Near real-time prediction of Zenith Tropospheric Delays for position estimation over long-baseline CORS network

This paper presents the preliminary results in establishing a strategy for predicting Zenith Tropospheric Delay (ZTD) and relative ZTD (rZTD) between Continuous Operating Reference Stations (CORS) in near real-time. It is anticipated that the predicted ZTD or rZTD can assist the network-based Real-Time Kinematic (RTK) performance over long inter-station distances, ultimately, enabling a cost effective method of delivering precise positioning services to sparsely populated regional areas, such as Queensland. This research firstly investigates two ZTD solutions: 1) the post-processed IGS ZTD solution and 2) the near Real-Time ZTD solution. The near Real-Time solution is obtained through the GNSS processing software package (Bernese) that has been deployed for this project. The predictability of the near Real-Time Bernese solution is analyzed and compared to the post-processed IGS solution where it acts as the benchmark solution. The predictability analyses were conducted with various prediction time of 15, 30, 45, and 60 minutes to determine the error with respect to timeliness. The predictability of ZTD and relative ZTD is determined (or characterized) by using the previously estimated ZTD as the predicted ZTD of current epoch. This research has shown that both the ZTD and relative ZTD predicted errors are random in nature; the STD grows from a few millimeters to sub-centimeters while the predicted delay interval ranges from 15 to 60 minutes. Additionally, the RZTD predictability shows very little dependency on the length of tested baselines of up to 1000 kilometers. Finally, the comparison of near Real-Time Bernese solution with IGS solution has shown a slight degradation in the prediction accuracy. The less accurate NRT solution has an STD error of 1cm within the delay of 50 minutes. However, some larger errors of up to 10cm are observed.

Robust estimation of tear film surface quality in lateral shearing interferometry

Interferometry is a sensitive technique for recording tear film surface irregularities in a noninvasive manner. At the same time, the technique is hindered by natural eye movements resulting in measurement noise. Estimating tear film surface quality from interferograms can be reduced to a spatial-average-localized weighted estimate of the first harmonic of the interference fringes. However, previously reported estimation techniques proved to perform poorly in cases where the pattern fringes were significantly disturbed. This can occur in cases of measuring tear film surface quality on a contact lens on the eye or in a dry eye. We present a new estimation technique for extracting the first harmonic from the interference fringes that combines the traditional spectral estimation techniques with morphological image processing techniques. The proposed technique proves to be more robust to changes in interference fringes caused by natural eye movements and the degree of dryness of the contact lens and corneal surfaces than its predecessors, resulting in tear film surface quality estimates that are less noisy

Context-Based Modelling of Interferometric Signals for the Assessment of Tear-Film Suface Quality

Modelling of interferometric signals related to tear film surface quality is considered. In the context of tear film surface quality estimation in normal healthy eyes, two clinical parameters are of interest: the build-up time, and the average interblink surface quality. The former is closely related to the signal derivative while the latter to the signal itself. Polynomial signal models, chosen for a particular set of noisy interferometric measurements, can be optimally selected, in some sense, with a range of information criteria such as AIC, MDL, Cp, and CME. Those criteria, however, do not always guarantee that the true derivative of the signal is accurately represented and they often overestimate it. Here, a practical method for judicious selection of model order in a polynomial fitting to a signal is proposed so that the derivative of the signal is adequately represented. The paper highlights the importance of context-based signal modelling in model order selection.

The applicability of biased estimation in model and model order selection

Biased estimation has the advantage of reducing the mean squared error (MSE) of an estimator. The question of interest is how biased estimation affects model selection. In this paper, we introduce biased estimation to a range of model selection criteria. Specifically, we analyze the performance of the minimum description length (MDL) criterion based on biased and unbiased estimation and compare it against modern model selection criteria such as Kay's conditional model order estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and limitations of the considered techniques are discussed. The results indicate that, in some cases, biased estimators can slightly improve the selection of the correct model. We also give an example for which the CME with an unbiased estimator fails, but could regain its power when a biased estimator is used.

Unmanned Aerial Vehicles UAVs attitude, height, motion estimation and control using visual systems

This paper presents an implementation of an aircraft pose and motion estimator using visual systems as the principal sensor for controlling an Unmanned Aerial Vehicle (UAV) or as a redundant system for an Inertial Measure Unit (IMU) and gyros sensors. First, we explore the applications of the unified theory for central catadioptric cameras for attitude and heading estimation, explaining how the skyline is projected on the catadioptric image and how it is segmented and used to calculate the UAV’s attitude. Then we use appearance images to obtain a visual compass, and we calculate the relative rotation and heading of the aerial vehicle. Additionally, we show the use of a stereo system to calculate the aircraft height and to measure the UAV’s motion. Finally, we present a visual tracking system based on Fuzzy controllers working in both a UAV and a camera pan and tilt platform. Every part is tested using the UAV COLIBRI platform to validate the different approaches, which include comparison of the estimated data with the inertial values measured onboard the helicopter platform and the validation of the tracking schemes on real flights.

Labelled silhouettes for human pose estimation

This paper proposes a new method of using foreground silhouette images for human pose estimation. Labels are introduced to the silhouette images, providing an extra layer of information that can be used in the model fitting process. The pixels in the silhouettes are labelled according to the corresponding body part in the model of the current fit, with the labels propagated into the silhouette of the next frame to be used in the fitting for the next frame. Both single and multi-view implementations are detailed, with results showing performance improvements over only using standard unlabelled silhouettes.

Load–frequency control : a GA-based multi-agent reinforcement learning

The load–frequency control (LFC) problem has been one of the major subjects in a power system. In practice, LFC systems use proportional–integral (PI) controllers. However since these controllers are designed using a linear model, the non-linearities of the system are not accounted for and they are incapable of gaining good dynamical performance for a wide range of operating conditions in a multi-area power system. A strategy for solving this problem because of the distributed nature of a multi-area power system is presented by using a multi-agent reinforcement learning (MARL) approach. It consists of two agents in each power area; the estimator agent provides the area control error (ACE) signal based on the frequency bias estimation and the controller agent uses reinforcement learning to control the power system in which genetic algorithm optimisation is used to tune its parameters. This method does not depend on any knowledge of the system and it admits considerable flexibility in defining the control objective. Also, by finding the ACE signal based on the frequency bias estimation the LFC performance is improved and by using the MARL parallel, computation is realised, leading to a high degree of scalability. Here, to illustrate the accuracy of the proposed approach, a three-area power system example is given with two scenarios.

Detection and Estimation of Nonstationary Power Transients

This chapter looks at issues of non-stationarity in determining when a transient has occurred and when it is possible to fit a linear model to a non-linear response. The first issue is associated with the detection of loss of damping of power system modes. When some control device such as an SVC fails, the operator needs to know whether the damping of key power system oscillation modes has deteriorated significantly. This question is posed here as an alarm detection problem rather than an identification problem to get a fast detection of a change. The second issue concerns when a significant disturbance has occurred and the operator is seeking to characterize the system oscillation. The disturbance initially is large giving a nonlinear response; this then decays and can then be smaller than the noise level ofnormal customer load changes. The difficulty is one of determining when a linear response can be reliably identified between the non-linear phase and the large noise phase of thesignal. The solution proposed in this chapter uses “Time-Frequency” analysis tools to assistthe extraction of the linear model.

Robust speech recognition using speech enhancement

Automatic Speech Recognition (ASR) has matured into a technology which is becoming more common in our everyday lives, and is emerging as a necessity to minimise driver distraction when operating in-car systems such as navigation and infotainment. In “noise-free” environments, word recognition performance of these systems has been shown to approach 100%, however this performance degrades rapidly as the level of background noise is increased. Speech enhancement is a popular method for making ASR systems more ro- bust. Single-channel spectral subtraction was originally designed to improve hu- man speech intelligibility and many attempts have been made to optimise this algorithm in terms of signal-based metrics such as maximised Signal-to-Noise Ratio (SNR) or minimised speech distortion. Such metrics are used to assess en- hancement performance for intelligibility not speech recognition, therefore mak- ing them sub-optimal ASR applications. This research investigates two methods for closely coupling subtractive-type enhancement algorithms with ASR: (a) a computationally-efficient Mel-filterbank noise subtraction technique based on likelihood-maximisation (LIMA), and (b) in- troducing phase spectrum information to enable spectral subtraction in the com- plex frequency domain. Likelihood-maximisation uses gradient-descent to optimise parameters of the enhancement algorithm to best fit the acoustic speech model given a word se- quence known a priori. Whilst this technique is shown to improve the ASR word accuracy performance, it is also identified to be particularly sensitive to non-noise mismatches between the training and testing data. Phase information has long been ignored in spectral subtraction as it is deemed to have little effect on human intelligibility. In this work it is shown that phase information is important in obtaining highly accurate estimates of clean speech magnitudes which are typically used in ASR feature extraction. Phase Estimation via Delay Projection is proposed based on the stationarity of sinusoidal signals, and demonstrates the potential to produce improvements in ASR word accuracy in a wide range of SNR. Throughout the dissertation, consideration is given to practical implemen- tation in vehicular environments which resulted in two novel contributions – a LIMA framework which takes advantage of the grounding procedure common to speech dialogue systems, and a resource-saving formulation of frequency-domain spectral subtraction for realisation in field-programmable gate array hardware. The techniques proposed in this dissertation were evaluated using the Aus- tralian English In-Car Speech Corpus which was collected as part of this work. This database is the first of its kind within Australia and captures real in-car speech of 50 native Australian speakers in seven driving conditions common to Australian environments.

Contributions of vision-proprioception interactions to the estimation of time-varying hand and target locations

We investigated the relative importance of vision and proprioception in estimating target and hand locations in a dynamic environment. Subjects performed a position estimation task in which a target moved horizontally on a screen at a constant velocity and then disappeared. They were asked to estimate the position of the invisible target under two conditions: passively observing and manually tracking. The tracking trials included three visual conditions with a cursor representing the hand position: always visible, disappearing simultaneously with target disappearance, and always invisible. The target’s invisible displacement was systematically underestimated during passive observation. In active conditions, tracking with the visible cursor significantly decreased the extent of underestimation. Tracking of the invisible target became much more accurate under this condition and was not affected by cursor disappearance. In a second experiment, subjects were asked to judge the position of their unseen hand instead of the target during tracking movements. Invisible hand displacements were also underestimated when compared with the actual displacement. Continuous or brief presentation of the cursor reduced the extent of underestimation. These results suggest that vision–proprioception interactions are critical for representing exact target–hand spatial relationships, and that such sensorimotor representation of hand kinematics serves a cognitive function in predicting target position. We propose a hypothesis that the central nervous system can utilize information derived from proprioception and/or efference copy for sensorimotor prediction of dynamic target and hand positions, but that effective use of this information for conscious estimation requires that it be presented in a form that corresponds to that used for the estimations.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.

Bootstrap approaches for estimation and confidence intervals of long term memory processes

In this work, we investigate an alternative bootstrap approach based on a result of Ramsey [F.L. Ramsey, Characterization of the partial autocorrelation function, Ann. Statist. 2 (1974), pp. 1296-1301] and on the Durbin-Levinson algorithm to obtain a surrogate series from linear Gaussian processes with long range dependence. We compare this bootstrap method with other existing procedures in a wide Monte Carlo experiment by estimating, parametrically and semi-parametrically, the memory parameter d. We consider Gaussian and non-Gaussian processes to prove the robustness of the method to deviations from normality. The approach is also useful to estimate confidence intervals for the memory parameter d by improving the coverage level of the interval.

Adaptive depth estimation in image based visual servo control of dynamic systems

This paper considers the question of designing a fully image based visual servo control for a dynamic system. The work is motivated by the ongoing development of image based visual servo control of small aerial robotic vehicles. The observed targets considered are coloured blobs on a flat surface to which the normal direction is known. The theoretical framework is directly applicable to the case of markings on a horizontal floor or landing field. The image features used are a first order spherical moment for position and an image flow measurement for velocity. A fully non-linear adaptive control design is provided that ensures global stability of the closed-loop system. © 2005 IEEE.