Online estimation of distorted power system signal parameters

An algorithm based on the concept of Kalman filtering is proposed in this paper for the estimation of power system signal attributes, like amplitude, frequency and phase angle. This technique can be used in protection relays, digital AVRs, DSTATCOMs, FACTS and other power electronics applications. Furthermore this algorithm is particularly suitable for the integration of distributed generation sources to power grids when fast and accurate detection of small variations of signal attributes are needed. Practical considerations such as the effect of noise, higher order harmonics, and computational issues of the algorithm are considered and tested in the paper. Several computer simulations are presented to highlight the usefulness of the proposed approach. Simulation results show that the proposed technique can simultaneously estimate the signal attributes, even if it is highly distorted due to the presence of non-linear loads and noise.

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.

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.

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.

Development of a hemispherical compound Eye for egomotion estimation

Biological inspiration has produced some successful solutions for estimation of self motion from visual information. In this paper we present the construction of a unique new camera, inspired by the compound eye of insects. The hemispherical nature of the compound eye has some intrinsically valuable properties in producing optical flow fields that are suitable for egomotion estimation in six degrees of freedom. The camera that we present has the added advantage of being lightweight and low cost, making it suitable for a range of mobile robot applications. We present some initial results that show the effectiveness of our egomotion estimation algorithm and the image capture capability of the hemispherical camera.

Spherical image-based visual servo and structure estimation

This paper presents a formulation of image-based visual servoing (IBVS) for a spherical camera where coordinates are parameterized in terms of colatitude and longitude: IBVSSph. The image Jacobian is derived and simulation results are presented for canonical rotational, translational as well as general motion. Problems with large rotations that affect the planar perspective form of IBVS are not present on the sphere, whereas the desirable robustness properties of IBVS are shown to be retained. We also describe a structure from motion (SfM) system based on camera-centric spherical coordinates and show how a recursive estimator can be used to recover structure. The spherical formulations for IBVS and SfM are particularly suitable for platforms, such as aerial and underwater robots, that move in SE(3).

Visual motion estimation for an autonomous underwater reef monitoring robot

Performing reliable localisation and navigation within highly unstructured underwater coral reef environments is a difficult task at the best of times. Typical research and commercial underwater vehicles use expensive acoustic positioning and sonar systems which require significant external infrastructure to operate effectively. This paper is focused on the development of a robust vision-based motion estimation technique using low-cost sensors for performing real-time autonomous and untethered environmental monitoring tasks in the Great Barrier Reef without the use of acoustic positioning. The technique is experimentally shown to provide accurate odometry and terrain profile information suitable for input into the vehicle controller to perform a range of environmental monitoring tasks.

Visual motion estimation for an autonomous underwater reef monitoring robot

Performing reliable localisation and navigation within highly unstructured underwater coral reef environments is a difficult task at the best of times. Typical research and commercial underwater vehicles use expensive acoustic positioning and sonar systems which require significant external infrastructure to operate effectively. This paper is focused on the development of a robust vision-based motion estimation technique using low-cost sensors for performing real-time autonomous and untethered environmental monitoring tasks in the Great Barrier Reef without the use of acoustic positioning. The technique is experimentally shown to provide accurate odometry and terrain profile information suitable for input into the vehicle controller to perform a range of environmental monitoring tasks.

Robust pose estimation for a car-like vehicle

In this paper, we outline the sensing system used for the visual pose control of our experimental car-like vehicle, the autonomous tractor. The sensing system consists of a magnetic compass, an omnidirectional camera and a low-resolution odometry system. In this work, information from these sensors is fused using complementary filters. Complementary filters provide a means of fusing information from sensors with different characteristics in order to produce a more reliable estimate of the desired variable. Here, the range and bearing of landmarks observed by the vision system are fused with odometry information and a vehicle model, providing a more reliable estimate of these states. We also present a method of combining a compass sensor with odometry and a vehicle model to improve the heading estimate.