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.

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.

Traversability estimation for a planetary rover via experimental kernel learning in a Gaussian process framework

A critical requirement for safe autonomous navigation of a planetary rover is the ability to accurately estimate the traversability of the terrain. This work considers the problem of predicting the attitude and configuration angles of the platform from terrain representations that are often incomplete due to occlusions and sensor limitations. Using Gaussian Processes (GP) and exteroceptive data as training input, we can provide a continuous and complete representation of terrain traversability, with uncertainty in the output estimates. In this paper, we propose a novel method that focuses on exploiting the explicit correlation in vehicle attitude and configuration during operation by learning a kernel function from vehicle experience to perform GP regression. We provide an extensive experimental validation of the proposed method on a planetary rover. We show significant improvement in the accuracy of our estimation compared with results obtained using standard kernels (Squared Exponential and Neural Network), and compared to traversability estimation made over terrain models built using state-of-the-art GP techniques.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

Determining the material properties for heavily over-consolidated bagasse through parameter estimation

A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. For example, there are opportunities to decrease bagasse moisture from a milling unit. Also, the behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last ten years towards implementing a mechanical model for bagasse in finite element software. The objective has been to be able to simulate simple mechanical loading conditions measured in the laboratory, which, when combined together, have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on the successful simulation of part of the fifth and final (and most challenging) loading condition, the shearing of heavily over-consolidated bagasse, and determining material property values through the use of powerful and free parameter estimation software.

A gray-box neural network-based model identification and fault estimation scheme for nonlinear dynamic systems

A novel gray-box neural network model (GBNNM), including multi-layer perception (MLP) neural network (NN) and integrators, is proposed for a model identification and fault estimation (MIFE) scheme. With the GBNNM, both the nonlinearity and dynamics of a class of nonlinear dynamic systems can be approximated. Unlike previous NN-based model identification methods, the GBNNM directly inherits system dynamics and separately models system nonlinearities. This model corresponds well with the object system and is easy to build. The GBNNM is embedded online as a normal model reference to obtain the quantitative residual between the object system output and the GBNNM output. This residual can accurately indicate the fault offset value, so it is suitable for differing fault severities. To further estimate the fault parameters (FPs), an improved extended state observer (ESO) using the same NNs (IESONN) from the GBNNM is proposed to avoid requiring the knowledge of ESO nonlinearity. Then, the proposed MIFE scheme is applied for reaction wheels (RW) in a satellite attitude control system (SACS). The scheme using the GBNNM is compared with other NNs in the same fault scenario, and several partial loss of effect (LOE) faults with different severities are considered to validate the effectiveness of the FP estimation and its superiority.

Online estimation of Allan variance parameters

A new online method is presented for estimation of the angular randomwalk and rate randomwalk coefficients of inertial measurement unit gyros and accelerometers. In the online method, a state-space model is proposed, and recursive parameter estimators are proposed for quantities previously measured from offline data techniques such as the Allan variance method. The Allan variance method has large offline computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of approximately 100 calculations per data sample.

Adaptive estimation of HMM transition probabilities

This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

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