Practical stability of approximating discrete-time filters with respect to model mismatch using relative entropy concepts

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Using local consistency assumption, the practical stability established is in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Significantly, these practical stability results do not require the approximating model to be of the same model type as the true system. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

Relative entropy rate based design for linear hybrid system models

Hybrid system representations have been applied to many challenging modeling situations. In these hybrid system representations, a mixture of continuous and discrete states is used to capture the dominating behavioural features of a nonlinear, possible uncertain, model under approximation. Unfortunately, the problem of how to best design a suitable hybrid system model has not yet been fully addressed. This paper proposes a new joint state measurement relative entropy rate based approach for this design purpose. Design examples and simulation studies are presented which highlight the benefits of our proposed design approaches.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

See-and-avoid quadcopter using fuzzy control optimized by cross-entropy

In this work we present an optimized fuzzy visual servoing system for obstacle avoidance using an unmanned aerial vehicle. The cross-entropy theory is used to optimise the gains of our controllers. The optimization process was made using the ROS-Gazebo 3D simulation with purposeful extensions developed for our experiments. Visual servoing is achieved through an image processing front-end that uses the Camshift algorithm to detect and track objects in the scene. Experimental flight trials using a small quadrotor were performed to validate the parameters estimated from simulation. The integration of cross- entropy methods is a straightforward way to estimate optimal gains achieving excellent results when tested in real flights.

HMM triangle relative entropy concepts in sequential change detection applied to vision-based dim target manoeuvre detection

The quick detection of abrupt (unknown) parameter changes in an observed hidden Markov model (HMM) is important in several applications. Motivated by the recent application of relative entropy concepts in the robust sequential change detection problem (and the related model selection problem), this paper proposes a sequential unknown change detection algorithm based on a relative entropy based HMM parameter estimator. Our proposed approach is able to overcome the lack of knowledge of post-change parameters, and is illustrated to have similar performance to the popular cumulative sum (CUSUM) algorithm (which requires knowledge of the post-change parameter values) when examined, on both simulated and real data, in a vision-based aircraft manoeuvre detection problem.

Relative entropy rate based model selection for linear hybrid system filters of uncertain nonlinear systems

Hybrid system representations have been exploited in a number of challenging modelling situations, including situations where the original nonlinear dynamics are too complex (or too imprecisely known) to be directly filtered. Unfortunately, the question of how to best design suitable hybrid system models has not yet been fully addressed, particularly in the situations involving model uncertainty. This paper proposes a novel joint state-measurement relative entropy rate based approach for design of hybrid system filters in the presence of (parameterised) model uncertainty. We also present a design approach suitable for suboptimal hybrid system filters. The benefits of our proposed approaches are illustrated through design examples and simulation studies.

Cross-entropy optimization for scaling factors of a fuzzy controller : a see-and-avoid approach for unmanned aerial systems

The Cross-Entropy (CE) is an efficient method for the estimation of rare-event probabilities and combinatorial optimization. This work presents a novel approach of the CE for optimization of a Soft-Computing controller. A Fuzzy controller was designed to command an unmanned aerial system (UAS) for avoiding collision task. The only sensor used to accomplish this task was a forward camera. The CE is used to reach a near-optimal controller by modifying the scaling factors of the controller inputs. The optimization was realized using the ROS-Gazebo simulation system. In order to evaluate the optimization a big amount of tests were carried out with a real quadcopter.

Hierarchical multiscale model for biomechanics analysis of microfilament networks

The mechanisms of force generation and transference via microfilament networks are crucial to the understandings of mechanobiology of cellular processes in living cells. However, there exists an enormous challenge for all-atom physics simulation of real size microfilament networks due to scale limitation of molecular simulation techniques. Following biophysical investigations of constitutive relations between adjacent globular actin monomers on filamentous actin, a hierarchical multiscale model was developed to investigate the biomechanical properties of microfilament networks. This model was validated by previous experimental studies of axial tension and transverse vibration of single F-actin. The biomechanics of microfilament networks can be investigated at the scale of real eukaryotic cell size (10 μm). This multiscale approach provides a powerful modeling tool which can contribute to the understandings of actin-related cellular processes in living cells.

Refined plastic hinge analysis of steel frame structures comprising non-compact sections : II : verification

Application of "advanced analysis" methods suitable for non-linear analysis and design of steel frame structures permits direct and accurate determination of ultimate system strengths, without resort to simplified elastic methods of analysis and semi-empirical specification equations. However, the application of advanced analysis methods has previously been restricted to steel frames comprising only compact sections that are not influenced by the effects of local buckling. A refined plastic hinge method suitable for practical advanced analysis of steel frame structures comprising non-compact sections is presented in a companion paper. The method implicitly accounts for the effects of gradual cross-sectional yielding, longitudinal spread of plasticity, initial geometric imperfections, residual stresses, and local buckling. The accuracy and precision of the method for the analysis of steel frames comprising non-compact sections is established in this paper by comparison with a comprehensive range of analytical benchmark frame solutions. The refined plastic hinge method is shown to be more accurate and precise than the conventional individual member design methods based on elastic analysis and specification equations.

Assessment of traffic noise level before and after freeway widening using traffic microsimulation and a refined classic noise prediction method

In this paper, a refined classic noise prediction method based on the VISSIM and FHWA noise prediction model is formulated to analyze the sound level contributed by traffic on the Nanjing Lukou airport connecting freeway before and after widening. The aim of this research is to (i) assess the traffic noise impact on the Nanjing University of Aeronautics and Astronautics (NUAA) campus before and after freeway widening, (ii) compare the prediction results with field data to test the accuracy of this method, (iii) analyze the relationship between traffic characteristics and sound level. The results indicate that the mean difference between model predictions and field measurements is acceptable. The traffic composition impact study indicates that buses (including mid-sizedtrucks) and heavy goods vehicles contribute a significant proportion of total noise power despite their low traffic volume. In addition, speed analysis offers an explanation for the minor differences in noise level across time periods. Future work will aim at reducing model error, by focusing on noise barrier analysis using the FEM/BEM method and modifying the vehicle noise emission equation by conducting field experimentation.