958 resultados para Kalman filter stability
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This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differenceβ - γ in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35μn CMOS process and VDD=3.3V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a Mode-operating OTA is used, the procedure can be extended to other types of transconductor.
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The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.
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Single frequency GPS receivers have been many used in GPS surveys. Among the several applications, one can mention those that are to obtain the receiver's antenna coordinates in real time. One of the main error sources to these applications is the ionosphere systematic error. In the FCT/UNESP a regional ionosphere model (Mod_Ion) was developed. It has been implemented to execute after collecting of GPS data. At real time application two improvements in the Mod_Ion were introduced, consisting of an alteration of the function of modeling and implementation of the Kalman Filter. The results of the experiments showed that the modifications were the most effective in the ionosphere systematic effect's corrections, providing a improvement in the accuracy of point positioning, of 90,75%, in period of the highest ionosphere activity.
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This work analyses a real time orbit estimator using the raw navigation solution provided by GPS receivers. The estimation algorithm considers a Kalman filter with a rather simple orbit dynamic model and random walk modeling of the receiver clock bias and drift. Using the Topex/Poseidon satellite as test bed, characteristics of model truncation, sampling rates and degradation of the GPS receiver (Selective Availability) were analysed. Copyright © 2007 by ABCM.
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An algorithm for real-time and onboard orbit determination applying the Extended Kalman Filter (EKF) method is developed. Aiming at a very simple and still fairly accurate orbit determination, an analysis is performed to ascertain an adequacy of modeling complexity versus accuracy. The minimum set of to-be-estimated states to reach the level of accuracy of tens of meters is found to have at least the position, velocity, and user clock offset components. The dynamical model is assessed through several tests, covering force model, numerical integration scheme and step size, and simplified variational equations. The measurement model includes only relevant effects to the order of meters. The EKF method is chosen to be the simplest real-time estimation algorithm with adequate tuning of its parameters. In the developed procedure, the obtained position and velocity errors along a day vary from 15 to 20 m and from 0.014 to 0.018 m/s, respectively, with standard deviation from 6 to 10 m and from 0.006 to 0.008 m/s, respectively, with the SA either on or off. The results, as well as analysis of the final adopted models used, are presented in this work. © 2013 Ana Paula Marins Chiaradia et al.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Ciências Cartográficas - FCT
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.
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The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.
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The PhD activity described in the document is part of the Microsatellite and Microsystem Laboratory of the II Faculty of Engineering, University of Bologna. The main objective is the design and development of a GNSS receiver for the orbit determination of microsatellites in low earth orbit. The development starts from the electronic design and goes up to the implementation of the navigation algorithms, covering all the aspects that are involved in this type of applications. The use of GPS receivers for orbit determination is a consolidated application used in many space missions, but the development of the new GNSS system within few years, such as the European Galileo, the Chinese COMPASS and the Russian modernized GLONASS, proposes new challenges and offers new opportunities to increase the orbit determination performances. The evaluation of improvements coming from the new systems together with the implementation of a receiver that is compatible with at least one of the new systems, are the main activities of the PhD. The activities can be divided in three section: receiver requirements definition and prototype implementation, design and analysis of the GNSS signal tracking algorithms, and design and analysis of the navigation algorithms. The receiver prototype is based on a Virtex FPGA by Xilinx, and includes a PowerPC processor. The architecture follows the software defined radio paradigm, so most of signal processing is performed in software while only what is strictly necessary is done in hardware. The tracking algorithms are implemented as a combination of Phase Locked Loop and Frequency Locked Loop for the carrier, and Delay Locked Loop with variable bandwidth for the code. The navigation algorithm is based on the extended Kalman filter and includes an accurate LEO orbit model.