Combination of Kalman filter and least error square techniques in power system

An algorithm based on the concept of combining Kalman filter and Least Error Square (LES) techniques is proposed in this paper. The algorithm is intended to estimate signal attributes like amplitude, frequency and phase angle in the online mode. This technique can be used in protection relays, digital AVRs, DGs, DSTATCOMs, FACTS and other power electronics applications. The Kalman filter is modified to operate on a fictitious input signal and provides precise estimation results insensitive to noise and other disturbances. At the same time, the LES system has been arranged to operate in critical transient cases to compensate the delay and inaccuracy identified because of the response of the standard Kalman filter. 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 and a laboratory test are presented to highlight the usefulness of the proposed method. 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.

Towards improving mission execution for autonomous gliders with an ocean model and Kalman filter

In this paper, we examine the use of a Kalman filter to aid in the mission planning process for autonomous gliders. Given a set of waypoints defining the planned mission and a prediction of the ocean currents from a regional ocean model, we present an approach to determine the best, constant, time interval at which the glider should surface to maintain a prescribed tracking error, and minimizing time on the ocean surface. We assume basic parameters for the execution of a given mission, and provide the results of the Kalman filter mission planning approach. These results are compared with previous executions of the given mission scenario.

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.

Kalman filtering for positioning and heading control of ships and offshore rigs

In this article, we have described the main components of a ship motion-control system and two particular motion-control problems that require wave filtering, namely, dynamic positioning and heading autopilot. Then, we discussed the models commonly used for vessel response and showed how these models are used for Kalman filter design. We also briefly discussed parameter and noise covariance estimation, which are used for filter tuning. To illustrate the performance, a case study based on numerical simulations for a ship autopilot was considered. The material discussed in this article conforms to modern commercially available ship motion-control systems. Most of the vessels operating in the offshore industry worldwide use Kalman filters for velocity estimation and wave filtering. Thus, the article provides an up-to-date tutorial and overview of Kalman-filter-based wave filtering.

A sensor fault detection and isolation method in interior permanent-magnet synchronous motor drives based on an extended Kalman filter

Interior permanent-magnet synchronous motors (IPMSMs) become attractive candidates in modern hybrid electric vehicles and industrial applications. Usually, to obtain good control performance, the electric drives of this kind of motor require one position, one dc link, and at least two current sensors. Failure of any of these sensors might lead to degraded system performance or even instability. As such, sensor fault resilient control becomes a very important issue in modern drive systems. This paper proposes a novel sensor fault detection and isolation algorithm based on an extended Kalman filter. It is robust to system random noise and efficient in real-time implementation. Moreover, the proposed algorithm is compact and can detect and isolate all the sensor faults for IPMSM drives. Thorough theoretical analysis is provided, and the effectiveness of the proposed approach is proven by extensive experimental results.

Improved Kalman filter initialisation using neurofuzzy estimation

It is traditional to initialise Kalman filters and extended Kalman filters with estimates of the states calculated directly from the observed (raw) noisy inputs, but unfortunately their performance is extremely sensitive to state initialisation accuracy: good initial state estimates ensure fast convergence whereas poor estimates may give rise to slow convergence or even filter divergence. Divergence is generally due to excessive observation noise and leads to error magnitudes that quickly become unbounded (R.J. Fitzgerald, 1971). When a filter diverges, it must be re initialised but because the observations are extremely poor, re initialised states will have poor estimates. The paper proposes that if neurofuzzy estimators produce more accurate state estimates than those calculated from the observed noisy inputs (using the known state model), then neurofuzzy estimates can be used to initialise the states of Kalman and extended Kalman filters. Filters whose states have been initialised with neurofuzzy estimates should give improved performance by way of faster convergence when the filter is initialised, and when a filter is re started after divergence

Tracking people in 3D using position, size and shape

This paper presents a prototype tracking system for tracking people in enclosed indoor environments where there is a high rate of occlusions. The system uses a stereo camera for acquisition, and is capable of disambiguating occlusions using a combination of depth map analysis, a two step ellipse fitting people detection process, the use of motion models and Kalman filters and a novel fit metric, based on computationally simple object statistics. Testing shows that our fit metric outperforms commonly used position based metrics and histogram based metrics, resulting in more accurate tracking of people.

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.

Three Carrier Ambiguity Resolutions : Generalised problems, models and solutions

In this paper, the problems of three carrier phase ambiguity resolution (TCAR) and position estimation (PE) are generalized as real time GNSS data processing problems for a continuously observing network on large scale. In order to describe these problems, a general linear equation system is presented to uniform various geometry-free, geometry-based and geometry-constrained TCAR models, along with state transition questions between observation times. With this general formulation, generalized TCAR solutions are given to cover different real time GNSS data processing scenarios, and various simplified integer solutions, such as geometry-free rounding and geometry-based LAMBDA solutions with single and multiple-epoch measurements. In fact, various ambiguity resolution (AR) solutions differ in the floating ambiguity estimation and integer ambiguity search processes, but their theoretical equivalence remains under the same observational systems models and statistical assumptions. TCAR performance benefits as outlined from the data analyses in some recent literatures are reviewed, showing profound implications for the future GNSS development from both technology and application perspectives.

A comparison of two business cycle dating methods

We study the suggestion that Markov switching (MS) models should be used to determine cyclical turning points. A Kalman filter approximation is used to derive the dating rules implicit in such models. We compare these with dating rules in an algorithm that provides a good approximation to the chronology determined by the NBER. We find that there is very little that is attractive in the MS approach when compared with this algorithm. The most important difference relates to robustness. The MS approach depends on the validity of that statistical model. Our approach is valid in a wider range of circumstances.

Investigation of MEMS inertial sensors and aircraft dynamic models in global positioning system integrity monitoring for approaches with vertical guidance

An Approach with Vertical Guidance (APV) is an instrument approach procedure which provides horizontal and vertical guidance to a pilot on approach to landing in reduced visibility conditions. APV approaches can greatly reduce the safety risk to general aviation by improving the pilot’s situational awareness. In particular the incidence of Controlled Flight Into Terrain (CFIT) which has occurred in a number of fatal air crashes in general aviation over the past decade in Australia, can be reduced. APV approaches can also improve general aviation operations. If implemented at Australian airports, APV approach procedures are expected to bring a cost saving of millions of dollars to the economy due to fewer missed approaches, diversions and an increased safety benefit. The provision of accurate horizontal and vertical guidance is achievable using the Global Positioning System (GPS). Because aviation is a safety of life application, an aviation-certified GPS receiver must have integrity monitoring or augmentation to ensure that its navigation solution can be trusted. However, the difficulty with the current GPS satellite constellation alone meeting APV integrity requirements, the susceptibility of GPS to jamming or interference and the potential shortcomings of proposed augmentation solutions for Australia such as the Ground-based Regional Augmentation System (GRAS) justifies the investigation of Aircraft Based Augmentation Systems (ABAS) as an alternative integrity solution for general aviation. ABAS augments GPS with other sensors at the aircraft to help it meet the integrity requirements. Typical ABAS designs assume high quality inertial sensors to provide an accurate reference trajectory for Kalman filters. Unfortunately high-quality inertial sensors are too expensive for general aviation. In contrast to these approaches the purpose of this research is to investigate fusing GPS with lower-cost Micro-Electro-Mechanical System (MEMS) Inertial Measurement Units (IMU) and a mathematical model of aircraft dynamics, referred to as an Aircraft Dynamic Model (ADM) in this thesis. Using a model of aircraft dynamics in navigation systems has been studied before in the available literature and shown to be useful particularly for aiding inertial coasting or attitude determination. In contrast to these applications, this thesis investigates its use in ABAS. This thesis presents an ABAS architecture concept which makes use of a MEMS IMU and ADM, named the General Aviation GPS Integrity System (GAGIS) for convenience. GAGIS includes a GPS, MEMS IMU, ADM, a bank of Extended Kalman Filters (EKF) and uses the Normalized Solution Separation (NSS) method for fault detection. The GPS, IMU and ADM information is fused together in a tightly-coupled configuration, with frequent GPS updates applied to correct the IMU and ADM. The use of both IMU and ADM allows for a number of different possible configurations. Three are investigated in this thesis; a GPS-IMU EKF, a GPS-ADM EKF and a GPS-IMU-ADM EKF. The integrity monitoring performance of the GPS-IMU EKF, GPS-ADM EKF and GPS-IMU-ADM EKF architectures are compared against each other and against a stand-alone GPS architecture in a series of computer simulation tests of an APV approach. Typical GPS, IMU, ADM and environmental errors are simulated. The simulation results show the GPS integrity monitoring performance achievable by augmenting GPS with an ADM and low-cost IMU for a general aviation aircraft on an APV approach. A contribution to research is made in determining whether a low-cost IMU or ADM can provide improved integrity monitoring performance over stand-alone GPS. It is found that a reduction of approximately 50% in protection levels is possible using the GPS-IMU EKF or GPS-ADM EKF as well as faster detection of a slowly growing ramp fault on a GPS pseudorange measurement. A second contribution is made in determining how augmenting GPS with an ADM compares to using a low-cost IMU. By comparing the results for the GPS-ADM EKF against the GPS-IMU EKF it is found that protection levels for the GPS-ADM EKF were only approximately 2% higher. This indicates that the GPS-ADM EKF may potentially replace the GPS-IMU EKF for integrity monitoring should the IMU ever fail. In this way the ADM may contribute to the navigation system robustness and redundancy. To investigate this further, a third contribution is made in determining whether or not the ADM can function as an IMU replacement to improve navigation system redundancy by investigating the case of three IMU accelerometers failing. It is found that the failed IMU measurements may be supplemented by the ADM and adequate integrity monitoring performance achieved. Besides treating the IMU and ADM separately as in the GPS-IMU EKF and GPS-ADM EKF, a fourth contribution is made in investigating the possibility of fusing the IMU and ADM information together to achieve greater performance than either alone. This is investigated using the GPS-IMU-ADM EKF. It is found that the GPS-IMU-ADM EKF can achieve protection levels approximately 3% lower in the horizontal and 6% lower in the vertical than a GPS-IMU EKF. However this small improvement may not justify the complexity of fusing the IMU with an ADM in practical systems. Affordable ABAS in general aviation may enhance existing GPS-only fault detection solutions or help overcome any outages in augmentation systems such as the Ground-based Regional Augmentation System (GRAS). Countries such as Australia which currently do not have an augmentation solution for general aviation could especially benefit from the economic savings and safety benefits of satellite navigation-based APV approaches.

A modified particle filter for simultaneous robot localization and landmark tracking in an indoor environment

This paper presents the implementation of a modified particle filter for vision-based simultaneous localization and mapping of an autonomous robot in a structured indoor environment. Through this method, artificial landmarks such as multi-coloured cylinders can be tracked with a camera mounted on the robot, and the position of the robot can be estimated at the same time. Experimental results in simulation and in real environments show that this approach has advantages over the extended Kalman filter with ambiguous data association and various levels of odometric noise.

GPS fault detection with IMU and aircraft dynamics

Approaches with Vertical Guidance (APV) can provide greater safety and cost savings to general aviation through accurate GPS horizontal and vertical navigation. However, GPS needs augmentation to achieve APV fault detection requirements. Aircraft Based Augmentation Systems (ABAS) fuse GPS with additional sensors at the aircraft. Typical ABAS designs assume high-quality inertial sensors with Kalman filters but these are too expensive for general aviation. Instead of using high-quality (and expensive) sensors, the purpose of this paper is to investigate augmenting GPS with a low-quality MEMS IMU and Aircraft Dynamic Model (ADM). The IMU and ADM are fused together using a multiple model fusion strategy in a bank of Extended Kalman Filters (EKF) with the Normalized Solution Separation (NSS) fault detection scheme. A tightly-coupled configuration with GPS is used and frequent GPS updates are applied to the IMU and ADM to compensate for their errors. Based upon a simulated APV approach, the performance of this architecture in detecting a GPS ramp fault is investigated showing a performance improvement over a GPS-only “snapshot” implementation of the NSS method. The effect of fusing the IMU with the ADM is evaluated by comparing a GPS-IMU-ADM EKF with a GPS-IMU EKF where a small improvement in protection levels is shown.

Further results with localization and mapping using range from radio

In this paper, we present recent results with using range from radio for mobile robot localization. In previous work we have shown how range readings from radio tags placed in the environment can be used to localize a robot. We have extended previous work to consider robustness. Specifically, we are interested in the case where range readings are very noisy and available intermittently. Also, we consider the case where the location of the radio tags is not known at all ahead of time and must be solved for simultaneously along with the position of the moving robot. We present results from a mobile robot that is equipped with GPS for ground truth, operating over several km.

Experimental evaluation of position control methods for hydraulic systems

Presents a unified and systematic assessment of ten position control strategies for a hydraulic servo system with single-ended cylinder driven by a proportional directional control valve. We aim at identifying those methods that achieve better tracking, have a low sensitivity to system uncertainties, and offer a good balance between development effort and end results. A formal approach for solving this problem relies on several practical metrics, which is introduced herein. Their choice is important, as the comparison results between controllers can vary significantly, depending on the selected criterion. Apart from the quantitative assessment, we also raise aspects which are difficult to quantify, but which must stay in attention when considering the position control problem for this class of hydraulic servo systems.