A hidden Markov model and relative entropy rate approach to vision-based dim target detection for UAV sense-and-avoid

Uninhabited aerial vehicles (UAVs) are a cutting-edge technology that is at the forefront of aviation/aerospace research and development worldwide. Many consider their current military and defence applications as just a token of their enormous potential. Unlocking and fully exploiting this potential will see UAVs in a multitude of civilian applications and routinely operating alongside piloted aircraft. The key to realising the full potential of UAVs lies in addressing a host of regulatory, public relation, and technological challenges never encountered be- fore. Aircraft collision avoidance is considered to be one of the most important issues to be addressed, given its safety critical nature. The collision avoidance problem can be roughly organised into three areas: 1) Sense; 2) Detect; and 3) Avoid. Sensing is concerned with obtaining accurate and reliable information about other aircraft in the air; detection involves identifying potential collision threats based on available information; avoidance deals with the formulation and execution of appropriate manoeuvres to maintain safe separation. This thesis tackles the detection aspect of collision avoidance, via the development of a target detection algorithm that is capable of real-time operation onboard a UAV platform. One of the key challenges of the detection problem is the need to provide early warning. This translates to detecting potential threats whilst they are still far away, when their presence is likely to be obscured and hidden by noise. Another important consideration is the choice of sensors to capture target information, which has implications for the design and practical implementation of the detection algorithm. The main contributions of the thesis are: 1) the proposal of a dim target detection algorithm combining image morphology and hidden Markov model (HMM) filtering approaches; 2) the novel use of relative entropy rate (RER) concepts for HMM filter design; 3) the characterisation of algorithm detection performance based on simulated data as well as real in-flight target image data; and 4) the demonstration of the proposed algorithm's capacity for real-time target detection. We also consider the extension of HMM filtering techniques and the application of RER concepts for target heading angle estimation. In this thesis we propose a computer-vision based detection solution, due to the commercial-off-the-shelf (COTS) availability of camera hardware and the hardware's relatively low cost, power, and size requirements. The proposed target detection algorithm adopts a two-stage processing paradigm that begins with an image enhancement pre-processing stage followed by a track-before-detect (TBD) temporal processing stage that has been shown to be effective in dim target detection. We compare the performance of two candidate morphological filters for the image pre-processing stage, and propose a multiple hidden Markov model (MHMM) filter for the TBD temporal processing stage. The role of the morphological pre-processing stage is to exploit the spatial features of potential collision threats, while the MHMM filter serves to exploit the temporal characteristics or dynamics. The problem of optimising our proposed MHMM filter has been examined in detail. Our investigation has produced a novel design process for the MHMM filter that exploits information theory and entropy related concepts. The filter design process is posed as a mini-max optimisation problem based on a joint RER cost criterion. We provide proof that this joint RER cost criterion provides a bound on the conditional mean estimate (CME) performance of our MHMM filter, and this in turn establishes a strong theoretical basis connecting our filter design process to filter performance. Through this connection we can intelligently compare and optimise candidate filter models at the design stage, rather than having to resort to time consuming Monte Carlo simulations to gauge the relative performance of candidate designs. Moreover, the underlying entropy concepts are not constrained to any particular model type. This suggests that the RER concepts established here may be generalised to provide a useful design criterion for multiple model filtering approaches outside the class of HMM filters. In this thesis we also evaluate the performance of our proposed target detection algorithm under realistic operation conditions, and give consideration to the practical deployment of the detection algorithm onboard a UAV platform. Two fixed-wing UAVs were engaged to recreate various collision-course scenarios to capture highly realistic vision (from an onboard camera perspective) of the moments leading up to a collision. Based on this collected data, our proposed detection approach was able to detect targets out to distances ranging from about 400m to 900m. These distances, (with some assumptions about closing speeds and aircraft trajectories) translate to an advanced warning ahead of impact that approaches the 12.5 second response time recommended for human pilots. Furthermore, readily available graphic processing unit (GPU) based hardware is exploited for its parallel computing capabilities to demonstrate the practical feasibility of the proposed target detection algorithm. A prototype hardware-in- the-loop system has been found to be capable of achieving data processing rates sufficient for real-time operation. There is also scope for further improvement in performance through code optimisations. Overall, our proposed image-based target detection algorithm offers UAVs a cost-effective real-time target detection capability that is a step forward in ad- dressing the collision avoidance issue that is currently one of the most significant obstacles preventing widespread civilian applications of uninhabited aircraft. We also highlight that the algorithm development process has led to the discovery of a powerful multiple HMM filtering approach and a novel RER-based multiple filter design process. The utility of our multiple HMM filtering approach and RER concepts, however, extend beyond the target detection problem. This is demonstrated by our application of HMM filters and RER concepts to a heading angle estimation problem.

Relative entropy rate based model selection for linear hybrid system filters of uncertain nonlinear systems

Hybrid system representations have been exploited in a number of challenging modelling situations, including situations where the original nonlinear dynamics are too complex (or too imprecisely known) to be directly filtered. Unfortunately, the question of how to best design suitable hybrid system models has not yet been fully addressed, particularly in the situations involving model uncertainty. This paper proposes a novel joint state-measurement relative entropy rate based approach for design of hybrid system filters in the presence of (parameterised) model uncertainty. We also present a design approach suitable for suboptimal hybrid system filters. The benefits of our proposed approaches are illustrated through design examples and simulation studies.

Vision-based estimation of airborne target pseudobearing rate using hidden Markov model filters

The problem of estimating pseudobearing rate information of an airborne target based on measurements from a vision sensor is considered. Novel image speed and heading angle estimators are presented that exploit image morphology, hidden Markov model (HMM) filtering, and relative entropy rate (RER) concepts to allow pseudobearing rate information to be determined before (or whilst) the target track is being estimated from vision information.

The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market

Unlike US and Continental European jurisdictions, Australian monetary policy announcements are not followed promptly by projections materials or comprehensive summaries that explain the decision process. This information is disclosed 2 weeks later when the explanatory minutes of the Reserve Bank board meeting are released. This paper is the first study to exploit the features of the Australian monetary policy environment in order to examine the differential impact of monetary policy announcements and explanatory statements on the Australian interest rate futures market. We find that both monetary policy announcements and explanatory minutes releases have a significant impact on the implied yield and volatility of Australian interest rate futures contracts. When the differential impact of these announcements is examined using the full sample, no statistically significant difference is found. However, when the sample is partitioned based on stable periods and the Global Financial Crisis, a differential impact is evident. Further, contrary to the findings of Kim and Nguyen (2008), Lu et al. (2009), and Smales (2012a), the response along the yield curve, is found to be indifferent between the short and medium terms.

Investigation of the mechanical behavior of kangaroo humeral head cartilage tissue by a porohyperelastic model based on the strain-rate-dependent permeability

Solid–interstitial fluid interaction, which depends on tissue permeability, is significant to the strain-rate-dependent mechanical behavior of humeral head (shoulder) cartilage. Due to anatomical and biomechanical similarities to that of the human shoulder, kangaroos present a suitable animal model. Therefore, indentation experiments were conducted on kangaroo shoulder cartilage tissues from low (10−4/s) to moderately high (10−2/s) strain-rates. A porohyperelastic model was developed based on the experimental characterization; and a permeability function that takes into account the effect of strain-rate on permeability (strain-rate-dependent permeability) was introduced into the model to investigate the effect of rate-dependent fluid flow on tissue response. The prediction of the model with the strain-rate-dependent permeability was compared with those of the models using constant permeability and strain-dependent permeability. Compared to the model with constant permeability, the models with strain-dependent and strain-rate-dependent permeability were able to better capture the experimental variation at all strain-rates (p<0.05). Significant differences were not identified between models with strain-dependent and strain-rate-dependent permeability at strain-rate of 5×10−3/s (p=0.179). However, at strain-rate of 10−2/s, the model with strain-rate-dependent permeability was significantly better at capturing the experimental results (p<0.005). The findings thus revealed the significance of rate-dependent fluid flow on tissue behavior at large strain-rates, which provides insights into the mechanical deformation mechanisms of cartilage tissues.

MRI-based strain and strain rate analysis of left ventricle: A modified hierarchical transformation model

Background Different from other indicators of cardiac function, such as ejection fraction and transmitral early diastolic velocity, myocardial strain is promising to capture subtle alterations that result from early diseases of the myocardium. In order to extract the left ventricle (LV) myocardial strain and strain rate from cardiac cine-MRI, a modified hierarchical transformation model was proposed. Methods A hierarchical transformation model including the global and local LV deformations was employed to analyze the strain and strain rate of the left ventricle by cine-MRI image registration. The endocardial and epicardial contour information was introduced to enhance the registration accuracy by combining the original hierarchical algorithm with an Iterative Closest Points using Invariant Features algorithm. The hierarchical model was validated by a normal volunteer first and then applied to two clinical cases (i.e., the normal volunteer and a diabetic patient) to evaluate their respective function. Results Based on the two clinical cases, by comparing the displacement fields of two selected landmarks in the normal volunteer, the proposed method showed a better performance than the original or unmodified model. Meanwhile, the comparison of the radial strain between the volunteer and patient demonstrated their apparent functional difference. Conclusions The present method could be used to estimate the LV myocardial strain and strain rate during a cardiac cycle and thus to quantify the analysis of the LV motion function.

Estimating cell diffusivity and cell proliferation rate by interpreting IncuCyte ZOOM™ assay data using the Fisher-Kolmogorov model

Background: Standard methods for quantifying IncuCyte ZOOM™ assays involve measurements that quantify how rapidly the initially-vacant area becomes re-colonised with cells as a function of time. Unfortunately, these measurements give no insight into the details of the cellular-level mechanisms acting to close the initially-vacant area. We provide an alternative method enabling us to quantify the role of cell motility and cell proliferation separately. To achieve this we calibrate standard data available from IncuCyte ZOOM™ images to the solution of the Fisher-Kolmogorov model. Results: The Fisher-Kolmogorov model is a reaction-diffusion equation that has been used to describe collective cell spreading driven by cell migration, characterised by a cell diffusivity, D, and carrying capacity limited proliferation with proliferation rate, λ, and carrying capacity density, K. By analysing temporal changes in cell density in several subregions located well-behind the initial position of the leading edge we estimate λ and K. Given these estimates, we then apply automatic leading edge detection algorithms to the images produced by the IncuCyte ZOOM™ assay and match this data with a numerical solution of the Fisher-Kolmogorov equation to provide an estimate of D. We demonstrate this method by applying it to interpret a suite of IncuCyte ZOOM™ assays using PC-3 prostate cancer cells and obtain estimates of D, λ and K. Comparing estimates of D, λ and K for a control assay with estimates of D, λ and K for assays where epidermal growth factor (EGF) is applied in varying concentrations confirms that EGF enhances the rate of scratch closure and that this stimulation is driven by an increase in D and λ, whereas K is relatively unaffected by EGF. Conclusions: Our approach for estimating D, λ and K from an IncuCyte ZOOM™ assay provides more detail about cellular-level behaviour than standard methods for analysing these assays. In particular, our approach can be used to quantify the balance of cell migration and cell proliferation and, as we demonstrate, allow us to quantify how the addition of growth factors affects these processes individually.

Factors influencing kinetic and equilibrium behaviour of sodium ion exchange with strong acid cation resin

This study reports an investigation of the ion exchange treatment of sodium chloride solutions in relation to use of resin technology for applications such as desalination of brackish water. In particular, a strong acid cation (SAC) resin (DOW Marathon C) was studied to determine its capacity for sodium uptake and to evaluate the fundamentals of the ion exchange process involved. Key questions to answer included: impact of resin identity; best models to simulate the kinetics and equilibrium exchange behaviour of sodium ions; difference between using linear least squares (LLS) and non-linear least squares (NLLS) methods for data interpretation; and, effect of changing the type of anion in solution which accompanied the sodium species. Kinetic studies suggested that the exchange process was best described by a pseudo first order rate expression based upon non-linear least squares analysis of the test data. Application of the Langmuir Vageler isotherm model was recommended as it allowed confirmation that experimental conditions were sufficient for maximum loading of sodium ions to occur. The Freundlich expression best fitted the equilibrium data when analysing the information by a NLLS approach. In contrast, LLS methods suggested that the Langmuir model was optimal for describing the equilibrium process. The Competitive Langmuir model which considered the stoichiometric nature of ion exchange process, estimated the maximum loading of sodium ions to be 64.7 g Na/kg resin. This latter value was comparable to sodium ion capacities for SAC resin published previously. Inherent discrepancies involved when using linearized versions of kinetic and isotherm equations were illustrated, and despite their widespread use, the value of this latter approach was questionable. The equilibrium behaviour of sodium ions form sodium fluoride solution revealed that the sodium ions were now more preferred by the resin compared to the situation with sodium chloride. The solution chemistry of hydrofluoric acid was suggested as promoting the affinity of the sodium ions to the resin.

BDST modelling of sodium ion exchange column behaviour with strong acid cation resin in relation to coal seam water treatment

Reverse osmosis is the dominant technology utilized for desalination of saline water produced during the extraction of coal seam gas. Alternatively, ion exchange is of interest due to potential cost advantages. However, there is limited information regarding the column performance of strong acid cation resin for removal of sodium ions from both model and actual coal seam water samples. In particular, the impact of bed depth, flow rate, and regeneration was not clear. Consequently, this study applied Bed Depth Service Time (BDST) models to reveal that increasing sodium ion concentration and flow rates diminished the time required for breakthrough to occur. The loading of sodium ions on fresh resin was calculated to be ca. 71.1 g Na/kg resin. Difficulties in regeneration of the resin using hydrochloric acid solutions were discovered, with 86% recovery of exchange sites observed. The maximum concentration of sodium ions in the regenerant brine was found to be 47,400 mg/L under the conditions employed. The volume of regenerant waste formed was 6.2% of the total volume of water treated. A coal seam water sample was found to load the resin with only 53.5 g Na/kg resin, which was consistent with not only the co-presence of more favoured ions such as calcium, magnesium, barium and strontium, but also inefficient regeneration of the resin prior to the coal seam water test.