937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.


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The goal of this work is to propose a SLAM (Simultaneous Localization and Mapping) solution based on Extended Kalman Filter (EKF) in order to make possible a robot navigates along the environment using information from odometry and pre-existing lines on the floor. Initially, a segmentation step is necessary to classify parts of the image in floor or non floor . Then the image processing identifies floor lines and the parameters of these lines are mapped to world using a homography matrix. Finally, the identified lines are used in SLAM as landmarks in order to build a feature map. In parallel, using the corrected robot pose, the uncertainty about the pose and also the part non floor of the image, it is possible to build an occupancy grid map and generate a metric map with the obstacle s description. A greater autonomy for the robot is attained by using the two types of obtained map (the metric map and the features map). Thus, it is possible to run path planning tasks in parallel with localization and mapping. Practical results are presented to validate the proposal

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This work presents the localization and path planning systems for two robots: a non-instrumented humanoid and a slave wheeled robot. The localization of wheeled robot is made using odometry information and landmark detection. These informations are fused using a Extended Kalman Filter. The relative position of humanoid is acquired fusing (using another Kalman Filter) the wheeled robot pose with the characteristics of the landmark on the back of humanoid. Knowing the wheeled robot position and the humanoid relative position in relation to it, we acquired the absolute position of humanoid. The path planning system was developed to provide the cooperative movement of the two robots,incorporating the visibility restrictions of the robotic system

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This work presents a cooperative navigation systemof a humanoid robot and a wheeled robot using visual information, aiming to navigate the non-instrumented humanoid robot using information obtained from the instrumented wheeled robot. Despite the humanoid not having sensors to its navigation, it can be remotely controlled by infra-red signals. Thus, the wheeled robot can control the humanoid positioning itself behind him and, through visual information, find it and navigate it. The location of the wheeled robot is obtained merging information from odometers and from landmarks detection, using the Extended Kalman Filter. The marks are visually detected, and their features are extracted by image processing. Parameters obtained by image processing are directly used in the Extended Kalman Filter. Thus, while the wheeled robot locates and navigates the humanoid, it also simultaneously calculates its own location and maps the environment (SLAM). The navigation is done through heuristic algorithms based on errors between the actual and desired pose for each robot. The main contribution of this work was the implementation of a cooperative navigation system for two robots based on visual information, which can be extended to other robotic applications, as the ability to control robots without interfering on its hardware, or attaching communication devices

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In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

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The development and refinement of techniques that make simultaneous localization and mapping (SLAM) for an autonomous mobile robot and the building of local 3-D maps from a sequence of images, is widely studied in scientific circles. This work presents a monocular visual SLAM technique based on extended Kalman filter, which uses features found in a sequence of images using the SURF descriptor (Speeded Up Robust Features) and determines which features can be used as marks by a technique based on delayed initialization from 3-D straight lines. For this, only the coordinates of the features found in the image and the intrinsic and extrinsic camera parameters are avaliable. Its possible to determine the position of the marks only on the availability of information of depth. Tests have shown that during the route, the mobile robot detects the presence of characteristics in the images and through a proposed technique for delayed initialization of marks, adds new marks to the state vector of the extended Kalman filter (EKF), after estimating the depth of features. With the estimated position of the marks, it was possible to estimate the updated position of the robot at each step, obtaining good results that demonstrate the effectiveness of monocular visual SLAM system proposed in this paper

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This work intends to show a new and few explored SLAM approach inside the simultaneous localization and mapping problem (SLAM). The purpose is to put a mobile robot to work in an indoor environment. The robot should map the environment and localize itself in the map. The robot used in the tests has an upward camera and encoders on the wheels. The landmarks in this built map are light splotches on the images of the camera caused by luminaries on the ceil. This work develops a solution based on Extended Kalman Filter to the SLAM problem using a developed observation model. Several developed tests and softwares to accomplish the SLAM experiments are shown in details

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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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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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This study compared the fixation of autogenous onlay bone grafts with cyanoacrylate glue (Super Bonder) and with titanium screws. Twenty rabbits underwent bilateral parietal ostectomies. Bone segments were fixed anteriorly to the resulting bone defect. In group I, the grafts were fixed with 4 min long, 1.5 mm diameter screws; in group II, adhesive was used. The animals were killed after 5, 15, 30, 60 and 120 days. Histomorphometric analysis was used to quantify the maintenance of the graft area. Discrete areas of inflammatory reaction were seen in both groups after 5 days and for group II after 15 days. After 30 days, new bone formation was seen at the interface of the grafts. After 120 days, the graft was incorporated into the host bed in group I and partially incorporated in group II. There was a significant statistical difference regarding the mean graft areas between 15 and 120 days (p < 0.001) and between fixation methods (p < 0.002). Fixation with adhesive promoted a significantly greater area of bone graft than screw fixation, independent of time period. The adhesive was biocompatible, presented similar stability to the screw and maintained the bone area, although there was a delay in graft incorporation.

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Two Kalman-filter formulations are presented for the estimation of spacecraft sensor misalignments from inflight data. In the first the sensor misalignments are part of the filter state variable; in the second, which we call HYLIGN, the state vector contains only dynamical variables, but the sensitivities of the filter innovations to the misalignments are calculated within the Kalman filter. This procedure permits the misalignments to be estimated in batch mode as well as a much smaller dimension for the Kalman filter state vector. This results not only in a significantly smaller computational burden but also in a smaller sensitivity of the misalignment estimates to outliers in the data. Numerical simulations of the filter performance are presented.

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In this paper, we discuss a method of preliminary orbit determination for an artificial satellite based on the navigation message of the GPS constellation. Orbital elements are considered as state variables and a simple dynamic model, based on the classic two-body problem, is used. The observations are formed by range and range and range-rate with respect to four visible GPS. A discrete Kalman filter with simulated data is used as filtering technique. The data are obtained through numerical propagation (Cowell's method), which considers special perturbations for the GPS satellite constellation and a user satellite. © 1997 COSPAR. Published by Elsevier Science Ltd.

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The problem of dynamic camera calibration considering moving objects in close range environments using straight lines as references is addressed. A mathematical model for the correspondence of a straight line in the object and image spaces is discussed. This model is based on the equivalence between the vector normal to the interpretation plane in the image space and the vector normal to the rotated interpretation plane in the object space. In order to solve the dynamic camera calibration, Kalman Filtering is applied; an iterative process based on the recursive property of the Kalman Filter is defined, using the sequentially estimated camera orientation parameters to feedback the feature extraction process in the image. For the dynamic case, e.g. an image sequence of a moving object, a state prediction and a covariance matrix for the next instant is obtained using the available estimates and the system model. Filtered state estimates can be computed from these predicted estimates using the Kalman Filtering approach and based on the system model parameters with good quality, for each instant of an image sequence. The proposed approach was tested with simulated and real data. Experiments with real data were carried out in a controlled environment, considering a sequence of images of a moving cube in a linear trajectory over a flat surface.

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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 Ï which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (Ï Î´), 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.