46 resultados para Kalman, Filtragem de


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In this paper a nonlinear optimal controller has been designed for aerodynamic control during the reentry phase of the Reusable Launch Vehicle (RLV). The controller has been designed based on a recently developed technique Optimal Dynamic Inversion (ODI). For full state feedback the controller has required full information about the system states. In this work an Extended Kalman filter (EKF) is developed to estimate the states. The vehicle (RLV) has been has been consider as a nonlinear Six-Degree-Of-Freedom (6-DOF) model. The simulation results shows that EKF gives a very good estimation of the states and it is working well with ODI. The resultant trajectories are very similar to those obtained by perfect state feedback using ODI only.

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The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

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We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time,recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through a pseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets of measurements involving various load cases, we expedite the speed of thePD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small.

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We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time, recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through apseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets ofmeasurements involving various load cases, we expedite the speed of the PD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small. Copyright (C) 2009 John Wiley & Sons, Ltd.

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A modern system theory based nonlinear control design is discussed in this paper for successful operation of an air-breathing engine operating at supersonic speed. The primary objective of the control design of such an air-breathing engine is to ensure that the engine dynamically produces the thrust that tracks a commanded value of thrust as closely as possible by regulating the fuel flow to the combustion system. However, since the engine operates in the supersonic range, an important secondary objective is to manage the shock wave configuration in the intake section of the engine which is manipulated by varying the throat area of the nozzle. A nonlinear sliding mode control technique has been successfully used to achieve both of the above objectives. In this problem, since the process is faster than the actuators, independent control designs are also carried out for the actuators as well to assure the satisfactory performance of the system. Moreover, to filter out the sensor and process noises and to estimate the states for making the control design operate based on output feedback, an Extended Kalman Filter based state estimation design is also carried out. The promising simulation results suggest that the proposed control design approach is quite successful in obtaining robust performance of the air-breathing engine.

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The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

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The problem of structural system identification when measurements originate from multiple tests and multiple sensors is considered. An offline solution to this problem using bootstrap particle filtering is proposed. The central idea of the proposed method is the introduction of a dummy independent variable that allows for simultaneous assimilation of multiple measurements in a sequential manner. The method can treat linear/nonlinear structural models and allows for measurements on strains and displacements under static/dynamic loads. Illustrative examples consider measurement data from numerical models and also from laboratory experiments. The results from the proposed method are compared with those from a Kalman filter-based approach and the superior performance of the proposed method is demonstrated. Copyright (C) 2009 John Wiley & Sons, Ltd.

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We consider the problem of tracking an intruder in a plane region by using a wireless sensor network comprising motes equipped with passive infrared (PIR) sensors deployed over the region. An input-output model for the PIR sensor and a method to estimate the angular speed of the target from the sensor output are proposed. With the measurement model so obtained, we study the centralized and decentralized tracking performance using the extended Kalman filter.

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A method is described for estimating the incremental angle and angular velocity of a spacecraft using integrated rate parameters with the help of a star sensor alone. The chief advantage of this method is that the measured stars need not be identified, whereas the identification of the stars is necessary in earlier methods. This proposed estimation can be carried out with all of the available measurements by a simple linear Kalman filter, albeit with a time-varying sensitivity matrix. The residuals of estimated angular velocity by the proposed spacecraft incremental-angle and angular velocity estimation method are as accurate as the earlier methods. This method also enables the spacecraft attitude to be reconstructed for mapping the stars into an imaginary unit sphere in the body reference frame, which will preserve the true angular separation of the stars. This will pave the way for identification of the stars using any angular separation or triangle matching techniques applied to even a narrow field of view sensor that is made to sweep the sky. A numerical simulation for inertial as well as Earth pointing spacecraft is carried out to establish the results.

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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

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Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.

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Shoe-mounted inertial sensors offer a convenient way to track pedestrians in situations where other localization systems fail. This tutorial outlines a simple yet effective approach for implementing a reasonably accurate tracker. This Web extra presents the Matlab implementation and a few sample recordings for implementing the pedestrian inertial tracking system using an error-state Kalman filter for zero-velocity updates (ZUPTs) and orientation estimation.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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In this report, we investigate the problem of applying a range constraint in order to reduce the systematic heading drift in a foot-mounted inertial navigation system (INS) (motion-tracking). We make use of two foot-mounted INS, one on each foot, which are aided with zero-velocity detectors. A novel algorithm is proposed in order to reduce the systematic heading drift. The proposed algorithm is based on the idea that the separation between the two feet at any given instance must always lie within a sphere of radius equal to the maximum possible spatial separation between the two feet. A Kalman filter, getting one measurement update and two observation updates is used in this algorithm.

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A study of the history and philosophy of the contribution of India towards the exploration of space since antiquity provides interesting insights. The contributions are described during the three periods namely: (1) the ten millenniums from 10,000 BC with a twilight period up to 900 AD; (2) the ten centuries from 900 AD to 1900 AD; and (3) the ten decades from 1900 AD to 2000 AD; called mythological, medieval, and modern respectively. Some important events during the above periods provide a reference view of the progress. The Vedas during the mythological period and the Siddhantas during the medieval periods, which are based on astronomical observations, indicate that the Indian contribution preceded other cultures. But most Western historians ignore this fact time and again in spite of many proofs provided to the contrary. This chapter also shows that Indians had the proper scientific attitude of developing any physical theory through the triplet of mind, model, and measurements. It is this same triplet that forms the basis of the present day well known Kalman filter technique. Up to about 1500 BC the Indian contribution was leading but during foreign invasion and occupation it lagged and has been improving only after independence.