan; Khambampati, Anil Kumar; Lee, Jeong Seong; Kim, Sin; Kim, Kyung Youn
2008-07-20
In this paper, an effective nonstationary phase boundary estimation scheme in electrical impedance tomography is presented based on the unscented Kalman filter. The inverse problem is treated as a stochastic nonlinear state estimation problem with the nonstationary phase boundary (state) being estimated online with the aid of unscented Kalman filter. This research targets the industrial applications, such as imaging of stirrer vessel for detection of air distribution or detecting large air bubbles in pipelines. Within the domains, there exist 'voids' having zero conductivity. The design variables for phase boundary estimation are truncated Fourier coefficients. Computer simulations and experimental results are provided to evaluate the performance of unscented Kalman filter in comparison with extended Kalman filter to show a better performance of the unscented Kalman filter approach.
Unscented Kalman filters for polarization state tracking and phase noise mitigation.
Jignesh, Jokhakar; Corcoran, Bill; Zhu, Chen; Lowery, Arthur
2016-09-19
Simultaneous polarization and phase noise tracking and compensation is proposed based on an unscented Kalman filter (UKF). We experimentally demonstrate the tracking under noise-loading and after 800-km single-mode fiber transmission with 20-Gbaud QPSK and 16-QAM signals. These experiments show that the proposed UKF outperforms both conventional blind tracing algorithms and a previously proposed extended Kalman filter, at the cost of higher complexity. Additionally, we propose and test modified Kalman filter algorithms to reduce computational complexity. PMID:27661962
Estimation of noise parameters in dynamical system identification with Kalman filters.
Kwasniok, Frank
2012-09-01
A method is proposed for determining dynamical and observational noise parameters in state and parameter identification from time series using Kalman filters. The noise covariances are estimated in a secondary optimization by maximizing the predictive likelihood of the data. The approach is based on internal consistency; for the correct noise parameters, the uncertainty projected by the Kalman filter matches the actual predictive uncertainty. The method is able to disentangle dynamical and observational noise. The algorithm is demonstrated for the linear, extended, and unscented Kalman filters using an Ornstein-Uhlenbeck process, the noise-driven Lorenz system, and van der Pol oscillator as well as a paleoclimatic ice-core record as examples. The approach is also applicable to the ensemble Kalman filter and can be readily extended to non-Gaussian estimation frameworks such as Gaussian-sum filters and particle filters.
Choi, Young Joon; Jorshari, Razzi Movassaghi; Djilali, Ned
2015-03-10
Direct numerical simulations of the flow-nanoparticle interaction in a colloidal suspension are presented using an extended finite element method (XFEM) in which the dynamics of the nanoparticles is solved in a fully-coupled manner with the flow. The method is capable of accurately describing solid-fluid interfaces without the need of boundary-fitted meshes to investigate the dynamics of particles in complex flows. In order to accurately compute the high interparticle shear stresses and pressures while minimizing computing costs, an adaptive meshing technique is incorporated with the fluid-structure interaction algorithm. The particle-particle interaction at the microscopic level is modeled using the Lennard-Jones (LJ) potential and the corresponding potential parameters are determined by a scaling procedure. The study is relevant to the preparation of inks used in the fabrication of catalyst layers for fuel cells. In this paper, we are particularly interested in investigating agglomeration of the nanoparticles under external shear flow in a sliding bi-periodic Lees-Edwards frame. The results indicate that the external shear has a crucial impact on the structure formation of colloidal particles in a suspension.
Recent Flight Results of the TRMM Kalman Filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Bilanow, Stephen; Bauer, Frank (Technical Monitor)
2002-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls the roll and pitch attitude based on the Earth Sensor Assembly (ESA) output. TRMM's nominal orbit altitude was 350 km, until raised to 402 km to prolong mission life. During the boost, the ESA experienced a decreasing signal to noise ratio, until sun interference at 393 km altitude made the ESA data unreliable for attitude determination. At that point, the backup attitude determination algorithm, an extended Kalman filter, was enabled. After the boost finished, TRMM reacquired its nadir-pointing attitude, and continued its mission. This paper will briefly discuss the boost and the decision to turn on the backup attitude determination algorithm. A description of the extended Kalman filter algorithm will be given. In addition, flight results from analyzing attitude data and the results of software changes made onboard TRMM will be discussed. Some lessons learned are presented.
Two-Dimensional Systolic Array For Kalman-Filter Computing
NASA Technical Reports Server (NTRS)
Chang, Jaw John; Yeh, Hen-Geul
1988-01-01
Two-dimensional, systolic-array, parallel data processor performs Kalman filtering in real time. Algorithm rearranged to be Faddeev algorithm for generalized signal processing. Algorithm mapped onto very-large-scale integrated-circuit (VLSI) chip in two-dimensional, regular, simple, expandable array of concurrent processing cells. Processor does matrix/vector-based algebraic computations. Applications include adaptive control of robots, remote manipulators and flexible structures and processing radar signals to track targets.
VLBI TRF determination via Kalman filtering
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Karbon, Maria; Nilsson, Tobias; Glaser, Susanne; Balidakis, Kyriakos; Heinkelmann, Robert; Schuh, Harald
2015-04-01
The determination of station positions is one of the primary tasks for space geodetic techniques. Station coordinate offsets are usually determined with respect to a linear coordinate model after removing elastic displacements caused by mass redistributions within the Earth's system. In operational VLBI analysis, the coordinate offsets are estimated in a least-squares adjustment as a constant over the duration of a 24-hour VLBI experiment. Terrestrial reference frames (TRF) are usually derived by adjusting the normal equations that contain the 24-hour constant offsets in order to estimate a linear model, possibly including breaks, for the station positions. We have created a VLBI TRF solution without the assumption of negligible subdaily motion and of linear behavior on longer time scales by applying a Kalman filter. As a preparation for the upcoming VLBI Global Observing System (VGOS), which aims for continuous observations that are available in real-time, a Kalman filter has been implemented into the VLBI software VieVS@GFZ. In addition to the real-time capability, the filter offers the possibility of stochastically modeling the parameters of interest. For station coordinates, changes in a subdaily time frame occur, for instance, from un- or mismodeled geophysical effects. The models for tidal and non-tidal ocean, atmosphere, and hydrology loading are known to have deficiencies and inconsistencies which propagate into the estimated station coordinates. The stochastic model of the Kalman filter can be adapted to take these subdaily effects into account. Comparing the resulting station coordinate time series with daily values from a least squares fit, we have investigated to what extent and in which regions the loading models currently have deficiencies. Due to the high correlation between station height and tropospheric delays, it is possible that errors in one group of parameters are partly absorbed by the other group. To detect problems with correlations and to
Adaptive Filtering Using Recurrent Neural Networks
NASA Technical Reports Server (NTRS)
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.
NASA Astrophysics Data System (ADS)
Kocaoglu, Omer P.; Lee, Sangyeol; Jonnal, Ravi S.; Wang, Qiang; Herde, Ashley E.; Besecker, Jason; Gao, Weihua; Miller, Donald T.
2011-03-01
Optical coherence tomography with adaptive optics (AO-OCT) is a highly sensitive, noninvasive method for 3D imaging of the microscopic retina. The purpose of this study is to advance AO-OCT technology by enabling repeated imaging of cone photoreceptors over extended periods of time (days). This sort of longitudinal imaging permits monitoring of 3D cone dynamics in both normal and diseased eyes, in particular the physiological processes of disc renewal and phagocytosis, which are disrupted by retinal diseases such as age related macular degeneration and retinitis pigmentosa. For this study, the existing AO-OCT system at Indiana underwent several major hardware and software improvements to optimize system performance for 4D cone imaging. First, ultrahigh speed imaging was realized using a Basler Sprint camera. Second, a light source with adjustable spectrum was realized by integration of an Integral laser (Femto Lasers, λc=800nm, ▵λ=160nm) and spectral filters in the source arm. For cone imaging, we used a bandpass filter with λc=809nm and ▵λ=81nm (2.6 μm nominal axial resolution in tissue, and 167 KHz A-line rate using 1,408 px), which reduced the impact of eye motion compared to previous AO-OCT implementations. Third, eye motion artifacts were further reduced by custom ImageJ plugins that registered (axially and laterally) the volume videos. In two subjects, cone photoreceptors were imaged and tracked over a ten day period and their reflectance and outer segment (OS) lengths measured. High-speed imaging and image registration/dewarping were found to reduce eye motion to a fraction of a cone width (1 μm root mean square). The pattern of reflections in the cones was found to change dramatically and occurred on a spatial scale well below the resolution of clinical instruments. Normalized reflectance of connecting cilia (CC) and OS posterior tip (PT) of an exemplary cone was 54+/-4, 47+/-4, 48+/-6, 50+/-5, 56+/-1% and 46+/-4, 53+/-4, 52+/-6, 50+/-5, 44
Fu, Haohao; Shao, Xueguang; Chipot, Christophe; Cai, Wensheng
2016-08-01
Proper use of the adaptive biasing force (ABF) algorithm in free-energy calculations needs certain prerequisites to be met, namely, that the Jacobian for the metric transformation and its first derivative be available and the coarse variables be independent and fully decoupled from any holonomic constraint or geometric restraint, thereby limiting singularly the field of application of the approach. The extended ABF (eABF) algorithm circumvents these intrinsic limitations by applying the time-dependent bias onto a fictitious particle coupled to the coarse variable of interest by means of a stiff spring. However, with the current implementation of eABF in the popular molecular dynamics engine NAMD, a trajectory-based post-treatment is necessary to derive the underlying free-energy change. Usually, such a posthoc analysis leads to a decrease in the reliability of the free-energy estimates due to the inevitable loss of information, as well as to a drop in efficiency, which stems from substantial read-write accesses to file systems. We have developed a user-friendly, on-the-fly code for performing eABF simulations within NAMD. In the present contribution, this code is probed in eight illustrative examples. The performance of the algorithm is compared with traditional ABF, on the one hand, and the original eABF implementation combined with a posthoc analysis, on the other hand. Our results indicate that the on-the-fly eABF algorithm (i) supplies the correct free-energy landscape in those critical cases where the coarse variables at play are coupled to either each other or to geometric restraints or holonomic constraints, (ii) greatly improves the reliability of the free-energy change, compared to the outcome of a posthoc analysis, and (iii) represents a negligible additional computational effort compared to regular ABF. Moreover, in the proposed implementation, guidelines for choosing two parameters of the eABF algorithm, namely the stiffness of the spring and the mass
Fu, Haohao; Shao, Xueguang; Chipot, Christophe; Cai, Wensheng
2016-08-01
Proper use of the adaptive biasing force (ABF) algorithm in free-energy calculations needs certain prerequisites to be met, namely, that the Jacobian for the metric transformation and its first derivative be available and the coarse variables be independent and fully decoupled from any holonomic constraint or geometric restraint, thereby limiting singularly the field of application of the approach. The extended ABF (eABF) algorithm circumvents these intrinsic limitations by applying the time-dependent bias onto a fictitious particle coupled to the coarse variable of interest by means of a stiff spring. However, with the current implementation of eABF in the popular molecular dynamics engine NAMD, a trajectory-based post-treatment is necessary to derive the underlying free-energy change. Usually, such a posthoc analysis leads to a decrease in the reliability of the free-energy estimates due to the inevitable loss of information, as well as to a drop in efficiency, which stems from substantial read-write accesses to file systems. We have developed a user-friendly, on-the-fly code for performing eABF simulations within NAMD. In the present contribution, this code is probed in eight illustrative examples. The performance of the algorithm is compared with traditional ABF, on the one hand, and the original eABF implementation combined with a posthoc analysis, on the other hand. Our results indicate that the on-the-fly eABF algorithm (i) supplies the correct free-energy landscape in those critical cases where the coarse variables at play are coupled to either each other or to geometric restraints or holonomic constraints, (ii) greatly improves the reliability of the free-energy change, compared to the outcome of a posthoc analysis, and (iii) represents a negligible additional computational effort compared to regular ABF. Moreover, in the proposed implementation, guidelines for choosing two parameters of the eABF algorithm, namely the stiffness of the spring and the mass
Kalman detection of landmines in metal detector array data
NASA Astrophysics Data System (ADS)
Abeynayake, Canicious G.; Chant, Ian J.; Nash, Graeme
2003-09-01
Tens of millions of mines are currently buried in a number of countries around the world. They cause injuries to civilians and economic damage to war-torn countries by restricting the civilian access to huge agricultural lands. Rapid Route and Area Mine Neutralisation System (RRAMNS) is a Capability Technology Demonstrator (CTD) conducted by Defence Science and Technology Organisation (DSTO) in Australia. The detection system consists of three sensors: a metal detector array, an array of ground penetrating radar (GPR), and forward looking infrared and visual imaging systems. The Kalman filter-based detection technique has previously been shown to be a powerful tool for detection of landmines from metal detector data. In this paper scalar Kalman filter-based detection algorithm has been extended to the multi-dimensional case. The new version of the detection technique has been successfully implemented in RRAMNS real-time mine detection system.
The discrete-time compensated Kalman filter
NASA Technical Reports Server (NTRS)
Lee, W.-H.; Athans, M.
1979-01-01
A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated Kalman filter involves the use of accumulators in the residual channels in addition to the nominal dynamic model of the stochastic system.
Kalman filter design for the long range intercept function of the F-4E/G fire control system
NASA Astrophysics Data System (ADS)
Halbert, R. C.
1985-12-01
This study examines reduced-order Kalman filters designed to improve performance of the F-4E/G long range air-to-air missile capability (LRI function). Operational requirements dictate a high degree of accuracy and constraints imposed by existing hardware mandate minimal complexity. Two linear dynamics models are proposed, one based on constant target velocity, and the other based on time-correlated target acceleration. Both are defined in inertial Cartesian coordinates aligned with north, east, and down. A nonlinear model is developed for measurements available in the existing F-4E/G hardware, including range, range rate, radar antenna gimbal angles, and radar antenna rates. The models are implemented in extended Kalman filter formulations employing linear propagation equations to avoid on-line numerical integration. Performance evaluations are performed on three test trajectories using Monte Carlo analysis. Filter tuning, error budgets, adaptive techniques, and observability issues are addressed during filter evaluation. Results of the evaluation indicate the filter designs can meet the requirements of the F-4E/G fire control system. Recommendations are made for continued testing and for operational implementation.
Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks
Sun, Z.; Sen, A.K.; Longman, R.W.
2006-01-15
An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.
Kalman plus weights: a time scale algorithm
NASA Technical Reports Server (NTRS)
Greenhall, C. A.
2001-01-01
KPW is a time scale algorithm that combines Kalman filtering with the basic time scale equation (BTSE). A single Kalman filter that estimates all clocks simultaneously is used to generate the BTSE frequency estimates, while the BTSE weights are inversely proportional to the white FM variances of the clocks. Results from simulated clock ensembles are compared to previous simulation results from other algorithms.
A Localized Ensemble Kalman Smoother
NASA Technical Reports Server (NTRS)
Butala, Mark D.
2012-01-01
Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.
Extended Kalman Filter framework for forecasting shoreline evolution
Long, Joseph; Plant, Nathaniel G.
2012-01-01
A shoreline change model incorporating both long- and short-term evolution is integrated into a data assimilation framework that uses sparse observations to generate an updated forecast of shoreline position and to estimate unobserved geophysical variables and model parameters. Application of the assimilation algorithm provides quantitative statistical estimates of combined model-data forecast uncertainty which is crucial for developing hazard vulnerability assessments, evaluation of prediction skill, and identifying future data collection needs. Significant attention is given to the estimation of four non-observable parameter values and separating two scales of shoreline evolution using only one observable morphological quantity (i.e. shoreline position).
Lei, Xusheng; Li, Jingjing
2012-01-01
This paper presents an adaptive information fusion method to improve the accuracy and reliability of the altitude measurement information for small unmanned aerial rotorcraft during the landing process. Focusing on the low measurement performance of sensors mounted on small unmanned aerial rotorcraft, a wavelet filter is applied as a pre-filter to attenuate the high frequency noises in the sensor output. Furthermore, to improve altitude information, an adaptive extended Kalman filter based on a maximum a posteriori criterion is proposed to estimate measurement noise covariance matrix in real time. Finally, the effectiveness of the proposed method is proved by static tests, hovering flight and autonomous landing flight tests. PMID:23201993
Lei, Xusheng; Li, Jingjing
2012-01-01
This paper presents an adaptive information fusion method to improve the accuracy and reliability of the altitude measurement information for small unmanned aerial rotorcraft during the landing process. Focusing on the low measurement performance of sensors mounted on small unmanned aerial rotorcraft, a wavelet filter is applied as a pre-filter to attenuate the high frequency noises in the sensor output. Furthermore, to improve altitude information, an adaptive extended Kalman filter based on a maximum a posteriori criterion is proposed to estimate measurement noise covariance matrix in real time. Finally, the effectiveness of the proposed method is proved by static tests, hovering flight and autonomous landing flight tests. PMID:23201993
Adaptive processing for LANDSAT data
NASA Technical Reports Server (NTRS)
Crane, R. B.; Reyer, J. F.
1975-01-01
Analytical and test results on the use of adaptive processing on LANDSAT data are presented. The Kalman filter was used as a framework to contain different adapting techniques. When LANDSAT MSS data were used all of the modifications made to the Kalman filter performed the functions for which they were designed. It was found that adaptive processing could provide compensation for incorrect signature means, within limits. However, if the data were such that poor classification accuracy would be obtained when the correct means were used, then adaptive processing would not improve the accuracy and might well lower it even further.
NASA Astrophysics Data System (ADS)
Bargatze, L. F.
2015-12-01
Active Data Archive Product Tracking (ADAPT) is a collection of software routines that permits one to generate XML metadata files to describe and register data products in support of the NASA Heliophysics Virtual Observatory VxO effort. ADAPT is also a philosophy. The ADAPT concept is to use any and all available metadata associated with scientific data to produce XML metadata descriptions in a consistent, uniform, and organized fashion to provide blanket access to the full complement of data stored on a targeted data server. In this poster, we present an application of ADAPT to describe all of the data products that are stored by using the Common Data File (CDF) format served out by the CDAWEB and SPDF data servers hosted at the NASA Goddard Space Flight Center. These data servers are the primary repositories for NASA Heliophysics data. For this purpose, the ADAPT routines have been used to generate data resource descriptions by using an XML schema named Space Physics Archive, Search, and Extract (SPASE). SPASE is the designated standard for documenting Heliophysics data products, as adopted by the Heliophysics Data and Model Consortium. The set of SPASE XML resource descriptions produced by ADAPT includes high-level descriptions of numerical data products, display data products, or catalogs and also includes low-level "Granule" descriptions. A SPASE Granule is effectively a universal access metadata resource; a Granule associates an individual data file (e.g. a CDF file) with a "parent" high-level data resource description, assigns a resource identifier to the file, and lists the corresponding assess URL(s). The CDAWEB and SPDF file systems were queried to provide the input required by the ADAPT software to create an initial set of SPASE metadata resource descriptions. Then, the CDAWEB and SPDF data repositories were queried subsequently on a nightly basis and the CDF file lists were checked for any changes such as the occurrence of new, modified, or deleted
An Extension to the Kalman Filter for an Improved Detection of Unknown Behavior
NASA Technical Reports Server (NTRS)
Benazera, Emmanuel; Narasimhan, Sriram
2005-01-01
The use of Kalman filter (KF) interferes with fault detection algorithms based on the residual between estimated and measured variables, since the measured values are used to update the estimates. This feedback results in the estimates being pulled closer to the measured values, influencing the residuals in the process. Here we present a fault detection scheme for systems that are being tracked by a KF. Our approach combines an open-loop prediction over an adaptive window and an information-based measure of the deviation of the Kalman estimate from the prediction to improve fault detection.
Pérez-Ortiz, Juan Antonio; Gers, Felix A; Eck, Douglas; Schmidhuber, Jürgen
2003-03-01
The long short-term memory (LSTM) network trained by gradient descent solves difficult problems which traditional recurrent neural networks in general cannot. We have recently observed that the decoupled extended Kalman filter training algorithm allows for even better performance, reducing significantly the number of training steps when compared to the original gradient descent training algorithm. In this paper we present a set of experiments which are unsolvable by classical recurrent networks but which are solved elegantly and robustly and quickly by LSTM combined with Kalman filters.
Toward the application of the Kalman filter to regional open ocean modeling
NASA Technical Reports Server (NTRS)
Miller, R. N.
1986-01-01
A partial differential equation model is defined for ocean meteorological prediction and synoptic analysis. The Kalman filter used for data assimilation is described and applied to the one-dimensional linear barotropic quasi-geostrophic model with periodic and open boundary conditions. The model accounts for eddy scale dynamics in the ocean. The assumptions made in the forecast model are discussed, along with comparisons of the error variances expected with the filter and from an objective analysis method. The effectiveness of the Kalman filter is demonstrated and subsequent efforts to extend the filter to two dimensions are indicated.
The Role of Scale and Model Bias in ADAPT's Photospheric Eatimation
Godinez Vazquez, Humberto C.; Hickmann, Kyle Scott; Arge, Charles Nicholas; Henney, Carl
2015-05-20
The Air Force Assimilative Photospheric flux Transport model (ADAPT), is a magnetic flux propagation based on Worden-Harvey (WH) model. ADAPT would be used to provide a global photospheric map of the Earth. A data assimilation method based on the Ensemble Kalman Filter (EnKF), a method of Monte Carlo approximation tied with Kalman filtering, is used in calculating the ADAPT models.
Elling, R.A.; Fucini, R.V.; Hanan, E.J.; Barr, K.J.; Zhu, J.; Paulvannan, K.; Yang, W.; Romanowski, M.J.
2009-05-18
Polo-like kinase 1 (Plk1) is a member of the Polo-like kinase family of serine/threonine kinases involved in the regulation of cell-cycle progression and cytokinesis and is an attractive target for the development of anticancer therapeutics. The catalytic domain of this enzyme shares significant primary amino-acid homology and structural similarity with another mitotic kinase, Aurora A. While screening an Aurora A library of ATP-competitive compounds, a urea-containing inhibitor with low affinity for mouse Aurora A but with submicromolar potency for human and zebrafish Plk1 (hPlk1 and zPlk1, respectively) was identified. A crystal structure of the zebrafish Plk1 kinase domain-inhibitor complex reveals that the small molecule occupies the purine pocket and extends past the catalytic lysine into the adaptive region of the active site. Analysis of the structures of this protein-inhibitor complex and of similar small molecules cocrystallized with other kinases facilitates understanding of the specificity of the inhibitor for Plk1 and documents for the first time that Plk1 can accommodate extended ATP-competitive compounds that project toward the adaptive pocket and help the enzyme order its activation segment.
Sauer, Juergen; Chavaillaz, Alain
2017-01-01
This experiment aimed to examine how skill lay-off and system reliability would affect operator behaviour in a simulated work environment under wide-range and large-choice adaptable automation comprising six different levels. Twenty-four participants were tested twice during a 2-hr testing session, with the second session taking place 8 months after the first. In the middle of the second testing session, system reliability changed. The results showed that after the retention interval trust increased and self-confidence decreased. Complacency was unaffected by the lay-off period. Diagnostic speed slowed down after the retention interval but diagnostic accuracy was maintained. No difference between experimental conditions was found for automation management behaviour (i.e. level of automation chosen and frequency of switching between levels). There were few effects of system reliability. Overall, the findings showed that subjective measures were more sensitive to the impact of skill lay-off than objective behavioural measures.
Sauer, Juergen; Chavaillaz, Alain
2017-01-01
This experiment aimed to examine how skill lay-off and system reliability would affect operator behaviour in a simulated work environment under wide-range and large-choice adaptable automation comprising six different levels. Twenty-four participants were tested twice during a 2-hr testing session, with the second session taking place 8 months after the first. In the middle of the second testing session, system reliability changed. The results showed that after the retention interval trust increased and self-confidence decreased. Complacency was unaffected by the lay-off period. Diagnostic speed slowed down after the retention interval but diagnostic accuracy was maintained. No difference between experimental conditions was found for automation management behaviour (i.e. level of automation chosen and frequency of switching between levels). There were few effects of system reliability. Overall, the findings showed that subjective measures were more sensitive to the impact of skill lay-off than objective behavioural measures. PMID:27633244
Gauterin, Eckhard; Kammerer, Philipp; Kühn, Martin; Schulte, Horst
2016-05-01
Advanced model-based control of wind turbines requires knowledge of the states and the wind speed. This paper benchmarks a nonlinear Takagi-Sugeno observer for wind speed estimation with enhanced Kalman Filter techniques: The performance and robustness towards model-structure uncertainties of the Takagi-Sugeno observer, a Linear, Extended and Unscented Kalman Filter are assessed. Hence the Takagi-Sugeno observer and enhanced Kalman Filter techniques are compared based on reduced-order models of a reference wind turbine with different modelling details. The objective is the systematic comparison with different design assumptions and requirements and the numerical evaluation of the reconstruction quality of the wind speed. Exemplified by a feedforward loop employing the reconstructed wind speed, the benefit of wind speed estimation within wind turbine control is illustrated.
Gauterin, Eckhard; Kammerer, Philipp; Kühn, Martin; Schulte, Horst
2016-05-01
Advanced model-based control of wind turbines requires knowledge of the states and the wind speed. This paper benchmarks a nonlinear Takagi-Sugeno observer for wind speed estimation with enhanced Kalman Filter techniques: The performance and robustness towards model-structure uncertainties of the Takagi-Sugeno observer, a Linear, Extended and Unscented Kalman Filter are assessed. Hence the Takagi-Sugeno observer and enhanced Kalman Filter techniques are compared based on reduced-order models of a reference wind turbine with different modelling details. The objective is the systematic comparison with different design assumptions and requirements and the numerical evaluation of the reconstruction quality of the wind speed. Exemplified by a feedforward loop employing the reconstructed wind speed, the benefit of wind speed estimation within wind turbine control is illustrated. PMID:26725505
A Self-Tuning Kalman Filter for Autonomous Spacecraft Navigation
NASA Technical Reports Server (NTRS)
Truong, Son H.
1998-01-01
Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman Filter and Global Positioning System (GPS) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing autonomy without compromising accuracy and performance. This paper presents an approach to produce a high accuracy autonomous navigation system fully integrated with the flight system. The resulting system performs real-time state estimation by using an Extended Kalman Filter (EKF) implemented with high-fidelity state dynamics model, as does the GPS Enhanced Orbit Determination Experiment (GEODE) system developed by the NASA Goddard Space Flight Center. Augmented to the EKF is a sophisticated neural-fuzzy system, which combines the explicit knowledge representation of fuzzy logic with the learning power of neural networks. The fuzzy-neural system performs most of the self-tuning capability and helps the navigation system recover from estimation errors. The core requirement is a method of state estimation that handles uncertainties robustly, capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight hardware. The resulting system can be extended to support geosynchronous spacecraft and high-eccentricity orbits. Mathematical methodology, systems and operations concepts, and implementation of a system prototype are presented in this paper. Results from the use of the prototype to evaluate optimal control algorithms implemented are discussed. Test data and major control issues (e.g., how to define specific roles for fuzzy logic to support the self-learning capability) are also
Böckmann, Marcus; Doltsinis, Nikos L; Marx, Dominik
2015-06-01
An extended Lagrangian formalism that allows for a smooth transition between two different descriptions of interactions during a molecular dynamics simulation is presented. This time-adaptive method is particularly useful in the context of multiscale simulation as it provides a sound recipe to switch on demand between different hierarchical levels of theory, for instance between ab initio ("QM") and force field ("MM") descriptions of a given (sub)system in the course of a molecular dynamics simulation. The equations of motion can be integrated straightforwardly using the usual propagators, such as the Verlet algorithm. First test cases include a bath of harmonic oscillators, of which a subset is switched to a different force constant and/or equilibrium position, as well as an all-MM to QM/MM transition in a hydrogen-bonded water dimer. The method is then applied to a smectic 8AB8 liquid crystal and is shown to be able to switch dynamically a preselected 8AB8 molecule from an all-MM to a QM/MM description which involves partition boundaries through covalent bonds. These examples show that the extended Lagrangian approach is not only easy to implement into existing code but that it is also efficient and robust. The technique moreover provides easy access to a conserved energy quantity, also in cases when Nosé-Hoover chain thermostatting is used throughout dynamical switching. A simple quadratic driving potential proves to be sufficient to guarantee a smooth transition whose time scale can be easily tuned by varying the fictitious mass parameter associated with the auxiliary variable used to extend the Lagrangian. The method is general and can be applied to time-adaptive switching on demand between two different levels of theory within the framework of hybrid scale-bridging simulations. PMID:26575543
Reduced Kalman Filters for Clock Ensembles
NASA Technical Reports Server (NTRS)
Greenhall, Charles A.
2011-01-01
This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.
Owolabi, Kolade M; Patidar, Kailash C
2016-01-01
In this paper, we consider the numerical simulations of an extended nonlinear form of Kierstead-Slobodkin reaction-transport system in one and two dimensions. We employ the popular fourth-order exponential time differencing Runge-Kutta (ETDRK4) schemes proposed by Cox and Matthew (J Comput Phys 176:430-455, 2002), that was modified by Kassam and Trefethen (SIAM J Sci Comput 26:1214-1233, 2005), for the time integration of spatially discretized partial differential equations. We demonstrate the supremacy of ETDRK4 over the existing exponential time differencing integrators that are of standard approaches and provide timings and error comparison. Numerical results obtained in this paper have granted further insight to the question 'What is the minimal size of the spatial domain so that the population persists?' posed by Kierstead and Slobodkin (J Mar Res 12:141-147, 1953), with a conclusive remark that the population size increases with the size of the domain. In attempt to examine the biological wave phenomena of the solutions, we present the numerical results in both one- and two-dimensional space, which have interesting ecological implications. Initial data and parameter values were chosen to mimic some existing patterns.
Rao, C R
2001-09-11
The Kalman Filter commonly employed by control engineers and other physical scientists has been successfully used in such diverse areas as the processing of signals in aerospace tracking and underwater sonar, and statistical quality control. More recently, it has been used in some nonengineering applications such as short-term forecasting, time series, survival analysis, and so on. In all of these situations, we have a set of equations governing the true state of a system and another set connecting the observations made at any given time on the system with its true state. The problem is that of predicting the true state of the system at any given time point based on available observations. The solution proposed in the vast literature of the subject depends on the assumptions made on the initial state of the system. In this paper, a method that is independent of the initial state is proposed. This is useful when the a priori information on the initial state is not available. The method is also applicable when some observations are missing.
Likelihood Methods for Adaptive Filtering and Smoothing. Technical Report #455.
ERIC Educational Resources Information Center
Butler, Ronald W.
The dynamic linear model or Kalman filtering model provides a useful methodology for predicting the past, present, and future states of a dynamic system, such as an object in motion or an economic or social indicator that is changing systematically with time. Recursive likelihood methods for adaptive Kalman filtering and smoothing are developed.…
Tractography from HARDI using an intrinsic unscented Kalman filter.
Cheng, Guang; Salehian, Hesamoddin; Forder, John R; Vemuri, Baba C
2015-01-01
A novel adaptation of the unscented Kalman filter (UKF) was recently introduced in literature for simultaneous multitensor estimation and fiber tractography from diffusion MRI. This technique has the advantage over other tractography methods in terms of computational efficiency, due to the fact that the UKF simultaneously estimates the diffusion tensors and propagates the most consistent direction to track along. This UKF and its variants reported later in literature however are not intrinsic to the space of diffusion tensors. Lack of this key property can possibly lead to inaccuracies in the multitensor estimation as well as in the tractography. In this paper, we propose a novel intrinsic unscented Kalman filter (IUKF) in the space of diffusion tensors which are symmetric positive definite matrices, that can be used for simultaneous recursive estimation of multitensors and propagation of directional information for use in fiber tractography from diffusion weighted MR data. In addition to being more accurate, IUKF retains all the advantages of UKF mentioned above. We demonstrate the accuracy and effectiveness of the proposed method via experiments publicly available phantom data from the fiber cup-challenge (MICCAI 2009) and diffusion weighted MR scans acquired from human brains and rat spinal cords.
Applying Kalman filtering to investigate tropospheric effects in VLBI
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Heinkelmann, Robert; Liu, Li; Lu, Cuixian; Andres Mora-Diaz, Julian; Raposo-Pulido, Virginia; Xu, Minghui; Schuh, Harald
2014-05-01
Very Long Baseline Interferometry (VLBI) currently provides results, e.g., estimates of the tropospheric delays, with a delay of more than two weeks. In the future, with the coming VLBI2010 Global Observing System (VGOS) and increased usage of electronic data transfer, it is planned that the time between observations and results is decreased. This may, for instance, allow the integration of VLBI-derived tropospheric delays into numerical weather prediction models. Therefore, future VLBI analysis software packages need to be able to process the observational data autonomously in near real-time. For this purpose, we have extended the Vienna VLBI Software (VieVS) by a Kalman filter module. This presentation describes the filter and discusses its application for tropospheric studies. Instead of estimating zenith wet delays as piece-wise linear functions in a least-squares adjustment, the Kalman filter allows for more sophisticated stochastic modeling. We start with a random walk process to model the time-dependent behavior of the zenith wet delays. Other possible approaches include the stochastic model described by turbulence theory, e.g. the model by Treuhaft and Lanyi (1987). Different variance-covariance matrices of the prediction error, depending on the time of the year and the geographic latitude, have been tested. In winter and closer to the poles, lower variances and covariances are appropriate. The horizontal variations in tropospheric delays have been investigated by comparing three different strategies: assumption of a horizontally stratified troposphere, using north and south gradients modeled, e.g., as Gauss-Markov processes, and applying a turbulence model assuming correlations between observations in different azimuths. By conducting Monte-Carlo simulations of current standard VLBI networks and of future VGOS networks, the different tropospheric modeling strategies are investigated. For this purpose, we use the simulator module of VieVS which takes into
Kalman Orbit Optimized Loop Tracking
NASA Technical Reports Server (NTRS)
Young, Lawrence E.; Meehan, Thomas K.
2011-01-01
Under certain conditions of low signal power and/or high noise, there is insufficient signal to noise ratio (SNR) to close tracking loops with individual signals on orbiting Global Navigation Satellite System (GNSS) receivers. In addition, the processing power available from flight computers is not great enough to implement a conventional ultra-tight coupling tracking loop. This work provides a method to track GNSS signals at very low SNR without the penalty of requiring very high processor throughput to calculate the loop parameters. The Kalman Orbit-Optimized Loop (KOOL) tracking approach constitutes a filter with a dynamic model and using the aggregate of information from all tracked GNSS signals to close the tracking loop for each signal. For applications where there is not a good dynamic model, such as very low orbits where atmospheric drag models may not be adequate to achieve the required accuracy, aiding from an IMU (inertial measurement unit) or other sensor will be added. The KOOL approach is based on research JPL has done to allow signal recovery from weak and scintillating signals observed during the use of GPS signals for limb sounding of the Earth s atmosphere. That approach uses the onboard PVT (position, velocity, time) solution to generate predictions for the range, range rate, and acceleration of the low-SNR signal. The low- SNR signal data are captured by a directed open loop. KOOL builds on the previous open loop tracking by including feedback and observable generation from the weak-signal channels so that the MSR receiver will continue to track and provide PVT, range, and Doppler data, even when all channels have low SNR.
Kalman Filtering USNO's GPS Observations for Improved Time Transfer Predictions
NASA Technical Reports Server (NTRS)
Hutsell, Steven T.
1996-01-01
The Global Positioning System (GPS) Master Control Station (MCS) performs the Coordinated Universal Time (UTC) time transfer mission by uploading and broadcasting predictions of the GPS-UTC offset in subframe 4 of the GS navigation message. These predictions are based on only two successive daily data points obtained from the US Naval Observatory (USNO). USNO produces these daily smoothed data points by performing a least-squares fit on roughly 38 hours worth of data from roughly 160 successive 13-minute tracks of GPS satellites. Though sufficient for helping to maintain a time transfer error specification of 28 ns (1 Sigma), the MCS's prediction algorithm does not make the best use of the available data from from USNO, and produces data that can degrade quickly over extended prediction spans. This paper investigates how, by applying Kalman filtering to the same available tracking data, the MCS could improve its estimate of GPS-UTC, and in particular, the GPS-UTC A(sub 1) term. By refining the A(sub 1) (frequency) estimate for GPS-UTC predictions, error in GPS time transfer could drop significantly. Additional, the risk of future spikes in GPS's time transfer error could similarly be minimized, by employing robust Kalman filtering for GPS-UTC predictions.
Ensemble Kalman Filtering without a Model
NASA Astrophysics Data System (ADS)
Hamilton, Franz; Berry, Tyrus; Sauer, Timothy
2016-01-01
Methods of data assimilation are established in physical sciences and engineering for the merging of observed data with dynamical models. When the model is nonlinear, methods such as the ensemble Kalman filter have been developed for this purpose. At the other end of the spectrum, when a model is not known, the delay coordinate method introduced by Takens has been used to reconstruct nonlinear dynamics. In this article, we merge these two important lines of research. A model-free filter is introduced based on the filtering equations of Kalman and the data-driven modeling of Takens. This procedure replaces the model with dynamics reconstructed from delay coordinates, while using the Kalman update formulation to reconcile new observations. We find that this combination of approaches results in comparable efficiency to parametric methods in identifying underlying dynamics, and may actually be superior in cases of model error.
The use of the Kalman filter in the automated segmentation of EIT lung images.
Zifan, A; Liatsis, P; Chapman, B E
2013-06-01
In this paper, we present a new pipeline for the fast and accurate segmentation of impedance images of the lungs using electrical impedance tomography (EIT). EIT is an emerging, promising, non-invasive imaging modality that produces real-time, low spatial but high temporal resolution images of impedance inside a body. Recovering impedance itself constitutes a nonlinear ill-posed inverse problem, therefore the problem is usually linearized, which produces impedance-change images, rather than static impedance ones. Such images are highly blurry and fuzzy along object boundaries. We provide a mathematical reasoning behind the high suitability of the Kalman filter when it comes to segmenting and tracking conductivity changes in EIT lung images. Next, we use a two-fold approach to tackle the segmentation problem. First, we construct a global lung shape to restrict the search region of the Kalman filter. Next, we proceed with augmenting the Kalman filter by incorporating an adaptive foreground detection system to provide the boundary contours for the Kalman filter to carry out the tracking of the conductivity changes as the lungs undergo deformation in a respiratory cycle. The proposed method has been validated by using performance statistics such as misclassified area, and false positive rate, and compared to previous approaches. The results show that the proposed automated method can be a fast and reliable segmentation tool for EIT imaging.
Adaptive Filtering for Large Space Structures: A Closed-Form Solution
NASA Technical Reports Server (NTRS)
Rauch, H. E.; Schaechter, D. B.
1985-01-01
In a previous paper Schaechter proposes using an extended Kalman filter to estimate adaptively the (slowly varying) frequencies and damping ratios of a large space structure. The time varying gains for estimating the frequencies and damping ratios can be determined in closed form so it is not necessary to integrate the matrix Riccati equations. After certain approximations, the time varying adaptive gain can be written as the product of a constant matrix times a matrix derived from the components of the estimated state vector. This is an important savings of computer resources and allows the adaptive filter to be implemented with approximately the same effort as the nonadaptive filter. The success of this new approach for adaptive filtering was demonstrated using synthetic data from a two mode system.
Hanson, Jeremy M.; De Bono, Bryan; Levesque, Jeffrey P.; Mauel, Michael E.; Maurer, David A.; Navratil, Gerald A.; Pedersen, Thomas Sunn; Shiraki, Daisuke; James, Royce W.
2009-05-15
The simulation and experimental optimization of a Kalman filter feedback control algorithm for n=1 tokamak external kink modes are reported. In order to achieve the highest plasma pressure limits in ITER, resistive wall mode stabilization is required [T. C. Hender et al., Nucl. Fusion 47, S128 (2007)] and feedback algorithms will need to distinguish the mode from noise due to other magnetohydrodynamic activity. The Kalman filter contains an internal model that captures the dynamics of a rotating, growing n=1 mode. This model is actively compared with real-time measurements to produce an optimal estimate for the mode's amplitude and phase. On the High Beta Tokamak-Extended Pulse experiment [T. H. Ivers et al., Phys. Plasmas 3, 1926 (1996)], the Kalman filter algorithm is implemented using a set of digital, field-programmable gate array controllers with 10 {mu}s latencies. Signals from an array of 20 poloidal sensor coils are used to measure the n=1 mode, and the feedback control is applied using 40 poloidally and toroidally localized control coils. The feedback system with the Kalman filter is able to suppress the external kink mode over a broad range of phase angles between the sensed mode and applied control field. Scans of filter parameters show good agreement between simulation and experiment, and feedback suppression and excitation of the kink mode are enhanced in experiments when a filter made using optimal parameters from the scans is used.
Nonlinear Kalman Filtering for acoustic emission source localization in anisotropic panels.
Dehghan Niri, E; Farhidzadeh, A; Salamone, S
2014-02-01
Nonlinear Kalman Filtering is an established field in applied probability and control systems, which plays an important role in many practical applications from target tracking to weather and climate prediction. However, its application for acoustic emission (AE) source localization has been very limited. In this paper, two well-known nonlinear Kalman Filtering algorithms are presented to estimate the location of AE sources in anisotropic panels: the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). These algorithms are applied to two cases: velocity profile known (CASE I) and velocity profile unknown (CASE II). The algorithms are compared with a more traditional nonlinear least squares method. Experimental tests are carried out on a carbon-fiber reinforced polymer (CFRP) composite panel instrumented with a sparse array of piezoelectric transducers to validate the proposed approaches. AE sources are simulated using an instrumented miniature impulse hammer. In order to evaluate the performance of the algorithms, two metrics are used: (1) accuracy of the AE source localization and (2) computational cost. Furthermore, it is shown that both EKF and UKF can provide a confidence interval of the estimated AE source location and can account for uncertainty in time of flight measurements.
The Unscented Kalman Filter estimates the plasma insulin from glucose measurement.
Eberle, Claudia; Ament, Christoph
2011-01-01
Understanding the simultaneous interaction within the glucose and insulin homeostasis in real-time is very important for clinical treatment as well as for research issues. Until now only plasma glucose concentrations can be measured in real-time. To support a secure, effective and rapid treatment e.g. of diabetes a real-time estimation of plasma insulin would be of great value. A novel approach using an Unscented Kalman Filter that provides an estimate of the current plasma insulin concentration is presented, which operates on the measurement of the plasma glucose and Bergman's Minimal Model of the glucose insulin homeostasis. We can prove that process observability is obtained in this case. Hence, a successful estimator design is possible. Since the process is nonlinear we have to consider estimates that are not normally distributed. The symmetric Unscented Kalman Filter (UKF) will perform best compared to other estimator approaches as the Extended Kalman Filter (EKF), the simplex Unscented Kalman Filter (UKF), and the Particle Filter (PF). The symmetric UKF algorithm is applied to the plasma insulin estimation. It shows better results compared to the direct (open loop) estimation that uses a model of the insulin subsystem.
Image noise removal using Kalman-Filter on dark frame
NASA Astrophysics Data System (ADS)
Liu, Tao; Zhao, Ju-feng; Feng, Hua-jun; Xu, Zhi-hai; Chen, Hui-fang
2011-08-01
Dark frame is mixture of fixed pattern noise (FPN), multiplicative Gaussian noise and signal-independent noise, which appear in exposed image at the same time. Due to the increase of the operate temperature inside imaging system and the circuit parameters' minor drifts, FPN of each pixel varies from frame to frame slowly and non-uniformly. In this paper, the dark frame is modeled and then the equations of Kalman-filter is deduced to estimate the FPN level. We introduce the noise influence factor (NIF) to evaluate the influence of FPN noise on each pixel. The reasonable weight for each pixel can set adaptively by means of NIF. Denoised image can be got after weighted subtraction dark frame from the image data on pixels one by one.
Kalman Filter for Mass Property and Thrust Identification (MMS)
NASA Technical Reports Server (NTRS)
Queen, Steven
2015-01-01
The Magnetospheric Multiscale (MMS) mission consists of four identically instrumented, spin-stabilized observatories, elliptically orbiting the Earth in a tetrahedron formation. For the operational success of the mission, on-board systems must be able to deliver high-precision orbital adjustment maneuvers. On MMS, this is accomplished using feedback from on-board star sensors in tandem with accelerometers whose measurements are dynamically corrected for errors associated with a spinning platform. In order to determine the required corrections to the measured acceleration, precise estimates of attitude, rate, and mass-properties is necessary. To this end, both an on-board and ground-based Multiplicative Extended Kalman Filter (MEKF) were formulated and implemented in order to estimate the dynamic and quasi-static properties of the spacecraft.
Adaptive control of Space Station with control moment gyros
NASA Technical Reports Server (NTRS)
Bishop, Robert H.; Paynter, Scott J.; Sunkel, John W.
1992-01-01
An adaptive approach to Space Station attitude control is investigated. The main components of the controller are the parameter identification scheme, the control gain calculation, and the control law. The control law is a full-state feedback space station baseline control law. The control gain calculation is based on linear-quadratic regulator theory with eigenvalues placement in a vertical strip. The parameter identification scheme is a recursive extended Kalman filter that estimates the inertias and also provides an estimate of the unmodeled disturbances due to the aerodynamic torques and to the nonlinear effects. An analysis of the inertia estimation problem suggests that it is possible to estimate Space Station inertias accurately during nominal control moment gyro operations. The closed-loop adaptive control law is shown to be capable of stabilizing the Space Station after large inertia changes. Results are presented for the pitch axis.
Adaptive Wavefront Calibration and Control for the Gemini Planet Imager
Poyneer, L A; Veran, J
2007-02-02
Quasi-static errors in the science leg and internal AO flexure will be corrected. Wavefront control will adapt to current atmospheric conditions through Fourier modal gain optimization, or the prediction of atmospheric layers with Kalman filtering.
NASA Astrophysics Data System (ADS)
Plett, Gregory L.
We have previously described algorithms for a battery management system (BMS) that uses Kalman filtering (KF) techniques to estimate such quantities as: cell self-discharge rate, state-of-charge, nominal capacity, resistance, and others. Since the dynamics of electrochemical cells are not linear, we used a nonlinear extension to the original KF called the extended Kalman filter (EKF). Now, we introduce an alternative nonlinear Kalman filtering technique known as "sigma-point Kalman filtering" (SPKF), which has some theoretical advantages that manifest themselves in more accurate predictions. The computational complexity of SPKF is of the same order as EKF, so the gains are made at little or no additional cost. This paper is the second in a two-part series. The first paper explored the theoretical background to the Kalman filter, the extended Kalman filter, and the sigma-point Kalman filter. It explained why the SPKF is often superior to the EKF and applied SPKF to estimate the state of a third-generation prototype lithium-ion polymer battery (LiPB) cell in dynamic conditions, including the state-of-charge of the cell. In this paper, we first investigate the use of the SPKF method to estimate battery parameters. A numerically efficient "square-root sigma-point Kalman filter" (SR-SPKF) is introduced for this purpose. Additionally, we discuss two SPKF-based methods for simultaneous estimation of both the quickly time-varying state and slowly time-varying parameters. Results are presented for a battery pack based on a fourth-generation prototype LiPB cell, and some limitations of the current approach, based on the probability density functions of estimation error, are also discussed.
NASA Astrophysics Data System (ADS)
Shen, Zheqi; Tang, Youmin
2016-04-01
The ensemble Kalman particle filter (EnKPF) is a combination of two Bayesian-based algorithms, namely, the ensemble Kalman filter (EnKF) and the sequential importance resampling particle filter(SIR-PF). It was recently introduced to address non-Gaussian features in data assimilation for highly nonlinear systems, by providing a continuous interpolation between the EnKF and SIR-PF analysis schemes. In this paper, we first extend the EnKPF algorithm by modifying the formula for the computation of the covariancematrix, making it suitable for nonlinear measurement functions (we will call this extended algorithm nEnKPF). Further, a general form of the Kalman gain is introduced to the EnKPF to improve the performance of the nEnKPF when the measurement function is highly nonlinear (this improved algorithm is called mEnKPF). The Lorenz '63 model and Lorenz '96 model are used to test the two modified EnKPF algorithms. The experiments show that the mEnKPF and nEnKPF, given an affordable ensemble size, can perform better than the EnKF for the nonlinear systems with nonlinear observations. These results suggest a promising opportunity to develop a non-Gaussian scheme for realistic numerical models.
Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering
NASA Technical Reports Server (NTRS)
Simon, Dan; Simon, Donald L.
2003-01-01
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.
Applications of Kalman filtering to real-time trace gas concentration measurements
NASA Technical Reports Server (NTRS)
Leleux, D. P.; Claps, R.; Chen, W.; Tittel, F. K.; Harman, T. L.
2002-01-01
A Kalman filtering technique is applied to the simultaneous detection of NH3 and CO2 with a diode-laser-based sensor operating at 1.53 micrometers. This technique is developed for improving the sensitivity and precision of trace gas concentration levels based on direct overtone laser absorption spectroscopy in the presence of various sensor noise sources. Filter performance is demonstrated to be adaptive to real-time noise and data statistics. Additionally, filter operation is successfully performed with dynamic ranges differing by three orders of magnitude. Details of Kalman filter theory applied to the acquired spectroscopic data are discussed. The effectiveness of this technique is evaluated by performing NH3 and CO2 concentration measurements and utilizing it to monitor varying ammonia and carbon dioxide levels in a bioreactor for water reprocessing, located at the NASA-Johnson Space Center. Results indicate a sensitivity enhancement of six times, in terms of improved minimum detectable absorption by the gas sensor.
On convergence of the unscented Kalman-Bucy filter using contraction theory
NASA Astrophysics Data System (ADS)
Maree, J. P.; Imsland, L.; Jouffroy, J.
2016-06-01
Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor
Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun
2016-01-01
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. PMID:27171081
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.
Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun
2016-01-01
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. PMID:27171081
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.
Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun
2016-05-09
The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors.
NASA Astrophysics Data System (ADS)
Riggs, A. J. Eldorado; Cady, Eric J.; Prada, Camilo M.; Kern, Brian D.; Zhou, Hanying; Kasdin, N. Jeremy; Groff, Tyler D.
2016-07-01
For direct imaging and spectral characterization of cold exoplanets in reflected light, the proposed Wide-Field Infrared Survey Telescope (WFIRST) Coronagraph Instrument (CGI) will carry two types of coronagraphs. The High Contrast Imaging Testbed (HCIT) at the Jet Propulsion Laboratory has been testing both coronagraph types and demonstrated their abilities to achieve high contrast. Focal plane wavefront correction is used to estimate and mitigate aberrations. As the most time-consuming part of correction during a space mission, the acquisition of probed images for electric field estimation needs to be as short as possible. We present results from the HCIT of narrowband, low-signal wavefront estimation tests using a shaped pupil Lyot coronagraph (SPLC) designed for the WFIRST CGI. In the low-flux regime, the Kalman filter and iterated extended Kalman filter provide faster correction, better achievable contrast, and more accurate estimates than batch process estimation.
In-situ estimation of MOCVD growth rate via a modified Kalman filter
Woo, W.W.; Svoronos, S.A.; Sankur, H.O.; Bajaj, J.; Irvine, S.J.C.
1996-05-01
In-situ laser reflectance monitoring of metal-organic chemical vapor deposition (MOCVD) is an effective way to monitor growth rate and epitaxial layer thickness of a variety of III-V and II-VI semiconductors. Materials with low optical extinction coefficients, such as ZnTe/GaAs and AlAs/GaAs for a 6,328 {angstrom} HeNe laser, are ideal for such an application. An extended Kalman filter modified to include a variable forgetting factor was applied to the MOCVD systems. The filter was able to accurately estimate thickness and growth rate while filtering out process noise and cope with sudden changes in growth rate, reflectance drift, and bias. Due to the forgetting factor, the Kalman filter was successful, even when based on very simple process models.
Determination and prediction of EOP using Kalman filtering
NASA Astrophysics Data System (ADS)
Karbon, Maria; Nilsson, Tobias; Schuh, Harald
2013-04-01
The necessity to observe and predict short term variations in the Earth's rotation in near real-time has increased significantly over the last decades, in particular in regard to satellite navigation and positioning and tracking of interplanetary spacecrafts. As the orientation of the Earth changes unpredictably in a rapid and irregular manner, the observation of extra-terrestrial objects from the Earth are affected by such variations and a precise knowledge of these changes is needed. Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques providing the full set of Earth Orientation Parameter (EOP) and it is unique for observing long term Universal Time (UT1) and nutation. Also other space geodetic techniques, such as Global Navigation Satellite Systems (GNSS) , Lunar Laser Ranging, and Satellite Laser Ranging, are able to determine the EOP as well. The challenge lies in the combination of these various EOP series as each technique is sensitive to a different subset or linear combination of the EOP also the precision of the determination differs between the techniques as well as the temporal density of the data. Within the project VLBI-Art an elaborate Kalman filter is developed to determine and predict EOP through combining data sets from various techniques by implementing stochastic models to account statistically for unpredictable changes in EOP. Furthermore, atmospheric angular momentum calculated from numerical weather models are introduced to supplement the short-term prediction of UT1 and polar motion, making use of the high correlation between these parameters. The potential of incorporating additional data like ring-laser gyroscope observations will be investigated. This Kalman filter will be extended and embedded in the newly developed Vienna VLBI Software (VieVS) as a completely automated tool enabling it to analyze VLBI in near real-time, providing all the parameter of interest with the highest possible
An adaptive additive inflation scheme for Ensemble Kalman Filters
NASA Astrophysics Data System (ADS)
Sommer, Matthias; Janjic, Tijana
2016-04-01
Data assimilation for atmospheric dynamics requires an accurate estimate for the uncertainty of the forecast in order to obtain an optimal combination with available observations. This uncertainty has two components, firstly the uncertainty which originates in the the initial condition of that forecast itself and secondly the error of the numerical model used. While the former can be approximated quite successfully with an ensemble of forecasts (an additional sampling error will occur), little is known about the latter. For ensemble data assimilation, ad-hoc methods to address model error include multiplicative and additive inflation schemes, possibly also flow-dependent. The additive schemes rely on samples for the model error e.g. from short-term forecast tendencies or differences of forecasts with varying resolutions. However since these methods work in ensemble space (i.e. act directly on the ensemble perturbations) the sampling error is fixed and can be expected to affect the skill substiantially. In this contribution we show how inflation can be generalized to take into account more degrees of freedom and what improvements for future operational ensemble data assimilation can be expected from this, also in comparison with other inflation schemes.
Adaptive control of Space Station during nominal operations with CMGs. [Control Moment Gyroscopes
NASA Technical Reports Server (NTRS)
Bishop, R. H.; Paynter, S. J.; Sunkel, J. W.
1991-01-01
An adaptive control approach is investigated for the Space Station. The main components of the adaptive controller are the parameter identification scheme, the control gain calculation, and the control law. The control law is the Space Station baseline control law. The control gain calculation is based on linear quadratic regulator theory with eigenvalue placement in a vertical strip. The parameter identification scheme is a real-time recursive extended Kalman filter which estimates the inertias and also provides an estimate of the unmodeled disturbances due to the aerodynamic torques and to the nonlinear effects. An analysis of the inertia estimation problem suggests that it is possible to compute accurate estimates of the Space Station inertias during nominal CMG (control moment gyro) operations. The closed-loop adaptive control law is shown to be capable of stabilizing the Space Station after large inertia changes. Results are presented for the pitch axis.
Extended Decentralized Linear-Quadratic-Gaussian Control
NASA Technical Reports Server (NTRS)
Carpenter, J. Russell
2000-01-01
A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.
Spectral abundance fraction estimation of materials using Kalman filters
NASA Astrophysics Data System (ADS)
Wang, Su; Chang, Chein; Jensen, Janet L.; Jensen, James O.
2004-12-01
Kalman filter has been widely used in statistical signal processing for parameter estimation. Although a Kalman filter approach has been recently developed for spectral unmixing, referred to as Kalman filter-based linear unmixing (KFLU), its applicability to spectral characterization within a single pixel vector has not been explored. This paper presents a new application of Kalman filtering in spectral estimation and quantification. It develops a Kalman filter-based spectral signature esimator (KFSSE) which is different from the KFLU in the sense that the former performs a Kalman filter wavelength by wavelength across a spectral signature as opposed to the latter which implements a Kalman filter pixel vector by pixel vector in an image cube. The idea of the KFSSE is to implement the state equation to characterize the true spectral signature, while the measurement equation is being used to describe the spectral signature to be processed. Additionally, since a Kalman filter can accurately estimate spectral abundance fraction of a signature, our proposed KFSSE can further used for spectral quantification for subpixel targets and mixed pixel vectors, called Kalman filter-based spectral quantifier (KFSQ). Such spectral quantification is particularly important for chemical/biological defense which requires quantification of detected agents for damage control assessment. Several different types of hyperspectral data are used for experiments to demonstrate the ability of the KFSSE in estimation of spectral signature and the utility of the KFSQ in spectral quantification.
Kalman filter based range estimation for autonomous navigation using imaging sensors
NASA Technical Reports Server (NTRS)
Sridhar, Banavar
1990-01-01
Rotorcraft operating in high-threat environments fly close to the surface of the earth to utilize surrounding terrain, vegetation, or man-made objects to minimize the risk of being detected by the enemy. Two basic requirements for obstacle avoidance are detection and range estimation of the object from the current rotorcraft position. There are many approaches to the estimation of range using a sequence of images. The approach used in this analysis differes from previous methods in two significant ways: an attempt is not made to estimate the rotorcraft's motion from the images; and the interest lies in recursive algorithms. The rotorcraft parameters are assumed to be computed using an onboard inertial navigation system. Given a sequence of images, using image-object differential equations, a Kalman filter (Sridhar and Phatak, 1988) can be used to estimate both the relative coordinates and the earth coordinates of the objects on the ground. The Kalman filter can also be used in a predictive mode to track features in the images, leading to a significant reduction of search effort in the feature extraction step of the algorithm. The purpose is to summarize early results obtained in extending the Kalman filter for use with actual image sequences. The experience gained from the application of this algorithm to real images is very valuable and is a necessary step before proceeding to the estimation of range during low-altitude curvilinear flight. A simple recursive method is presented to estimate range to objects using a sequence of images. The method produces good range estimates using real images in a laboratory set up and needs to be evaluated further using several different image sequences to test its robustness. The feature generation part of the algorithm requires further refinement on the strategies to limit the number of features (Sridhar and Phatak, 1989). The extension of the work reported here to curvilinear flight may require the use of the extended Kalman
Internal models in sensorimotor integration: perspectives from adaptive control theory.
Tin, Chung; Poon, Chi-Sang
2005-09-01
Internal models and adaptive controls are empirical and mathematical paradigms that have evolved separately to describe learning control processes in brain systems and engineering systems, respectively. This paper presents a comprehensive appraisal of the correlation between these paradigms with a view to forging a unified theoretical framework that may benefit both disciplines. It is suggested that the classic equilibrium-point theory of impedance control of arm movement is analogous to continuous gain-scheduling or high-gain adaptive control within or across movement trials, respectively, and that the recently proposed inverse internal model is akin to adaptive sliding control originally for robotic manipulator applications. Modular internal models' architecture for multiple motor tasks is a form of multi-model adaptive control. Stochastic methods, such as generalized predictive control, reinforcement learning, Bayesian learning and Hebbian feedback covariance learning, are reviewed and their possible relevance to motor control is discussed. Possible applicability of a Luenberger observer and an extended Kalman filter to state estimation problems-such as sensorimotor prediction or the resolution of vestibular sensory ambiguity-is also discussed. The important role played by vestibular system identification in postural control suggests an indirect adaptive control scheme whereby system states or parameters are explicitly estimated prior to the implementation of control. This interdisciplinary framework should facilitate the experimental elucidation of the mechanisms of internal models in sensorimotor systems and the reverse engineering of such neural mechanisms into novel brain-inspired adaptive control paradigms in future.
Longitudinal Factor Score Estimation Using the Kalman Filter.
ERIC Educational Resources Information Center
Oud, Johan H.; And Others
1990-01-01
How longitudinal factor score estimation--the estimation of the evolution of factor scores for individual examinees over time--can profit from the Kalman filter technique is described. The Kalman estimates change more cautiously over time, have lower estimation error variances, and reproduce the LISREL program latent state correlations more…
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Nilsson, Tobias; Balidakis, Kyriakos; Glaser, Susanne; Heinkelmann, Robert; Schuh, Harald
2016-06-01
Terrestrial reference frames (TRF), such as the ITRF2008, are primary products of geodesy. In this paper, we present TRF solutions based on Kalman filtering of very long baseline interferometry (VLBI) data, for which we estimate steady station coordinates over more than 30 years that are updated for every single VLBI session. By applying different levels of process noise, non-linear signals, such as seasonal and seismic effects, are taken into account. The corresponding stochastic model is derived site-dependent from geophysical loading deformation time series and is adapted during periods of post-seismic deformations. Our results demonstrate that the choice of stochastic process has a much smaller impact on the coordinate time series and velocities than the overall noise level. If process noise is applied, tests with and without additionally estimating seasonal signals indicate no difference between the resulting coordinate time series for periods when observational data are available. In a comparison with epoch reference frames, the Kalman filter solutions provide better short-term stability. Furthermore, we find out that the Kalman filter solutions are of similar quality when compared to a consistent least-squares solution, however, with the enhanced attribute of being easier to update as, for instance, in a post-earthquake period.
A new extension of unscented Kalman filter for structural health assessment with unknown input
NASA Astrophysics Data System (ADS)
Al-Hussein, Abdullah; Haldar, Achintya
2014-03-01
A time-domain nonlinear system identification (SI)-based structural health assessment (SHA) procedure, using Unscented Kalman Filter (UKF) concept, is presented in this paper. It is a two-stage procedure. It integrates an iterative least squares technique and the unscented Kalman filter concept. The authors believe that the integrated procedure significantly improves the basic UKF concept. The procedure can assess the health of a structure using only a limited number of noise-contaminated acceleration time-histories measured only at a small part of a structure and does not need information on input excitation. The structures are represented by finite element models and the location and severity of defect(s) are assessed by tracking the changes in the stiffness properties of individual elements from their expected values. With the help of examples, it is demonstrated that the method is capable of accurately identifying defect-free and defective states of structures. Small and relatively large defects are introduced at different locations in the structure and the capability of the method to detect the health of the structure is examined. It is demonstrated that the accuracy of the method is much better than the other methods currently available for the structural health assessment. It is also superior to the extended Kalman filter. Considering the accuracy and robustness, the procedure can be used as a nondestructive structural health assessment procedure.
Incremental activation detection for real-time fMRI series using robust Kalman filter.
Li, Liang; Yan, Bin; Tong, Li; Wang, Linyuan; Li, Jianxin
2014-01-01
Real-time functional magnetic resonance imaging (rt-fMRI) is a technique that enables us to observe human brain activations in real time. However, some unexpected noises that emerged in fMRI data collecting, such as acute swallowing, head moving and human manipulations, will cause much confusion and unrobustness for the activation analysis. In this paper, a new activation detection method for rt-fMRI data is proposed based on robust Kalman filter. The idea is to add a variation to the extended kalman filter to handle the additional sparse measurement noise and a sparse noise term to the measurement update step. Hence, the robust Kalman filter is designed to improve the robustness for the outliers and can be computed separately for each voxel. The algorithm can compute activation maps on each scan within a repetition time, which meets the requirement for real-time analysis. Experimental results show that this new algorithm can bring out high performance in robustness and in real-time activation detection.
NASA Astrophysics Data System (ADS)
Li, Judith Yue; Kokkinaki, Amalia; Ghorbanidehno, Hojat; Darve, Eric F.; Kitanidis, Peter K.
2015-12-01
Reservoir monitoring aims to provide snapshots of reservoir conditions and their uncertainties to assist operation management and risk analysis. These snapshots may contain millions of state variables, e.g., pressures and saturations, which can be estimated by assimilating data in real time using the Kalman filter (KF). However, the KF has a computational cost that scales quadratically with the number of unknowns, m, due to the cost of computing and storing the covariance and Jacobian matrices, along with their products. The compressed state Kalman filter (CSKF) adapts the KF for solving large-scale monitoring problems. The CSKF uses N preselected orthogonal bases to compute an accurate rank-N approximation of the covariance that is close to the optimal spectral approximation given by SVD. The CSKF has a computational cost that scales linearly in m and uses an efficient matrix-free approach that propagates uncertainties using N + 1 forward model evaluations, where N≪m. Here we present a generalized CSKF algorithm for nonlinear state estimation problems such as CO2 monitoring. For simultaneous estimation of multiple types of state variables, the algorithm allows selecting bases that represent the variability of each state type. Through synthetic numerical experiments of CO2 monitoring, we show that the CSKF can reproduce the Kalman gain accurately even for large compression ratios (m/N). For a given computational cost, the CSKF uses a robust and flexible compression scheme that gives more reliable uncertainty estimates than the ensemble Kalman filter, which may display loss of ensemble variability leading to suboptimal uncertainty estimates.
Kalman Filter Tracking on Parallel Architectures
NASA Astrophysics Data System (ADS)
Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi
2015-12-01
Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques including Cellular Automata or returning to Hough Transform. The most common track finding techniques in use today are however those based on the Kalman Filter [2]. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust and are exactly those being used today for the design of the tracking system for HL-LHC. Our previous investigations showed that, using optimized data structures, track fitting with Kalman Filter can achieve large speedup both with Intel Xeon and Xeon Phi. We report here our further progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a realistic simulation setup.
Kalman-predictive-proportional-integral-derivative (KPPID)
Fluerasu, A.; Sutton, M.
2004-12-17
With third generation synchrotron X-ray sources, it is possible to acquire detailed structural information about the system under study with time resolution orders of magnitude faster than was possible a few years ago. These advances have generated many new challenges for changing and controlling the state of the system on very short time scales, in a uniform and controlled manner. For our particular X-ray experiments on crystallization or order-disorder phase transitions in metallic alloys, we need to change the sample temperature by hundreds of degrees as fast as possible while avoiding over or under shooting. To achieve this, we designed and implemented a computer-controlled temperature tracking system which combines standard Proportional-Integral-Derivative (PID) feedback, thermal modeling and finite difference thermal calculations (feedforward), and Kalman filtering of the temperature readings in order to reduce the noise. The resulting Kalman-Predictive-Proportional-Integral-Derivative (KPPID) algorithm allows us to obtain accurate control, to minimize the response time and to avoid over/under shooting, even in systems with inherently noisy temperature readings and time delays. The KPPID temperature controller was successfully implemented at the Advanced Photon Source at Argonne National Laboratories and was used to perform coherent and time-resolved X-ray diffraction experiments.
Neumann, M; Cuvillon, L; Breton, E; de Matheli, M
2013-01-01
Recently, a workflow for magnetic resonance (MR) image plane alignment based on tracking in real-time MR images was introduced. The workflow is based on a tracking device composed of 2 resonant micro-coils and a passive marker, and allows for tracking of the passive marker in clinical real-time images and automatic (re-)initialization using the microcoils. As the Kalman filter has proven its benefit as an estimator and predictor, it is well suited for use in tracking applications. In this paper, a Kalman filter is integrated in the previously developed workflow in order to predict position and orientation of the tracking device. Measurement noise covariances of the Kalman filter are dynamically changed in order to take into account that, according to the image plane orientation, only a subset of the 3D pose components is available. The improved tracking performance of the Kalman extended workflow could be quantified in simulation results. Also, a first experiment in the MRI scanner was performed but without quantitative results yet.
Prospective motion correction for functional MRI using sparsity and Kalman filtering
NASA Astrophysics Data System (ADS)
Weller, Daniel S.; Noll, Douglas C.; Fessler, Jeffrey A.
2013-09-01
We propose a novel algorithm to adaptively correct head motion during functional magnetic resonance imaging scans. Our method combines a Kalman-filter-like motion tracker and a registration cost function based on a sparse residual image model. Using simulated data, we compare a time series correlation analysis of our prospectively corrected reconstruction against the same analysis using post-scan motion correction provided by standard software. Our experiments demonstrate our prospective correction method is capable of mitigating motion effects and improving the sensitivity and specificity of the correlation analysis, without relying on costly external tracking hardware or separate navigational data that would take extra time to acquire during each time frame.
A Kalman Approach to Lunar Surface Navigation using Radiometric and Inertial Measurements
NASA Technical Reports Server (NTRS)
Chelmins, David T.; Welch, Bryan W.; Sands, O. Scott; Nguyen, Binh V.
2009-01-01
Future lunar missions supporting the NASA Vision for Space Exploration will rely on a surface navigation system to determine astronaut position, guide exploration, and return safely to the lunar habitat. In this report, we investigate one potential architecture for surface navigation, using an extended Kalman filter to integrate radiometric and inertial measurements. We present a possible infrastructure to support this technique, and we examine an approach to simulating navigational accuracy based on several different system configurations. The results show that position error can be reduced to 1 m after 5 min of processing, given two satellites, one surface communication terminal, and knowledge of the starting position to within 100 m.
Updating multipoint simulations using the ensemble Kalman filter
NASA Astrophysics Data System (ADS)
Hu, L. Y.; Zhao, Y.; Liu, Y.; Scheepens, C.; Bouchard, A.
2013-02-01
In the last two decades, the multipoint simulation (MPS) method has been developed and increasingly used for building complex geological facies models that are conditioned to geological and geophysical data. In the meantime, the ensemble Kalman filter (EnKF) approach has been developed and recognized as a promising way for assimilating dynamic production data into reservoir models. So far, the EnKF approach is proven efficient for updating continuous model parameters that have a linear statistical relation with the flow responses. It remains challenging to extend the EnKF approach to updating complex geological facies models generated by MPS, while preserving their geological and statistical consistency. In this paper, we introduce a new method for parameterizing geostatistical reservoir models generated by MPS. It is mathematically proven that updating these parameters during a history matching process does not compromise the hard data conditioning and the geological and statistical consistency of the reservoir model defined by the training image and other information including global facies proportions, trend maps etc. This method is an alternative to the gradual deformation method but has an enlarged search space for covering possible solutions. Based on the above parameterization, we present two algorithms of using EnKF approach to update multipoint simulations to dynamic data. We also present results of using the above methodology to condition a sector model of a fluvial reservoir to dynamic data.
Towards Extended Vantage Theory
ERIC Educational Resources Information Center
Glaz, Adam
2010-01-01
The applicability of Vantage Theory (VT), a model of (colour) categorization, to linguistic data largely depends on the modifications and adaptations of the model for the purpose. An attempt to do so proposed here, called Extended Vantage Theory (EVT), slightly reformulates the VT conception of vantage by capitalizing on some of the entailments of…
Hierarchical Bayes Ensemble Kalman Filter for geophysical data assimilation
NASA Astrophysics Data System (ADS)
Tsyrulnikov, Michael; Rakitko, Alexander
2016-04-01
In the Ensemble Kalman Filter (EnKF), the forecast error covariance matrix B is estimated from a sample (ensemble), which inevitably implies a degree of uncertainty. This uncertainty is especially large in high dimensions, where the affordable ensemble size is orders of magnitude less than the dimensionality of the system. Common remedies include ad-hoc devices like variance inflation and covariance localization. The goal of this study is to optimize the account for the inherent uncertainty of the B matrix in EnKF. Following the idea by Myrseth and Omre (2010), we explicitly admit that the B matrix is unknown and random and estimate it along with the state (x) in an optimal hierarchical Bayes analysis scheme. We separate forecast errors into predictability errors (i.e. forecast errors due to uncertainties in the initial data) and model errors (forecast errors due to imperfections in the forecast model) and include the two respective components P and Q of the B matrix into the extended control vector (x,P,Q). Similarly, we break the traditional forecast ensemble into the predictability-error related ensemble and model-error related ensemble. The reason for the separation of model errors from predictability errors is the fundamental difference between the two sources of error. Model error are external (i.e. do not depend on the filter's performance) whereas predictability errors are internal to a filter (i.e. are determined by the filter's behavior). At the analysis step, we specify Inverse Wishart based priors for the random matrices P and Q and conditionally Gaussian prior for the state x. Then, we update the prior distribution of (x,P,Q) using both observation and ensemble data, so that ensemble members are used as generalized observations and ordinary observations are allowed to influence the covariances. We show that for linear dynamics and linear observation operators, conditional Gaussianity of the state is preserved in the course of filtering. At the forecast
Hunt, R.L.
1983-12-27
An adapter is disclosed for use with a fireplace. The stove pipe of a stove standing in a room to be heated may be connected to the flue of the chimney so that products of combustion from the stove may be safely exhausted through the flue and outwardly of the chimney. The adapter may be easily installed within the fireplace by removing the damper plate and fitting the adapter to the damper frame. Each of a pair of bolts has a portion which hooks over a portion of the damper frame and a threaded end depending from the hook portion and extending through a hole in the adapter. Nuts are threaded on the bolts and are adapted to force the adapter into a tight fit with the adapter frame.
Human movement tracking based on Kalman filter
NASA Astrophysics Data System (ADS)
Zhang, Yi; Luo, Yuan
2006-11-01
During the rehabilitation process of the post-stroke patients is conducted, their movements need to be localized and learned so that incorrect movement can be instantly modified or tuned. Therefore, tracking these movement becomes vital and necessary for the rehabilitative course. In the technologies of human movement tracking, the position prediction of human movement is very important. In this paper, we first analyze the configuration of the human movement system and choice of sensors. Then, The Kalman filter algorithm and its modified algorithm are proposed and to be used to predict the position of human movement. In the end, on the basis of analyzing the performance of the method, it is clear that the method described can be used to the system of human movement tracking.
NASA Technical Reports Server (NTRS)
Canfield, Stephen
1999-01-01
This work will demonstrate the integration of sensor and system dynamic data and their appropriate models using an optimal filter to create a robust, adaptable, easily reconfigurable state (motion) estimation system. This state estimation system will clearly show the application of fundamental modeling and filtering techniques. These techniques are presented at a general, first principles level, that can easily be adapted to specific applications. An example of such an application is demonstrated through the development of an integrated GPS/INS navigation system. This system acquires both global position data and inertial body data, to provide optimal estimates of current position and attitude states. The optimal states are estimated using a Kalman filter. The state estimation system will include appropriate error models for the measurement hardware. The results of this work will lead to the development of a "black-box" state estimation system that supplies current motion information (position and attitude states) that can be used to carry out guidance and control strategies. This black-box state estimation system is developed independent of the vehicle dynamics and therefore is directly applicable to a variety of vehicles. Issues in system modeling and application of Kalman filtering techniques are investigated and presented. These issues include linearized models of equations of state, models of the measurement sensors, and appropriate application and parameter setting (tuning) of the Kalman filter. The general model and subsequent algorithm is developed in Matlab for numerical testing. The results of this system are demonstrated through application to data from the X-33 Michael's 9A8 mission and are presented in plots and simple animations.
Kalman filter data assimilation: Targeting observations and parameter estimation
Bellsky, Thomas Kostelich, Eric J.; Mahalov, Alex
2014-06-15
This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.
Kalman filter data assimilation: targeting observations and parameter estimation.
Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex
2014-06-01
This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.
Weighted measurement fusion Kalman estimator for multisensor descriptor system
NASA Astrophysics Data System (ADS)
Dou, Yinfeng; Ran, Chenjian; Gao, Yuan
2016-08-01
For the multisensor linear stochastic descriptor system with correlated measurement noises, the fused measurement can be obtained based on the weighted least square (WLS) method, and the reduced-order state components are obtained applying singular value decomposition method. Then, the multisensor descriptor system is transformed to a fused reduced-order non-descriptor system with correlated noise. And the weighted measurement fusion (WMF) Kalman estimator of this reduced-order subsystem is presented. According to the relationship of the presented non-descriptor system and the original descriptor system, the WMF Kalman estimator and its estimation error variance matrix of the original multisensor descriptor system are presented. The presented WMF Kalman estimator has global optimality, and can avoid computing these cross-variances of the local Kalman estimator, compared with the state fusion method. A simulation example about three-sensors stochastic dynamic input and output systems in economy verifies the effectiveness.
Hecht, R.M.; Schomer, D.F.; Oro, J.A.; Bartel, A.H.; Hungerford, E.V. III
1981-01-01
Procedures and instrumentation are described to extend the capability of a cytometry system to record samples that exhibit a wide range of fluorescence such as multicellular systems. The method employs a log amplifier in combination with a set of neutral density filters that reduces the incident light reaching the photomultiplier tube. With any given filter, signals within an intensity range of 200-fold can be measured; different filters can be used to obtain an extended overall range. Polystyrene fluorescent microspheres and a variety of mithramycin stained biological samples ranging from yeast cells to Paramecium were processed by the system. The relative DNA content of individual multicellular embryos was determined for a heterogeneous population of embryonic stages isolated from the nematoda, Caenorhahditis elegans. As part of the evaluation of the procedure, the practical upper limit of range extension was determined. The most intense fluorescent signal was produced when untreated pecan pollen stained with ethidium bromide fluoresced with a factor (8.4 +- 1.3) x 10/sup 4/ more than ethidium bromide stained E. coli cells.
Estimation of FBMC/OQAM Fading Channels Using Dual Kalman Filters
Aldababseh, Mahmoud
2014-01-01
We address the problem of estimating time-varying fading channels in filter bank multicarrier (FBMC/OQAM) wireless systems based on pilot symbols. The standard solution to this problem is the least square (LS) estimator or the minimum mean square error (MMSE) estimator with possible adaptive implementation using recursive least square (RLS) algorithm or least mean square (LMS) algorithm. However, these adaptive filters cannot well-exploit fading channel statistics. To take advantage of fading channel statistics, the time evolution of the fading channel is modeled by an autoregressive process and tracked by Kalman filter. Nevertheless, this requires the autoregressive parameters which are usually unknown. Thus, we propose to jointly estimate the FBMC/OQAM fading channels and their autoregressive parameters based on dual optimal Kalman filters. Once the fading channel coefficients at pilot symbol positions are estimated by the proposed method, the fading channel coefficients at data symbol positions are then estimated by using some interpolation methods such as linear, spline, or low-pass interpolation. The comparative simulation study we carried out with existing techniques confirms the effectiveness of the proposed method. PMID:24701181
Estimation of FBMC/OQAM fading channels using dual Kalman filters.
Aldababseh, Mahmoud; Jamoos, Ali
2014-01-01
We address the problem of estimating time-varying fading channels in filter bank multicarrier (FBMC/OQAM) wireless systems based on pilot symbols. The standard solution to this problem is the least square (LS) estimator or the minimum mean square error (MMSE) estimator with possible adaptive implementation using recursive least square (RLS) algorithm or least mean square (LMS) algorithm. However, these adaptive filters cannot well-exploit fading channel statistics. To take advantage of fading channel statistics, the time evolution of the fading channel is modeled by an autoregressive process and tracked by Kalman filter. Nevertheless, this requires the autoregressive parameters which are usually unknown. Thus, we propose to jointly estimate the FBMC/OQAM fading channels and their autoregressive parameters based on dual optimal Kalman filters. Once the fading channel coefficients at pilot symbol positions are estimated by the proposed method, the fading channel coefficients at data symbol positions are then estimated by using some interpolation methods such as linear, spline, or low-pass interpolation. The comparative simulation study we carried out with existing techniques confirms the effectiveness of the proposed method. PMID:24701181
Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation
NASA Technical Reports Server (NTRS)
Simon, Dan; Simon, Donald L.
2003-01-01
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.
Liang, Fan; Yu, Yang; Cui, Shigang; Zhao, Li; Wu, Xingli
2014-05-01
Robot Assisted Coronary Artery Bypass Graft (CABG) allows the heart keep beating in the surgery by actively eliminating the relative motion between point of interest (POI) on the heart surface and surgical tool. The inherited nonlinear and diverse nature of beating heart motion gives a huge obstacle for the robot to meet the demanding tracking control requirements. In this paper, we novelty propose a Master-slave Kalman Filter based on beating heart motion Nonlinear Adaptive Prediction (NAP) algorithm. In the study, we describe the beating heart motion as the combination of nonlinearity relating mathematics part and uncertainty relating non-mathematics part. Specifically, first, we model the nonlinearity of the heart motion via quadratic modulated sinusoids and estimate it by a Master Kalman Filter. Second, we involve the uncertainty heart motion by adaptively change the covariance of the process noise through the slave Kalman Filter. We conduct comparative experiments to evaluate the proposed approach with four distinguished datasets. The results indicate that the new approach reduces prediction errors by at least 30 μm. Moreover, the new approach performs well in robustness test, in which two kinds of arrhythmia datasets from MIT-BIH arrhythmia database are assessed.
Zhu, Eric F.; Gai, Shuning A.; Opel, Cary F.; Kwan, Byron H.; Surana, Rishi; Mihm, Martin C.; Kauke, Monique J.; Moynihan, Kelly D.; Angelini, Alessandro; Williams, Robert T.; Stephan, Matthias T.; Kim, Jacob S.; Yaffe, Michael B.; Irvine, Darrell J.; Weiner, Louis M.; Dranoff, Glenn
2015-01-01
Summary Cancer immunotherapies under development have generally focused on either stimulating T-cell immunity or driving antibody-directed effector functions of the innate immune system such as antibody-dependent cell-mediated cytotoxicity (ADCC). We find that a combination of an anti-tumor antigen antibody and an untargeted IL-2 fusion protein with delayed systemic clearance induces significant tumor control in aggressive isogenic tumor models via a concerted innate and adaptive response involving neutrophils, NK cells, macrophages, and CD8+ T-cells. This combination therapy induces an intratumoral “cytokine storm” and extensive lymphocyte infiltration. Adoptive transfer of anti-tumor T-cells together with this combination therapy leads to robust cures of established tumors and establishment of immunological memory. PMID:25873172
Zhu, Eric F; Gai, Shuning A; Opel, Cary F; Kwan, Byron H; Surana, Rishi; Mihm, Martin C; Kauke, Monique J; Moynihan, Kelly D; Angelini, Alessandro; Williams, Robert T; Stephan, Matthias T; Kim, Jacob S; Yaffe, Michael B; Irvine, Darrell J; Weiner, Louis M; Dranoff, Glenn; Wittrup, K Dane
2015-04-13
Cancer immunotherapies under development have generally focused on either stimulating T cell immunity or driving antibody-directed effector functions of the innate immune system such as antibody-dependent cell-mediated cytotoxicity (ADCC). We find that a combination of an anti-tumor antigen antibody and an untargeted IL-2 fusion protein with delayed systemic clearance induces significant tumor control in aggressive isogenic tumor models via a concerted innate and adaptive response involving neutrophils, NK cells, macrophages, and CD8(+) T cells. This combination therapy induces an intratumoral "cytokine storm" and extensive lymphocyte infiltration. Adoptive transfer of anti-tumor T cells together with this combination therapy leads to robust cures of established tumors and development of immunological memory.
Zhu, Eric F; Gai, Shuning A; Opel, Cary F; Kwan, Byron H; Surana, Rishi; Mihm, Martin C; Kauke, Monique J; Moynihan, Kelly D; Angelini, Alessandro; Williams, Robert T; Stephan, Matthias T; Kim, Jacob S; Yaffe, Michael B; Irvine, Darrell J; Weiner, Louis M; Dranoff, Glenn; Wittrup, K Dane
2015-04-13
Cancer immunotherapies under development have generally focused on either stimulating T cell immunity or driving antibody-directed effector functions of the innate immune system such as antibody-dependent cell-mediated cytotoxicity (ADCC). We find that a combination of an anti-tumor antigen antibody and an untargeted IL-2 fusion protein with delayed systemic clearance induces significant tumor control in aggressive isogenic tumor models via a concerted innate and adaptive response involving neutrophils, NK cells, macrophages, and CD8(+) T cells. This combination therapy induces an intratumoral "cytokine storm" and extensive lymphocyte infiltration. Adoptive transfer of anti-tumor T cells together with this combination therapy leads to robust cures of established tumors and development of immunological memory. PMID:25873172
Parnian, Neda; Golnaraghi, Farid
2010-01-01
This paper describes the development of a modified Kalman filter to integrate a multi-camera vision system and strapdown inertial navigation system (SDINS) for tracking a hand-held moving device for slow or nearly static applications over extended periods of time. In this algorithm, the magnitude of the changes in position and velocity are estimated and then added to the previous estimation of the position and velocity, respectively. The experimental results of the hybrid vision/SDINS design show that the position error of the tool tip in all directions is about one millimeter RMS. The proposed Kalman filter removes the effect of the gravitational force in the state-space model. As a result, the resulting error is eliminated and the resulting position is smoother and ripple-free. PMID:22219667
Parnian, Neda; Golnaraghi, Farid
2010-01-01
This paper describes the development of a modified Kalman filter to integrate a multi-camera vision system and strapdown inertial navigation system (SDINS) for tracking a hand-held moving device for slow or nearly static applications over extended periods of time. In this algorithm, the magnitude of the changes in position and velocity are estimated and then added to the previous estimation of the position and velocity, respectively. The experimental results of the hybrid vision/SDINS design show that the position error of the tool tip in all directions is about one millimeter RMS. The proposed Kalman filter removes the effect of the gravitational force in the state-space model. As a result, the resulting error is eliminated and the resulting position is smoother and ripple-free.
REVIEW: Internal models in sensorimotor integration: perspectives from adaptive control theory
NASA Astrophysics Data System (ADS)
Tin, Chung; Poon, Chi-Sang
2005-09-01
Internal models and adaptive controls are empirical and mathematical paradigms that have evolved separately to describe learning control processes in brain systems and engineering systems, respectively. This paper presents a comprehensive appraisal of the correlation between these paradigms with a view to forging a unified theoretical framework that may benefit both disciplines. It is suggested that the classic equilibrium-point theory of impedance control of arm movement is analogous to continuous gain-scheduling or high-gain adaptive control within or across movement trials, respectively, and that the recently proposed inverse internal model is akin to adaptive sliding control originally for robotic manipulator applications. Modular internal models' architecture for multiple motor tasks is a form of multi-model adaptive control. Stochastic methods, such as generalized predictive control, reinforcement learning, Bayesian learning and Hebbian feedback covariance learning, are reviewed and their possible relevance to motor control is discussed. Possible applicability of a Luenberger observer and an extended Kalman filter to state estimation problems—such as sensorimotor prediction or the resolution of vestibular sensory ambiguity—is also discussed. The important role played by vestibular system identification in postural control suggests an indirect adaptive control scheme whereby system states or parameters are explicitly estimated prior to the implementation of control. This interdisciplinary framework should facilitate the experimental elucidation of the mechanisms of internal models in sensorimotor systems and the reverse engineering of such neural mechanisms into novel brain-inspired adaptive control paradigms in future.
Motion estimation using point cluster method and Kalman filter.
Senesh, M; Wolf, A
2009-05-01
The most frequently used method in a three dimensional human gait analysis involves placing markers on the skin of the analyzed segment. This introduces a significant artifact, which strongly influences the bone position and orientation and joint kinematic estimates. In this study, we tested and evaluated the effect of adding a Kalman filter procedure to the previously reported point cluster technique (PCT) in the estimation of a rigid body motion. We demonstrated the procedures by motion analysis of a compound planar pendulum from indirect opto-electronic measurements of markers attached to an elastic appendage that is restrained to slide along the rigid body long axis. The elastic frequency is close to the pendulum frequency, as in the biomechanical problem, where the soft tissue frequency content is similar to the actual movement of the bones. Comparison of the real pendulum angle to that obtained by several estimation procedures--PCT, Kalman filter followed by PCT, and low pass filter followed by PCT--enables evaluation of the accuracy of the procedures. When comparing the maximal amplitude, no effect was noted by adding the Kalman filter; however, a closer look at the signal revealed that the estimated angle based only on the PCT method was very noisy with fluctuation, while the estimated angle based on the Kalman filter followed by the PCT was a smooth signal. It was also noted that the instantaneous frequencies obtained from the estimated angle based on the PCT method is more dispersed than those obtained from the estimated angle based on Kalman filter followed by the PCT method. Addition of a Kalman filter to the PCT method in the estimation procedure of rigid body motion results in a smoother signal that better represents the real motion, with less signal distortion than when using a digital low pass filter. Furthermore, it can be concluded that adding a Kalman filter to the PCT procedure substantially reduces the dispersion of the maximal and minimal
Reduced-Order Kalman Filtering for Processing Relative Measurements
NASA Technical Reports Server (NTRS)
Bayard, David S.
2008-01-01
A study in Kalman-filter theory has led to a method of processing relative measurements to estimate the current state of a physical system, using less computation than has previously been thought necessary. As used here, relative measurements signifies measurements that yield information on the relationship between a later and an earlier state of the system. An important example of relative measurements arises in computer vision: Information on relative motion is extracted by comparing images taken at two different times. Relative measurements do not directly fit into standard Kalman filter theory, in which measurements are restricted to those indicative of only the current state of the system. One approach heretofore followed in utilizing relative measurements in Kalman filtering, denoted state augmentation, involves augmenting the state of the system at the earlier of two time instants and then propagating the state to the later time instant.While state augmentation is conceptually simple, it can also be computationally prohibitive because it doubles the number of states in the Kalman filter. When processing a relative measurement, if one were to follow the state-augmentation approach as practiced heretofore, one would find it necessary to propagate the full augmented state Kalman filter from the earlier time to the later time and then select out the reduced-order components. The main result of the study reported here is proof of a property called reduced-order equivalence (ROE). The main consequence of ROE is that it is not necessary to augment with the full state, but, rather, only the portion of the state that is explicitly used in the partial relative measurement. In other words, it suffices to select the reduced-order components first and then propagate the partial augmented state Kalman filter from the earlier time to the later time; the amount of computation needed to do this can be substantially less than that needed for propagating the full augmented
Compressed state Kalman filter for large systems
NASA Astrophysics Data System (ADS)
Kitanidis, Peter K.
2015-02-01
The Kalman filter (KF) is a recursive filter that allows the assimilation of data in real time and has found numerous applications. In earth sciences, the method is applied to systems with very large state vectors obtained from the discretization of functions such as pressure, velocity, solute concentration, and voltage. With state dimension running in the millions, the implementation of the standard or textbook version of KF is very expensive and low-rank approximations have been devised such as EnKF and SEEK. Although widely applied, the error behavior of these methods is not adequately understood. This article focuses on very large linear systems and presents a complete computational method that scales roughly linearly with the dimension of the state vector. The method is suited for problems for which the effective rank of the state covariance matrix is much smaller than its dimension. This method is closest to SEEK but uses a fixed basis that should be selected in accordance with the characteristics of the problem, mainly the transition matrix and the system noise covariance. The method is matrix free, i.e., does not require computation of Jacobian matrices and uses the forward model as a black box. Computational results demonstrate the ability of the method to solve very large, say 106 , state vectors.
Kalman Filter for Spinning Spacecraft Attitude Estimation
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Sedlak, Joseph E.
2008-01-01
This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.
Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation
NASA Technical Reports Server (NTRS)
Simon, Dan; Simon, Donald L.
2005-01-01
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.
Stable Kalman filters for processing clock measurement data
NASA Technical Reports Server (NTRS)
Clements, P. A.; Gibbs, B. P.; Vandergraft, J. S.
1989-01-01
Kalman filters have been used for some time to process clock measurement data. Due to instabilities in the standard Kalman filter algorithms, the results have been unreliable and difficult to obtain. During the past several years, stable forms of the Kalman filter have been developed, implemented, and used in many diverse applications. These algorithms, while algebraically equivalent to the standard Kalman filter, exhibit excellent numerical properties. Two of these stable algorithms, the Upper triangular-Diagonal (UD) filter and the Square Root Information Filter (SRIF), have been implemented to replace the standard Kalman filter used to process data from the Deep Space Network (DSN) hydrogen maser clocks. The data are time offsets between the clocks in the DSN, the timescale at the National Institute of Standards and Technology (NIST), and two geographically intermediate clocks. The measurements are made by using the GPS navigation satellites in mutual view between clocks. The filter programs allow the user to easily modify the clock models, the GPS satellite dependent biases, and the random noise levels in order to compare different modeling assumptions. The results of this study show the usefulness of such software for processing clock data. The UD filter is indeed a stable, efficient, and flexible method for obtaining optimal estimates of clock offsets, offset rates, and drift rates. A brief overview of the UD filter is also given.
Switching Kalman filter for failure prognostic
NASA Astrophysics Data System (ADS)
Lim, Chi Keong Reuben; Mba, David
2015-02-01
The use of condition monitoring (CM) data to predict remaining useful life have been growing with increasing use of health and usage monitoring systems on aircraft. There are many data-driven methodologies available for the prediction and popular ones include artificial intelligence and statistical based approach. The drawback of such approaches is that they require a lot of failure data for training which can be scarce in practice. In lieu of this, methods using state-space and regression-based models that extract information from the data history itself have been explored. However, such methods have their own limitations as they utilize a single time-invariant model which does not represent changing degradation path well. This causes most degradation modeling studies to focus only on segments of their CM data that behaves close to the assumed model. In this paper, a state-space based method; the Switching Kalman Filter (SKF), is adopted for model estimation and life prediction. The SKF approach however, uses multiple models from which the most probable model is inferred from the CM data using Bayesian estimation before it is applied for prediction. At the same time, the inference of the degradation model itself can provide maintainers with more information for their planning. This SKF approach is demonstrated with a case study on gearbox bearings that were found defective from the Republic of Singapore Air Force AH64D helicopter. The use of in-service CM data allows the approach to be applied in a practical scenario and results showed that the developed SKF approach is a promising tool to support maintenance decision-making.
NASA Astrophysics Data System (ADS)
Podladchikova, T.; Shprits, Y.; Kellerman, A. C.
2015-12-01
The Kalman filter technique combines the strengths of new physical models of the Earth's radiation belts with long-term spacecraft observations of electron fluxes and therefore provide an extremely useful method for the analysis of the state and evolution of the electron radiation belts. However, to get the reliable data assimilation output, the Kalman filter application is confronted with a set of fundamental problems. E.g., satellite measurements are usually limited to a single location in space, which confines the reconstruction of the global evolution of the radiation environment. The uncertainties arise from the imperfect description of the process dynamics and the presence of observation errors, which may cause the failure of data assimilation solution. The development of adaptive Kalman filter that combines the Van Allen Probes data and 3-D VERB code, its accurate customizations in the reconstruction of model describing the phase space density (PSD) evolution, extension of the possibilities to use measurement information, and the model adjustment by developing the identification techniques of model and measurement errors allowed us to reveal hidden and implicit regularities of the PSD dynamics and obtain quantitative and qualitative estimates of radial, energy and pitch angle diffusion characteristics from satellite observations. In this study we propose an approach to estimate radial, energy and pitch angle diffusion rates, as well as the direction of their propagation.
An O(N(2)) square root unscented Kalman Filter for visual simultaneous localization and mapping.
Holmes, Steven A; Klein, Georg; Murray, David W
2009-07-01
This paper develops a Square Root Unscented Kalman Filter (SRUKF) for performing video-rate visual simultaneous localization and mapping (SLAM) using a single camera. The conventional UKF has been proposed previously for SLAM, improving the handling of nonlinearities compared with the more widely used Extended Kalman Filter (EKF). However, no account was taken of the comparative complexity of the algorithms: In SLAM, the UKF scales as O(N;{3}) in the state length, compared to the EKF's O(N;{2}), making it unsuitable for video-rate applications with other than unrealistically few scene points. Here, it is shown that the SRUKF provides the same results as the UKF to within machine accuracy and that it can be reposed with complexity O(N;{2}) for state estimation in visual SLAM. This paper presents results from video-rate experiments on live imagery. Trials using synthesized data show that the consistency of the SRUKF is routinely better than that of the EKF, but that its overall cost settles at an order of magnitude greater than the EKF for large scenes. PMID:19443923
Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.
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.
Numerical comparison of Kalman filter algorithms - Orbit determination case study
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Thornton, C. L.
1977-01-01
Numerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.
Systolic VLSI array for implementing the Kalman filter algorithm
NASA Technical Reports Server (NTRS)
Chang, Jaw J. (Inventor); Yeh, Hen-Geul (Inventor)
1989-01-01
A method and apparatus for processing signals representative of a complex matrix/vector equation is disclosed and claimed. More particularly, signals representing an orderly sequence of the combined matrix and vector equation, known as a Kalman filter algorithm, is processed in real-time in accordance with the principles of this invention. The Kalman filter algorithm is converted into a Faddeev algorithm, which is a matrix-only algorithm. The Faddeev algorithm is modified to represent both the matrix and vector portions of the Kalman filter algorithm. The modified Faddeev algorithm is embodied into electrical signals which are applied as inputs to a systolic array processor, which performs triangulation and nullification on the input signals, and delivers an output signal to a real-time utilization circuit.
The discrete Kalman filtering approach for seismic signals deconvolution
Kurniadi, Rizal; Nurhandoko, Bagus Endar B.
2012-06-20
Seismic signals are a convolution of reflectivity and seismic wavelet. One of the most important stages in seismic data processing is deconvolution process; the process of deconvolution is inverse filters based on Wiener filter theory. This theory is limited by certain modelling assumptions, which may not always valid. The discrete form of the Kalman filter is then used to generate an estimate of the reflectivity function. The main advantage of Kalman filtering is capability of technique to handling continually time varying models and has high resolution capabilities. In this work, we use discrete Kalman filter that it was combined with primitive deconvolution. Filtering process works on reflectivity function, hence the work flow of filtering is started with primitive deconvolution using inverse of wavelet. The seismic signals then are obtained by convoluting of filtered reflectivity function with energy waveform which is referred to as the seismic wavelet. The higher frequency of wavelet gives smaller wave length, the graphs of these results are presented.
Validation of the fuzzy Kalman Filter for ship tracking applications
NASA Astrophysics Data System (ADS)
Rigatos, Gerasimos; Siano, Pierluigi
2015-12-01
Tracking of ships' motion and monitoring of maritime traffic can be performed with the use of distributed Kalman Filtering. However, some of the local Kalman Filters which constitute distributed estimation schemes may be based on inaccurate models of the vessel's dynamics or kinematics and in such a case the aggregate state estimate provided by the distributed filter is unreliable. To treat this problem the paper proposes a statistical method of optimized performance for the validation of Fuzzy Kalman Filters used in ship tracking. This statistical validation test is capable of detecting the faulty local filter within the distributed estimation method, even in the case of small errors in the local model's parameters which do not exceed 1% of the associated nominal values.
Kalman filter estimation of monthly US oil imports
Martz, H.; Burris, A.; Bruckner, L.; Bivins, R.
1981-10-01
The Kalman filter technique was used to forecast US monthly oil imports with a two-month lead. The state equation used was an ARIMA (1,1,0), and the observation equation was a regression of the revised (P/sub 1/), estimated (P/sub 0/), and company-forecasted values (F/sub 1/ and F/sub 2/) on the true values (P/sub 2/). Results indicate the Kalman filter estimates are superior to the company-provided P/sub 1/ values. The total forecasts are in agreement with true values and lie within the 95% confidence bounds. The incorporation of an econometrically derived observation equation is recommended. A detailed example of the Kalman filter estimate calculation is presented in the appendix.
Parallelized unscented Kalman filters for carrier recovery in coherent optical communication.
Jignesh, Jokhakar; Corcoran, Bill; Lowery, Arthur
2016-07-15
We show that unscented Kalman filters can be used to mitigate local oscillator phase noise and to compensate carrier frequency offset in coherent single-carrier optical communication systems. A parallel processing architecture implementing the unscented Kalman filter is proposed, improving upon a previous parallelized linear Kalman filter (LKF) implementation. PMID:27420508
Parallelized unscented Kalman filters for carrier recovery in coherent optical communication.
Jignesh, Jokhakar; Corcoran, Bill; Lowery, Arthur
2016-07-15
We show that unscented Kalman filters can be used to mitigate local oscillator phase noise and to compensate carrier frequency offset in coherent single-carrier optical communication systems. A parallel processing architecture implementing the unscented Kalman filter is proposed, improving upon a previous parallelized linear Kalman filter (LKF) implementation.
Detection of atomic clock frequency jumps with the Kalman filter.
Galleani, Lorenzo; Tavella, Patrizia
2012-03-01
Frequency jumps are common anomalies in atomic clocks aboard navigation system satellites. These anomalous behaviors must be detected quickly and accurately to minimize the impact on user positioning. We develop a detector for frequency jumps based on the Kalman filter. Numerical simulations show that the detector is fast, with high probability of detection and low probability of false alarms. It also has a low computational cost because it takes advantage of the recursive nature of the Kalman filter. Therefore, it can be used in applications in which little computational power is available, such as aboard navigation system satellites.
Detection of atomic clock frequency jumps with the Kalman filter.
Galleani, Lorenzo; Tavella, Patrizia
2012-03-01
Frequency jumps are common anomalies in atomic clocks aboard navigation system satellites. These anomalous behaviors must be detected quickly and accurately to minimize the impact on user positioning. We develop a detector for frequency jumps based on the Kalman filter. Numerical simulations show that the detector is fast, with high probability of detection and low probability of false alarms. It also has a low computational cost because it takes advantage of the recursive nature of the Kalman filter. Therefore, it can be used in applications in which little computational power is available, such as aboard navigation system satellites. PMID:22481785
Recursive least squares estimation and Kalman filtering by systolic arrays
NASA Technical Reports Server (NTRS)
Chen, M. J.; Yao, K.
1988-01-01
One of the most promising new directions for high-throughput-rate problems is that based on systolic arrays. In this paper, using the matrix-decomposition approach, a systolic Kalman filter is formulated as a modified square-root information filter consisting of a whitening filter followed by a simple least-squares operation based on the systolic QR algorithm. By proper skewing of the input data, a fully pipelined time and measurement update systolic Kalman filter can be achieved with O(n squared) processing cells, resulting in a system throughput rate of O (n).
Mobile indoor localization using Kalman filter and trilateration technique
NASA Astrophysics Data System (ADS)
Wahid, Abdul; Kim, Su Mi; Choi, Jaeho
2015-12-01
In this paper, an indoor localization method based on Kalman filtered RSSI is presented. The indoor communications environment however is rather harsh to the mobiles since there is a substantial number of objects distorting the RSSI signals; fading and interference are main sources of the distortion. In this paper, a Kalman filter is adopted to filter the RSSI signals and the trilateration method is applied to obtain the robust and accurate coordinates of the mobile station. From the indoor experiments using the WiFi stations, we have found that the proposed algorithm can provide a higher accuracy with relatively lower power consumption in comparison to a conventional method.
NASA Technical Reports Server (NTRS)
Choe, C. Y.; Tapley, B. D.
1975-01-01
A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.
NASA Astrophysics Data System (ADS)
Occhionero, Franco; Baccigalupi, Carlo; Amendola, Luca
1999-05-01
We propose a new inflationary toy model that produces two episodes of phase transitions. With the first one, super-horizon-sized bubbles are nucleated, which are seen from inside as open universes, thereby reconciling inflation with the recent observations of a low Ω0. With the second transition, a distribution of sub-horizon voids, of sizes typically around 10-100 Mpc/h are generated inside the open universes. These primordial voids can be the seeds of the present large scale voids that are detected in redshift surveys, and provide a non-Gaussian signal on the microwave background. The model realizes this sequence along the same slow-rolling path, by modulating the energy difference between the vacuum states. In this model, that we call extended Bubbly CDM, openness and bubblyness, rather than flatness and homogeneity, are the main products of inflation.
Time scale algorithm: Definition of ensemble time and possible uses of the Kalman filter
NASA Technical Reports Server (NTRS)
Tavella, Patrizia; Thomas, Claudine
1990-01-01
The comparative study of two time scale algorithms, devised to satisfy different but related requirements, is presented. They are ALGOS(BIPM), producing the international reference TAI at the Bureau International des Poids et Mesures, and AT1(NIST), generating the real-time time scale AT1 at the National Institute of Standards and Technology. In each case, the time scale is a weighted average of clock readings, but the weight determination and the frequency prediction are different because they are adapted to different purposes. The possibility of using a mathematical tool, such as the Kalman filter, together with the definition of the time scale as a weighted average, is also analyzed. Results obtained by simulation are presented.
Fang, Joyce; Savransky, Dmitry
2016-08-01
Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation.
Development and validation of a Kalman filter-based model for vehicle slip angle estimation
NASA Astrophysics Data System (ADS)
Gadola, M.; Chindamo, D.; Romano, M.; Padula, F.
2014-01-01
It is well known that vehicle slip angle is one of the most difficult parameters to measure on a vehicle during testing or racing activities. Moreover, the appropriate sensor is very expensive and it is often difficult to fit to a car, especially on race cars. We propose here a strategy to eliminate the need for this sensor by using a mathematical tool which gives a good estimation of the vehicle slip angle. A single-track car model, coupled with an extended Kalman filter, was used in order to achieve the result. Moreover, a tuning procedure is proposed that takes into consideration both nonlinear and saturation characteristics typical of vehicle lateral dynamics. The effectiveness of the proposed algorithm has been proven by both simulation results and real-world data.
Fang, Joyce; Savransky, Dmitry
2016-08-01
Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation. PMID:27505378
NASA Astrophysics Data System (ADS)
Peyret, Nicolas; Dion, Jean-Luc; Chevallier, Gael
2016-10-01
This paper deals with the use of piezoelectric patches for nonlinear dynamic identification. The patches are glued on the structure to identify amplitude-dependent damping and natural frequency; their positions are defined in order to perform the excitation concentrated on the first bending mode. Their locations on the structure allow to perform "stop sines" tests, as, unlike electrodynamic shakers, piezos are embedded on structures and do not modify the studied structure after the excitation signal is switched off. Although, despite the piezo and the stop-sine, the signal is still modulated by other frequency components or polluted by random signals, a post processing with the extended Kalman Filter allows a very good determination of the modal damping and the natural frequency, especially when they depends on the free vibration amplitude.
NASA Astrophysics Data System (ADS)
Fang, Joyce; Savransky, Dmitry
2016-08-01
Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with eight degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis (PCA) on the simulated dataset to obtain Karhunen-Lo\\`eve (KL) modes, which form the basis set whose weights are the system measurements. A model function which maps the state to the measurement is learned using nonlinear least squares fitting and serves as the measurement function for the nonlinear estimator (Extended and Unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss both simulated and experimental results of the full system in operation.
Sabatini, Angelo Maria
2011-01-01
In this paper we present a quaternion-based Extended Kalman Filter (EKF) for estimating the three-dimensional orientation of a rigid body. The EKF exploits the measurements from an Inertial Measurement Unit (IMU) that is integrated with a tri-axial magnetic sensor. Magnetic disturbances and gyro bias errors are modeled and compensated by including them in the filter state vector. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system that describes the process of motion tracking by the IMU is observable, namely it may provide sufficient information for performing the estimation task with bounded estimation errors. The observability conditions are that the magnetic field, perturbed by first-order Gauss-Markov magnetic variations, and the gravity vector are not collinear and that the IMU is subject to some angular motions. Computer simulations and experimental testing are presented to evaluate the algorithm performance, including when the observability conditions are critical.
Neural network learning of optimal Kalman prediction and control.
Linsker, Ralph
2008-11-01
Although there are many neural network (NN) algorithms for prediction and for control, and although methods for optimal estimation (including filtering and prediction) and for optimal control in linear systems were provided by Kalman in 1960 (with nonlinear extensions since then), there has been, to my knowledge, no NN algorithm that learns either Kalman prediction or Kalman control (apart from the special case of stationary control). Here we show how optimal Kalman prediction and control (KPC), as well as system identification, can be learned and executed by a recurrent neural network composed of linear-response nodes, using as input only a stream of noisy measurement data. The requirements of KPC appear to impose significant constraints on the allowed NN circuitry and signal flows. The NN architecture implied by these constraints bears certain resemblances to the local-circuit architecture of mammalian cerebral cortex. We discuss these resemblances, as well as caveats that limit our current ability to draw inferences for biological function. It has been suggested that the local cortical circuit (LCC) architecture may perform core functions (as yet unknown) that underlie sensory, motor, and other cortical processing. It is reasonable to conjecture that such functions may include prediction, the estimation or inference of missing or noisy sensory data, and the goal-driven generation of control signals. The resemblances found between the KPC NN architecture and that of the LCC are consistent with this conjecture.
Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.
Xie, Xianming
2016-08-22
A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms. PMID:27557170
Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.
Xie, Xianming
2016-08-22
A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms.
Kalman filter techniques for accelerated Cartesian dynamic cardiac imaging.
Feng, Xue; Salerno, Michael; Kramer, Christopher M; Meyer, Craig H
2013-05-01
In dynamic MRI, spatial and temporal parallel imaging can be exploited to reduce scan time. Real-time reconstruction enables immediate visualization during the scan. Commonly used view-sharing techniques suffer from limited temporal resolution, and many of the more advanced reconstruction methods are either retrospective, time-consuming, or both. A Kalman filter model capable of real-time reconstruction can be used to increase the spatial and temporal resolution in dynamic MRI reconstruction. The original study describing the use of the Kalman filter in dynamic MRI was limited to non-Cartesian trajectories because of a limitation intrinsic to the dynamic model used in that study. Here the limitation is overcome, and the model is applied to the more commonly used Cartesian trajectory with fast reconstruction. Furthermore, a combination of the Kalman filter model with Cartesian parallel imaging is presented to further increase the spatial and temporal resolution and signal-to-noise ratio. Simulations and experiments were conducted to demonstrate that the Kalman filter model can increase the temporal resolution of the image series compared with view-sharing techniques and decrease the spatial aliasing compared with TGRAPPA. The method requires relatively little computation, and thus is suitable for real-time reconstruction.
Combining Earth Orientation Measurements Using a Kalman Filter
NASA Technical Reports Server (NTRS)
Gross, R.
2000-01-01
A Kalman filter has many properties that make it an attractive choice as a technique for combining Earth orientation measurements. It allows the full accuracy of the measurements to be used, whether the measurements are degenerate or are of full rank, are irregularly or regularly spaced in time, or are corrupted by systematic or other errors that can be described by stochastic models.
An optimal modification of a Kalman filter for time scales
NASA Technical Reports Server (NTRS)
Greenhall, C. A.
2003-01-01
The Kalman filter in question, which was implemented in the time scale algorithm TA(NIST), produces time scales with poor short-term stability. A simple modification of the error covariance matrix allows the filter to produce time scales with good stability at all averaging times, as verified by simulations of clock ensembles.
Kalman filter estimation of attitude and gyro bias with the QUEST observation model
NASA Technical Reports Server (NTRS)
Sedlak, J.; Chu, D.
1993-01-01
The loss function for the Wahba attitude estimation problem employs unit vector observations with scalar weights. It is usually associated with the QUEST observation model, where the actual sensor noise is assumed the same for all components of the observed vector, regardless of the position in the field of view. The QUEST model has the great advantage of being sensor-independent except for the scalar parameter that characterizes the sensor errors. Although efficient algorithms for solving the Wahba problem exist, extending these algorithms to estimate gyro biases or sensor alignments has had mixed success. However, it is straightforward to estimate bias and alignment parameters with a Kalman filter. This paper investigates the use of an extended Kalman filter for the attitude and gyro bias that incorporates the QUEST observation model, to be referred to as the Unit Vector Filter (UVF). The UVF results are compared with those from a more conventional filter, the Real-Time Sequential Filter (RTSF), for which the residual is the two-dimensional projection of the unit vector onto the plane perpendicular to the sensor boresight. The RTSF is similar in design to that used by Multimission Modular Spacecraft for onboard attitude determination. An apparent obstacle to the use of unit vectors as measurements is their singular noise covariance matrix. Shuster has shown that this problem should not affect filter performance. The UVF and RTSF are tested using actual flight data from the Extreme Ultraviolet Explorer (EUVE). It is found that these filters generate nearly identical attitude and gyro bias estimates, thus validating the use of unit vectors and the QUEST noise model.
NASA Astrophysics Data System (ADS)
Segan, S.; Marceta, D.
2009-09-01
In the age of intensive exploring of the solar system, many professionals and non-professionals become interested in calculating the basic data regarding the solar system planets. We have considered some concepts of the physical ephemeris calculation for the natural and artificial solar system bodies. As an effective result, during a conference session, we presented an oral explanation of an interactive program for practical calculation of the physical ephemeris of the planets as a problem of general interest. As a specific example, in this article the readers can find the theoretical and practical elements and procedure explanation for two useful methods of the satellite orbit determination: LSQOD and EKF.
Localization of Mobile Robots Using an Extended Kalman Filter in a LEGO NXT
ERIC Educational Resources Information Center
Pinto, M.; Moreira, A. P.; Matos, A.
2012-01-01
The inspiration for this paper comes from a successful experiment conducted with students in the "Mobile Robots" course in the fifth year of the integrated Master's program in the Department of Electrical and Computer Engineering, Faculty of Engineering, University of Porto (FEUP), Porto, Portugal. One of the topics in this Mobile Robots course is…
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Slojkowski, Steven; Lowe, Jonathan; Woodburn, James
2015-01-01
Since launch, the FDF has performed daily OD for LRO using the Goddard Trajectory Determination System (GTDS). GTDS is a batch least-squares (BLS) estimator. The tracking data arc for OD is 36 hours. Current operational OD uses 200 x 200 lunar gravity, solid lunar tides, solar radiation pressure (SRP) using a spherical spacecraft area model, and point mass gravity for the Earth, Sun, and Jupiter. LRO tracking data consists of range and range-rate measurements from: Universal Space Network (USN) stations in Sweden, Germany, Australia, and Hawaii. A NASA antenna at White Sands, New Mexico (WS1S). NASA Deep Space Network (DSN) stations. DSN data was sparse and not included in this study. Tracking is predominantly (50) from WS1S. The OD accuracy requirements are: Definitive ephemeris accuracy of 500 meters total position root-mean-squared (RMS) and18 meters radial RMS. Predicted orbit accuracy less than 800 meters root sum squared (RSS) over an 84-hour prediction span.
Estimation of the Dynamic States of Synchronous Machines Using an Extended Particle Filter
Zhou, Ning; Meng, Da; Lu, Shuai
2013-11-11
In this paper, an extended particle filter (PF) is proposed to estimate the dynamic states of a synchronous machine using phasor measurement unit (PMU) data. A PF propagates the mean and covariance of states via Monte Carlo simulation, is easy to implement, and can be directly applied to a non-linear system with non-Gaussian noise. The extended PF modifies a basic PF to improve robustness. Using Monte Carlo simulations with practical noise and model uncertainty considerations, the extended PF’s performance is evaluated and compared with the basic PF and an extended Kalman filter (EKF). The extended PF results showed high accuracy and robustness against measurement and model noise.
RESEARCH NOTE FROM COLLABORATION: Adaptive vertex fitting
NASA Astrophysics Data System (ADS)
Waltenberger, Wolfgang; Frühwirth, Rudolf; Vanlaer, Pascal
2007-12-01
Vertex fitting frequently has to deal with both mis-associated tracks and mis-measured track errors. A robust, adaptive method is presented that is able to cope with contaminated data. The method is formulated as an iterative re-weighted Kalman filter. Annealing is introduced to avoid local minima in the optimization. For the initialization of the adaptive filter a robust algorithm is presented that turns out to perform well in a wide range of applications. The tuning of the annealing schedule and of the cut-off parameter is described using simulated data from the CMS experiment. Finally, the adaptive property of the method is illustrated in two examples.
NASA Astrophysics Data System (ADS)
Temeltaş, Hakan; Kavak, Deniz
2009-05-01
Simultaneous Localization and Mapping (SLAM) using for the mobile robot navigation has two main problems. First problem is the computational complexity due to the growing state vector with the added landmark in the environment. Second problem is data association which matches the observations and landmarks in the state vector. In this study, we compare Extended Kalman Filter (EKF) based SLAM which is well-developed and well-known algorithm, and Compressed Extended Kalman Filter (CEKF) based SLAM developed for decreasing of the computational complexity of the EKF based SLAM. We write two simulation program to investigate these techniques. Firts program is written for the comparison of EKF and CEKF based SLAM according to the computational complexity and covariance matrix error with the different numbers of landmarks. In the second program, EKF and CEKF based SLAM simulations are presented. For this simulation differential drive vehicle that moves in a 10m square trajectory and LMS 200 2-D laser range finder are modelled and landmarks are randomly scattered in that 10m square environment.
Simplification of the Kalman filter for meteorological data assimilation
NASA Technical Reports Server (NTRS)
Dee, Dick P.
1991-01-01
The paper proposes a new statistical method of data assimilation that is based on a simplification of the Kalman filter equations. The forecast error covariance evolution is approximated simply by advecting the mass-error covariance field, deriving the remaining covariances geostrophically, and accounting for external model-error forcing only at the end of each forecast cycle. This greatly reduces the cost of computation of the forecast error covariance. In simulations with a linear, one-dimensional shallow-water model and data generated artificially, the performance of the simplified filter is compared with that of the Kalman filter and the optimal interpolation (OI) method. The simplified filter produces analyses that are nearly optimal, and represents a significant improvement over OI.
Real time estimation of ship motions using Kalman filtering techniques
NASA Technical Reports Server (NTRS)
Triantafyllou, M. S.; Bodson, M.; Athans, M.
1983-01-01
The estimation of the heave, pitch, roll, sway, and yaw motions of a DD-963 destroyer is studied, using Kalman filtering techniques, for application in VTOL aircraft landing. The governing equations are obtained from hydrodynamic considerations in the form of linear differential equations with frequency dependent coefficients. In addition, nonminimum phase characteristics are obtained due to the spatial integration of the water wave forces. The resulting transfer matrix function is irrational and nonminimum phase. The conditions for a finite-dimensional approximation are considered and the impact of the various parameters is assessed. A detailed numerical application for a DD-963 destroyer is presented and simulations of the estimations obtained from Kalman filters are discussed.
Robust tracking with spatio-velocity snakes: Kalman filtering approach
Peterfreund, N.
1997-06-01
Using results from robust Kalman filtering, the author presents a new Kalman filter-based snake model for tracking of nonrigid objects in combined spatio-velocity space. The proposed model is the stochastic version of the velocity snake, an active contour model for combined tracking of position and velocity of nonrigid boundaries. The proposed model uses image gradient and optical flow measurements along the contour as system measurements. An optical-flow based measurement error is used to detect and reject image measurements which correspond to image clutter or to other objects. The method was applied to object tracking of both rigid and nonrigid objects, resulting in good tracking results and robustness to image clutter, occlusions and numerical noise.
Robust tracking with spatio-velocity snakes: Kalman filtering approach
Peterfreund, N.
1998-12-31
Using results from robust Kalman filtering, we present a new Kalman filter-based snake model for tracking of nonrigid objects in combined spatio-velocity space. The proposed model is the stochastic version of the velocity snake, an active contour model for combined tracking of position and velocity of nonrigid boundaries. The proposed model uses image gradient and optical flow measurements along the contour as system measurements. An optical-flow based measurement error is used to detect and reject image measurements which correspond to image clutter or to other objects. The method was applied to object tracking of both rigid and nonrigid objects, resulting in good tracking results and robustness to image clutter, occlusions and numerical noise. 19 refs., 3 figs.
Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation
NASA Technical Reports Server (NTRS)
Yang, Yaguang; Zhou, Zhiqiang
2016-01-01
Kalman filter based spacecraft attitude estimation has been used in some high-profile missions and has been widely discussed in literature. While some models in spacecraft attitude estimation include spacecraft dynamics, most do not. To our best knowledge, there is no comparison on which model is a better choice. In this paper, we discuss the reasons why spacecraft dynamics should be considered in the Kalman filter based spacecraft attitude estimation problem. We also propose a reduced quaternion spacecraft dynamics model which admits additive noise. Geometry of the reduced quaternion model and the additive noise are discussed. This treatment is more elegant in mathematics and easier in computation. We use some simulation example to verify our claims.
Deconvolution Kalman filtering for force measurements of revolving wings
NASA Astrophysics Data System (ADS)
Vester, R.; Percin, M.; van Oudheusden, B.
2016-09-01
The applicability of a deconvolution Kalman filtering approach is assessed for the force measurements on a flat plate undergoing a revolving motion, as an alternative procedure to correct for test setup vibrations. The system identification process required for the correct implementation of the deconvolution Kalman filter is explained in detail. It is found that in the presence of a relatively complex forcing history, the DK filter is better suited to filter out structural test rig vibrations than conventional filtering techniques that are based on, for example, low-pass or moving-average filtering. The improvement is especially found in the characterization of the generated force peaks. Consequently, more reliable force data is obtained, which is vital to validate semi-empirical estimation models, but is also relevant to correlate identified flow phenomena to the force production.
Kalman filter application for distributed parameter estimation in reactor systems
Martin, R.P.; Edwards, R.M.
1996-07-01
An application of the Kalman filter has been developed for the real-time identification of a distributed parameter in a nuclear power plant. This technique can be used to improve numerical method-based best-estimate simulation of complex systems such as nuclear power plants. The application to a reactor system involves a unique modal model that approximates physical components, such as the reactor, as a coupled oscillator, i.e., a modal model with coupled modes. In this model both states and parameters are described by an orthogonal expansion. The Kalman filter with the sequential least-squares parameter estimation algorithm was used to estimate the modal coefficients of all states and one parameter. Results show that this state feedback algorithm is an effective way to parametrically identify a distributed parameter system in the presence of uncertainties.
NASA Astrophysics Data System (ADS)
Saad, George; Ghanem, Roger
2009-04-01
Model-based predictions of flow in porous media are critically dependent on assumptions and hypotheses that are not always based on first principles and that cannot necessarily be justified on the basis of known prevalent physics. Constitutive models, for instance, fall under this category. While these predictive tools are usually calibrated using observational data, the scatter in the resulting parameters has typically been ignored. In this paper, this scatter is used to construct stochastic process models of the parameters which are then used as the cornerstone in a novel model validation methodology useful for ascertaining the confidence in model-based predictions. The uncertainties are first quantified by representing the unknown model parameters via their polynomial chaos decompositions. These are descriptions of stochastic processes in terms of their coordinates with respect to an orthogonal basis. This is followed by a filtering step to update these representations with measurements as they become available. In order to account for the non-Gaussian nature of model parameters and model errors, an adaptation of the ensemble Kalman filter is developed. Instead of propagating an ensemble of model states forward in time as is suggested within the framework of the ensemble Kalman filter, the proposed approach allows the propagation of a stochastic representation of unknown variables using their respective polynomial chaos decompositions. The model is propagated forward in time by solving the system of partial differential equations using a stochastic projection method. Whenever measurements are available, the proposed data assimilation technique is used to update the stochastic parameters of the numerical model. The proposed method is applied to a black oil reservoir simulation model where measurements are used to stochastically characterize the flow medium and to verify the model validity with specified confidence bounds. The updated model can then be employed to
Design of Linear Quadratic Regulators and Kalman Filters
NASA Technical Reports Server (NTRS)
Lehtinen, B.; Geyser, L.
1986-01-01
AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.
The Navstar GPS master control station's Kalman filter experience
NASA Technical Reports Server (NTRS)
Scardera, Michael P.
1990-01-01
The Navstar Global Positioning System (GPS) is a highly accurate space based navigation system providing all weather, 24 hour a day service to both military and civilian users. The system provides a Gaussian position solution with four satellites, each providing its ephemeris and clock offset with respect to GPS time. The GPS Master Clock Station (MCS) is charged with tracking each Navstar spacecraft and precisely defining the ephemeris and clock parameters for upload into the vehicle's navigation message. Briefly described here are the Navstar system and the Kalman filter estimation process used by MCS to determine, predict, and ensure quality control for each of the satellite's ephemeris and clock states. Routine performance is shown. Kalman filter reaction and response is discussed for anomalous clock behavior and trajectory perturbations. Particular attention is given to MCS efforts to improve orbital adjust modeling. The satellite out of service time due to orbital maneuvering has been reduced in the past year from four days to under twelve hours. The planning, reference trajectory model, and Kalman filter management improvements are explained.
Unscented Kalman Filter for Brain-Machine Interfaces
Li, Zheng; O'Doherty, Joseph E.; Hanson, Timothy L.; Lebedev, Mikhail A.; Henriquez, Craig S.; Nicolelis, Miguel A. L.
2009-01-01
Brain machine interfaces (BMIs) are devices that convert neural signals into commands to directly control artificial actuators, such as limb prostheses. Previous real-time methods applied to decoding behavioral commands from the activity of populations of neurons have generally relied upon linear models of neural tuning and were limited in the way they used the abundant statistical information contained in the movement profiles of motor tasks. Here, we propose an n-th order unscented Kalman filter which implements two key features: (1) use of a non-linear (quadratic) model of neural tuning which describes neural activity significantly better than commonly-used linear tuning models, and (2) augmentation of the movement state variables with a history of n-1 recent states, which improves prediction of the desired command even before incorporating neural activity information and allows the tuning model to capture relationships between neural activity and movement at multiple time offsets simultaneously. This new filter was tested in BMI experiments in which rhesus monkeys used their cortical activity, recorded through chronically implanted multielectrode arrays, to directly control computer cursors. The 10th order unscented Kalman filter outperformed the standard Kalman filter and the Wiener filter in both off-line reconstruction of movement trajectories and real-time, closed-loop BMI operation. PMID:19603074
A Robust Kalman Framework with Resampling and Optimal Smoothing
Kautz, Thomas; Eskofier, Bjoern M.
2015-01-01
The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies. PMID:25734647
Expectation Maximisation based Kalman Filter parameter estimation of GRACE data
NASA Astrophysics Data System (ADS)
Fuhrmann, Marcel; Holschneider, Matthias; Lorenz, Christof
2015-04-01
GRACE gravity field solutions have proven to be a great device to measure Earth's water storage variations. Nevertheless, if one tries to project the available satellite space-time structure of the time varying fields onto a global time varying field, the well known problem of aliasing appears, as it is manifested in the stripes of the inverse solution. This phenomenon is largely enforced through the use of global spacial modeling functions like spherical harmonics. One method to approach this problem is to apply the Kalman filter technique. This procedure requires knowledge of stochastic models of observations and process dynamics. However, Earth's gravity field is constantly changing in such a complex manner that it is impossible to accurately determine the correct process dynamic. The Ornstein-Uhlenbeck process was applied as a viable process dynamic. This process contains free hyper parameters, that need to be estimated by an Expectation- Minimization(EM) algorithm, allowing it to take into account an a-priori space-time correlation pattern to improve Kalman Filter estimations. The method was applied to unfiltered GRACE gaussian coefficients, using the intrinsic regularization abilities of the Kalman Filter itself. The result was a regularized potential field without additional hydrological information or other assumptions of the gravity field other than Kaula's Law.
Statistical Process Control of a Kalman Filter Model
Gamse, Sonja; Nobakht-Ersi, Fereydoun; Sharifi, Mohammad A.
2014-01-01
For the evaluation of measurement data, different functional and stochastic models can be used. In the case of time series, a Kalman filtering (KF) algorithm can be implemented. In this case, a very well-known stochastic model, which includes statistical tests in the domain of measurements and in the system state domain, is used. Because the output results depend strongly on input model parameters and the normal distribution of residuals is not always fulfilled, it is very important to perform all possible tests on output results. In this contribution, we give a detailed description of the evaluation of the Kalman filter model. We describe indicators of inner confidence, such as controllability and observability, the determinant of state transition matrix and observing the properties of the a posteriori system state covariance matrix and the properties of the Kalman gain matrix. The statistical tests include the convergence of standard deviations of the system state components and normal distribution beside standard tests. Especially, computing controllability and observability matrices and controlling the normal distribution of residuals are not the standard procedures in the implementation of KF. Practical implementation is done on geodetic kinematic observations. PMID:25264959
Probability fields revisited in the context of ensemble Kalman filtering
NASA Astrophysics Data System (ADS)
Xu, Teng; Gómez-Hernández, J. Jaime
2015-12-01
Hu et al. (2013) proposed an approach to update complex geological facies models generated by multiple-point geostatistical simulation while keeping geological and statistical consistency. Their approach is based on mapping the facies realization onto the spatially uncorrelated uniform random numbers used by the sequential multiple-point simulation to generate the facies realization itself. The ensemble Kalman filter was then used to update the uniform random number realizations, which were then used to generate a new facies realization by multiple-point simulation. This approach has not a good performance that we attribute to the fact that, being the probabilities random and spatially uncorrelated, their correlation with the state variable (piezometric heads) is very weak, and the Kalman gain is always small. The approach is reminiscent of the probability field simulation, which also maps the conductivity realizations onto a field of uniform random numbers; although the mapping now is done using the local conditional distribution functions built based on a prior statistical model and the conditioning data. Contrary to Hu et al. (2013) approach, this field of uniform random numbers, termed a probability field, displays spatial patterns related to the conductivity spatial patterns, and, therefore, the correlation between probabilities and state variable is as strong as the correlation between conductivities and state variable could be. Similarly to Hu et al. (2013), we propose to use the ensemble Kalman filter to update the probability fields, and show that the existence of this correlation between probability values and state variables provides better results.
A robust Kalman framework with resampling and optimal smoothing.
Kautz, Thomas; Eskofier, Bjoern M
2015-02-27
The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies.
Acoustic cardiac signals analysis: a Kalman filter-based approach.
Salleh, Sheik Hussain; Hussain, Hadrina Sheik; Swee, Tan Tian; Ting, Chee-Ming; Noor, Alias Mohd; Pipatsart, Surasak; Ali, Jalil; Yupapin, Preecha P
2012-01-01
Auscultation of the heart is accompanied by both electrical activity and sound. Heart auscultation provides clues to diagnose many cardiac abnormalities. Unfortunately, detection of relevant symptoms and diagnosis based on heart sound through a stethoscope is difficult. The reason GPs find this difficult is that the heart sounds are of short duration and separated from one another by less than 30 ms. In addition, the cost of false positives constitutes wasted time and emotional anxiety for both patient and GP. Many heart diseases cause changes in heart sound, waveform, and additional murmurs before other signs and symptoms appear. Heart-sound auscultation is the primary test conducted by GPs. These sounds are generated primarily by turbulent flow of blood in the heart. Analysis of heart sounds requires a quiet environment with minimum ambient noise. In order to address such issues, the technique of denoising and estimating the biomedical heart signal is proposed in this investigation. Normally, the performance of the filter naturally depends on prior information related to the statistical properties of the signal and the background noise. This paper proposes Kalman filtering for denoising statistical heart sound. The cycles of heart sounds are certain to follow first-order Gauss-Markov process. These cycles are observed with additional noise for the given measurement. The model is formulated into state-space form to enable use of a Kalman filter to estimate the clean cycles of heart sounds. The estimates obtained by Kalman filtering are optimal in mean squared sense.
Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm
NASA Technical Reports Server (NTRS)
Bayard, David S.; Kang, Bryan H.
2004-01-01
This paper discusses the Spitzer Instrument Pointing Frame (IPF) Kalman Filter algorithm. The IPF Kalman filter is a high-order square-root iterated linearized Kalman filter, which is parametrized for calibrating the Spitzer Space Telescope focal plane and aligning the science instrument arrays with respect to the telescope boresight. The most stringent calibration requirement specifies knowledge of certain instrument pointing frames to an accuracy of 0.1 arcseconds, per-axis, 1-sigma relative to the Telescope Pointing Frame. In order to achieve this level of accuracy, the filter carries 37 states to estimate desired parameters while also correcting for expected systematic errors due to: (1) optical distortions, (2) scanning mirror scale-factor and misalignment, (3) frame alignment variations due to thermomechanical distortion, and (4) gyro bias and bias-drift in all axes. The resulting estimated pointing frames and calibration parameters are essential for supporting on-board precision pointing capability, in addition to end-to-end 'pixels on the sky' ground pointing reconstruction efforts.
Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter
NASA Technical Reports Server (NTRS)
Verhaegen, M. H.
1987-01-01
This paper corrects an unclear treatment of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that habitual, incorrect implementation of the Kalman filter has been the major cause of its sensitivity to the so-called loss-of-symmetry phenomenon.
Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter
NASA Technical Reports Server (NTRS)
Verhaegen, M. H.
1989-01-01
This paper corrects an unclear statement of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that the habitual, incorrect implementation of the Kalman filter has been the major cause of its insensitivity to the so-called loss-of-symmetry phenomenon.
Enhancement of Spanish Oesophageal Speech vowels using coherent subband modulator Kalman filtering.
Ishaq, Rizwan; Zapirain, Begoña García
2016-01-01
This paper proposes an Oesophageal Speech (OES) enhancement method, based on Kalman filtering. The Kalman filter is applied to modulators of OES frequency subbands instead of the fullband signal. The OES frequency subbands are decomposed into modulators and carriers components using coherent demodulation. In comparison with fullband Kalman filtering and pole stabilization, the proposed technique shows better results. The system performance is evaluated objectively and subjectively using the Harmonic to Noise Ratio (HNR) and Mean Opinion Score (MOS) respectively. Results have shown that Kalman filter in subband modulators processing is robust and efficient, improving the HNR by 4 to 5 dB for all Spanish vowels.
Estimating Model Parameters of Adaptive Software Systems in Real-Time
NASA Astrophysics Data System (ADS)
Kumar, Dinesh; Tantawi, Asser; Zhang, Li
Adaptive software systems have the ability to adapt to changes in workload and execution environment. In order to perform resource management through model based control in such systems, an accurate mechanism for estimating the software system's model parameters is required. This paper deals with real-time estimation of a performance model for adaptive software systems that process multiple classes of transactional workload. First, insights in to the static performance model estimation problem are provided. Then an Extended Kalman Filter (EKF) design is combined with an open queueing network model to dynamically estimate the model parameters in real-time. Specific problems that are encountered in the case of multiple classes of workload are analyzed. These problems arise mainly due to the under-deterministic nature of the estimation problem. This motivates us to propose a modified design of the filter. Insights for choosing tuning parameters of the modified design, i.e., number of constraints and sampling intervals are provided. The modified filter design is shown to effectively tackle problems with multiple classes of workload through experiments.
Filter accuracy for the Lorenz 96 model: Fixed versus adaptive observation operators
NASA Astrophysics Data System (ADS)
Law, K. J. H.; Sanz-Alonso, D.; Shukla, A.; Stuart, A. M.
2016-06-01
In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both theoretically and numerically, conditions on the observations of chaotic systems under which they can be accurately filtered. In particular, we highlight the advantage of adaptive observation operators over fixed ones. The Lorenz '96 model is used to exemplify our findings. We consider discrete-time and continuous-time observations in our theoretical developments. We prove that, for fixed observation operator, the 3DVAR filter can recover the system state within a neighbourhood determined by the size of the observational noise. It is required that a sufficiently large proportion of the state vector is observed, and an explicit form for such sufficient fixed observation operator is given. Numerical experiments, where the data is incorporated by use of the 3DVAR and extended Kalman filters, suggest that less informative fixed operators than given by our theory can still lead to accurate signal reconstruction. Adaptive observation operators are then studied numerically; we show that, for carefully chosen adaptive observation operators, the proportion of the state vector that needs to be observed is drastically smaller than with a fixed observation operator. Indeed, we show that the number of state coordinates that need to be observed may even be significantly smaller than the total number of positive Lyapunov exponents of the underlying system.
NASA Technical Reports Server (NTRS)
Kucuk, Senol
1988-01-01
Importance of the role of human operator in control systems has led to the particular area of manual control theory. Human describing functions were developed to model human behavior for manual control studies to take advantage of the successful and safe human operations. A single variable approach is presented that can be extended for multi-variable tasks where a low order human response model is used together with its rules, to adapt the model on-line, being capable of responding to the changes in the controlled element dynamics. Basic control theory concepts are used to combine the model, constrained with the physical observations, particularly, for the case of aircraft control. Pilot experience is represented as the initial model parameters. An adaptive root-locus method is presented as the adaptation law of the model where the closed loop bandwidth of the system is to be preserved in a stable manner with the adjustments of the pilot handling qualities which relate the latter to the closed loop bandwidth and damping of the closed loop pilot aircraft combination. A Kalman filter parameter estimator is presented as the controlled element identifier of the adaptive model where any discrepancies of the open loop dynamics from the presented one, are sensed to be compensated.
NASA Technical Reports Server (NTRS)
Hacker, Scott C. (Inventor); Dean, Richard J. (Inventor); Burge, Scott W. (Inventor); Dartez, Toby W. (Inventor)
2007-01-01
An adapter for installing a connector to a terminal post, wherein the connector is attached to a cable, is presented. In an embodiment, the adapter is comprised of an elongated collet member having a longitudinal axis comprised of a first collet member end, a second collet member end, an outer collet member surface, and an inner collet member surface. The inner collet member surface at the first collet member end is used to engage the connector. The outer collet member surface at the first collet member end is tapered for a predetermined first length at a predetermined taper angle. The collet includes a longitudinal slot that extends along the longitudinal axis initiating at the first collet member end for a predetermined second length. The first collet member end is formed of a predetermined number of sections segregated by a predetermined number of channels and the longitudinal slot.
Tropospheric delays derived from Kalman-filtered VLBI observations
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Balidakis, Kyriakos; Lu, Cuixian; Anderson, James; Glaser, Susanne; Liu, Li; Mora-Diaz, Julian A.; Raposo-Pulido, Virginia; Xu, Minghui; Heinkelmann, Robert; Schuh, Harald
2015-04-01
One of the most important error sources in the products of space geodetic techniques is the troposphere. Currently, it is not possible to model the rapid variations in the path delay caused by water vapor with sufficient accuracy, thus it is necessary to estimate these delays in the data analysis. Very long baseline interferometry (VLBI) is well suited to determine wet delays with high accuracy and precision. Compared to GNSS, the analysis does not need to deal with effects related to code biases, multipath, satellite orbit mismodeling, or antenna phase center variations that are inherent in GNSS processing. VLBI data are usually analyzed by estimating geodetic parameters in a least squares adjustment. However, once the VLBI Global Observing System (VGOS) will have become operational, algorithms providing real-time capability, for instance a Kalman filter, should be preferable for data analysis. Even today, certain advantages of such a filter, for example, allowing stochastic modeling of geodetic parameters, warrant its application. The estimation of tropospheric wet delays, in particular, greatly benefits from the stochastic approach of the filter. In this work we have investigated the benefits of applying a Kalman filter in the VLBI data analysis for the determination of tropospheric parameters. The VLBI datasets considered are the CONT campaigns, which demonstrate state-of-the-art capabilities of the VLBI system. They are unique in following a continuous observation schedule over 15 days and in having data recorded at higher bandwidth than usual. The large amount of observations leads to a very high quality of geodetic products. CONT campaigns are held every three years; we have analyzed all CONT campaigns between 2002 and 2014 for this study. In our implementation of a Kalman filter in the VLBI software VieVS@GFZ, the zenith wet delays (ZWD) are modeled as random walk processes. We have compared the resulting time series to corresponding ones obtained from
Improved Kalman filter method for measurement noise reduction in multi sensor RFID systems.
Eom, Ki Hwan; Lee, Seung Joon; Kyung, Yeo Sun; Lee, Chang Won; Kim, Min Chul; Jung, Kyung Kwon
2011-01-01
Recently, the range of available radio frequency identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less mean squared error (MSE) than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments.
NASA Astrophysics Data System (ADS)
Zhang, Xiangwen; Xu, Yong; Pan, Ming; Ren, Fenghua
2014-04-01
A sliding-mode observer is designed to estimate the vehicle velocity with the measured vehicle acceleration, the wheel speeds and the braking torques. Based on the Burckhardt tyre model, the extended Kalman filter is designed to estimate the parameters of the Burckhardt model with the estimated vehicle velocity, the measured wheel speeds and the vehicle acceleration. According to the estimated parameters of the Burckhardt tyre model, the tyre/road friction coefficients and the optimal slip ratios are calculated. A vehicle adaptive sliding-mode control (SMC) algorithm is presented with the estimated vehicle velocity, the tyre/road friction coefficients and the optimal slip ratios. And the adjustment method of the sliding-mode gain factors is discussed. Based on the adaptive SMC algorithm, a vehicle's antilock braking system (ABS) control system model is built with the Simulink Toolbox. Under the single-road condition as well as the different road conditions, the performance of the vehicle ABS system is simulated with the vehicle velocity observer, the tyre/road friction coefficient estimator and the adaptive SMC algorithm. The results indicate that the estimated errors of the vehicle velocity and the tyre/road friction coefficients are acceptable and the vehicle ABS adaptive SMC algorithm is effective. So the proposed adaptive SMC algorithm can be used to control the vehicle ABS without the information of the vehicle velocity and the road conditions.
Optimal subband Kalman filter for normal and oesophageal speech enhancement.
Ishaq, Rizwan; García Zapirain, Begoña
2014-01-01
This paper presents the single channel speech enhancement system using subband Kalman filtering by estimating optimal Autoregressive (AR) coefficients and variance for speech and noise, using Weighted Linear Prediction (WLP) and Noise Weighting Function (NWF). The system is applied for normal and Oesophageal speech signals. The method is evaluated by Perceptual Evaluation of Speech Quality (PESQ) score and Signal to Noise Ratio (SNR) improvement for normal speech and Harmonic to Noise Ratio (HNR) for Oesophageal Speech (OES). Compared with previous systems, the normal speech indicates 30% increase in PESQ score, 4 dB SNR improvement and OES shows 3 dB HNR improvement. PMID:25227070
Telescope Multi-Field Wavefront Control with a Kalman Filter
NASA Technical Reports Server (NTRS)
Lou, John Z.; Redding, David; Sigrist, Norbert; Basinger, Scott
2008-01-01
An effective multi-field wavefront control (WFC) approach is demonstrated for an actuated, segmented space telescope using wavefront measurements at the exit pupil, and the optical and computational implications of this approach are discussed. The integration of a Kalman Filter as an optical state estimator into the wavefront control process to further improve the robustness of the optical alignment of the telescope will also be discussed. Through a comparison of WFC performances between on-orbit and ground-test optical system configurations, the connection (and a possible disconnection) between WFC and optical system alignment under these circumstances are analyzed. Our MACOS-based computer simulation results will be presented and discussed.
Automatic Certification of Kalman Filters for Reliable Code Generation
NASA Technical Reports Server (NTRS)
Denney, Ewen; Fischer, Bernd; Schumann, Johann; Richardson, Julian
2005-01-01
AUTOFILTER is a tool for automatically deriving Kalman filter code from high-level declarative specifications of state estimation problems. It can generate code with a range of algorithmic characteristics and for several target platforms. The tool has been designed with reliability of the generated code in mind and is able to automatically certify that the code it generates is free from various error classes. Since documentation is an important part of software assurance, AUTOFILTER can also automatically generate various human-readable documents, containing both design and safety related information. We discuss how these features address software assurance standards such as DO-178B.
Optimal subband Kalman filter for normal and oesophageal speech enhancement.
Ishaq, Rizwan; García Zapirain, Begoña
2014-01-01
This paper presents the single channel speech enhancement system using subband Kalman filtering by estimating optimal Autoregressive (AR) coefficients and variance for speech and noise, using Weighted Linear Prediction (WLP) and Noise Weighting Function (NWF). The system is applied for normal and Oesophageal speech signals. The method is evaluated by Perceptual Evaluation of Speech Quality (PESQ) score and Signal to Noise Ratio (SNR) improvement for normal speech and Harmonic to Noise Ratio (HNR) for Oesophageal Speech (OES). Compared with previous systems, the normal speech indicates 30% increase in PESQ score, 4 dB SNR improvement and OES shows 3 dB HNR improvement.
Data Assimilation in the ADAPT Photospheric Flux Transport Model
Hickmann, Kyle S.; Godinez, Humberto C.; Henney, Carl J.; Arge, C. Nick
2015-03-17
Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only made intermittently over approximately half of the solar surface. The Air Force Data Assimilative Photospheric Flux Transport (ADAPT) model uses localized ensemble Kalman filtering techniques to adjust a set of photospheric simulations to agree with the available observations. At the same time, this information is propagated to areas of the simulation that have not been observed. ADAPT implements a local ensemble transform Kalman filter (LETKF) to accomplish data assimilation, allowing the covariance structure of the flux-transport model to influence assimilation of photosphere observations while eliminating spurious correlations between ensemble members arising from a limited ensemble size. We give a detailed account of the implementation of the LETKF into ADAPT. Advantages of the LETKF scheme over previously implemented assimilation methods are highlighted.
NASA Technical Reports Server (NTRS)
Snow, Frank; Harman, Richard; Garrick, Joseph
1988-01-01
The Gamma Ray Observatory (GRO) spacecraft needs a highly accurate attitude knowledge to achieve its mission objectives. Utilizing the fixed-head star trackers (FHSTs) for observations and gyroscopes for attitude propagation, the discrete Kalman Filter processes the attitude data to obtain an onboard accuracy of 86 arc seconds (3 sigma). A combination of linear analysis and simulations using the GRO Software Simulator (GROSS) are employed to investigate the Kalman filter for stability and the effects of corrupted observations (misalignment, noise), incomplete dynamic modeling, and nonlinear errors on Kalman filter. In the simulations, on-board attitude is compared with true attitude, the sensitivity of attitude error to model errors is graphed, and a statistical analysis is performed on the residuals of the Kalman Filter. In this paper, the modeling and sensor errors that degrade the Kalman filter solution beyond mission requirements are studied, and methods are offered to identify the source of these errors.
[Application of kalman filtering based on wavelet transform in ICP-AES].
Qin, Xia; Shen, Lan-sun
2002-12-01
Kalman filtering is a recursive algorithm, which has been proposed as an attractive alternative to correct overlapping interferences in ICP-AES. However, the noise in ICP-AES contaminates the signal arising from the analyte and hence limits the accuracy of kalman filtering. Wavelet transform is a powerful technique in signal denoising due to its multi-resolution characteristics. In this paper, first, the effect of noise on kalman filtering is discussed. Then we apply the wavelet-transform-based soft-thresholding as the pre-processing of kalman filtering. The simulation results show that the kalman filtering based on wavelet transform can effectively reduce the noise and increase the accuracy of the analysis. PMID:12914186
NASA Technical Reports Server (NTRS)
Ballabrera-Poy, Joaquim; Busalacchi, Antonio J.; Murtugudde, Ragu
2000-01-01
A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.
NASA Technical Reports Server (NTRS)
Ballabrera-Poy, J.; Busalacchi, A.; Murtugudde, R.
2000-01-01
A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model of Zebiak and Cane. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.
Carmena, Jose M.
2016-01-01
Much progress has been made in brain-machine interfaces (BMI) using decoders such as Kalman filters and finding their parameters with closed-loop decoder adaptation (CLDA). However, current decoders do not model the spikes directly, and hence may limit the processing time-scale of BMI control and adaptation. Moreover, while specialized CLDA techniques for intention estimation and assisted training exist, a unified and systematic CLDA framework that generalizes across different setups is lacking. Here we develop a novel closed-loop BMI training architecture that allows for processing, control, and adaptation using spike events, enables robust control and extends to various tasks. Moreover, we develop a unified control-theoretic CLDA framework within which intention estimation, assisted training, and adaptation are performed. The architecture incorporates an infinite-horizon optimal feedback-control (OFC) model of the brain’s behavior in closed-loop BMI control, and a point process model of spikes. The OFC model infers the user’s motor intention during CLDA—a process termed intention estimation. OFC is also used to design an autonomous and dynamic assisted training technique. The point process model allows for neural processing, control and decoder adaptation with every spike event and at a faster time-scale than current decoders; it also enables dynamic spike-event-based parameter adaptation unlike current CLDA methods that use batch-based adaptation on much slower adaptation time-scales. We conducted closed-loop experiments in a non-human primate over tens of days to dissociate the effects of these novel CLDA components. The OFC intention estimation improved BMI performance compared with current intention estimation techniques. OFC assisted training allowed the subject to consistently achieve proficient control. Spike-event-based adaptation resulted in faster and more consistent performance convergence compared with batch-based methods, and was robust to
Shanechi, Maryam M; Orsborn, Amy L; Carmena, Jose M
2016-04-01
Much progress has been made in brain-machine interfaces (BMI) using decoders such as Kalman filters and finding their parameters with closed-loop decoder adaptation (CLDA). However, current decoders do not model the spikes directly, and hence may limit the processing time-scale of BMI control and adaptation. Moreover, while specialized CLDA techniques for intention estimation and assisted training exist, a unified and systematic CLDA framework that generalizes across different setups is lacking. Here we develop a novel closed-loop BMI training architecture that allows for processing, control, and adaptation using spike events, enables robust control and extends to various tasks. Moreover, we develop a unified control-theoretic CLDA framework within which intention estimation, assisted training, and adaptation are performed. The architecture incorporates an infinite-horizon optimal feedback-control (OFC) model of the brain's behavior in closed-loop BMI control, and a point process model of spikes. The OFC model infers the user's motor intention during CLDA-a process termed intention estimation. OFC is also used to design an autonomous and dynamic assisted training technique. The point process model allows for neural processing, control and decoder adaptation with every spike event and at a faster time-scale than current decoders; it also enables dynamic spike-event-based parameter adaptation unlike current CLDA methods that use batch-based adaptation on much slower adaptation time-scales. We conducted closed-loop experiments in a non-human primate over tens of days to dissociate the effects of these novel CLDA components. The OFC intention estimation improved BMI performance compared with current intention estimation techniques. OFC assisted training allowed the subject to consistently achieve proficient control. Spike-event-based adaptation resulted in faster and more consistent performance convergence compared with batch-based methods, and was robust to parameter
Skew redundant MEMS IMU calibration using a Kalman filter
NASA Astrophysics Data System (ADS)
Jafari, M.; Sahebjameyan, M.; Moshiri, B.; Najafabadi, T. A.
2015-10-01
In this paper, a novel calibration procedure for skew redundant inertial measurement units (SRIMUs) based on micro-electro mechanical systems (MEMS) is proposed. A general model of the SRIMU measurements is derived which contains the effects of bias, scale factor error and misalignments. For more accuracy, the effect of lever arms of the accelerometers to the center of the table are modeled and compensated in the calibration procedure. Two separate Kalman filters (KFs) are proposed to perform the estimation of error parameters for gyroscopes and accelerometers. The predictive error minimization (PEM) stochastic modeling method is used to simultaneously model the effect of bias instability and random walk noise on the calibration Kalman filters to diminish the biased estimations. The proposed procedure is simulated numerically and has expected experimental results. The calibration maneuvers are applied using a two-axis angle turntable in a way that the persistency of excitation (PE) condition for parameter estimation is met. For this purpose, a trapezoidal calibration profile is utilized to excite different deterministic error parameters of the accelerometers and a pulse profile is used for the gyroscopes. Furthermore, to evaluate the performance of the proposed KF calibration method, a conventional least squares (LS) calibration procedure is derived for the SRIMUs and the simulation and experimental results compare the functionality of the two proposed methods with each other.
Kalman filtered MR temperature imaging for laser induced thermal therapies.
Fuentes, D; Yung, J; Hazle, J D; Weinberg, J S; Stafford, R J
2012-04-01
The feasibility of using a stochastic form of Pennes bioheat model within a 3-D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L(2) (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, ∆t < 10 s, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss ∆t > 10 sec.
Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies
Fuentes, D.; Yung, J.; Hazle, J. D.; Weinberg, J. S.; Stafford, R. J.
2013-01-01
The feasibility of using a stochastic form of Pennes bioheat model within a 3D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L2 (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, Δt < 10sec, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss Δt > 10sec. PMID:22203706
On sequential observation processing in localized ensemble Kalman filters
NASA Astrophysics Data System (ADS)
Nerger, Lars
2014-05-01
The different variants of current ensemble square-root Kalman filters assimilate either all observations at once or perform a sequence in which batches of observations or each single observation is assimilated. The sequential observation processing is used in filter algorithms like the ensemble adjustment Kalman filter (EAKF) and the ensemble square-root filter (EnSRF) and can result in computationally efficient algorithms because matrix inversions in the observation space are reduced to the inversion of single numbers. For large scale applications, ensemble filter algorithms require typically the application of localization. The necessary modification of the algorithm leads to an inconsistency of the update equation for the state error covariance matrix as was noted by Whitaker and Hamill (Mon. Wea. Rev. 130 (2002) 1913). Often, this inconsistency does not lead to a significant impact on the assimilation performance. However, using a simple model, it is demonstrated with the EnSRF algorithm that the sequential observation processing can significantly deteriorate the assimilation performance under some circumstances. The deterioration can reach a level at which intermediate state realizations in the assimilation sequence over all observation can have a larger root-mean square error than the state estimate without assimilating any observations. This effect can be characterized to appear for small ensembles and a rather strong assimilation impact.
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation
Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng
2016-01-01
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. PMID:27657069
The Arctic Ocean ice balance - A Kalman smoother estimate
NASA Technical Reports Server (NTRS)
Thomas, D. R.; Rothrock, D. A.
1993-01-01
The methodology of Kalman filtering and smoothing is used to integrate a 7-year time series of buoy-derived ice motion fields and satellite passive microwave observations. The result is a record of the concentrations of open water, first-year ice, and multiyear ice that we believe is better than the estimates based on the microwave data alone. The Kalman procedure interprets the evolution of the ice cover in terms of advection, melt, growth, ridging, and aging of first-year into multiyear ice. Generally, the regions along the coasts of Alaska and Siberia and the area just north of Fram Strait are sources of first-year ice, with the rest of the Arctic Ocean acting as a sink for first-year ice via ridging and aging. All the Arctic Ocean except for the Beaufort and Chukchi seas is a source of multiyear ice, with the Chukchi being the only internal multiyear ice sink. Export through Fram Strait is a major ice sink, but we find only about two-thirds the export and greater interannual variation than found in previous studies. There is no discernible trend in the area of multiyear ice in the Arctic Ocean during the 7 years.
Multi-channel Kalman filters for active noise control.
van Ophem, S; Berkhoff, A P
2013-04-01
By formulating the feed-forward broadband active noise control problem as a state estimation problem it is possible to achieve a faster rate of convergence than the filtered reference least mean squares algorithm and possibly also a better tracking performance. A multiple input/multiple output Kalman algorithm is derived to perform this state estimation. To make the algorithm more suitable for real-time applications, the Kalman filter is written in a fast array form and the secondary path state matrices are implemented in output normal form. The resulting filter implementation is tested in simulations and in real-time experiments. It was found that for a constant primary path the filter has a fast rate of convergence and is able to track changes in the frequency spectrum. For a forgetting factor equal to unity the system is robust but the filter is unable to track rapid changes in the primary path. A forgetting factor lower than 1 gives a significantly improved tracking performance but leads to a numerical instability for the fast array form of the algorithm. PMID:23556580
NASA Astrophysics Data System (ADS)
Öhberg, Fredrik; Lundström, Ronnie; Grip, Helena
2013-08-01
For all segments and tests, a modified Kalman filter and a quasi-static sensor fusion algorithm were equally accurate (precision and accuracy ˜2-3°) compared to normalized least mean squares filtering, recursive least-squares filtering and standard Kalman filtering. The aims were to: (1) compare adaptive filtering techniques used for sensor fusion and (2) evaluate the precision and accuracy for a chosen adaptive filter. Motion sensors (based on inertial measurement units) are limited by accumulative integration errors arising from sensor bias. This drift can partly be handled with adaptive filtering techniques. To advance the measurement technique in this area, a new modified Kalman filter is developed. Differences in accuracy were observed during different tests especially drift in the internal/external rotation angle. This drift can be minimized if the sensors include magnetometers.
NASA Technical Reports Server (NTRS)
Alag, Gurbux S.; Gilyard, Glenn B.
1990-01-01
To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper represented an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described.
Coelho, R.; Alves, D. [Instituto de Plasmas e Fusao Nuclear, Associacao Euratom Hawkes, N.; Brix, M. [Euratom Collaboration: JET EFDA Contributors
2009-06-15
A novel technique for the real-time measurement of the magnetic field pitch angle in JET discharges using the motional Stark effect diagnostic is presented. Kalman filtering techniques are adopted to estimate the amplitude of the avalanche photodiode signals' harmonics that are relevant for the pitch angle calculation. The proposed technique {l_brace}for extended technical details of the generic algorithm see [R. Coelho and D. Alves, IEEE Trans. Plasma Sci. 37, 164 (2009)]{r_brace} is shown to be much more robust and provides less noisy estimates than an equivalent lock-in amplifier scheme, in particular when dealing with edge localized modes.
De Groote, F; De Laet, T; Jonkers, I; De Schutter, J
2008-12-01
We developed a Kalman smoothing algorithm to improve estimates of joint kinematics from measured marker trajectories during motion analysis. Kalman smoothing estimates are based on complete marker trajectories. This is an improvement over other techniques, such as the global optimisation method (GOM), Kalman filtering, and local marker estimation (LME), where the estimate at each time instant is only based on part of the marker trajectories. We applied GOM, Kalman filtering, LME, and Kalman smoothing to marker trajectories from both simulated and experimental gait motion, to estimate the joint kinematics of a ten segment biomechanical model, with 21 degrees of freedom. Three simulated marker trajectories were studied: without errors, with instrumental errors, and with soft tissue artefacts (STA). Two modelling errors were studied: increased thigh length and hip centre dislocation. We calculated estimation errors from the known joint kinematics in the simulation study. Compared with other techniques, Kalman smoothing reduced the estimation errors for the joint positions, by more than 50% for the simulated marker trajectories without errors and with instrumental errors. Compared with GOM, Kalman smoothing reduced the estimation errors for the joint moments by more than 35%. Compared with Kalman filtering and LME, Kalman smoothing reduced the estimation errors for the joint accelerations by at least 50%. Our simulation results show that the use of Kalman smoothing substantially improves the estimates of joint kinematics and kinetics compared with previously proposed techniques (GOM, Kalman filtering, and LME) for both simulated, with and without modelling errors, and experimentally measured gait motion.
NASA Astrophysics Data System (ADS)
Ulrich, Steve
This work addresses the direct adaptive trajectory tracking control problem associated with lightweight space robotic manipulators that exhibit elastic vibrations in their joints, and which are subject to parametric uncertainties and modeling errors. Unlike existing adaptive control methodologies, the proposed flexible-joint control techniques do not require identification of unknown parameters, or mathematical models of the system to be controlled. The direct adaptive controllers developed in this work are based on the model reference adaptive control approach, and manage modeling errors and parametric uncertainties by time-varying the controller gains using new adaptation mechanisms, thereby reducing the errors between an ideal model and the actual robot system. More specifically, new decentralized adaptation mechanisms derived from the simple adaptive control technique and fuzzy logic control theory are considered in this work. Numerical simulations compare the performance of the adaptive controllers with a nonadaptive and a conventional model-based controller, in the context of 12.6 m xx 12.6 m square trajectory tracking. To validate the robustness of the controllers to modeling errors, a new dynamics formulation that includes several nonlinear effects usually neglected in flexible-joint dynamics models is proposed. Results obtained with the adaptive methodologies demonstrate an increased robustness to both uncertainties in joint stiffness coefficients and dynamics modeling errors, as well as highly improved tracking performance compared with the nonadaptive and model-based strategies. Finally, this work considers the partial state feedback problem related to flexible-joint space robotic manipulators equipped only with sensors that provide noisy measurements of motor positions and velocities. An extended Kalman filter-based estimation strategy is developed to estimate all state variables in real-time. The state estimation filter is combined with an adaptive
Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering.
Havlicek, Martin; Friston, Karl J; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D
2011-06-15
This paper presents a new approach to inverting (fitting) models of coupled dynamical systems based on state-of-the-art (cubature) Kalman filtering. Crucially, this inversion furnishes posterior estimates of both the hidden states and parameters of a system, including any unknown exogenous input. Because the underlying generative model is formulated in continuous time (with a discrete observation process) it can be applied to a wide variety of models specified with either ordinary or stochastic differential equations. These are an important class of models that are particularly appropriate for biological time-series, where the underlying system is specified in terms of kinetics or dynamics (i.e., dynamic causal models). We provide comparative evaluations with generalized Bayesian filtering (dynamic expectation maximization) and demonstrate marked improvements in accuracy and computational efficiency. We compare the schemes using a series of difficult (nonlinear) toy examples and conclude with a special focus on hemodynamic models of evoked brain responses in fMRI. Our scheme promises to provide a significant advance in characterizing the functional architectures of distributed neuronal systems, even in the absence of known exogenous (experimental) input; e.g., resting state fMRI studies and spontaneous fluctuations in electrophysiological studies. Importantly, unlike current Bayesian filters (e.g. DEM), our scheme provides estimates of time-varying parameters, which we will exploit in future work on the adaptation and enabling of connections in the brain. PMID:21396454
NASA Technical Reports Server (NTRS)
Queen, Steven Z.
2015-01-01
The Magnetospheric Multiscale (MMS) mission consists of four identically instrumented, spin-stabilized observatories, elliptically orbiting the Earth in a tetrahedron formation. For the operational success of the mission, on-board systems must be able to deliver high-precision orbital adjustment maneuvers. On MMS, this is accomplished using feedback from on-board star sensors in tandem with accelerometers whose measurements are dynamically corrected for errors associated with a spinning platform. In order to determine the required corrections to the measured acceleration, precise estimates of attitude, rate, and mass-properties are necessary. To this end, both an on-board and ground-based Multiplicative Extended Kalman Filter (MEKF) were formulated and implemented in order to estimate the dynamic and quasi-static properties of the spacecraft.
NASA Astrophysics Data System (ADS)
Phan, Anh Tuan; Ho, Duc Du; Hermann, Gilles; Wira, Patrice
2015-12-01
For power quality issues like reducing harmonic pollution, reactive power and load unbalance, the estimation of the fundamental frequency of a power lines in a fast and precise way is essential. This paper introduces a new state-space model to be used with an extended Kalman filter (EKF) for estimating the frequency of distorted power system signals in real-time. The proposed model takes into account all the characteristics of a general three-phase power system and mainly the unbalance. Therefore, the symmetrical components of the power system, i.e., their amplitude and phase angle values, can also be deduced at each iteration from the proposed state-space model. The effectiveness of the method has been evaluated. Results and comparisons of online frequency estimation and symmetrical components identification show the efficiency of the proposed method for disturbed and time-varying signals.
Mehta, Daryush D; Rudoy, Daniel; Wolfe, Patrick J
2012-09-01
Vocal tract resonance characteristics in acoustic speech signals are classically tracked using frame-by-frame point estimates of formant frequencies followed by candidate selection and smoothing using dynamic programming methods that minimize ad hoc cost functions. The goal of the current work is to provide both point estimates and associated uncertainties of center frequencies and bandwidths in a statistically principled state-space framework. Extended Kalman (K) algorithms take advantage of a linearized mapping to infer formant and antiformant parameters from frame-based estimates of autoregressive moving average (ARMA) cepstral coefficients. Error analysis of KARMA, wavesurfer, and praat is accomplished in the all-pole case using a manually marked formant database and synthesized speech waveforms. KARMA formant tracks exhibit lower overall root-mean-square error relative to the two benchmark algorithms with the ability to modify parameters in a controlled manner to trade off bias and variance. Antiformant tracking performance of KARMA is illustrated using synthesized and spoken nasal phonemes. The simultaneous tracking of uncertainty levels enables practitioners to recognize time-varying confidence in parameters of interest and adjust algorithmic settings accordingly. PMID:22978900
Sabatini, Angelo Maria
2012-01-01
In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF) is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU) integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF switches between a quiescent EKF, where the magnetic disturbance is modeled as a first-order Gauss-Markov stochastic process (GM-1), and a higher-order EKF where extra state components are introduced to model the time-rate of change of the magnetic field as a GM-1 stochastic process, namely the magnetic disturbance is modeled as a second-order Gauss-Markov stochastic process (GM-2). Experimental validation tests show the effectiveness of the VSD-EKF, as compared to either the quiescent EKF or the higher-order EKF when they run separately. PMID:23012502
Sabatini, Angelo Maria
2011-01-01
In this paper we present a quaternion-based Extended Kalman Filter (EKF) for estimating the three-dimensional orientation of a rigid body. The EKF exploits the measurements from an Inertial Measurement Unit (IMU) that is integrated with a tri-axial magnetic sensor. Magnetic disturbances and gyro bias errors are modeled and compensated by including them in the filter state vector. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system that describes the process of motion tracking by the IMU is observable, namely it may provide sufficient information for performing the estimation task with bounded estimation errors. The observability conditions are that the magnetic field, perturbed by first-order Gauss-Markov magnetic variations, and the gravity vector are not collinear and that the IMU is subject to some angular motions. Computer simulations and experimental testing are presented to evaluate the algorithm performance, including when the observability conditions are critical. PMID:22163689
Using a LRF sensor in the Kalman-filtering-based localization of a mobile robot.
Teslić, Luka; Skrjanc, Igor; Klancar, Gregor
2010-01-01
This paper deals with the problem of estimating the output-noise covariance matrix that is involved in the localization of a mobile robot. The extended Kalman filter (EKF) is used to localize the mobile robot with a laser range finder (LRF) sensor in an environment described with line segments. The covariances of the observed environment lines, which compose the output-noise covariance matrix in the correction step of the EKF, are the result of the noise arising from a range-sensor's (e.g., a LRF) distance and angle measurements. A method for estimating the covariances of the line parameters based on classic least squares (LSQ) is proposed. This method is compared with the method resulting from the orthogonal LSQ in terms of computational complexity. The results of a comparison show that the use of classic LSQ instead of orthogonal LSQ reduce the number of computations in a localization algorithm which is a part of a SLAM (simultaneous localization and mapping) algorithm. Statistical accuracy of both methods is also compared by simulating the LRF's measurements and the comparison proves the efficiency of the proposed approach.
Using a LRF sensor in the Kalman-filtering-based localization of a mobile robot.
Teslić, Luka; Skrjanc, Igor; Klancar, Gregor
2010-01-01
This paper deals with the problem of estimating the output-noise covariance matrix that is involved in the localization of a mobile robot. The extended Kalman filter (EKF) is used to localize the mobile robot with a laser range finder (LRF) sensor in an environment described with line segments. The covariances of the observed environment lines, which compose the output-noise covariance matrix in the correction step of the EKF, are the result of the noise arising from a range-sensor's (e.g., a LRF) distance and angle measurements. A method for estimating the covariances of the line parameters based on classic least squares (LSQ) is proposed. This method is compared with the method resulting from the orthogonal LSQ in terms of computational complexity. The results of a comparison show that the use of classic LSQ instead of orthogonal LSQ reduce the number of computations in a localization algorithm which is a part of a SLAM (simultaneous localization and mapping) algorithm. Statistical accuracy of both methods is also compared by simulating the LRF's measurements and the comparison proves the efficiency of the proposed approach. PMID:19828146
Simplified groundwater flow modeling: an application of Kalman filter based identification
Pimentel, K.D.; Candy, J.V.; Azevedo, S.G.; Doerr, T.A.
1980-05-01
The need exists for methods to simplify groundwater contaminant transport models. Reduced-order models are needed in risk assessments for licensing and regulating long-term nuclear waste repositories. Such models will be used in Monte Carlo simulations to generate probabilities of nuclear waste migration in aquifers at candidate repository sites in the United States. In this feasibility study we focused on groundwater flow rather than contaminant transport because the flow problem is more simple. A pump-drawdown test is modeled with a reduced-order set of ordinary differential equations obtained by differencing the partial differential equation. We determined the accuracy of the reduced model by comparing it with the analytic solution for the drawdown test. We established an accuracy requirement of 2% error at the single observation well and found that a model with only 21 states satisfied that criterion. That model was used in an extended Kalman filter with synthesized measurement data from one observation well to identify transmissivity within 1% error and storage coefficient within 10% error. We used several statistical tests to assess the performance of the estimator/identifier and found it to be satisfactory for this application.
Time-series prediction using Ensemble Kalman Filter without dynamic model
NASA Astrophysics Data System (ADS)
Ide, Kayo
2016-04-01
Ensemble data assimilation techniques have been successfully used to improve predictive skill in cases where a numerical model for forecasting has been developed. It is desirable to extend this utility to systems for which no model exists and observations of the complete state of the system may not be possible. For many natural systems, equations governing the evolution are unknown and only a partial observation of the high dimensional state vector is possible. For dissipative systems in which variables are coupled nonlinearly, the dimensionality of the phase space can be greatly reduced as the dynamics contracts onto a strange attractor. In these cases, it is possible to reconstruct the details of the phase space from a single scalar time series of observations using time-embedding. The Ensemble Transform Kalman (ETKF) can be applied to ensemble forecast and analyze the observations in the time-embedded space constructed from long time series of the data and the future evolution. We apply the method to a long historical time series of measurements of the Earth's magnetic field is recorded by ground based magnetometers The prediction skill improves with respect to persistence by incorporating information from observations and the behavior of nearby trajectories.
NASA Technical Reports Server (NTRS)
Tangborn, Andrew; Auger, Ludovic
2003-01-01
A suboptimal Kalman filter system which evolves error covariances in terms of a truncated set of wavelet coefficients has been developed for the assimilation of chemical tracer observations of CH4. This scheme projects the discretized covariance propagation equations and covariance matrix onto an orthogonal set of compactly supported wavelets. Wavelet representation is localized in both location and scale, which allows for efficient representation of the inherently anisotropic structure of the error covariances. The truncation is carried out in such a way that the resolution of the error covariance is reduced only in the zonal direction, where gradients are smaller. Assimilation experiments which last 24 days, and used different degrees of truncation were carried out. These reduced the covariance size by 90, 97 and 99 % and the computational cost of covariance propagation by 80, 93 and 96 % respectively. The difference in both error covariance and the tracer field between the truncated and full systems over this period were found to be not growing in the first case, and growing relatively slowly in the later two cases. The largest errors in the tracer fields were found to occur in regions of largest zonal gradients in the constituent field. This results indicate that propagation of error covariances for a global two-dimensional data assimilation system are currently feasible. Recommendations for further reduction in computational cost are made with the goal of extending this technique to three-dimensional global assimilation systems.
Capellari, Giovanni; Azam, Saeed Eftekhar; Mariani, Stefano
2015-12-22
Health monitoring of lightweight structures, like thin flexible plates, is of interest in several engineering fields. In this paper, a recursive Bayesian procedure is proposed to monitor the health of such structures through data collected by a network of optimally placed inertial sensors. As a main drawback of standard monitoring procedures is linked to the computational costs, two remedies are jointly considered: first, an order-reduction of the numerical model used to track the structural dynamics, enforced with proper orthogonal decomposition; and, second, an improved particle filter, which features an extended Kalman updating of each evolving particle before the resampling stage. The former remedy can reduce the number of effective degrees-of-freedom of the structural model to a few only (depending on the excitation), whereas the latter one allows to track the evolution of damage and to locate it thanks to an intricate formulation. To assess the effectiveness of the proposed procedure, the case of a plate subject to bending is investigated; it is shown that, when the procedure is appropriately fed by measurements, damage is efficiently and accurately estimated.
Sabatini, Angelo Maria
2011-01-01
In this paper we present a quaternion-based Extended Kalman Filter (EKF) for estimating the three-dimensional orientation of a rigid body. The EKF exploits the measurements from an Inertial Measurement Unit (IMU) that is integrated with a tri-axial magnetic sensor. Magnetic disturbances and gyro bias errors are modeled and compensated by including them in the filter state vector. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system that describes the process of motion tracking by the IMU is observable, namely it may provide sufficient information for performing the estimation task with bounded estimation errors. The observability conditions are that the magnetic field, perturbed by first-order Gauss-Markov magnetic variations, and the gravity vector are not collinear and that the IMU is subject to some angular motions. Computer simulations and experimental testing are presented to evaluate the algorithm performance, including when the observability conditions are critical. PMID:22163689
Capellari, Giovanni; Eftekhar Azam, Saeed; Mariani, Stefano
2015-01-01
Health monitoring of lightweight structures, like thin flexible plates, is of interest in several engineering fields. In this paper, a recursive Bayesian procedure is proposed to monitor the health of such structures through data collected by a network of optimally placed inertial sensors. As a main drawback of standard monitoring procedures is linked to the computational costs, two remedies are jointly considered: first, an order-reduction of the numerical model used to track the structural dynamics, enforced with proper orthogonal decomposition; and, second, an improved particle filter, which features an extended Kalman updating of each evolving particle before the resampling stage. The former remedy can reduce the number of effective degrees-of-freedom of the structural model to a few only (depending on the excitation), whereas the latter one allows to track the evolution of damage and to locate it thanks to an intricate formulation. To assess the effectiveness of the proposed procedure, the case of a plate subject to bending is investigated; it is shown that, when the procedure is appropriately fed by measurements, damage is efficiently and accurately estimated. PMID:26703615
Bersvendsen, Jorn; Orderud, Fredrik; Massey, Richard John; Fosså, Kristian; Gerard, Olivier; Urheim, Stig; Samset, Eigil
2016-01-01
As the right ventricle's (RV) role in cardiovascular diseases is being more widely recognized, interest in RV imaging, function and quantification is growing. However, there are currently few RV quantification methods for 3D echocardiography presented in the literature or commercially available. In this paper we propose an automated RV segmentation method for 3D echocardiographic images. We represent the RV geometry by a Doo-Sabin subdivision surface with deformation modes derived from a training set of manual segmentations. The segmentation is then represented as a state estimation problem and solved with an extended Kalman filter by combining the RV geometry with a motion model and edge detection. Validation was performed by comparing surface-surface distances, volumes and ejection fractions in 17 patients with aortic insufficiency between the proposed method, magnetic resonance imaging (MRI), and a manual echocardiographic reference. The algorithm was efficient with a mean computation time of 2.0 s. The mean absolute distances between the proposed and manual segmentations were 3.6 ± 0.7 mm. Good agreements of end diastolic volume, end systolic volume and ejection fraction with respect to MRI ( -26±24 mL , -16±26 mL and 0 ± 10%, respectively) and a manual echocardiographic reference (7 ± 30 mL, 13 ± 17 mL and -5±7% , respectively) were observed.
NASA Astrophysics Data System (ADS)
Khaki, Mehdi; Forootan, Ehsan; Kuhn, Michael; Awange, Joseph; Pattiaratchi, Charitha
2016-04-01
Quantifying large-scale (basin/global) water storage changes is essential to understand the Earth's hydrological water cycle. Hydrological models have usually been used to simulate variations in storage compartments resulting from changes in water fluxes (i.e., precipitation, evapotranspiration and runoff) considering physical or conceptual frameworks. Models however represent limited skills in accurately simulating the storage compartments that could be the result of e.g., the uncertainty of forcing parameters, model structure, etc. In this regards, data assimilation provides a great chance to combine observational data with a prior forecast state to improve both the accuracy of model parameters and to improve the estimation of model states at the same time. Various methods exist that can be used to perform data assimilation into hydrological models. The one more frequently used particle-based algorithms suitable for non-linear systems high-dimensional systems is the Ensemble Kalman Filtering (EnKF). Despite efficiency and simplicity (especially in EnKF), this method indicate some drawbacks. To implement EnKF, one should use the sample covariance of observations and model state variables to update a priori estimates of the state variables. The sample covariance can be suboptimal as a result of small ensemble size, model errors, model nonlinearity, and other factors. Small ensemble can also lead to the development of correlations between state components that are at a significant distance from one another where there is no physical relation. To investigate the under-sampling issue raise by EnKF, covariance inflation technique in conjunction with localization was implemented. In this study, a comparison between latest methods used in the data assimilation framework, to overcome the mentioned problem, is performed. For this, in addition to implementing EnKF, we introduce and apply the Local Ensemble Kalman Filter (LEnKF) utilizing covariance localization to remove
Comparison of VLBI TRF solutions based on Kalman filtering and recent ITRS realizations
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Nilsson, Tobias; Glaser, Susanne; Balidakis, Kyriakos; Karbon, Maria; Heinkelmann, Robert; Gross, Richard; Schuh, Harald
2016-04-01
Compared to previous prominent global terrestrial reference frames (TRF) solutions, such as the ITRF2008 or DTRF2008, the current accuracy requirements demand among other things extended parameterization to account for various non-linear signals present in the time series of station coordinates. The next generation of TRFs, built upon geodetic data until the end of 2014, employs different approaches to tackle in particular seasonal variations and post-seismic deformations. The ITRF2014, developed at the International Earth Rotation and Reference Systems Service (IERS) Combination Center (CC) at Institut Géographique National, introduces harmonic, exponential and logarithmic functions to take into account aforementioned effects. In contrast, the ITRS realization of the IERS CC at Jet Propulsion Laboratory is based on Kalman filtering, which allows coordinate variations to be modeled in a stochastic sense besides the parameterized linear and seasonal signals. In our study, we compare these multi-technique TRFs with solutions solely based on VLBI data, including 104 radio telescopes and 4239 VLBI sessions, covering a time span of 34 years. We calculated a VLBI TRF based on the traditional least-squares adjustment of session-wise normal equations, and an ensemble of Kalman filter and smoother solutions with different parameterizations and stochastic models. In particular, we investigate the impact of different process noise levels for station coordinates, the choice of stochastic processes, e.g. random walks, and the application of time- and station-dependent noise models. For instance, we find that the estimation of seasonal signals, while important for predictions, does not affect the filtered coordinate time series when observational data is available. Furthermore, post-seismic deformations after major earthquakes require the process noise to be scaled accordingly. For instance, we detected coordinate differences of up to 5 cm immediately after the Chile 2010
NASA Technical Reports Server (NTRS)
Liou, Meng-Sing
1995-01-01
A unique formulation of describing fluid motion is presented. The method, referred to as 'extended Lagrangian method,' is interesting from both theoretical and numerical points of view. The formulation offers accuracy in numerical solution by avoiding numerical diffusion resulting from mixing of fluxes in the Eulerian description. The present method and the Arbitrary Lagrangian-Eulerian (ALE) method have a similarity in spirit-eliminating the cross-streamline numerical diffusion. For this purpose, we suggest a simple grid constraint condition and utilize an accurate discretization procedure. This grid constraint is only applied to the transverse cell face parallel to the local stream velocity, and hence our method for the steady state problems naturally reduces to the streamline-curvature method, without explicitly solving the steady stream-coordinate equations formulated a priori. Unlike the Lagrangian method proposed by Loh and Hui which is valid only for steady supersonic flows, the present method is general and capable of treating subsonic flows and supersonic flows as well as unsteady flows, simply by invoking in the same code an appropriate grid constraint suggested in this paper. The approach is found to be robust and stable. It automatically adapts to flow features without resorting to clustering, thereby maintaining rather uniform grid spacing throughout and large time step. Moreover, the method is shown to resolve multi-dimensional discontinuities with a high level of accuracy, similar to that found in one-dimensional problems.
Zero Gyro Kalman Filtering in the Presence of a Reaction Wheel Failure
NASA Technical Reports Server (NTRS)
Hur-Diaz, Sun; Wirzburger, John; Smith, Dan; Myslinski, Mike
2007-01-01
Typical implementation of Kalman filters for spacecraft attitude estimation involves the use of gyros for three-axis rate measurements. When there are less than three axes of information available, the accuracy of the Kalman filter depends highly on the accuracy of the dynamics model. This is particularly significant during the transient period when a reaction wheel with a high momentum fails, is taken off-line, and spins down. This paper looks at how a reaction wheel failure can affect the zero-gyro Kalman filter performance for the Hubble Space Telescope and what steps are taken to minimize its impact.
Zero Gyro Kalman Filtering in the presence of a Reaction Wheel Failure
NASA Technical Reports Server (NTRS)
Hur-Diaz, Sun; Wirzburger, John; Smith, Dan; Myslinski, Mike
2007-01-01
Typical implementation of Kalman filters for spacecraft attitude estimation involves the use of gyros for three-axis rate measurements. When there are less than three axes of information available, the accuracy of the Kalman filter depends highly on the accuracy of the dynamics model. This is particularly significant during the transient period when a reaction wheel with a high momentum fails, is taken off-line, and spins down. This paper looks at how a reaction wheel failure can affect the zero-gyro Kalman filter performance for the Hubble Space Telescope and what steps are taken to minimize its impact.
Requirements for Kalman filtering on the GE-701 whole word computer
NASA Technical Reports Server (NTRS)
Pines, S.; Schmidt, S. F.
1978-01-01
The results of a study to determine scaling, storage, and word length requirements for programming the Kalman filter on the GE-701 Whole Word Computer are reported. Simulation tests are presented which indicate that the Kalman filter, using a square root formulation with process noise added, utilizing MLS, radar altimeters, and airspeed as navigation aids, may be programmed for the GE-701 computer to successfully navigate and control the Boeing B737-100 during landing approach, landing rollout, and turnoff. The report contains flow charts, equations, computer storage, scaling, and word length recommendations for the Kalman filter on the GE-701 Whole Word computer.
Adaptive nonlinear observer for state and unknown parameter estimation in noisy systems
NASA Astrophysics Data System (ADS)
Vijayaraghavan, Krishna; Valibeygi, Amir
2016-01-01
This paper proposes a novel adaptive observer for Lipschitz nonlinear systems and dissipative nonlinear systems in the presence of disturbances and sensor noise. The observer is based on an H∞ observer that can estimate both the system states and unknown parameters by minimising a cost function consisting of the sum of the square integrals of the estimation errors in the states and unknown parameters. The paper presents necessary and sufficient conditions for the existence of the observer, and the equations for determining observer gains are formulated as linear matrix inequalities (LMIs) that can be solved offline using commercially available LMI solvers. The observer design has also been extended to the case of time-varying unknown parameters. The use of the observer is demonstrated through illustrative examples and the performance is compared with extended Kalman filtering. Compared to previous results on nonlinear observers, the proposed observer is more computationally efficient, and guarantees state and parameter estimation for two very broad classes of nonlinear systems (Lipschitz and dissipative nonlinear systems) in the presence of input disturbances and sensor noise. In addition, the proposed observer does not require online computation of the observer gain.
NASA Astrophysics Data System (ADS)
Briseño, Jessica; Herrera, Graciela S.
2010-05-01
Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one
Restoration of color images by multichannel Kalman filtering
NASA Technical Reports Server (NTRS)
Galatsanos, Nikolas P.; Chin, Roland T.
1991-01-01
A Kalman filter for optimal restoration of multichannel images is presented. This filter is derived using a multichannel semicausal image model that includes between-channel degradation. Both stationary and nonstationary image models are developed. This filter is implemented in the Fourier domain and computation is reduced from O(Lambda3N3M4) to O(Lambda3N3M2) for an M x M N-channel image with degradation length Lambda. Color (red, green, and blue (RGB)) images are used as examples of multichannel images, and restoration in the RGB and YIQ domains is investigated. Simulations are presented in which the effectiveness of this filter is tested for different types of degradation and different image model estimates.
Damping strapdown inertial navigation system based on a Kalman filter
NASA Astrophysics Data System (ADS)
Zhao, Lin; Li, Jiushun; Cheng, Jianhua; Hao, Yong
2016-11-01
A damping strapdown inertial navigation system (DSINS) can effectively suppress oscillation errors of strapdown inertial navigation systems (SINSs) and improve the navigation accuracy of SINSs. Aiming at overcoming the disadvantages of traditional damping methods, a DSINS, based on a Kalman filter (KF), is proposed in this paper. Using the measurement data of accelerometers and calculated navigation parameters during the navigation process, the expression of the observation equation is derived. The calculation process of the observation in both the internal damping state and the external damping state is presented. Finally, system oscillation errors are compensated by a KF. Simulation and test results show that, compared with traditional damping methods, the proposed method can reduce system overshoot errors and shorten the convergence time of oscillation errors effectively.
Very fast, highly reliable, suboptimal Kalman filter with internal reconfiguration
NASA Astrophysics Data System (ADS)
Kumar, V.
1980-06-01
The equations of the suboptimal, recursive Kalman-Bucy filter algorithm were analyzed for a process with linear, stationary equations of evolution and observation. A breadboard model of the recursive filter system was built, using analog circuits in order to reduce the period between observations (from 0.5 msec to 15 microsec), although incurring a slight reduction in calculation precision (2 %). Active triplex redundancy was also built in. Analog circuit diagrams for each of the filters, and for three possible architectures (series, parallel, series-parallel), are given. Diagrams of the detection and breakdown localization circuitry that commands the reconfiguration are shown. Failure mode effect analysis allows for calculation of predicted reliability. Experimentally measured performance of the analog calculation circuits is assessed.
The development of a Kalman filter clock predictor
NASA Technical Reports Server (NTRS)
Davis, John A.; Greenhall, Charles A.; Boudjemaa, Redoane
2005-01-01
A Kalman filter based clock predictor is developed, and its performance evaluated using both simulated and real data. The clock predictor is shown to possess a neat to optimal Prediction Error Variance (PEV) when the underlying noise consists of one of the power law noise processes commonly encountered in time and frequency measurements. The predictor's performance is the presence of multiple noise processes is also examined. The relationship between the PEV obtained in the presence of multiple noise processes and those obtained for the individual component noise processes is examined. Comparisons are made with a simple linear clock predictor. The clock predictor is used to predict future values of the time offset between pairs of NPL's active hydrogen masers.
Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables
NASA Technical Reports Server (NTRS)
Sedlak, Joseph E.; Harman, Richard
2004-01-01
There are several different ways to represent spacecraft attitude and its time rate of change. For spinning or momentum-biased spacecraft, one particular representation has been put forward as a superior parameterization for numerical integration. Markley has demonstrated that these new variables have fewer rapidly varying elements for spinning spacecraft than other commonly used representations and provide advantages when integrating the equations of motion. The current work demonstrates how a Kalman filter can be devised to estimate the attitude using these new variables. The seven Markley variables are subject to one constraint condition, making the error covariance matrix singular. The filter design presented here explicitly accounts for this constraint by using a six-component error state in the filter update step. The reduced dimension error state is unconstrained and its covariance matrix is nonsingular.
Development of a digital adaptive optimal linear regulator flight controller
NASA Technical Reports Server (NTRS)
Berry, P.; Kaufman, H.
1975-01-01
Digital adaptive controllers have been proposed as a means for retaining uniform handling qualities over the flight envelope of a high-performance aircraft. Towards such an implementation, an explicit adaptive controller, which makes direct use of online parameter identification, has been developed and applied to the linearized lateral equations of motion for a typical fighter aircraft. The system is composed of an online weighted least-squares parameter identifier, a Kalman state filter, and a model following control law designed using optimal linear regulator theory. Simulation experiments with realistic measurement noise indicate that the proposed adaptive system has the potential for onboard implementation.
An analysis of the multiple model adaptive control algorithm. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Greene, C. S.
1978-01-01
Qualitative and quantitative aspects of the multiple model adaptive control method are detailed. The method represents a cascade of something which resembles a maximum a posteriori probability identifier (basically a bank of Kalman filters) and a bank of linear quadratic regulators. Major qualitative properties of the MMAC method are examined and principle reasons for unacceptable behavior are explored.
VLBI real-time analysis by Kalman Filtering
NASA Astrophysics Data System (ADS)
Karbon, M.; Nilsson, T.; Soja, B.; Heinkelmann, R.; Raposo-Pulido, V.; Schuh, H.
2013-12-01
Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques providing the full set of Earth Orientation Parameter (EOP) and is unique for observing long term Universal Time (UT1) and precession/nutation. Accurate and continuous EOP obtained in near real-time are essential for satellite based navigation and positioning and for enabling the precise tracking of interplanetary spacecrafts. To meet this necessity the International VLBI Service for Geodesy and Astrometry (IVS) increased its efforts to reduce the time span between the VLBI observations and the availability of the final results. Currently the timeliness is about two weeks, but the goal is to reduce it to less than one day with the future VGOS (VLBI2010 Global Observing System) network. The FWF project VLBI-ART contributes to this new generation VLBI system by considerably accelerating the VLBI analysis procedure through the implementation of an elaborate Kalman filter. This true real-time Kalman filter will be embedded in the Vienna VLBI Software (VieVS) as a completely automated tool with no need of human interaction. This filter also allows the prediction and combination of EOP from various space geodetic techniques by implementing stochastic models to statistically account for unpredictable changes in EOP. Additionally, atmospheric angular momenta calculated from numerical weather prediction models are introduced to support the short-term EOP prediction. To optimize the performance of the new software various investigations with real as well as simulated data are foreseen. The results are compared to the ones obtained by conventional VLBI parameter estimation methods (e.g. least squares method) and to corresponding parameter series from other techniques, such as from the Global Navigation Satellite Systems (GNSS).
Kalman Filter for Calibrating a Telescope Focal Plane
NASA Technical Reports Server (NTRS)
Kang, Bryan; Bayard, David
2006-01-01
The instrument-pointing frame (IPF) Kalman filter, and an algorithm that implements this filter, have been devised for calibrating the focal plane of a telescope. As used here, calibration signifies, more specifically, a combination of measurements and calculations directed toward ensuring accuracy in aiming the telescope and determining the locations of objects imaged in various arrays of photodetectors in instruments located on the focal plane. The IPF Kalman filter was originally intended for application to a spaceborne infrared astronomical telescope, but can also be applied to other spaceborne and ground-based telescopes. In the traditional approach to calibration of a telescope, (1) one team of experts concentrates on estimating parameters (e.g., pointing alignments and gyroscope drifts) that are classified as being of primarily an engineering nature, (2) another team of experts concentrates on estimating calibration parameters (e.g., plate scales and optical distortions) that are classified as being primarily of a scientific nature, and (3) the two teams repeatedly exchange data in an iterative process in which each team refines its estimates with the help of the data provided by the other team. This iterative process is inefficient and uneconomical because it is time-consuming and entails the maintenance of two survey teams and the development of computer programs specific to the requirements of each team. Moreover, theoretical analysis reveals that the engineering/ science iterative approach is not optimal in that it does not yield the best estimates of focal-plane parameters and, depending on the application, may not even enable convergence toward a set of estimates.
A new approach to UTC calculation by means of the Kalman filter
NASA Astrophysics Data System (ADS)
Parisi, Federica; Panfilo, Gianna
2016-10-01
In this paper a new approach to Coordinated Universal Time (UTC) calculation is presented by means of the Kalman filter. An ensemble of atomic clocks participating in UTC is selected for analyzing and testing the potentiality of this new method.
NASA Astrophysics Data System (ADS)
Borodachev, S. M.
2016-06-01
The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.
Ghumare, Eshwar; Schrooten, Maarten; Vandenberghe, Rik; Dupont, Patrick
2015-08-01
Kalman filter approaches are widely applied to derive time varying effective connectivity from electroencephalographic (EEG) data. For multi-trial data, a classical Kalman filter (CKF) designed for the estimation of single trial data, can be implemented by trial-averaging the data or by averaging single trial estimates. A general linear Kalman filter (GLKF) provides an extension for multi-trial data. In this work, we studied the performance of the different Kalman filtering approaches for different values of signal-to-noise ratio (SNR), number of trials and number of EEG channels. We used a simulated model from which we calculated scalp recordings. From these recordings, we estimated cortical sources. Multivariate autoregressive model parameters and partial directed coherence was calculated for these estimated sources and compared with the ground-truth. The results showed an overall superior performance of GLKF except for low levels of SNR and number of trials.
Adaptive Offset Correction for Intracortical Brain Computer Interfaces
Homer, Mark L.; Perge, János A.; Black, Michael J.; Harrison, Matthew T.; Cash, Sydney S.; Hochberg, Leigh R.
2014-01-01
Intracortical brain computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user’s ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called MOCA, was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors (10.6 ±10.1%; p<0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs. PMID:24196868
Adaptive offset correction for intracortical brain-computer interfaces.
Homer, Mark L; Perge, Janos A; Black, Michael J; Harrison, Matthew T; Cash, Sydney S; Hochberg, Leigh R
2014-03-01
Intracortical brain-computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user's ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called multiple offset correction algorithm (MOCA), was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors ( 10.6 ± 10.1% ; p < 0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs.
Constrained Kalman Filtering Via Density Function Truncation for Turbofan Engine Health Estimation
NASA Technical Reports Server (NTRS)
Simon, Dan; Simon, Donald L.
2006-01-01
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the PDF (probability density function) of the Kalman filter estimate at the known constraints and then computes the constrained filter estimate as the mean of the truncated PDF. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is demonstrated via simulation results obtained from a turbofan engine model. The turbofan engine model contains 3 state variables, 11 measurements, and 10 component health parameters. It is also shown that the truncated Kalman filter may be a more accurate way of incorporating inequality constraints than other constrained filters (e.g., the projection approach to constrained filtering).
Hybrid Kalman Filter: A New Approach for Aircraft Engine In-Flight Diagnostics
NASA Technical Reports Server (NTRS)
Kobayashi, Takahisa; Simon, Donald L.
2006-01-01
In this paper, a uniquely structured Kalman filter is developed for its application to in-flight diagnostics of aircraft gas turbine engines. The Kalman filter is a hybrid of a nonlinear on-board engine model (OBEM) and piecewise linear models. The utilization of the nonlinear OBEM allows the reference health baseline of the in-flight diagnostic system to be updated to the degraded health condition of the engines through a relatively simple process. Through this health baseline update, the effectiveness of the in-flight diagnostic algorithm can be maintained as the health of the engine degrades over time. Another significant aspect of the hybrid Kalman filter methodology is its capability to take advantage of conventional linear and nonlinear Kalman filter approaches. Based on the hybrid Kalman filter, an in-flight fault detection system is developed, and its diagnostic capability is evaluated in a simulation environment. Through the evaluation, the suitability of the hybrid Kalman filter technique for aircraft engine in-flight diagnostics is demonstrated.
The stochastic control of the F-8C aircraft using the Multiple Model Adaptive Control (MMAC) method
NASA Technical Reports Server (NTRS)
Athans, M.; Dunn, K. P.; Greene, E. S.; Lee, W. H.; Sandel, N. R., Jr.
1975-01-01
The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called Multiple Model Adaptive Control method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.
NASA Technical Reports Server (NTRS)
Whitmore, S. A.
1985-01-01
The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the space shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.
Constraining the Ensemble Kalman Filter for improved streamflow forecasting
NASA Astrophysics Data System (ADS)
Maxwell, Deborah; Jackson, Bethanna; McGregor, James
2016-04-01
Data assimilation techniques such as the Kalman Filter and its variants are often applied to hydrological models with minimal state volume/capacity constraints. Flux constraints are rarely, if ever, applied. Consequently, model states can be adjusted beyond physically reasonable limits, compromising the integrity of model output. In this presentation, we investigate the effect of constraining the Ensemble Kalman Filter (EnKF) on forecast performance. An EnKF implementation with no constraints is compared to model output with no assimilation, followed by a 'typical' hydrological implementation (in which mass constraints are enforced to ensure non-negativity and capacity thresholds of model states are not exceeded), and then a more tightly constrained implementation where flux as well as mass constraints are imposed to limit the rate of water movement within a state. A three year period (2008-2010) with no significant data gaps and representative of the range of flows observed over the fuller 1976-2010 record was selected for analysis. Over this period, the standard implementation of the EnKF (no constraints) contained eight hydrological events where (multiple) physically inconsistent state adjustments were made. All were selected for analysis. Overall, neither the unconstrained nor the "typically" mass-constrained forecasts were significantly better than the non-filtered forecasts; in fact several were significantly degraded. Flux constraints (in conjunction with mass constraints) significantly improved the forecast performance of six events relative to all other implementations, while the remaining two events showed no significant difference in performance. We conclude that placing flux as well as mass constraints on the data assimilation framework encourages physically consistent state updating and results in more accurate and reliable forward predictions of streamflow for robust decision-making. We also experiment with the observation error, and find that this
Investigation of the Multiple Method Adaptive Control (MMAC) method for flight control systems
NASA Technical Reports Server (NTRS)
Athans, M.; Baram, Y.; Castanon, D.; Dunn, K. P.; Green, C. S.; Lee, W. H.; Sandell, N. R., Jr.; Willsky, A. S.
1979-01-01
The stochastic adaptive control of the NASA F-8C digital-fly-by-wire aircraft using the multiple model adaptive control (MMAC) method is presented. The selection of the performance criteria for the lateral and the longitudinal dynamics, the design of the Kalman filters for different operating conditions, the identification algorithm associated with the MMAC method, the control system design, and simulation results obtained using the real time simulator of the F-8 aircraft at the NASA Langley Research Center are discussed.
Kalman Filter Based Feature Analysis for Tracking People from Airborne Images
NASA Astrophysics Data System (ADS)
Sirmacek, B.; Reinartz, P.
2011-09-01
Recently, analysis of man events in real-time using computer vision techniques became a very important research field. Especially, understanding motion of people can be helpful to prevent unpleasant conditions. Understanding behavioral dynamics of people can also help to estimate future states of underground passages, shopping center like public entrances, or streets. In order to bring an automated solution to this problem, we propose a novel approach using airborne image sequences. Although airborne image resolutions are not enough to see each person in detail, we can still notice a change of color components in the place where a person exists. Therefore, we propose a color feature detection based probabilistic framework in order to detect people automatically. Extracted local features behave as observations of the probability density function (pdf) of the people locations to be estimated. Using an adaptive kernel density estimation method, we estimate the corresponding pdf. First, we use estimated pdf to detect boundaries of dense crowds. After that, using background information of dense crowds and previously extracted local features, we detect other people in non-crowd regions automatically for each image in the sequence. We benefit from Kalman filtering to track motion of detected people. To test our algorithm, we use a stadium entrance image data set taken from airborne camera system. Our experimental results indicate possible usage of the algorithm in real-life man events. We believe that the proposed approach can also provide crucial information to police departments and crisis management teams to achieve more detailed observations of people in large open area events to prevent possible accidents or unpleasant conditions.
Square Root and Perturbed Observation Ensemble Generation for Kalman and Quadratic Ensemble Filters
NASA Astrophysics Data System (ADS)
Hodyss, D.
2012-12-01
Ensemble-based Kalman Filter (EnKF) algorithms have proven highly effective in a wide-variety of applications in the geosciences. However, the application of the EnKF to the highly nonlinear physical process found in geoscience applications may lead in certain situations to non-Gaussian prior distributions and therefore suboptimal or even degenerative behavior. A new extension of the EnKF will be described here that allows for the explicit effects of skewness in the prior distribution to be accounted for in the data assimilation algorithm. The algorithm operates as either a global-solve (all observations are considered at once) using a minimization technique and Schur/Hadamard (element-wise) localization or as a serial-solve (each observation is conserved one after the other) algorithm. The central feature of both configurations is the squaring of the innovation and the ensemble perturbations so as to create an extended state-space that accounts for the second, third and fourth moments of the prior distribution. Both square-root and perturbed observation ensemble generation techniques will be shown to be implementable within the new framework and will be compared against the corresponding technique within the traditional EnKF. These new techniques will be illustrated on the Lorenz (1963) attractor as well as in a Boussinesq model of O(10^4) variables configured to simulate nonlinearly evolving Kelvin-Helmholtz waves in shear flow. It is shown that ensemble sizes of at least 100 members are needed to adequately resolve the third and fourth moments required for the algorithm. For ensembles of this size it is shown that these new techniques are superior to the EnKF in situations with significant skewness, otherwise the new algorithms reduce to the performance of the EnKF.
NASA Astrophysics Data System (ADS)
Gaubert, B.; Coman, A.; Foret, G.; Meleux, F.; Ung, A.; Rouil, L.; Ionescu, A.; Candau, Y.; Beekmann, M.
2014-02-01
An ensemble Kalman filter (EnKF) has been coupled to the CHIMERE chemical transport model in order to assimilate ozone ground-based measurements on a regional scale. The number of ensembles is reduced to 20, which allows for future operational use of the system for air quality analysis and forecast. Observation sites of the European ozone monitoring network have been classified using criteria on ozone temporal variability, based on previous work by Flemming et al. (2005). This leads to the choice of specific subsets of suburban, rural and remote sites for data assimilation and for evaluation of the reference run and the assimilation system. For a 10-day experiment during an ozone pollution event over Western Europe, data assimilation allows for a significant improvement in ozone fields: the RMSE is reduced by about a third with respect to the reference run, and the hourly correlation coefficient is increased from 0.75 to 0.87. Several sensitivity tests focus on an a posteriori diagnostic estimation of errors associated with the background estimate and with the spatial representativeness of observations. A strong diurnal cycle of both these errors with an amplitude up to a factor of 2 is made evident. Therefore, the hourly ozone background error and the observation error variances are corrected online in separate assimilation experiments. These adjusted background and observational error variances provide a better uncertainty estimate, as verified by using statistics based on the reduced centered random variable. Over the studied 10-day period the overall EnKF performance over evaluation stations is found relatively unaffected by different formulations of observation and simulation errors, probably due to the large density of observation sites. From these sensitivity tests, an optimal configuration was chosen for an assimilation experiment extended over a three-month summer period. It shows a similarly good performance as the 10-day experiment.
Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.
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.
Using Kalman Filters to Reduce Noise from RFID Location System
Xavier, José; Reis, Luís Paulo; Petry, Marcelo
2014-01-01
Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes—linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11–13% of improvement). PMID:24592186
Fuzzy Logic Based Autonomous Parallel Parking System with Kalman Filtering
NASA Astrophysics Data System (ADS)
Panomruttanarug, Benjamas; Higuchi, Kohji
This paper presents an emulation of fuzzy logic control schemes for an autonomous parallel parking system in a backward maneuver. There are four infrared sensors sending the distance data to a microcontroller for generating an obstacle-free parking path. Two of them mounted on the front and rear wheels on the parking side are used as the inputs to the fuzzy rules to calculate a proper steering angle while backing. The other two attached to the front and rear ends serve for avoiding collision with other cars along the parking space. At the end of parking processes, the vehicle will be in line with other parked cars and positioned in the middle of the free space. Fuzzy rules are designed based upon a wall following process. Performance of the infrared sensors is improved using Kalman filtering. The design method needs extra information from ultrasonic sensors. Starting from modeling the ultrasonic sensor in 1-D state space forms, one makes use of the infrared sensor as a measurement to update the predicted values. Experimental results demonstrate the effectiveness of sensor improvement.
Traditional Tracking with Kalman Filter on Parallel Architectures
NASA Astrophysics Data System (ADS)
Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; MacNeill, Ian; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi
2015-05-01
Power density constraints are limiting the performance improvements of modern CPUs. To address this, we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The most common track finding techniques in use today are however those based on the Kalman Filter. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. We report the results of our investigations into the potential and limitations of these algorithms on the new parallel hardware.
Using Kalman filters to reduce noise from RFID location system.
Abreu, Pedro Henriques; Xavier, José; Silva, Daniel Castro; Reis, Luís Paulo; Petry, Marcelo
2014-01-01
Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes-linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11-13% of improvement).
Filtering Meteoroid Flights Using Multiple Unscented Kalman Filters
NASA Astrophysics Data System (ADS)
Sansom, E. K.; Bland, P. A.; Rutten, M. G.; Paxman, J.; Towner, M. C.
2016-11-01
Estimator algorithms are immensely versatile and powerful tools that can be applied to any problem where a dynamic system can be modeled by a set of equations and where observations are available. A well designed estimator enables system states to be optimally predicted and errors to be rigorously quantified. Unscented Kalman filters (UKFs) and interactive multiple models can be found in methods from satellite tracking to self-driving cars. The luminous trajectory of the Bunburra Rockhole fireball was observed by the Desert Fireball Network in mid-2007. The recorded data set is used in this paper to examine the application of these two techniques as a viable approach to characterizing fireball dynamics. The nonlinear, single-body system of equations, used to model meteoroid entry through the atmosphere, is challenged by gross fragmentation events that may occur. The incorporation of the UKF within an interactive multiple model smoother provides a likely solution for when fragmentation events may occur as well as providing a statistical analysis of the state uncertainties. In addition to these benefits, another advantage of this approach is its automatability for use within an image processing pipeline to facilitate large fireball data analyses and meteorite recoveries.
Software Would Largely Automate Design of Kalman Filter
NASA Technical Reports Server (NTRS)
Chuang, Jason C. H.; Negast, William J.
2005-01-01
Embedded Navigation Filter Automatic Designer (ENFAD) is a computer program being developed to automate the most difficult tasks in designing embedded software to implement a Kalman filter in a navigation system. The most difficult tasks are selection of error states of the filter and tuning of filter parameters, which are timeconsuming trial-and-error tasks that require expertise and rarely yield optimum results. An optimum selection of error states and filter parameters depends on navigation-sensor and vehicle characteristics, and on filter processing time. ENFAD would include a simulation module that would incorporate all possible error states with respect to a given set of vehicle and sensor characteristics. The first of two iterative optimization loops would vary the selection of error states until the best filter performance was achieved in Monte Carlo simulations. For a fixed selection of error states, the second loop would vary the filter parameter values until an optimal performance value was obtained. Design constraints would be satisfied in the optimization loops. Users would supply vehicle and sensor test data that would be used to refine digital models in ENFAD. Filter processing time and filter accuracy would be computed by ENFAD.
Relating the Hadamard Variance to MCS Kalman Filter Clock Estimation
NASA Technical Reports Server (NTRS)
Hutsell, Steven T.
1996-01-01
The Global Positioning System (GPS) Master Control Station (MCS) currently makes significant use of the Allan Variance. This two-sample variance equation has proven excellent as a handy, understandable tool, both for time domain analysis of GPS cesium frequency standards, and for fine tuning the MCS's state estimation of these atomic clocks. The Allan Variance does not explicitly converge for the nose types of alpha less than or equal to minus 3 and can be greatly affected by frequency drift. Because GPS rubidium frequency standards exhibit non-trivial aging and aging noise characteristics, the basic Allan Variance analysis must be augmented in order to (a) compensate for a dynamic frequency drift, and (b) characterize two additional noise types, specifically alpha = minus 3, and alpha = minus 4. As the GPS program progresses, we will utilize a larger percentage of rubidium frequency standards than ever before. Hence, GPS rubidium clock characterization will require more attention than ever before. The three sample variance, commonly referred to as a renormalized Hadamard Variance, is unaffected by linear frequency drift, converges for alpha is greater than minus 5, and thus has utility for modeling noise in GPS rubidium frequency standards. This paper demonstrates the potential of Hadamard Variance analysis in GPS operations, and presents an equation that relates the Hadamard Variance to the MCS's Kalman filter process noises.
Discrete Kalman Filter based Sensor Fusion for Robust Accessibility Interfaces
NASA Astrophysics Data System (ADS)
Ghersi, I.; Mariño, M.; Miralles, M. T.
2016-04-01
Human-machine interfaces have evolved, benefiting from the growing access to devices with superior, embedded signal-processing capabilities, as well as through new sensors that allow the estimation of movements and gestures, resulting in increasingly intuitive interfaces. In this context, sensor fusion for the estimation of the spatial orientation of body segments allows to achieve more robust solutions, overcoming specific disadvantages derived from the use of isolated sensors, such as the sensitivity of magnetic-field sensors to external influences, when used in uncontrolled environments. In this work, a method for the combination of image-processing data and angular-velocity registers from a 3D MEMS gyroscope, through a Discrete-time Kalman Filter, is proposed and deployed as an alternate user interface for mobile devices, in which an on-screen pointer is controlled with head movements. Results concerning general performance of the method are presented, as well as a comparative analysis, under a dedicated test application, with results from a previous version of this system, in which the relative-orientation information was acquired directly from MEMS sensors (3D magnetometer-accelerometer). These results show an improved response for this new version of the pointer, both in terms of precision and response time, while keeping many of the benefits that were highlighted for its predecessor, giving place to a complementary method for signal acquisition that can be used as an alternative-input device, as well as for accessibility solutions.
Extending the extended V-Y flap.
Prowse, Phoebe; Morton, Jonathan
2012-06-01
This case report demonstrates a modification of the so-called 'Extended V-Y Flap' used to simultaneously reconstruct a defect involving the upper lip, floor of nose and alar rim following tumour excision. We hope that this case serves as a reminder of the versatility of the V-Y flap in the nasolabial region, and its considerable capacity for augmentation. PMID:22018837
Extended target recognition in cognitive radar networks.
Wei, Yimin; Meng, Huadong; Liu, Yimin; Wang, Xiqin
2010-01-01
We address the problem of adaptive waveform design for extended target recognition in cognitive radar networks. A closed-loop active target recognition radar system is extended to the case of a centralized cognitive radar network, in which a generalized likelihood ratio (GLR) based sequential hypothesis testing (SHT) framework is employed. Using Doppler velocities measured by multiple radars, the target aspect angle for each radar is calculated. The joint probability of each target hypothesis is then updated using observations from different radar line of sights (LOS). Based on these probabilities, a minimum correlation algorithm is proposed to adaptively design the transmit waveform for each radar in an amplitude fluctuation situation. Simulation results demonstrate performance improvements due to the cognitive radar network and adaptive waveform design. Our minimum correlation algorithm outperforms the eigen-waveform solution and other non-cognitive waveform design approaches.
Realizations and performances of least-squares estimation and Kalman filtering by systolic arrays
Chen, M.J.
1987-01-01
Fast least-squares (LS) estimation and Kalman-filtering algorithms utilizing systolic-array implementation are studied. Based on a generalized systolic QR algorithm, a modified LS method is proposed and shown to have superior computational and inter-cell connection complexities, and is more practical for systolic-array implementation. After whitening processing, the Kalman filter can be formulated as a SRIF data-processing problem followed by a simple LS operation. This approach simplifies the computational structure, and is more reliable when the system has singular or near singular coefficient matrix. To improve the throughput rate of the systolic Kalman filter, a topology for stripe QR processing is also proposed. By skewing the order of input matrices, a fully pipelined systolic Kalman-filtering operation can be achieved. With the number of processing units of the O(n/sup 2/), the system throughput rate becomes of the O(n). The numerical properties of the systolic LS estimation and the Kalman filtering algorithms under finite word-length effect are studied via analysis and computer simulations, and are compared with that of conventional approaches. Fault tolerance of the LS estimation algorithm is also discussed. It is shown that by using a simple bypass register, reasonable estimation performance is still possible for a transient defective processing unit.
F-8C adaptive control law refinement and software development
NASA Technical Reports Server (NTRS)
Hartmann, G. L.; Stein, G.
1981-01-01
An explicit adaptive control algorithm based on maximum likelihood estimation of parameters was designed. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm was implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer, surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software.
Functional Extended Redundancy Analysis
ERIC Educational Resources Information Center
Hwang, Heungsun; Suk, Hye Won; Lee, Jang-Han; Moskowitz, D. S.; Lim, Jooseop
2012-01-01
We propose a functional version of extended redundancy analysis that examines directional relationships among several sets of multivariate variables. As in extended redundancy analysis, the proposed method posits that a weighed composite of each set of exogenous variables influences a set of endogenous variables. It further considers endogenous…
Extended or Restricted Childhood?
ERIC Educational Resources Information Center
Richards, Colin
2005-01-01
This article discusses the Government's proposals for "extended" primary schools, an important element in the recently-published five-year plan for education. The author expresses concern that extended primary schools will not provide a variety of experiences, including "play" experiences for young children.
Extended conformal field theories
NASA Astrophysics Data System (ADS)
Taormina, Anne
1990-08-01
Some extended conformal field theories are briefly reviewed. They illustrate how non minimal models of the Virasoro algebra (c≥1) can become minimal with respect to a larger algebra. The accent is put on N-extended superconformal algebras, which are relevant in superstring compactification.
Adaptive self-calibrating iterative GRAPPA reconstruction.
Park, Suhyung; Park, Jaeseok
2012-06-01
Parallel magnetic resonance imaging in k-space such as generalized auto-calibrating partially parallel acquisition exploits spatial correlation among neighboring signals over multiple coils in calibration to estimate missing signals in reconstruction. It is often challenging to achieve accurate calibration information due to data corruption with noises and spatially varying correlation. The purpose of this work is to address these problems simultaneously by developing a new, adaptive iterative generalized auto-calibrating partially parallel acquisition with dynamic self-calibration. With increasing iterations, under a framework of the Kalman filter spatial correlation is estimated dynamically updating calibration signals in a measurement model and using fixed-point state transition in a process model while missing signals outside the step-varying calibration region are reconstructed, leading to adaptive self-calibration and reconstruction. Noise statistic is incorporated in the Kalman filter models, yielding coil-weighted de-noising in reconstruction. Numerical and in vivo studies are performed, demonstrating that the proposed method yields highly accurate calibration and thus reduces artifacts and noises even at high acceleration. PMID:21994010
Adaptive self-calibrating iterative GRAPPA reconstruction.
Park, Suhyung; Park, Jaeseok
2012-06-01
Parallel magnetic resonance imaging in k-space such as generalized auto-calibrating partially parallel acquisition exploits spatial correlation among neighboring signals over multiple coils in calibration to estimate missing signals in reconstruction. It is often challenging to achieve accurate calibration information due to data corruption with noises and spatially varying correlation. The purpose of this work is to address these problems simultaneously by developing a new, adaptive iterative generalized auto-calibrating partially parallel acquisition with dynamic self-calibration. With increasing iterations, under a framework of the Kalman filter spatial correlation is estimated dynamically updating calibration signals in a measurement model and using fixed-point state transition in a process model while missing signals outside the step-varying calibration region are reconstructed, leading to adaptive self-calibration and reconstruction. Noise statistic is incorporated in the Kalman filter models, yielding coil-weighted de-noising in reconstruction. Numerical and in vivo studies are performed, demonstrating that the proposed method yields highly accurate calibration and thus reduces artifacts and noises even at high acceleration.
Filter accuracy for the Lorenz 96 model: Fixed versus adaptive observation operators
Stuart, Andrew M.; Shukla, Abhishek; Sanz-Alonso, Daniel; Law, K. J. H.
2016-02-23
In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both theoretically and numerically, conditions on the observations of chaotic systems under which they can be accurately filtered. In particular, we highlight the advantage of adaptive observation operators over fixed ones. The Lorenz ’96 model is used to exemplify our findings. Here, we consider discrete-time and continuous-time observations in our theoretical developments. We prove that, for fixed observation operator, the 3DVAR filter can recovermore » the system state within a neighbourhood determined by the size of the observational noise. It is required that a sufficiently large proportion of the state vector is observed, and an explicit form for such sufficient fixed observation operator is given. Numerical experiments, where the data is incorporated by use of the 3DVAR and extended Kalman filters, suggest that less informative fixed operators than given by our theory can still lead to accurate signal reconstruction. Adaptive observation operators are then studied numerically; we show that, for carefully chosen adaptive observation operators, the proportion of the state vector that needs to be observed is drastically smaller than with a fixed observation operator. Indeed, we show that the number of state coordinates that need to be observed may even be significantly smaller than the total number of positive Lyapunov exponents of the underlying system.« less
Adaptive Covariance Inflation in a Multi-Resolution Assimilation Scheme
NASA Astrophysics Data System (ADS)
Hickmann, K. S.; Godinez, H. C.
2015-12-01
When forecasts are performed using modern data assimilation methods observation and model error can be scaledependent. During data assimilation the blending of error across scales can result in model divergence since largeerrors at one scale can be propagated across scales during the analysis step. Wavelet based multi-resolution analysiscan be used to separate scales in model and observations during the application of an ensemble Kalman filter. However,this separation is done at the cost of implementing an ensemble Kalman filter at each scale. This presents problemswhen tuning the covariance inflation parameter at each scale. We present a method to adaptively tune a scale dependentcovariance inflation vector based on balancing the covariance of the innovation and the covariance of observations ofthe ensemble. Our methods are demonstrated on a one dimensional Kuramoto-Sivashinsky (K-S) model known todemonstrate non-linear interactions between scales.
Quantifying performance limitations of Kalman filters in state vector estimation problems
NASA Astrophysics Data System (ADS)
Bageshwar, Vibhor Lal
In certain applications, the performance objectives of a Kalman filter (KF) are to compute unbiased, minimum variance estimates of a state mean vector governed by a stochastic system. The KF can be considered as a model based algorithm used to recursively estimate the state mean vector and state covariance matrix. The general objective of this thesis is to investigate the performance limitations of the KF in three state vector estimation applications. Stochastic observability is a property of a system and refers to the existence of a filter for which the errors of the estimated state mean vector have bounded variance. In the first application, we derive a test to assess the stochastic observability of a KF implemented for discrete linear time-varying systems consisting of known, deterministic parameters. This class of system includes discrete nonlinear systems linearized about the true state vector trajectory. We demonstrate the utility of the stochastic observability test using an aided INS problem. Attitude determination systems consist of a sensor set, a stochastic system, and a filter to estimate attitude. In the second application, we design an inertially aided (IA) vector matching algorithm (VMA) architecture for estimating a spacecraft's attitude. The sensor set includes rate gyros and a three-axis magnetometer (TAM). The VMA is a filtering algorithm that solves Wahba's problem. The VMA is then extended by incorporating dynamic and sensor models to formulate the IA VMA architecture. We evaluate the performance of the IA VMA architectures by using an extended KF to blend post-processed spaceflight data. Model predictive control (MPC) algorithms achieve offset-free control by augmenting the nominal system model with a disturbance model. In the third application, we consider an offset-free MPC framework that includes an output integrator disturbance model and a KF to estimate the state and disturbance vectors. Using root locus techniques, we identify sufficient
NASA Astrophysics Data System (ADS)
Plett, Gregory L.
We have previously described algorithms for a battery management system (BMS) that uses Kalman filtering (KF) techniques to estimate such quantities as: cell self-discharge rate, state-of-charge (SOC), nominal capacity, resistance, and others. Since the dynamics of electrochemical cells are not linear, we used a non-linear extension to the original KF called the extended Kalman filter (EKF). We were able to achieve very good estimates of SOC and other states and parameters using EKF. However, some applications e.g., that of the battery-management-system (BMS) of a hybrid-electric-vehicle (HEV) can require even more accurate estimates than these. To see how to improve on EKF, we must examine the mathematical foundation of that algorithm in more detail than we presented in the prior work to discover the assumptions that are made in its derivation. Since these suppositions are not met exactly in BMS application, we explore an alternative non-linear Kalman filtering techniques known as "sigma-point Kalman filtering" (SPKF), which has some theoretical advantages that manifest themselves in more accurate predictions. The computational complexity of SPKF is of the same order as EKF, so the gains are made at little or no additional cost. The SPKF method as applied to BMS algorithms is presented here in a series of two papers. This first paper is devoted primarily to deriving the EKF and SPKF algorithms using the framework of sequential probabilistic inference. This is done to show that the two algorithms, which at first may look quite different, are actually very similar in most respects; also, we discover why we might expect the SPKF to outperform EKF in non-linear estimation applications. Results are presented for a battery pack based on a third-generation prototype LiPB cell, and compared with prior results using EKF. As expected, SPKF outperforms EKF, both in its estimate of SOC and in its estimate of the error bounds thereof. The second paper presents some more
Tuna, E. Erdem; Franke, Timothy J.; Bebek, Özkan; Shiose, Akira; Fukamachi, Kiyotaka; Çavuşoğlu, M. Cenk
2013-01-01
Robotic assisted beating heart surgery aims to allow surgeons to operate on a beating heart without stabilizers as if the heart is stationary. The robot actively cancels heart motion by closely following a point of interest (POI) on the heart surface—a process called Active Relative Motion Canceling (ARMC). Due to the high bandwidth of the POI motion, it is necessary to supply the controller with an estimate of the immediate future of the POI motion over a prediction horizon in order to achieve sufficient tracking accuracy. In this paper, two least-square based prediction algorithms, using an adaptive filter to generate future position estimates, are implemented and studied. The first method assumes a linear system relation between the consecutive samples in the prediction horizon. On the contrary, the second method performs this parametrization independently for each point over the whole the horizon. The effects of predictor parameters and variations in heart rate on tracking performance are studied with constant and varying heart rate data. The predictors are evaluated using a 3 degrees of freedom test-bed and prerecorded in-vivo motion data. Then, the one-step prediction and tracking performances of the presented approaches are compared with an Extended Kalman Filter predictor. Finally, the essential features of the proposed prediction algorithms are summarized. PMID:23976889
Ensemble Kalman filter implementations based on shrinkage covariance matrix estimation
NASA Astrophysics Data System (ADS)
Nino-Ruiz, Elias D.; Sandu, Adrian
2015-11-01
This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the Rao-Blackwell Ledoit and Wolf estimator, which has been specifically developed to approximate high-dimensional covariance matrices using a small number of samples. Two implementations are considered: in the EnKF full-space (EnKF-FS) approach, the assimilation process is performed in the model space, while the EnKF reduce-space (EnKF-RS) formulation performs the analysis in the subspace spanned by the ensemble members. In the context of EnKF-RS, additional samples are taken from the normal distribution described by the background ensemble mean and the estimated background covariance matrix, in order to increase the size of the ensemble and reduce the sampling error of the filter. This increase in the size of the ensemble is obtained without running the forward model. After the assimilation step, the additional samples are discarded and only the model-based ensemble members are propagated further. Methodologies to reduce the impact of spurious correlations and under-estimation of sample variances in the context of the EnKF-FS and EnKF-RS implementations are discussed. An adjoint-free four-dimensional extension of EnKF-RS is also discussed. Numerical experiments carried out with the Lorenz-96 model and a quasi-geostrophic model show that the use of shrinkage covariance matrix estimation can mitigate the impact of spurious correlations during the assimilation process.
Numerical comparison of discrete Kalman filter algorithms - Orbit determination case study
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Thornton, C. L.
1976-01-01
Numerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.
On the equivalence of Kalman filtering and least-squares estimation
NASA Astrophysics Data System (ADS)
Mysen, E.
2016-07-01
The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.
The behavior of forecast error covariances for a Kalman filter in two dimensions
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Parrish, David F.
1991-01-01
The behavior of forecast error covariances in a fairly realistic setting is demonstrated via a Kalman filter algorithm. It is used to assimilate simulated data from the existing radiosonde network, from the demonstration network of 31 Doppler wind profilers in the central U.S., and from hypothetical radiometers located at five of the profiler sites. Some theoretical justification of the hypothesis advanced by Phillips (1982), and the hypothesis is used to formulate the model error covariance matrix required by the Kalman filter. The results show that assimilating the profiler wind data leads to a large reduction of forecast/analysis error in heights as well as in winds, over the profiler region and also downstream, when compared with the results of assimilating the radiosonde data alone. The forecast error covariance matrices that the Kalman filter calculates to obtain this error reduction differ considerably from those prescribed by the optimal interpolation schemes that are employed for data assimilation at operational centers.
Feasibility Studies of Applying Kalman Filter Techniques to Power System Dynamic State Estimation
Huang, Zhenyu; Schneider, Kevin P.; Nieplocha, Jarek
2007-08-01
Abstract—Lack of dynamic information in power system operations mainly attributes to the static modeling of traditional state estimation, as state estimation is the basis driving many other operations functions. This paper investigates the feasibility of applying Kalman filter techniques to enable the inclusion of dynamic modeling in the state estimation process and the estimation of power system dynamic states. The proposed Kalman-filter-based dynamic state estimation is tested on a multi-machine system with both large and small disturbances. Sensitivity studies of the dynamic state estimation performance with respect to measurement characteristics – sampling rate and noise level – are presented as well. The study results show that there is a promising path forward to implementation the Kalman-filter-based dynamic state estimation with the emerging phasor measurement technologies.
Global systems for mobile position tracking using Kalman and Lainiotis filters.
Assimakis, Nicholas; Adam, Maria
2014-01-01
We present two time invariant models for Global Systems for Mobile (GSM) position tracking, which describe the movement in x-axis and y-axis simultaneously or separately. We present the time invariant filters as well as the steady state filters: the classical Kalman filter and Lainiotis Filter and the Join Kalman Lainiotis Filter, which consists of the parallel usage of the two classical filters. Various implementations are proposed and compared with respect to their behavior and to their computational burden: all time invariant and steady state filters have the same behavior using both proposed models but have different computational burden. Finally, we propose a Finite Impulse Response (FIR) implementation of the Steady State Kalman, and Lainiotis filters, which does not require previous estimations but requires a well-defined set of previous measurements. PMID:24883349
A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study
NASA Technical Reports Server (NTRS)
Thornton, C. L.; Bierman, G. J.
1976-01-01
The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.
Identification and tracking of harmonic sources in a power system using a Kalman filter
Ma, H.; Girgis, A.A.
1996-07-01
In this paper, two problems have been addressed on harmonic sources identification: the optimal locations of a limited number of harmonic meters and the optimal dynamic estimates of harmonic source locations and their injections in unbalanced three-phase power systems. A Kalman filtering is used to attack these problems. System error covariance analysis by the Kalman filter associated with a harmonic injection estimate determines the optimal arrangement of limited harmonic meters. Based on the optimally-arranged harmonic metering locations, the Kalman filter then yields the optimal dynamic estimates of harmonic injections with a few noisy harmonic measurements. The method is dynamic and has the capability of identifying, analyzing and tracking each harmonic injection at all buses in unbalanced three-phase power systems. Actual recorded harmonic measurements and simulated data in a power distribution system are provided to prove the efficiency of this approach.
A Kalman filter for combining high frequency Earth rotation parameters from VLBI and GNSS
NASA Astrophysics Data System (ADS)
Nilsson, T.; Karbon, M.; Schuh, H.
2013-08-01
We present a Kalman filter for combination of sub-diurnal Earth Rotation Parameters (ERP) estimated from different techniques. We test this filter by combining ERP estimated from VLBI and GPS for the CONT08 campaign. We find that the Kalman filter works and give reasonable results. The combined solution is dominated by the GPS data since the ERP from this technique have much lower formal errors. However VLBI is important for providing the absolute value of dUT1 since GPS is only sensitive to the time derivative of dUT1, i.e. the length of day.
Digital Signal Processing Of Optical Monitoring By Means Of A Kalman Filter
NASA Astrophysics Data System (ADS)
Nixon, M.; Seeley, J. S.
1983-11-01
A Kalman filter algorithm has been applied to interpret the optical reflectance excursions during vacuum deposition of infrared coatings and multilayer thin-film filters. The application has been described in detail elsewhere and this paper now reports on-line experience for estimating deposition rate and thickness. The estimation proved sufficiently reliable to firstly 'navigate' regular manufacture (as controlled by a skilled operator) and to subsequently reproduce the skill without interpretation or intervention whilst maintaining exemplary product quality. Optical control by means of this Kalman filter application is therefore considered suitable as a basis for the automated manufacture of infrared coatings and multilayer thin-film filters.
A Self-Tuning Kalman Filter for Autonomous Navigation Using the Global Positioning System (GPS)
NASA Technical Reports Server (NTRS)
Truong, Son H.
1999-01-01
Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and GPS (Global Positioning Systems) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.
A Self-Tuning Kalman Filter for Autonomous Navigation using the Global Positioning System (GPS)
NASA Technical Reports Server (NTRS)
Truong, S. H.
1999-01-01
Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.
Not Available
1984-06-01
Mine layouts, new machines and techniques, research into problem areas of ground control and so on, are highlighted in this report on extending mine life. The main resources taken into account are coal mining, uranium mining, molybdenum and gold mining.
NASA Astrophysics Data System (ADS)
Mediero, L.; Garrote, L.; Requena, A.; Chávez, A.
2012-04-01
Flood events are among the natural disasters that cause most economic and social damages in Europe. Information and Communication Technology (ICT) developments in last years have enabled hydrometeorological observations available in real-time. High performance computing promises the improvement of real-time flood forecasting systems and makes the use of post processing techniques easier. This is the case of data assimilation techniques, which are used to develop an adaptive forecast model. In this paper, a real-time framework for probabilistic flood forecasting is presented and two data assimilation techniques are compared. The first data assimilation technique uses genetic programming to adapt the model to the observations as new information is available, updating the estimation of the probability distribution of the model parameters. The second data assimilation technique uses an ensemble Kalman filter to quantify errors in both hydrologic model and observations, updating estimates of system states. Both forecast models take the result of the hydrologic model calibration as a starting point and adapts the individuals of this first population to the new observations in each operation time step. Data assimilation techniques have great potential when are used in hydrological distributed models. The distributed RIBS (Real-time Interactive Basin Simulator) rainfall-runoff model was selected to simulate the hydrological process in the basin. The RIBS model is deterministic, but it is run in a probabilistic way through Monte Carlo simulations over the probability distribution functions that best characterise the most relevant model parameters, which were identified by a probabilistic multi-objective calibration developed in a previous work. The Manzanares River basin was selected as a case study. Data assimilation processes are computationally intensive. Therefore, they are well suited to test the applicability of the potential of the Grid technology to
Ensemble Kalman filters for dynamical systems with unresolved turbulence
Grooms, Ian; Lee, Yoonsang; Majda, Andrew J.
2014-09-15
Ensemble Kalman filters are developed for turbulent dynamical systems where the forecast model does not resolve all the active scales of motion. Coarse-resolution models are intended to predict the large-scale part of the true dynamics, but observations invariably include contributions from both the resolved large scales and the unresolved small scales. The error due to the contribution of unresolved scales to the observations, called ‘representation’ or ‘representativeness’ error, is often included as part of the observation error, in addition to the raw measurement error, when estimating the large-scale part of the system. It is here shown how stochastic superparameterization (a multiscale method for subgridscale parameterization) can be used to provide estimates of the statistics of the unresolved scales. In addition, a new framework is developed wherein small-scale statistics can be used to estimate both the resolved and unresolved components of the solution. The one-dimensional test problem from dispersive wave turbulence used here is computationally tractable yet is particularly difficult for filtering because of the non-Gaussian extreme event statistics and substantial small scale turbulence: a shallow energy spectrum proportional to k{sup −5/6} (where k is the wavenumber) results in two-thirds of the climatological variance being carried by the unresolved small scales. Because the unresolved scales contain so much energy, filters that ignore the representation error fail utterly to provide meaningful estimates of the system state. Inclusion of a time-independent climatological estimate of the representation error in a standard framework leads to inaccurate estimates of the large-scale part of the signal; accurate estimates of the large scales are only achieved by using stochastic superparameterization to provide evolving, large-scale dependent predictions of the small-scale statistics. Again, because the unresolved scales contain so much energy
Adaptive management is an approach to natural resource management that emphasizes learning through management where knowledge is incomplete, and when, despite inherent uncertainty, managers and policymakers must act. Unlike a traditional trial and error approach, adaptive managem...
Extended lifetime railgap switch
Cohn, D.B.; Mendoza, P.J.
1988-02-02
In a railgap switch of the type having an elongate blade electrode made of conductive material, an elongate housing made of insulating material for supporting the blade electrode and plate electrode in opposed relation extending in the same direction with the blade centered over the plate and separated therefrom by a gap, and a gas filling the housing and the gap, the gas being selected to breakdown and switch from a highly insulative state to a highly conductive state upon application of a high voltage across the blade and plate electrodes, the improvement is described comprising: forming the blade with laterally extending transverse wing portions at the edge of the blade and adjacent the gap so as to extend in spaced parallel relation to the surface of the plate, the blade generally following the contour thereof to form an inverted T-shape structure with the wing portions extending transversely of the elongate dimension of the blade. The wing portions terminating in a pair of spaced parallel edges extending along the elongate direction of the blade to thereby create two spaced elongate edges along which arcs form serving to divide the erosion effects of discharge between them, the current through each edge being one-half of that in single-edge devices with ablation wear reduced accordingly to give significantly larger switch lifetime. The blade and wing portions limiting ablation erosion of the edges in a direction generally align with the plate contour so that the edge-to-plate separation remains substantially constant.
Extending quantum mechanics entails extending special relativity
NASA Astrophysics Data System (ADS)
Aravinda, S.; Srikanth, R.
2016-05-01
The complementarity between signaling and randomness in any communicated resource that can simulate singlet statistics is generalized by relaxing the assumption of free will in the choice of measurement settings. We show how to construct an ontological extension for quantum mechanics (QMs) through the oblivious embedding of a sound simulation protocol in a Newtonian spacetime. Minkowski or other intermediate spacetimes are ruled out as the locus of the embedding by virtue of hidden influence inequalities. The complementarity transferred from a simulation to the extension unifies a number of results about quantum non-locality, and implies that special relativity has a different significance for the ontological model and for the operational theory it reproduces. Only the latter, being experimentally accessible, is required to be Lorentz covariant. There may be certain Lorentz non-covariant elements at the ontological level, but they will be inaccessible at the operational level in a valid extension. Certain arguments against the extendability of QM, due to Conway and Kochen (2009) and Colbeck and Renner (2012), are attributed to their assumption that the spacetime at the ontological level has Minkowski causal structure.
NASA Astrophysics Data System (ADS)
Amian, M.; Setarehdan, S. Kamaledin; Yousefi, H.
2014-09-01
Functional Near infrared spectroscopy (fNIRS) is a newly noninvasive way to measure oxy hemoglobin and deoxy hemoglobin concentration changes of human brain. Relatively safe and affordable than other functional imaging techniques such as fMRI, it is widely used for some special applications such as infant examinations and pilot's brain monitoring. In such applications, fNIRS data sometimes suffer from undesirable movements of subject's head which called motion artifact and lead to a signal corruption. Motion artifact in fNIRS data may result in fallacy of concluding or diagnosis. In this work we try to reduce these artifacts by a novel Kalman filtering algorithm that is based on an autoregressive moving average (ARMA) model for fNIRS system. Our proposed method does not require to any additional hardware and sensor and also it does not need to whole data together that once were of ineluctable necessities in older algorithms such as adaptive filter and Wiener filtering. Results show that our approach is successful in cleaning contaminated fNIRS data.
A comparison of EAKF and particle filter: towards a ensemble adjustment Kalman particle filter
NASA Astrophysics Data System (ADS)
Zhang, Xiangming; Shen, Zheqi; Tang, Youmin
2016-04-01
Bayesian estimation theory provides a general approach for the state estimate. In this study, we first explore two Bayesian-based methods: ensemble adjustment Kalman filter (EAKF) and sequential importance resampling particle filter (SIR-PF), using a well-known nonlinear and non-Gaussian model (Lorenz '63 model). The EAKF can be regarded as a deterministic scheme of the ensemble Kalman filter (EnKF), which performs better than the classical (stochastic) EnKF in a general framework. Comparison between the SIR-PF and the EAKF reveals that the former outperforms the latter if ensemble size is very large that can avoid the filter degeneracy, and vice versa. On the basis of comparisons between the SIR-PF and the EAKF, a mixture filter, called ensemble adjustment Kalman particle filter (EAKPF), is proposed to combine their both merits. Similar to the ensemble Kalman particle filter, which combines the stochastic EnKF and SIR-PF analysis schemes with a tuning parameter, the new mixture filter essentially provides a continuous interpolation between the EAKF and SIR-PF. The same Lorenz '63 model is used as a testbed, showing that the EAKPF is able to overcome filter degeneracy while maintaining the non-Gaussian nature, and performs better than the EAKF given limited ensemble size.
Efficient Decoding With Steady-State Kalman Filter in Neural Interface Systems
Malik, Wasim Q.; Truccolo, Wilson; Brown, Emery N.; Hochberg, Leigh R.
2011-01-01
The Kalman filter is commonly used in neural interface systems to decode neural activity and estimate the desired movement kinematics. We analyze a low-complexity Kalman filter implementation in which the filter gain is approximated by its steady-state form, computed offline before real-time decoding commences. We evaluate its performance using human motor cortical spike train data obtained from an intracortical recording array as part of an ongoing pilot clinical trial. We demonstrate that the standard Kalman filter gain converges to within 95% of the steady-state filter gain in 1.5 ± 0.5 s (mean ± s.d.). The difference in the intended movement velocity decoded by the two filters vanishes within 5 s, with a correlation coefficient of 0.99 between the two decoded velocities over the session length. We also find that the steady-state Kalman filter reduces the computational load (algorithm execution time) for decoding the firing rates of 25 ± 3 single units by a factor of 7.0 ± 0.9. We expect that the gain in computational efficiency will be much higher in systems with larger neural ensembles. The steady-state filter can thus provide substantial runtime efficiency at little cost in terms of estimation accuracy. This far more efficient neural decoding approach will facilitate the practical implementation of future large-dimensional, multisignal neural interface systems. PMID:21078582
Estimation of Kalman filter model parameters from an ensemble of tests
NASA Technical Reports Server (NTRS)
Gibbs, B. P.; Haley, D. R.; Levine, W.; Porter, D. W.; Vahlberg, C. J.
1980-01-01
A methodology for estimating initial mean and covariance parameters in a Kalman filter model from an ensemble of nonidentical tests is presented. In addition, the problem of estimating time constants and process noise levels is addressed. Practical problems such as developing and validating inertial instrument error models from laboratory test data or developing error models of individual phases of a test are generally considered.
Technology Transfer Automated Retrieval System (TEKTRAN)
Recent advances in hydrologic data assimilation have demonstrated the value of remotely sensed surface soil moisture in improving forecasts of key hydrologic variables such as root-zone soil moisture and surface runoff. In hydrologic data assimilation, the ensemble Kalman filter (EnKF) provides a ro...
Technology Transfer Automated Retrieval System (TEKTRAN)
Hydrologic data assimilation has become an important tool for improving hydrologic model predictions by utilizing observations from ground, aircraft, and satellite sensors. Among existing data assimilation methods, the ensemble Kalman filter (EnKF) provides a robust framework for optimally updating ...
An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models
ERIC Educational Resources Information Center
Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.
2007-01-01
In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…
CONSISTENT USE OF THE KALMAN FILTER IN CHEMICAL TRANSPORT MODELS (CTMS) FOR DEDUCING EMISSIONS
Past research has shown that emissions can be deduced using observed concentrations of a chemical, a Chemical Transport Model (CTM), and the Kalman filter in an inverse modeling application. An expression was derived for the relationship between the "observable" (i.e., the con...
Assimilating Remotely Sensed Surface Soil Moisture into SWAT using Ensemble Kalman Filter
Technology Transfer Automated Retrieval System (TEKTRAN)
In this study, a 1-D Ensemble Kalman Filter has been used to update the soil moisture states of the Soil and Water Assessment Tool (SWAT) model. Experiments were conducted for the Cobb Creek Watershed in southeastern Oklahoma for 2006-2008. Assimilation of in situ data proved limited success in the ...
Wang, Li-Qi; Ge, Hui-Fang; Li, Gui-Bin; Yu, Dian-Yu; Hu, Li-Zhi; Jiang, Lian-Zhou
2014-04-01
Combining classical Kalman filter with NIR analysis technology, a new method of characteristic wavelength variable selection, namely Kalman filtering method, is presented. The principle of Kalman filter for selecting optimal wavelength variable was analyzed. The wavelength selection algorithm was designed and applied to NIR detection of soybean oil acid value. First, the PLS (partial leastsquares) models were established by using different absorption bands of oil. The 4 472-5 000 cm(-1) characteristic band of oil acid value, including 132 wavelengths, was selected preliminarily. Then the Kalman filter was used to select characteristic wavelengths further. The PLS calibration model was established using selected 22 characteristic wavelength variables, the determination coefficient R2 of prediction set and RMSEP (root mean squared error of prediction) are 0.970 8 and 0.125 4 respectively, equivalent to that of 132 wavelengths, however, the number of wavelength variables was reduced to 16.67%. This algorithm is deterministic iteration, without complex parameters setting and randomicity of variable selection, and its physical significance was well defined. The modeling using a few selected characteristic wavelength variables which affected modeling effect heavily, instead of total spectrum, can make the complexity of model decreased, meanwhile the robustness of model improved. The research offered important reference for developing special oil near infrared spectroscopy analysis instruments on next step.
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).
Kalman filtering naturally accounts for visually guided and predictive smooth pursuit dynamics.
Orban de Xivry, Jean-Jacques; Coppe, Sébastien; Blohm, Gunnar; Lefèvre, Philippe
2013-10-30
The brain makes use of noisy sensory inputs to produce eye, head, or arm motion. In most instances, the brain combines this sensory information with predictions about future events. Here, we propose that Kalman filtering can account for the dynamics of both visually guided and predictive motor behaviors within one simple unifying mechanism. Our model relies on two Kalman filters: (1) one processing visual information about retinal input; and (2) one maintaining a dynamic internal memory of target motion. The outputs of both Kalman filters are then combined in a statistically optimal manner, i.e., weighted with respect to their reliability. The model was tested on data from several smooth pursuit experiments and reproduced all major characteristics of visually guided and predictive smooth pursuit. This contrasts with the common belief that anticipatory pursuit, pursuit maintenance during target blanking, and zero-lag pursuit of sinusoidally moving targets all result from different control systems. This is the first instance of a model integrating all aspects of pursuit dynamics within one coherent and simple model and without switching between different parallel mechanisms. Our model suggests that the brain circuitry generating a pursuit command might be simpler than previously believed and only implement the functional equivalents of two Kalman filters whose outputs are optimally combined. It provides a general framework of how the brain can combine continuous sensory information with a dynamic internal memory and transform it into motor commands.
Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation
NASA Technical Reports Server (NTRS)
Chang, Lang-Ping; Lyster, Peter M.; Menard, R.; Cohn, S. E.
1998-01-01
A Kalman filter for the assimilation of long-lived atmospheric chemical constituents has been developed for two-dimensional transport models on isentropic surfaces over the globe. An important attribute of the Kalman filter is that it calculates error covariances of the constituent fields using the tracer dynamics. Consequently, the current Kalman-filter assimilation is a five-dimensional problem (coordinates of two points and time), and it can only be handled on computers with large memory and high floating point speed. In this paper, an implementation of the Kalman filter for distributed-memory, message-passing parallel computers is discussed. Two approaches were studied: an operator decomposition and a covariance decomposition. The latter was found to be more scalable than the former, and it possesses the property that the dynamical model does not need to be parallelized, which is of considerable practical advantage. This code is currently used to assimilate constituent data retrieved by limb sounders on the Upper Atmosphere Research Satellite. Tests of the code examined the variance transport and observability properties. Aspects of the parallel implementation, some timing results, and a brief discussion of the physical results will be presented.
Efficient decoding with steady-state Kalman filter in neural interface systems.
Malik, Wasim Q; Truccolo, Wilson; Brown, Emery N; Hochberg, Leigh R
2011-02-01
The Kalman filter is commonly used in neural interface systems to decode neural activity and estimate the desired movement kinematics. We analyze a low-complexity Kalman filter implementation in which the filter gain is approximated by its steady-state form, computed offline before real-time decoding commences. We evaluate its performance using human motor cortical spike train data obtained from an intracortical recording array as part of an ongoing pilot clinical trial. We demonstrate that the standard Kalman filter gain converges to within 95% of the steady-state filter gain in 1.5±0.5 s (mean ±s.d.). The difference in the intended movement velocity decoded by the two filters vanishes within 5 s, with a correlation coefficient of 0.99 between the two decoded velocities over the session length. We also find that the steady-state Kalman filter reduces the computational load (algorithm execution time) for decoding the firing rates of 25±3 single units by a factor of 7.0±0.9. We expect that the gain in computational efficiency will be much higher in systems with larger neural ensembles. The steady-state filter can thus provide substantial runtime efficiency at little cost in terms of estimation accuracy. This far more efficient neural decoding approach will facilitate the practical implementation of future large-dimensional, multisignal neural interface systems.
Hapstack, Mark
1991-01-01
A pipe crawler having a front leg assembly and a back leg assembly connected together by two air cylinders, each leg assembly having four extendable legs and a pair of actuators for sliding the extendable legs radially outward to increase the range of the legs when the pipe crawler enters a section of a pipe having a larger diameter. The crawler crawls by "inchworm"-like motion, the front leg assembly and back leg assembly alternately engaging and disengaging the wall of the pipe to hold the pipe crawler as the air cylinders alternately advance the front leg assembly and bring up the rear leg assembly. The pair of actuators of each leg assembly are parallel, adjacent and opposing acting so that each slides two adjacent extendable legs radially outward.
Hapstack, M.
1991-05-28
A pipe crawler is described having a front leg assembly and a back leg assembly connected together by two air cylinders, each leg assembly having four extendable legs and a pair of actuators for sliding the extendable legs radially outward to increase the range of the legs when the pipe crawler enters a section of a pipe having a larger diameter. The crawler crawls by inchworm'-like motion, the front leg assembly and back leg assembly alternately engaging and disengaging the wall of the pipe to hold the pipe crawler as the air cylinders alternately advance the front leg assembly and bring up the rear leg assembly. The pair of actuators of each leg assembly are parallel, adjacent and opposing acting so that each slides two adjacent extendable legs radially outward. 5 figures.
Final Technical Report [Carbon Data Assimilation with a Coupled Ensemble Kalman Filter
Kalnay, Eugenia
2013-08-30
We proposed (and accomplished) the development of an Ensemble Kalman Filter (EnKF) approach for the estimation of surface carbon fluxes as if they were parameters, augmenting the model with them. Our system is quite different from previous approaches, such as carbon flux inversions, 4D-Var, and EnKF with approximate background error covariance (Peters et al., 2008). We showed (using observing system simulation experiments, OSSEs) that these differences lead to a more accurate estimation of the evolving surface carbon fluxes at model grid-scale resolution. The main properties of the LETKF-C are: a) The carbon cycle LETKF is coupled with the simultaneous assimilation of the standard atmospheric variables, so that the ensemble wind transport of the CO2 provides an estimation of the carbon transport uncertainty. b) The use of an assimilation window (6hr) much shorter than the months-long windows used in other methods. This avoids the inevitable “blurring” of the signal that takes place in long windows due to turbulent mixing since the CO2 does not have time to mix before the next window. In this development we introduced new, advanced techniques that have since been adopted by the EnKF community (Kang, 2009, Kang et al., 2011, Kang et al. 2012). These advances include “variable localization” that reduces sampling errors in the estimation of the forecast error covariance, more advanced adaptive multiplicative and additive inflations, and vertical localization based on the time scale of the processes. The main result has been obtained using the LETKF-C with all these advances, and assimilating simulated atmospheric CO2 observations from different observing systems (surface flask observations of CO2 but no surface carbon fluxes observations, total column CO2 from GoSAT/OCO-2, and upper troposphere AIRS retrievals). After a spin-up of about one month, the LETKF-C succeeded in reconstructing the true evolving surface fluxes of carbon at a model grid