894 resultados para robust extended kalman filter


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This thesis investigates the problem of estimating the three-dimensional structure of a scene from a sequence of images. Structure information is recovered from images continuously using shading, motion or other visual mechanisms. A Kalman filter represents structure in a dense depth map. With each new image, the filter first updates the current depth map by a minimum variance estimate that best fits the new image data and the previous estimate. Then the structure estimate is predicted for the next time step by a transformation that accounts for relative camera motion. Experimental evaluation shows the significant improvement in quality and computation time that can be achieved using this technique.

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In this paper we evaluate whether the assimilation of remotely-sensed optical data into a marine ecosystem model improves the simulation of biogeochemistry in a shelf sea. A localized Ensemble Kalman filter was used to assimilate weekly diffuse light attenuation coefficient data, Kd(443) from SeaWiFs, into an ecosystem model of the western English Channel. The spatial distributions of (unassimilated) surface chlorophyll from satellite, and a multivariate time series of eighteen biogeochemical and optical variables measured in situ at one long-term monitoring site were used to evaluate the system performance for the year 2006. Assimilation reduced the root mean square error and improved the correlation with the assimilated Kd(443) observations, for both the analysis and, to a lesser extent, the forecast estimates, when compared to the reference model simulation. Improvements in the simulation of (unassimilated) ocean colour chlorophyll were less evident, and in some parts of the Channel the simulation of this data deteriorated. The estimation errors for the (unassimilated) in situ data were reduced for most variables with some exceptions, e.g. dissolved nitrogen. Importantly, the assimilation adjusted the balance of ecosystem processes by shifting the simulated food web towards the microbial loop, thus improving the estimation of some properties, e.g. total particulate carbon. Assimilation of Kd(443) outperformed a comparative chlorophyll assimilation experiment, in both the estimation of ocean colour data and in the simulation of independent in situ data. These results are related to relatively low error in Kd(443) data, and because it is a bulk optical property of marine ecosystems. Assimilation of remotely-sensed optical properties is a promising approach to improve the simulation of biogeochemical and optical variables that are relevant for ecosystem functioning and climate change studies.

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In this paper we present the first decadal reanalysis simulation of the biogeochemistry of the North West European shelf, along with a full evaluation of its skill and value. An error-characterized satellite product for chlorophyll was assimilated into a physical-biogeochemical model of the North East Atlantic, applying a localized Ensemble Kalman filter. The results showed that the reanalysis improved the model predictions of assimilated chlorophyll in 60% of the study region. Model validation metrics showed that the reanalysis had skill in matching a large dataset of in situ observations for ten ecosystem variables. Spearman rank correlations were significant and higher than 0.7 for physical-chemical variables (temperature, salinity, oxygen), ∼0.6 for chlorophyll and nutrients (phosphate, nitrate, silicate), and significant, though lower in value, for partial pressure of dissolved carbon dioxide (∼0.4). The reanalysis captured the magnitude of pH and ammonia observations, but not their variability. The value of the reanalysis for assessing environmental status and variability has been exemplified in two case studies. The first shows that between 340,000-380,000 km2 of shelf bottom waters were oxygen deficient potentially threatening bottom fishes and benthos. The second application confirmed that the shelf is a net sink of atmospheric carbon dioxide, but the total amount of uptake varies between 36-46 Tg C yr−1 at a 90% confidence level. These results indicate that the reanalysis output dataset can inform the management of the North West European shelf ecosystem, in relation to eutrophication, fishery, and variability of the carbon cycle.

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A constrained non-linear, physical model-based, predictive control (NPMPC) strategy is developed for improved plant-wide control of a thermal power plant. The strategy makes use of successive linearisation and recursive state estimation using extended Kalman filtering to obtain a linear state-space model. The linear model and a quadratic programming routine are used to design a constrained long-range predictive controller One special feature is the careful selection of a specific set of plant model parameters for online estimation, to account for time-varying system characteristics resulting from major system disturbances and ageing. These parameters act as nonstationary stochastic states and help to provide sufficient degrees-of-freedom to obtain unbiased estimates of controlled outputs. A 14th order non-linear plant model, simulating the dominant characteristics of a 200 MW oil-fired pou er plant has been used to test the NPMPC algorithm. The control strategy gives impressive simulation results, during large system disturbances and extremely high rate of load changes, right across the operating range. These results compare favourably to those obtained with the state-space GPC method designed under similar conditions.

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We present a multimodal detection and tracking algorithm for sensors composed of a camera mounted between two microphones. Target localization is performed on color-based change detection in the video modality and on time difference of arrival (TDOA) estimation between the two microphones in the audio modality. The TDOA is computed by multiband generalized cross correlation (GCC) analysis. The estimated directions of arrival are then postprocessed using a Riccati Kalman filter. The visual and audio estimates are finally integrated, at the likelihood level, into a particle filter (PF) that uses a zero-order motion model, and a weighted probabilistic data association (WPDA) scheme. We demonstrate that the Kalman filtering (KF) improves the accuracy of the audio source localization and that the WPDA helps to enhance the tracking performance of sensor fusion in reverberant scenarios. The combination of multiband GCC, KF, and WPDA within the particle filtering framework improves the performance of the algorithm in noisy scenarios. We also show how the proposed audiovisual tracker summarizes the observed scene by generating metadata that can be transmitted to other network nodes instead of transmitting the raw images and can be used for very low bit rate communication. Moreover, the generated metadata can also be used to detect and monitor events of interest.

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In this paper, we present an inertial-sensor-based monitoring system for measuring the movement of human upper limbs. Two wearable inertial sensors are placed near the wrist and elbow joints, respectively. The measurement drift in segment orientation is dramatically reduced after a Kalman filter is applied to estimate inclinations using accelerations and turning rates from gyroscopes. Using premeasured lengths of the upper and lower arms, we compute the position of the wrist and elbow joints via a proposed kinematic model. Experimental results demonstrate that this new motion capture system, in comparison to an optical motion tracker, possesses an RMS position error of less than 0.009 m, with a drift of less than 0.005 ms-1 in five daily activities. In addition, the RMS angle error is less than 3??. This indicates that the proposed approach has performed well in terms of accuracy and reliability.

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Voice over IP (VoIP) has experienced a tremendous growth over the last few years and is now widely used among the population and for business purposes. The security of such VoIP systems is often assumed, creating a false sense of privacy. This paper investigates in detail the leakage of information from Skype, a widely used and protected VoIP application. Experiments have shown that isolated phonemes can be classified and given sentences identified. By using the dynamic time warping (DTW) algorithm, frequently used in speech processing, an accuracy of 60% can be reached. The results can be further improved by choosing specific training data and reach an accuracy of 83% under specific conditions. The initial results being speaker dependent, an approach involving the Kalman filter is proposed to extract the kernel of all training signals.

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We propose a complete application capable of tracking multiple objects in an environment monitored by multiple cameras. The system has been specially developed to be applied to sport games, and it has been evaluated in a real association-football stadium. Each target is tracked using a local importance-sampling particle filter in each camera, but the final estimation is made by combining information from the other cameras using a modified unscented Kalman filter algorithm. Multicamera integration enables us to compensate for bad measurements or occlusions in some cameras thanks to the other views it offers. The final algorithm results in a more accurate system with a lower failure rate. (C) 2009 Society of Photo-Optical Instrumentation Engineers. [DOI: 10.1117/1.3114605]

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The privacy of voice over IP (VoIP) systems is achieved by compressing and encrypting the sampled data. This paper investigates in detail the leakage of information from Skype, a widely used VoIP application. In this research, it has been demonstrated by using the dynamic time warping (DTW) algorithm, that sentences can be identified with an accuracy of 60%. The results can be further improved by choosing specific training data. An approach involving the Kalman filter is proposed to extract the kernel of all training signals.

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Knowing exactly where a mobile entity is and monitoring its trajectory in real-time has recently attracted a lot of interests from both academia and industrial communities, due to the large number of applications it enables, nevertheless, it is nowadays one of the most challenging problems from scientific and technological standpoints. In this work we propose a tracking system based on the fusion of position estimations provided by different sources, that are combined together to get a final estimation that aims at providing improved accuracy with respect to those generated by each system individually. In particular, exploiting the availability of a Wireless Sensor Network as an infrastructure, a mobile entity equipped with an inertial system first gets the position estimation using both a Kalman Filter and a fully distributed positioning algorithm (the Enhanced Steepest Descent, we recently proposed), then combines the results using the Simple Convex Combination algorithm. Simulation results clearly show good performance in terms of the final accuracy achieved. Finally, the proposed technique is validated against real data taken from an inertial sensor provided by THALES ITALIA.

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Consolidation consists in scheduling multiple virtual machines onto fewer servers in order to improve resource utilization and to reduce operational costs due to power consumption. However, virtualization technologies do not offer performance isolation, causing applications’ slowdown. In this work, we propose a performance enforcing mechanism, composed of a slowdown estimator, and a interference- and power-aware scheduling algorithm. The slowdown estimator determines, based on noisy slowdown data samples obtained from state-of-the-art slowdown meters, if tasks will complete within their deadlines, invoking the scheduling algorithm if needed. When invoked, the scheduling algorithm builds performance and power aware virtual clusters to successfully execute the tasks. We conduct simulations injecting synthetic jobs which characteristics follow the last version of the Google Cloud tracelogs. The results indicate that our strategy can be efficiently integrated with state-of-the-art slowdown meters to fulfil contracted SLAs in real-world environments, while reducing operational costs in about 12%.

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Trabalho final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

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We present a novel approach of Stereo Visual Odometry for vehicles equipped with calibrated stereo cameras. We combine a dense probabilistic 5D egomotion estimation method with a sparse keypoint based stereo approach to provide high quality estimates of vehicle’s angular and linear velocities. To validate our approach, we perform two sets of experiments with a well known benchmarking dataset. First, we assess the quality of the raw velocity estimates in comparison to classical pose estimation algorithms. Second, we added to our method’s instantaneous velocity estimates a Kalman Filter and compare its performance with a well known open source stereo Visual Odometry library. The presented results compare favorably with state-of-the-art approaches, mainly in the estimation of the angular velocities, where significant improvements are achieved.

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In this work an adaptive modeling and spectral estimation scheme based on a dual Discrete Kalman Filtering (DKF) is proposed for speech enhancement. Both speech and noise signals are modeled by an autoregressive structure which provides an underlying time frame dependency and improves time-frequency resolution. The model parameters are arranged to obtain a combined state-space model and are also used to calculate instantaneous power spectral density estimates. The speech enhancement is performed by a dual discrete Kalman filter that simultaneously gives estimates for the models and the signals. This approach is particularly useful as a pre-processing module for parametric based speech recognition systems that rely on spectral time dependent models. The system performance has been evaluated by a set of human listeners and by spectral distances. In both cases the use of this pre-processing module has led to improved results.

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In this work an adaptive filtering scheme based on a dual Discrete Kalman Filtering (DKF) is proposed for Hidden Markov Model (HMM) based speech synthesis quality enhancement. The objective is to improve signal smoothness across HMMs and their related states and to reduce artifacts due to acoustic model's limitations. Both speech and artifacts are modelled by an autoregressive structure which provides an underlying time frame dependency and improves time-frequency resolution. Themodel parameters are arranged to obtain a combined state-space model and are also used to calculate instantaneous power spectral density estimates. The quality enhancement is performed by a dual discrete Kalman filter that simultaneously gives estimates for the models and the signals. The system's performance has been evaluated using mean opinion score tests and the proposed technique has led to improved results.