Data Fusion of Dual Foot-Mounted INS to Reduce the Systematic Heading Drift

In this report, we investigate the problem of applying a range constraint in order to reduce the systematic heading drift in a foot-mounted inertial navigation system (INS) (motion-tracking). We make use of two foot-mounted INS, one on each foot, which are aided with zero-velocity detectors. A novel algorithm is proposed in order to reduce the systematic heading drift. The proposed algorithm is based on the idea that the separation between the two feet at any given instance must always lie within a sphere of radius equal to the maximum possible spatial separation between the two feet. A Kalman filter, getting one measurement update and two observation updates is used in this algorithm.

Relook into the historical progress and philosophy of Indian space exploration

A study of the history and philosophy of the contribution of India towards the exploration of space since antiquity provides interesting insights. The contributions are described during the three periods namely: (1) the ten millenniums from 10,000 BC with a twilight period up to 900 AD; (2) the ten centuries from 900 AD to 1900 AD; and (3) the ten decades from 1900 AD to 2000 AD; called mythological, medieval, and modern respectively. Some important events during the above periods provide a reference view of the progress. The Vedas during the mythological period and the Siddhantas during the medieval periods, which are based on astronomical observations, indicate that the Indian contribution preceded other cultures. But most Western historians ignore this fact time and again in spite of many proofs provided to the contrary. This chapter also shows that Indians had the proper scientific attitude of developing any physical theory through the triplet of mind, model, and measurements. It is this same triplet that forms the basis of the present day well known Kalman filter technique. Up to about 1500 BC the Indian contribution was leading but during foreign invasion and occupation it lagged and has been improving only after independence.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

State estimation of spiralling target using UKF with generalized sinusoidal target acceleration model

Hit-to-kill interception of high velocity spiraling target requires accurate state estimation of relative kinematic parameters describing spiralling motion. In this pa- per, spiraling target motion is captured by representing target acceleration through sinusoidal function in inertial frame. A nine state unscented Kalman filter (UKF) formulation is presented here with three relative positions, three relative velocities, spiraling frequency of target, inverse of ballistic coefficient and maneuvering coef-ficient. A key advantage of the target model presented here is that it is of generic nature and can capture spiraling as well as pure ballistic motions without any change of tuning parameters. Extensive Six-DOF simulation experiments, which includes a modified PN guidance and dynamic inversion based autopilot, show that near Hit-to-Kill performance can be obtained with noisy RF seeker measurements of gimbal angles, gimbal angle rates, range and range rate.

Discrete time second order sliding mode observer for uncertain linear multi-output system

This paper presents a second order sliding mode observer (SOSMO) design for discrete time uncertain linear multi-output system. The design procedure is effective for both matched and unmatched bounded uncertainties and/or disturbances. A second order sliding function and corresponding sliding manifold for discrete time system are defined similar to the lines of continuous time counterpart. A boundary layer concept is employed to avoid switching across the defined sliding manifold and the sliding trajectory is confined to a boundary layer once it converges to it. The condition for existence of convergent quasi-sliding mode (QSM) is derived. The observer estimation errors satisfying given stability conditions converge to an ultimate finite bound (within the specified boundary layer) with thickness O(T-2) where T is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The design strategy is very simple to apply and is demonstrated for three examples with different class of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results to show the robustness with respect to the measurement noise are given for SOSMO and the performance is compared with pseudo-linear Kalman filter (PLKF). (C) 2013 Published by Elsevier Ltd. on behalf of The Franklin Institute

Signal tracking approach for phase estimation in digital holographic interferometry

In this research work, we introduce a novel approach for phase estimation from noisy reconstructed interference fields in digital holographic interferometry using an unscented Kalman filter. Unlike conventionally used unwrapping algorithms and piecewise polynomial approximation approaches, this paper proposes, for the first time to the best of our knowledge, a signal tracking approach for phase estimation. The state space model derived in this approach is inspired from the Taylor series expansion of the phase function as the process model, and polar to Cartesian conversion as the measurement model. We have characterized our approach by simulations and validated the performance on experimental data (holograms) recorded under various practical conditions. Our study reveals that the proposed approach, when compared with various phase estimation methods available in the literature, outperforms at lower SNR values (i.e., especially in the range 0-20 dB). It is demonstrated with experimental data as well that the proposed approach is a better choice for estimating rapidly varying phase with high dynamic range and noise. (C) 2014 Optical Society of America

MULTI-PITCH TRACKING USING GAUSSIAN MIXTURE MODEL WITH TIME VARYING PARAMETERS AND GRATING COMPRESSION TRANSFORM

Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.

Autonomous Star Camera Calibration and Spacecraft Attitude Determination

This paper presents two methods of star camera calibration to determine camera calibrating parameters (like principal point, focal length etc) along with lens distortions (radial and decentering). First method works autonomously utilizing star coordinates in three consecutive image frames thus independent of star identification or biased attitude information. The parameters obtained in autonomous self-calibration technique helps to identify the imaged stars with the cataloged stars. Least Square based second method utilizes inertial star coordinates to determine satellite attitude and star camera parameters with lens radial distortion, both independent of each other. Camera parameters determined by the second method are more accurate than the first method of camera self calibration. Moreover, unlike most of the attitude determination algorithms where attitude of the satellite depend on the camera calibrating parameters, the second method has the advantage of computing spacecraft attitude independent of camera calibrating parameters except lens distortions (radial). Finally Kalman filter based sequential estimation scheme is employed to filter out the noise of the LS based estimation.

Alternative Formulation of the Discrete Linear Quadratic Regulator (DLQR)

In this paper, an alternative apriori and aposteriori formulation has been derived for the discrete linear quadratic regulator (DLQR) in a manner analogous to that used in the discrete Kalman filter. It has been shown that the formulation seamlessly fits into the available formulation of the DLQR and the equivalent terms in the existing formulation and the proposed formulation have been identified. Thereafter, the significance of this alternative formulation has been interpreted in terms of the sensitivity of the controller performances to any changes in the states or to changes in the control inputs. The implications of this alternative formulation to adaptive controller tuning have also been discussed.

Long Term Dynamics in CO2 Allowance Prices and Carbon Capture Investments

In this paper we analyse the behaviour of the EU market for CO2 emission allowances; specifically, we focus on the contracts maturing in the Kyoto Protocol's second period of application (2008 to 2012). We calibrate the underlying parameters for the allowance price in the long run and we also calibrate those from the Spanish wholesale electricity market. This information is then used to assess the option to install a carbon capture and storage (CCS) unit in a coal-fired power plant. We use a two-dimensional binomial lattice where costs and profits are valued and the optimal investment time is determined. In other words, we study the trigger allowance prices above which it is optimal to install the capture unit immediately. We further analyse the impact of several variables on the critical prices, among them allowance price volatility and a hypothetical government subsidy. We conclude that, at current permit prices, from a financial point of view, immediate installation does not seem justified. This need not be the case, though, if carbon market parameters change dramatically and/or a specific policy to promote these units is adopted.

Optimal guidance of low-thrust interplanetary space vehicles

The low-thrust guidance problem is defined as the minimum terminal variance (MTV) control of a space vehicle subjected to random perturbations of its trajectory. To accomplish this control task, only bounded thrust level and thrust angle deviations are allowed, and these must be calculated based solely on the information gained from noisy, partial observations of the state. In order to establish the validity of various approximations, the problem is first investigated under the idealized conditions of perfect state information and negligible dynamic errors. To check each approximate model, an algorithm is developed to facilitate the computation of the open loop trajectories for the nonlinear bang-bang system. Using the results of this phase in conjunction with the Ornstein-Uhlenbeck process as a model for the random inputs to the system, the MTV guidance problem is reformulated as a stochastic, bang-bang, optimal control problem. Since a complete analytic solution seems to be unattainable, asymptotic solutions are developed by numerical methods. However, it is shown analytically that a Kalman filter in cascade with an appropriate nonlinear MTV controller is an optimal configuration. The resulting system is simulated using the Monte Carlo technique and is compared to other guidance schemes of current interest.

Posicionamento dinâmico utilizando controle a estrutura variável e servovisão.

Neste trabalho é apresentado o desenvolvimento de um sistema de posicionamento dinâmico para uma pequena embarcação baseado em controle a estrutura variável com realimentação por visão computacional. Foram investigadas, na literatura, diversas técnicas desenvolvidas e escolheu-se o controle a estrutura variável devido, principalmente, ao modo de acionamento dos propulsores presentes no barco utilizado para os experimentos. Somando-se a isto, foi considerada importante a robustez que a técnica de controle escolhida apresenta, pois o modelo utilizado conta com incerteza em sua dinâmica. É apresentado ainda o projeto da superfície de deslizamento para realizar o controle a estrutura variável. Como instrumento de medição optou-se por utilizar técnicas de visão computacional em imagens capturadas a partir de uma webcam. A escolha por este tipo de sistema deve-se a alta precisão das medições aliada ao seu baixo custo. São apresentadas simulações e experimentos com controle a estrutura variável em tempo discreto utilizando a integral do erro da posição visando eliminar o erro em regime. Para realizar o controle que demanda o estado completo, são comparados quatro estimadores de estado realizados em tempo discreto: derivador aproximado; observador assintótico com uma frequência de amostragem igual a da câmera; observador assintótico com uma frequência de amostragem maior que a da câmera; e filtro de Kalman.

Real-time marker prediction and CoR estimation in optical motion capture

Optical motion capture systems suffer from marker occlusions resulting in loss of useful information. This paper addresses the problem of real-time joint localisation of legged skeletons in the presence of such missing data. The data is assumed to be labelled 3d marker positions from a motion capture system. An integrated framework is presented which predicts the occluded marker positions using a Variable Turn Model within an Unscented Kalman filter. Inferred information from neighbouring markers is used as observation states; these constraints are efficient, simple, and real-time implementable. This work also takes advantage of the common case that missing markers are still visible to a single camera, by combining predictions with under-determined positions, resulting in more accurate predictions. An Inverse Kinematics technique is then applied ensuring that the bone lengths remain constant over time; the system can thereby maintain a continuous data-flow. The marker and Centre of Rotation (CoR) positions can be calculated with high accuracy even in cases where markers are occluded for a long period of time. Our methodology is tested against some of the most popular methods for marker prediction and the results confirm that our approach outperforms these methods in estimating both marker and CoR positions. © 2012 Springer-Verlag.

Single camera pose estimation using Bayesian filtering and Kinect motion priors

Traditional approaches to upper body pose estimation using monocular vision rely on complex body models and a large variety of geometric constraints. We argue that this is not ideal and somewhat inelegant as it results in large processing burdens, and instead attempt to incorporate these constraints through priors obtained directly from training data. A prior distribution covering the probability of a human pose occurring is used to incorporate likely human poses. This distribution is obtained offline, by fitting a Gaussian mixture model to a large dataset of recorded human body poses, tracked using a Kinect sensor. We combine this prior information with a random walk transition model to obtain an upper body model, suitable for use within a recursive Bayesian filtering framework. Our model can be viewed as a mixture of discrete Ornstein-Uhlenbeck processes, in that states behave as random walks, but drift towards a set of typically observed poses. This model is combined with measurements of the human head and hand positions, using recursive Bayesian estimation to incorporate temporal information. Measurements are obtained using face detection and a simple skin colour hand detector, trained using the detected face. The suggested model is designed with analytical tractability in mind and we show that the pose tracking can be Rao-Blackwellised using the mixture Kalman filter, allowing for computational efficiency while still incorporating bio-mechanical properties of the upper body. In addition, the use of the proposed upper body model allows reliable three-dimensional pose estimates to be obtained indirectly for a number of joints that are often difficult to detect using traditional object recognition strategies. Comparisons with Kinect sensor results and the state of the art in 2D pose estimation highlight the efficacy of the proposed approach.