7 resultados para Filtratge de Kalman

em Digital Commons at Florida International University


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In recent years, urban vehicular ad hoc networks (VANETs) are gaining importance for inter-vehicle communication, because they allow for the local communication between vehicles without any infrastructure, configuration effort, and without expensive cellular networks. But such architecture may increase the complexity of routing since there is no central control system in urban VANETs. Therefore, a challenging research task is to improve urban VANETs' routing efficiency. ^ Hence, in this dissertation we propose two location-based routing protocols and a location management protocol to facilitate location-based routing in urban VANETs. The Multi-hop Routing Protocol (MURU) is proposed to make use of predicted mobility and geometry map in urban VANETs to estimate a path's life time and set up robust end-to-end routing paths. The Light-weight Routing Protocol (LIRU) is proposed to take advantage of the node diversity under dynamic channel condition to exploit opportunistic forwarding to achieve efficient data delivery. A scalable location management protocol (MALM) is also proposed to support location-based routing protocols in urban VANETs. MALM uses high mobility in VANETs to help disseminate vehicles' historical location information, and a vehicle is able to implement Kalman-filter based predicted to predict another vehicle's current location based on its historical location information. ^

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Freeway systems are becoming more congested each day. One contribution to freeway traffic congestion comprises platoons of on-ramp traffic merging into freeway mainlines. As a relatively low-cost countermeasure to the problem, ramp meters are being deployed in both directions of an 11-mile section of I-95 in Miami-Dade County, Florida. The local Fuzzy Logic (FL) ramp metering algorithm implemented in Seattle, Washington, has been selected for deployment. The FL ramp metering algorithm is powered by the Fuzzy Logic Controller (FLC). The FLC depends on a series of parameters that can significantly alter the behavior of the controller, thus affecting the performance of ramp meters. However, the most suitable values for these parameters are often difficult to determine, as they vary with current traffic conditions. Thus, for optimum performance, the parameter values must be fine-tuned. This research presents a new method of fine tuning the FLC parameters using Particle Swarm Optimization (PSO). PSO attempts to optimize several important parameters of the FLC. The objective function of the optimization model incorporates the METANET macroscopic traffic flow model to minimize delay time, subject to the constraints of reasonable ranges of ramp metering rates and FLC parameters. To further improve the performance, a short-term traffic forecasting module using a discrete Kalman filter was incorporated to predict the downstream freeway mainline occupancy. This helps to detect the presence of downstream bottlenecks. The CORSIM microscopic simulation model was selected as the platform to evaluate the performance of the proposed PSO tuning strategy. The ramp-metering algorithm incorporating the tuning strategy was implemented using CORSIM's run-time extension (RTE) and was tested on the aforementioned I-95 corridor. The performance of the FLC with PSO tuning was compared with the performance of the existing FLC without PSO tuning. The results show that the FLC with PSO tuning outperforms the existing FL metering, fixed-time metering, and existing conditions without metering in terms of total travel time savings, average speed, and system-wide throughput.

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Fluorescence-enhanced optical imaging is an emerging non-invasive and non-ionizing modality towards breast cancer diagnosis. Various optical imaging systems are currently available, although most of them are limited by bulky instrumentation, or their inability to flexibly image different tissue volumes and shapes. Hand-held based optical imaging systems are a recent development for its improved portability, but are currently limited only to surface mapping. Herein, a novel optical imager, consisting primarily of a hand-held probe and a gain-modulated intensified charge coupled device (ICCD) detector, is developed towards both surface and tomographic breast imaging. The unique features of this hand-held probe based optical imager are its ability to; (i) image large tissue areas (5×10 sq. cm) in a single scan, (ii) reduce overall imaging time using a unique measurement geometry, and (iii) perform tomographic imaging for tumor three-dimensional (3-D) localization. Frequency-domain based experimental phantom studies have been performed on slab geometries (650 ml) under different target depths (1-2.5 cm), target volumes (0.45, 0.23 and 0.10 cc), fluorescence absorption contrast ratios (1:0, 1000:1 to 5:1), and number of targets (up to 3), using Indocyanine Green (ICG) as fluorescence contrast agents. An approximate extended Kalman filter based inverse algorithm has been adapted towards 3-D tomographic reconstructions. Single fluorescence target(s) was reconstructed when located: (i) up to 2.5 cm deep (at 1:0 contrast ratio) and 1.5 cm deep (up to 10:1 contrast ratio) for 0.45 cc-target; and (ii) 1.5 cm deep for target as small as 0.10 cc at 1:0 contrast ratio. In the case of multiple targets, two targets as close as 0.7 cm were tomographically resolved when located 1.5 cm deep. It was observed that performing multi-projection (here dual) based tomographic imaging using a priori target information from surface images, improved the target depth recovery over using single projection based imaging. From a total of 98 experimental phantom studies, the sensitivity and specificity of the imager was estimated as 81-86% and 43-50%, respectively. With 3-D tomographic imaging successfully demonstrated for the first time using a hand-held based optical imager, the clinical translation of this technology is promising upon further experimental validation from in-vitro and in-vivo studies.

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Road pricing has emerged as an effective means of managing road traffic demand while simultaneously raising additional revenues to transportation agencies. Research on the factors that govern travel decisions has shown that user preferences may be a function of the demographic characteristics of the individuals and the perceived trip attributes. However, it is not clear what are the actual trip attributes considered in the travel decision- making process, how these attributes are perceived by travelers, and how the set of trip attributes change as a function of the time of the day or from day to day. In this study, operational Intelligent Transportation Systems (ITS) archives are mined and the aggregated preferences for a priced system are extracted at a fine time aggregation level for an extended number of days. The resulting information is related to corresponding time-varying trip attributes such as travel time, travel time reliability, charged toll, and other parameters. The time-varying user preferences and trip attributes are linked together by means of a binary choice model (Logit) with a linear utility function on trip attributes. The trip attributes weights in the utility function are then dynamically estimated for each time of day by means of an adaptive, limited-memory discrete Kalman filter (ALMF). The relationship between traveler choices and travel time is assessed using different rules to capture the logic that best represents the traveler perception and the effect of the real-time information on the observed preferences. The impact of travel time reliability on traveler choices is investigated considering its multiple definitions. It can be concluded based on the results that using the ALMF algorithm allows a robust estimation of time-varying weights in the utility function at fine time aggregation levels. The high correlations among the trip attributes severely constrain the simultaneous estimation of their weights in the utility function. Despite the data limitations, it is found that, the ALMF algorithm can provide stable estimates of the choice parameters for some periods of the day. Finally, it is found that the daily variation of the user sensitivities for different periods of the day resembles a well-defined normal distribution.

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My dissertation investigates the financial linkages and transmission of economic shocks between the US and the smallest emerging markets (frontier markets). The first chapter sets up an empirical model that examines the impact of US market returns and conditional volatility on the returns and conditional volatilities of twenty-one frontier markets. The model is estimated via maximum likelihood; utilizes the GARCH model of errors, and is applied to daily country data from the MSCI Barra. We find limited, but statistically significant exposure of Frontier markets to shocks from the US. Our results suggest that it is not the lagged US market returns that have impact; rather it is the expected US market returns that influence frontier market returns The second chapter sets up an empirical time-varying parameter (TVP) model to explore the time-variation in the impact of mean US returns on mean Frontier market returns. The model utilizes the Kalman filter algorithm as well as the GARCH model of errors and is applied to daily country data from the MSCI Barra. The TVP model detects statistically significant time-variation in the impact of US returns and low, but statistically and quantitatively important impact of US market conditional volatility. The third chapter studies the risk-return relationship in twenty Frontier country stock markets by setting up an international version of the intertemporal capital asset pricing model. The systematic risk in this model comes from covariance of Frontier market stock index returns with world returns. Both the systematic risk and risk premium are time-varying in our model. We also incorporate own country variances as additional determinants of Frontier country returns. Our results suggest statistically significant impact of both world and own country risk in explaining Frontier country returns. Time-variation in the world risk premium is also found to be statistically significant for most Frontier market returns. However, own country risk is found to be quantitatively more important.

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Physiological signals, which are controlled by the autonomic nervous system (ANS), could be used to detect the affective state of computer users and therefore find applications in medicine and engineering. The Pupil Diameter (PD) seems to provide a strong indication of the affective state, as found by previous research, but it has not been investigated fully yet. ^ In this study, new approaches based on monitoring and processing the PD signal for off-line and on-line affective assessment ("relaxation" vs. "stress") are proposed. Wavelet denoising and Kalman filtering methods are first used to remove abrupt changes in the raw Pupil Diameter (PD) signal. Then three features (PDmean, PDmax and PDWalsh) are extracted from the preprocessed PD signal for the affective state classification. In order to select more relevant and reliable physiological data for further analysis, two types of data selection methods are applied, which are based on the paired t-test and subject self-evaluation, respectively. In addition, five different kinds of the classifiers are implemented on the selected data, which achieve average accuracies up to 86.43% and 87.20%, respectively. Finally, the receiver operating characteristic (ROC) curve is utilized to investigate the discriminating potential of each individual feature by evaluation of the area under the ROC curve, which reaches values above 0.90. ^ For the on-line affective assessment, a hard threshold is implemented first in order to remove the eye blinks from the PD signal and then a moving average window is utilized to obtain the representative value PDr for every one-second time interval of PD. There are three main steps for the on-line affective assessment algorithm, which are preparation, feature-based decision voting and affective determination. The final results show that the accuracies are 72.30% and 73.55% for the data subsets, which were respectively chosen using two types of data selection methods (paired t-test and subject self-evaluation). ^ In order to further analyze the efficiency of affective recognition through the PD signal, the Galvanic Skin Response (GSR) was also monitored and processed. The highest affective assessment classification rate obtained from GSR processing is only 63.57% (based on the off-line processing algorithm). The overall results confirm that the PD signal should be considered as one of the most powerful physiological signals to involve in future automated real-time affective recognition systems, especially for detecting the "relaxation" vs. "stress" states.^

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Physiological signals, which are controlled by the autonomic nervous system (ANS), could be used to detect the affective state of computer users and therefore find applications in medicine and engineering. The Pupil Diameter (PD) seems to provide a strong indication of the affective state, as found by previous research, but it has not been investigated fully yet. In this study, new approaches based on monitoring and processing the PD signal for off-line and on-line affective assessment (“relaxation” vs. “stress”) are proposed. Wavelet denoising and Kalman filtering methods are first used to remove abrupt changes in the raw Pupil Diameter (PD) signal. Then three features (PDmean, PDmax and PDWalsh) are extracted from the preprocessed PD signal for the affective state classification. In order to select more relevant and reliable physiological data for further analysis, two types of data selection methods are applied, which are based on the paired t-test and subject self-evaluation, respectively. In addition, five different kinds of the classifiers are implemented on the selected data, which achieve average accuracies up to 86.43% and 87.20%, respectively. Finally, the receiver operating characteristic (ROC) curve is utilized to investigate the discriminating potential of each individual feature by evaluation of the area under the ROC curve, which reaches values above 0.90. For the on-line affective assessment, a hard threshold is implemented first in order to remove the eye blinks from the PD signal and then a moving average window is utilized to obtain the representative value PDr for every one-second time interval of PD. There are three main steps for the on-line affective assessment algorithm, which are preparation, feature-based decision voting and affective determination. The final results show that the accuracies are 72.30% and 73.55% for the data subsets, which were respectively chosen using two types of data selection methods (paired t-test and subject self-evaluation). In order to further analyze the efficiency of affective recognition through the PD signal, the Galvanic Skin Response (GSR) was also monitored and processed. The highest affective assessment classification rate obtained from GSR processing is only 63.57% (based on the off-line processing algorithm). The overall results confirm that the PD signal should be considered as one of the most powerful physiological signals to involve in future automated real-time affective recognition systems, especially for detecting the “relaxation” vs. “stress” states.