894 resultados para robust extended kalman filter


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SANTANA, André M.; SANTIAGO, Gutemberg S.; MEDEIROS, Adelardo A. D. Real-Time Visual SLAM Using Pre-Existing Floor Lines as Landmarks and a Single Camera. In: CONGRESSO BRASILEIRO DE AUTOMÁTICA, 2008, Juiz de Fora, MG. Anais... Juiz de Fora: CBA, 2008.

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Estimating un-measurable states is an important component for onboard diagnostics (OBD) and control strategy development in diesel exhaust aftertreatment systems. This research focuses on the development of an Extended Kalman Filter (EKF) based state estimator for two of the main components in a diesel engine aftertreatment system: the Diesel Oxidation Catalyst (DOC) and the Selective Catalytic Reduction (SCR) catalyst. One of the key areas of interest is the performance of these estimators when the catalyzed particulate filter (CPF) is being actively regenerated. In this study, model reduction techniques were developed and used to develop reduced order models from the 1D models used to simulate the DOC and SCR. As a result of order reduction, the number of states in the estimator is reduced from 12 to 1 per element for the DOC and 12 to 2 per element for the SCR. The reduced order models were simulated on the experimental data and compared to the high fidelity model and the experimental data. The results show that the effect of eliminating the heat transfer and mass transfer coefficients are not significant on the performance of the reduced order models. This is shown by an insignificant change in the kinetic parameters between the reduced order and 1D model for simulating the experimental data. An EKF based estimator to estimate the internal states of the DOC and SCR was developed. The DOC and SCR estimators were simulated on the experimental data to show that the estimator provides improved estimation of states compared to a reduced order model. The results showed that using the temperature measurement at the DOC outlet improved the estimates of the CO , NO , NO2 and HC concentrations from the DOC. The SCR estimator was used to evaluate the effect of NH3 and NOX sensors on state estimation quality. Three sensor combinations of NOX sensor only, NH3 sensor only and both NOX and NH3 sensors were evaluated. The NOX only configuration had the worst performance, the NH3 sensor only configuration was in the middle and both the NOX and NH3 sensor combination provided the best performance.

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Since a celebrate linear minimum mean square (MMS) Kalman filter in integration GPS/INS system cannot guarantee the robustness performance, a H(infinity) filtering with respect to polytopic uncertainty is designed. The purpose of this paper is to give an illustration of this application and a contrast with traditional Kalman filter. A game theory H(infinity) filter is first reviewed; next we utilize linear matrix inequalities (LMI) approach to design the robust H(infinity) filter. For the special INS/GPS model, unstable model case is considered. We give an explanation for Kalman filter divergence under uncertain dynamic system and simultaneously investigate the relationship between H(infinity) filter and Kalman filter. A loosely coupled INS/GPS simulation system is given here to verify this application. Result shows that the robust H(infinity) filter has a better performance when system suffers uncertainty; also it is more robust compared to the conventional Kalman filter.

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Tracking activities during daily life and assessing movement parameters is essential for complementing the information gathered in confined environments such as clinical and physical activity laboratories for the assessment of mobility. Inertial measurement units (IMUs) are used as to monitor the motion of human movement for prolonged periods of time and without space limitations. The focus in this study was to provide a robust, low-cost and an unobtrusive solution for evaluating human motion using a single IMU. First part of the study focused on monitoring and classification of the daily life activities. A simple method that analyses the variations in signal was developed to distinguish two types of activity intervals: active and inactive. Neural classifier was used to classify active intervals; the angle with respect to gravity was used to classify inactive intervals. Second part of the study focused on extraction of gait parameters using a single inertial measurement unit (IMU) attached to the pelvis. Two complementary methods were proposed for gait parameters estimation. First method was a wavelet based method developed for the estimation of gait events. Second method was developed for estimating step and stride length during level walking using the estimations of the previous method. A special integration algorithm was extended to operate on each gait cycle using a specially designed Kalman filter. The developed methods were also applied on various scenarios. Activity monitoring method was used in a PRIN’07 project to assess the mobility levels of individuals living in a urban area. The same method was applied on volleyball players to analyze the fitness levels of them by monitoring their daily life activities. The methods proposed in these studies provided a simple, unobtrusive and low-cost solution for monitoring and assessing activities outside of controlled environments.

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In this paper we present an innovative technique to tackle the problem of automatic road sign detection and tracking using an on-board stereo camera. It involves a continuous 3D analysis of the road sign during the whole tracking process. Firstly, a color and appearance based model is applied to generate road sign candidates in both stereo images. A sparse disparity map between the left and right images is then created for each candidate by using contour-based and SURF-based matching in the far and short range, respectively. Once the map has been computed, the correspondences are back-projected to generate a cloud of 3D points, and the best-fit plane is computed through RANSAC, ensuring robustness to outliers. Temporal consistency is enforced by means of a Kalman filter, which exploits the intrinsic smoothness of the 3D camera motion in traffic environments. Additionally, the estimation of the plane allows to correct deformations due to perspective, thus easing further sign classification.

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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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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.

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We present a novel method for integrating GPS position estimates with position and attitude estimates derived from visual odometry using a scheme similar to a classic loosely-coupled GPS/INS integration. Under such an arrangement, we derive the error dynamics of the system and develop a Kalman Filter for estimating the errors in position and attitude. Using a control-based approach to observability, we show that the errors in both position and attitude (including yaw) are fully observable when there is a component of acceleration perpendicular to the velocity vector in the navigation frame. Numerical simulations are performed to confirm the observability analysis.

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Autonomous underwater gliders are robust and widely-used ocean sampling platforms that are characterized by their endurance, and are one of the best approaches to gather subsurface data at the appropriate spatial resolution to advance our knowledge of the ocean environment. Gliders generally do not employ sophisticated sensors for underwater localization, but instead dead-reckon between set waypoints. Thus, these vehicles are subject to large positional errors between prescribed and actual surfacing locations. Here, we investigate the implementation of a large-scale, regional ocean model into the trajectory design for autonomous gliders to improve their navigational accuracy. We compute the dead-reckoning error for our Slocum gliders, and compare this to the average positional error recorded from multiple deployments conducted over the past year. We then compare trajectory plans computed on-board the vehicle during recent deployments to our prediction-based trajectory plans for 140 surfacing occurrences.

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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.

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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.

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Many large-scale GNSS CORS networks have been deployed around the world to support various commercial and scientific applications. To make use of these networks for real-time kinematic positioning services, one of the major challenges is the ambiguity resolution (AR) over long inter-station baselines in the presence of considerable atmosphere biases. Usually, the widelane ambiguities are fixed first, followed by the procedure of determination of the narrowlane ambiguity integers based on the ionosphere-free model in which the widelane integers are introduced as known quantities. This paper seeks to improve the AR performance over long baseline through efficient procedures for improved float solutions and ambiguity fixing. The contribution is threefold: (1) instead of using the ionosphere-free measurements, the absolute and/or relative ionospheric constraints are introduced in the ionosphere-constrained model to enhance the model strength, thus resulting in the better float solutions; (2) the realistic widelane ambiguity precision is estimated by capturing the multipath effects due to the observation complexity, leading to improvement of reliability of widelane AR; (3) for the narrowlane AR, the partial AR for a subset of ambiguities selected according to the successively increased elevation is applied. For fixing the scalar ambiguity, an error probability controllable rounding method is proposed. The established ionosphere-constrained model can be efficiently solved based on the sequential Kalman filter. It can be either reduced to some special models simply by adjusting the variances of ionospheric constraints, or extended with more parameters and constraints. The presented methodology is tested over seven baselines of around 100 km from USA CORS network. The results show that the new widelane AR scheme can obtain the 99.4 % successful fixing rate with 0.6 % failure rate; while the new rounding method of narrowlane AR can obtain the fix rate of 89 % with failure rate of 0.8 %. In summary, the AR reliability can be efficiently improved with rigorous controllable probability of incorrectly fixed ambiguities.

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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.

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Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]