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.

Improving the performance of model-order selection criteria by partial-model selection search

The traditional searching method for model-order selection in linear regression is a nested full-parameters-set searching procedure over the desired orders, which we call full-model order selection. On the other hand, a method for model-selection searches for the best sub-model within each order. In this paper, we propose using the model-selection searching method for model-order selection, which we call partial-model order selection. We show by simulations that the proposed searching method gives better accuracies than the traditional one, especially for low signal-to-noise ratios over a wide range of model-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model-order selection criteria can be applied to find the optimal order. Some of the more commonly used information theoretic-based procedures include Akaike’s information criterion (AIC) [1], corrected Akaike (AICc) [2], minimum description length (MDL) [3], normalized maximum likelihood (NML) [4], Hannan-Quinn criterion (HQC) [5], conditional model-order estimation (CME) [6], and the efficient detection criterion (EDC) [7]. From a practical point of view, it is difficult to decide which model order selection criterion to use. Many of them perform reasonably well when the signal-to-noise ratio (SNR) is high. The discrepancies in their performance, however, become more evident when the SNR is low. In those situations, the performance of the given technique is not only determined by the model structure (say a polynomial trend versus a Fourier series) but, more importantly, by the relative values of the parameters within the model. This makes the comparison between the model-order selection algorithms difficult as within the same model with a given order one could find an example for which one of the methods performs favourably well or fails [6, 8]. Our aim is to improve the performance of the model order selection criteria in cases where the SNR is low by considering a model-selection searching procedure that takes into account not only the full-model order search but also a partial model order search within the given model order. Understandably, the improvement in the performance of the model order estimation is at the expense of additional computational complexity.

Fixed-wing attitude estimation using temporal tracking of the horizon and optical flow

In this paper, a method has been developed for estimating pitch angle, roll angle and aircraft body rates based on horizon detection and temporal tracking using a forward-looking camera, without assistance from other sensors. Using an image processing front-end, we select several lines in an image that may or may not correspond to the true horizon. The optical flow at each candidate line is calculated, which may be used to measure the body rates of the aircraft. Using an Extended Kalman Filter (EKF), the aircraft state is propagated using a motion model and a candidate horizon line is associated using a statistical test based on the optical flow measurements and the location of the horizon. Once associated, the selected horizon line, along with the associated optical flow, is used as a measurement to the EKF. To test the accuracy of the algorithm, two flights were conducted, one using a highly dynamic Uninhabited Airborne Vehicle (UAV) in clear flight conditions and the other in a human-piloted Cessna 172 in conditions where the horizon was partially obscured by terrain, haze and smoke. The UAV flight resulted in pitch and roll error standard deviations of 0.42◦ and 0.71◦ respectively when compared with a truth attitude source. The Cessna flight resulted in pitch and roll error standard deviations of 1.79◦ and 1.75◦ respectively. The benefits of selecting and tracking the horizon using a motion model and optical flow rather than naively relying on the image processing front-end is also demonstrated.

Latent degradation indicators estimation and prediction : a Monte Carlo approach

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

A multi-resolution image alignment technique based on direct methods for pose estimation of aerial vehicles

In this paper, we seek to expand the use of direct methods in real-time applications by proposing a vision-based strategy for pose estimation of aerial vehicles. The vast majority of approaches make use of features to estimate motion. Conversely, the strategy we propose is based on a MR (Multi- Resolution) implementation of an image registration technique (Inverse Compositional Image Alignment ICIA) using direct methods. An on-board camera in a downwards-looking configuration, and the assumption of planar scenes, are the bases of the algorithm. The motion between frames (rotation and translation) is recovered by decomposing the frame-to-frame homography obtained by the ICIA algorithm applied to a patch that covers around the 80% of the image. When the visual estimation is required (e.g. GPS drop-out), this motion is integrated with the previous known estimation of the vehicles’ state, obtained from the on-board sensors (GPS/IMU), and the subsequent estimations are based only on the vision-based motion estimations. The proposed strategy is tested with real flight data in representative stages of a flight: cruise, landing, and take-off, being two of those stages considered critical: take-off and landing. The performance of the pose estimation strategy is analyzed by comparing it with the GPS/IMU estimations. Results show correlation between the visual estimation obtained with the MR-ICIA and the GPS/IMU data, that demonstrate that the visual estimation can be used to provide a good approximation of the vehicle’s state when it is required (e.g. GPS drop-outs). In terms of performance, the proposed strategy is able to maintain an estimation of the vehicle’s state for more than one minute, at real-time frame rates based, only on visual information.

Performance control of distributed generation using digital estimation of signal parameters

The Queensland University of Technology (QUT) allows the presentation of a thesis for the Degree of Doctor of Philosophy in the format of published or submitted papers, where such papers have been published, accepted or submitted during the period of candidature. This thesis is composed of seven published/submitted papers, of which one has been published, three accepted for publication and the other three are under review. This project is financially supported by an Australian Research Council (ARC) Discovery Grant with the aim of proposing strategies for the performance control of Distributed Generation (DG) system with digital estimation of power system signal parameters. Distributed Generation (DG) has been recently introduced as a new concept for the generation of power and the enhancement of conventionally produced electricity. Global warming issue calls for renewable energy resources in electricity production. Distributed generation based on solar energy (photovoltaic and solar thermal), wind, biomass, mini-hydro along with use of fuel cell and micro turbine will gain substantial momentum in the near future. Technically, DG can be a viable solution for the issue of the integration of renewable or non-conventional energy resources. Basically, DG sources can be connected to local power system through power electronic devices, i.e. inverters or ac-ac converters. The interconnection of DG systems to power system as a compensator or a power source with high quality performance is the main aim of this study. Source and load unbalance, load non-linearity, interharmonic distortion, supply voltage distortion, distortion at the point of common coupling in weak source cases, source current power factor, and synchronism of generated currents or voltages are the issues of concern. The interconnection of DG sources shall be carried out by using power electronics switching devices that inject high frequency components rather than the desired current. Also, noise and harmonic distortions can impact the performance of the control strategies. To be able to mitigate the negative effect of high frequency and harmonic as well as noise distortion to achieve satisfactory performance of DG systems, new methods of signal parameter estimation have been proposed in this thesis. These methods are based on processing the digital samples of power system signals. Thus, proposing advanced techniques for the digital estimation of signal parameters and methods for the generation of DG reference currents using the estimates provided is the targeted scope of this thesis. An introduction to this research – including a description of the research problem, the literature review and an account of the research progress linking the research papers – is presented in Chapter 1. One of the main parameters of a power system signal is its frequency. Phasor Measurement (PM) technique is one of the renowned and advanced techniques used for the estimation of power system frequency. Chapter 2 focuses on an in-depth analysis conducted on the PM technique to reveal its strengths and drawbacks. The analysis will be followed by a new technique proposed to enhance the speed of the PM technique while the input signal is free of even-order harmonics. The other techniques proposed in this thesis as the novel ones will be compared with the PM technique comprehensively studied in Chapter 2. An algorithm based on the concept of Kalman filtering is proposed in Chapter 3. The algorithm is intended to estimate signal parameters like amplitude, frequency and phase angle in the online mode. The Kalman filter is modified to operate on the output signal of a Finite Impulse Response (FIR) filter designed by a plain summation. The frequency estimation unit is independent from the Kalman filter and uses the samples refined by the FIR filter. The frequency estimated is given to the Kalman filter to be used in building the transition matrices. The initial settings for the modified Kalman filter are obtained through a trial and error exercise. Another algorithm again based on the concept of Kalman filtering is proposed in Chapter 4 for the estimation of signal parameters. The Kalman filter is also modified to operate on the output signal of the same FIR filter explained above. Nevertheless, the frequency estimation unit, unlike the one proposed in Chapter 3, is not segregated and it interacts with the Kalman filter. The frequency estimated is given to the Kalman filter and other parameters such as the amplitudes and phase angles estimated by the Kalman filter is taken to the frequency estimation unit. Chapter 5 proposes another algorithm based on the concept of Kalman filtering. This time, the state parameters are obtained through matrix arrangements where the noise level is reduced on the sample vector. The purified state vector is used to obtain a new measurement vector for a basic Kalman filter applied. The Kalman filter used has similar structure to a basic Kalman filter except the initial settings are computed through an extensive math-work with regards to the matrix arrangement utilized. Chapter 6 proposes another algorithm based on the concept of Kalman filtering similar to that of Chapter 3. However, this time the initial settings required for the better performance of the modified Kalman filter are calculated instead of being guessed by trial and error exercises. The simulations results for the parameters of signal estimated are enhanced due to the correct settings applied. Moreover, an enhanced Least Error Square (LES) technique is proposed to take on the estimation when a critical transient is detected in the input signal. In fact, some large, sudden changes in the parameters of the signal at these critical transients are not very well tracked by Kalman filtering. However, the proposed LES technique is found to be much faster in tracking these changes. Therefore, an appropriate combination of the LES and modified Kalman filtering is proposed in Chapter 6. Also, this time the ability of the proposed algorithm is verified on the real data obtained from a prototype test object. Chapter 7 proposes the other algorithm based on the concept of Kalman filtering similar to those of Chapter 3 and 6. However, this time an optimal digital filter is designed instead of the simple summation FIR filter. New initial settings for the modified Kalman filter are calculated based on the coefficients of the digital filter applied. Also, the ability of the proposed algorithm is verified on the real data obtained from a prototype test object. Chapter 8 uses the estimation algorithm proposed in Chapter 7 for the interconnection scheme of a DG to power network. Robust estimates of the signal amplitudes and phase angles obtained by the estimation approach are used in the reference generation of the compensation scheme. Several simulation tests provided in this chapter show that the proposed scheme can very well handle the source and load unbalance, load non-linearity, interharmonic distortion, supply voltage distortion, and synchronism of generated currents or voltages. The purposed compensation scheme also prevents distortion in voltage at the point of common coupling in weak source cases, balances the source currents, and makes the supply side power factor a desired value.

Integrated vision-based attitude estimation

For many years, computer vision has lured researchers with promises of a low-cost, passive, lightweight and information-rich sensor suitable for navigation purposes. The prime difficulty in vision-based navigation is that the navigation solution will continually drift with time unless external information is available, whether it be cues from the appearance of the scene, a map of features (whether built online or known a priori), or from an externally-referenced sensor. It is not merely position that is of interest in the navigation problem. Attitude (i.e. the angular orientation of a body with respect to a reference frame) is integral to a visionbased navigation solution and is often of interest in its own right (e.g. flight control). This thesis examines vision-based attitude estimation in an aerospace environment, and two methods are proposed for constraining drift in the attitude solution; one through a novel integration of optical flow and the detection of the sky horizon, and the other through a loosely-coupled integration of Visual Odometry and GPS position measurements. In the first method, roll angle, pitch angle and the three aircraft body rates are recovered though a novel method of tracking the horizon over time and integrating the horizonderived attitude information with optical flow. An image processing front-end is used to select several candidate lines in a image that may or may not correspond to the true horizon, and the optical flow is calculated for each candidate line. Using an Extended Kalman Filter (EKF), the previously estimated aircraft state is propagated using a motion model and a candidate horizon line is associated using a statistical test based on the optical flow measurements and location of the horizon in the image. Once associated, the selected horizon line, along with the associated optical flow, is used as a measurement to the EKF. To evaluate the accuracy of the algorithm, two flights were conducted, one using a highly dynamic Uninhabited Airborne Vehicle (UAV) in clear flight conditions and the other in a human-piloted Cessna 172 in conditions where the horizon was partially obscured by terrain, haze and smoke. The UAV flight resulted in pitch and roll error standard deviations of 0.42° and 0.71° respectively when compared with a truth attitude source. The Cessna 172 flight resulted in pitch and roll error standard deviations of 1.79° and 1.75° respectively. In the second method for estimating attitude, a novel integrated GPS/Visual Odometry (GPS/VO) navigation filter is proposed, using a structure similar to a classic looselycoupled GPS/INS error-state navigation filter. Under such an arrangement, the error dynamics of the system are derived and a Kalman Filter is developed for estimating the errors in position and attitude. Through similar analysis to the GPS/INS problem, it is shown that the proposed filter is capable of recovering the complete attitude (i.e. pitch, roll and yaw) of the platform when subjected to acceleration not parallel to velocity for both the monocular and stereo variants of the filter. Furthermore, it is shown that under general straight line motion (e.g. constant velocity), only the component of attitude in the direction of motion is unobservable. Numerical simulations are performed to demonstrate the observability properties of the GPS/VO filter in both the monocular and stereo camera configurations. Furthermore, the proposed filter is tested on imagery collected using a Cessna 172 to demonstrate the observability properties on real-world data. The proposed GPS/VO filter does not require additional restrictions or assumptions such as platform-specific dynamics, map-matching, feature-tracking, visual loop-closing, gravity vector or additional sensors such as an IMU or magnetic compass. Since no platformspecific dynamics are required, the proposed filter is not limited to the aerospace domain and has the potential to be deployed in other platforms such as ground robots or mobile phones.

Reliability of partial ambiguity fixing with multiple GNSS constellations

Reliable ambiguity resolution (AR) is essential to Real-Time Kinematic (RTK) positioning and its applications, since incorrect ambiguity fixing can lead to largely biased positioning solutions. A partial ambiguity fixing technique is developed to improve the reliability of AR, involving partial ambiguity decorrelation (PAD) and partial ambiguity resolution (PAR). Decorrelation transformation could substantially amplify the biases in the phase measurements. The purpose of PAD is to find the optimum trade-off between decorrelation and worst-case bias amplification. The concept of PAR refers to the case where only a subset of the ambiguities can be fixed correctly to their integers in the integer least-squares (ILS) estimation system at high success rates. As a result, RTK solutions can be derived from these integer-fixed phase measurements. This is meaningful provided that the number of reliably resolved phase measurements is sufficiently large for least-square estimation of RTK solutions as well. Considering the GPS constellation alone, partially fixed measurements are often insufficient for positioning. The AR reliability is usually characterised by the AR success rate. In this contribution an AR validation decision matrix is firstly introduced to understand the impact of success rate. Moreover the AR risk probability is included into a more complete evaluation of the AR reliability. We use 16 ambiguity variance-covariance matrices with different levels of success rate to analyse the relation between success rate and AR risk probability. Next, the paper examines during the PAD process, how a bias in one measurement is propagated and amplified onto many others, leading to more than one wrong integer and to affect the success probability. Furthermore, the paper proposes a partial ambiguity fixing procedure with a predefined success rate criterion and ratio-test in the ambiguity validation process. In this paper, the Galileo constellation data is tested with simulated observations. Numerical results from our experiment clearly demonstrate that only when the computed success rate is very high, the AR validation can provide decisions about the correctness of AR which are close to real world, with both low AR risk and false alarm probabilities. The results also indicate that the PAR procedure can automatically chose adequate number of ambiguities to fix at given high-success rate from the multiple constellations instead of fixing all the ambiguities. This is a benefit that multiple GNSS constellations can offer.

The effect of Yb addition in bi2sr2ca 1-xybxcu2oy partial melted thick films

To study the phase relations in the Bi-2212 and Yb2O3 system, Bi2Sr2Ca1-xYbxCu 2Oy thick films are prepared by partial melt processing via an intermediate reaction between Bi-2212 and Yb2O3. When Bi-2212 and Yb2O3 are partially melted and then slowly cooled, solid solutions of Bi2Sr2Ca 1-xYbxCu2Oy, form by reactions between liquid and solid phases which contain Yb. Following these reactions, Ca is partially replaced in Bi-2212 matrix and participates in the formation of secondary phases, such as Bi-free, (Ca, Sr)Ox and CaO. Variation of the Bi-2212-Yb2O3 ratios and processing parameters changes the balance between the phases and leads to different Yb:Ca ratios in the Bi-2212 matrix of processed thick films. When the partial melting process is optimized for each sample to minimize the growth of secondary phases, x = 0.42-0.46 for the samples prepared at pO2 = 0.01 atm, x = 0.24-0.29 for the samples prepared at pO2 = 0.21 atm, x = 0.18-0.23 for the samples prepared at pO2 = 0.99 atm are obtained regardless to the starting compositions. It is found that superconducting properties of Bi 2Sr2Ca1-xYbxCu2O y thick films strongly depend on the processing conditions, because the conditions result in different Yb content in the Bi-2212 matrix and the volume fraction of the secondary phases. The highest Tc(0) of 77, 90 and 91 K were obtained for the samples processed at 0.01, 0.21 and 0.99 atm of O2, respectively.

Characterizing multi-agent team behavior from partial team tracings : evidence from the English Premier League

Real-world AI systems have been recently deployed which can automatically analyze the plan and tactics of tennis players. As the game-state is updated regularly at short intervals (i.e. point-level), a library of successful and unsuccessful plans of a player can be learnt over time. Given the relative strengths and weaknesses of a player’s plans, a set of proven plans or tactics from the library that characterize a player can be identified. For low-scoring, continuous team sports like soccer, such analysis for multi-agent teams does not exist as the game is not segmented into “discretized” plays (i.e. plans), making it difficult to obtain a library that characterizes a team’s behavior. Additionally, as player tracking data is costly and difficult to obtain, we only have partial team tracings in the form of ball actions which makes this problem even more difficult. In this paper, we propose a method to overcome these issues by representing team behavior via play-segments, which are spatio-temporal descriptions of ball movement over fixed windows of time. Using these representations we can characterize team behavior from entropy maps, which give a measure of predictability of team behaviors across the field. We show the efficacy and applicability of our method on the 2010-2011 English Premier League soccer data.

Benefits and issues for bus travel time estimation and prediction

Bus travel time estimation and prediction are two important modelling approaches which could facilitate transit users in using and transit providers in managing the public transport network. Bus travel time estimation could assist transit operators in understanding and improving the reliability of their systems and attracting more public transport users. On the other hand, bus travel time prediction is an important component of a traveller information system which could reduce the anxiety and stress for the travellers. This paper provides an insight into the characteristic of bus in traffic and the factors that influence bus travel time. A critical overview of the state-of-the-art in bus travel time estimation and prediction is provided and the needs for research in this important area are highlighted. The possibility of using Vehicle Identification Data (VID) for studying the relationship between bus and cars travel time is also explored.

Traffic queue estimation for metered motorway on-ramps through use of loop detector time occupancies

The primary objective of this study is to develop a robust queue estimation algorithm for motorway on-ramps. Real-time queue information is a vital input for dynamic queue management on metered on-ramps. Accurate and reliable queue information enables the management of on-ramp queue in an adaptive manner to the actual traffic queue size and thus minimises the adverse impacts of queue flush while increasing the benefit of ramp metering. The proposed algorithm is developed based on the Kalman filter framework. The fundamental conservation model is used to estimate the system state (queue size) with the flow-in and flow-out measurements. This projection results are updated with the measurement equation using the time occupancies from mid-link and link-entrance loop detectors. This study also proposes a novel single point correction method. This method resets the estimated system state to eliminate the counting errors that accumulate over time. In the performance evaluation, the proposed algorithm demonstrated accurate and reliable performances and consistently outperformed the benchmarked Single Occupancy Kalman filter (SOKF) method. The improvements over SOKF are 62% and 63% in average in terms of the estimation accuracy (MAE) and reliability (RMSE), respectively. The benefit of the innovative concepts of the algorithm is well justified by the improved estimation performance in congested ramp traffic conditions where long queues may significantly compromise the benchmark algorithm’s performance.

A Kalman filter based queue estimation algorithm using time occupancies for motorway on-ramps

The primary objective of this study is to develop a robust queue estimation algorithm for motorway on-ramps. Real-time queue information is the most vital input for a dynamic queue management that can treat long queues on metered on-ramps more sophistically. The proposed algorithm is developed based on the Kalman filter framework. The fundamental conservation model is used to estimate the system state (queue size) with the flow-in and flow-out measurements. This projection results are updated with the measurement equation using the time occupancies from mid-link and link-entrance loop detectors. This study also proposes a novel single point correction method. This method resets the estimated system state to eliminate the counting errors that accumulate over time. In the performance evaluation, the proposed algorithm demonstrated accurate and reliable performances and consistently outperformed the benchmarked Single Occupancy Kalman filter (SOKF) method. The improvements over SOKF are 62% and 63% in average in terms of the estimation accuracy (MAE) and reliability (RMSE), respectively. The benefit of the innovative concepts of the algorithm is well justified by the improved estimation performance in the congested ramp traffic conditions where long queues may significantly compromise the benchmark algorithm’s performance.

A bondgraph approach to formation control using relative state measurements

In this paper we apply port-Hamiltonian theory with the bondgraph modelling approach to the problem of formation control using partial measurements of relative positions. We present a control design that drives a group of vehicles to a desired formation without requiring inter-vehicle communications or global position and velocity measurements to be available. Our generic approach is applicable to any form of relative measurement between vehicles, but we specifically consider the important cases of relative bearings and relative distances. In the case of bearings, our theory closely relates to the field of image-based visual servo (IBVS) control. We present simulation results to support the developed theory.