967 resultados para Kalman Filters


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Three sediment records of sea surface temperature (SST) are analyzed that originate from distant locations in the North Atlantic, have centennial-to-multicentennial resolution, are based on the same reconstruction method and chronological assumptions, and span the past 15 000 yr. Using recursive least squares techniques, an estimate of the time-dependent North Atlantic SST field over the last 15 kyr is sought that is consistent with both the SST records and a surface ocean circulation model, given estimates of their respective error (co)variances. Under the authors' assumptions about data and model errors, it is found that the 10 degrees C mixed layer isotherm, which approximately traces the modern Subpolar Front, would have moved by ~15 degrees of latitude southward (northward) in the eastern North Atlantic at the onset (termination) of the Younger Dryas cold interval (YD), a result significant at the level of two standard deviations in the isotherm position. In contrast, meridional movements of the isotherm in the Newfoundland basin are estimated to be small and not significant. Thus, the isotherm would have pivoted twice around a region southeast of the Grand Banks, with a southwest-northeast orientation during the warm intervals of the Bolling-Allerod and the Holocene and a more zonal orientation and southerly position during the cold interval of the YD. This study provides an assessment of the significance of similar previous inferences and illustrates the potential of recursive least squares in paleoceanography.

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In this report, we develop an intelligent adaptive neuro-fuzzy controller by using adaptive neuro fuzzy inference system (ANFIS) techniques. We begin by starting with a standard proportional-derivative (PD) controller and use the PD controller data to train the ANFIS system to develop a fuzzy controller. We then propose and validate a method to implement this control strategy on commercial off-the-shelf (COTS) hardware. An analysis is made into the choice of filters for attitude estimation. These choices are limited by the complexity of the filter and the computing ability and memory constraints of the micro-controller. Simplified Kalman filters are found to be good at estimation of attitude given the above constraints. Using model based design techniques, the models are implemented on an embedded system. This enables the deployment of fuzzy controllers on enthusiast-grade controllers. We evaluate the feasibility of the proposed control strategy in a model-in-the-loop simulation. We then propose a rapid prototyping strategy, allowing us to deploy these control algorithms on a system consisting of a combination of an ARM-based microcontroller and two Arduino-based controllers. We then use a combination of the code generation capabilities within MATLAB/Simulink in combination with multiple open-source projects in order to deploy code to an ARM CortexM4 based controller board. We also evaluate this strategy on an ARM-A8 based board, and a much less powerful Arduino based flight controller. We conclude by proving the feasibility of fuzzy controllers on Commercial-off the shelf (COTS) hardware, we also point out the limitations in the current hardware and make suggestions for hardware that we think would be better suited for memory heavy controllers.

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The idea behind the project is to develop a methodology for analyzing and developing techniques for the diagnosis and the prediction of the state of charge and health of lithium-ion batteries for automotive applications. For lithium-ion batteries, residual functionality is measured in terms of state of health; however, this value cannot be directly associated with a measurable value, so it must be estimated. The development of the algorithms is based on the identification of the causes of battery degradation, in order to model and predict the trend. Therefore, models have been developed that are able to predict the electrical, thermal and aging behavior. In addition to the model, it was necessary to develop algorithms capable of monitoring the state of the battery, online and offline. This was possible with the use of algorithms based on Kalman filters, which allow the estimation of the system status in real time. Through machine learning algorithms, which allow offline analysis of battery deterioration using a statistical approach, it is possible to analyze information from the entire fleet of vehicles. Both systems work in synergy in order to achieve the best performance. Validation was performed with laboratory tests on different batteries and under different conditions. The development of the model allowed to reduce the time of the experimental tests. Some specific phenomena were tested in the laboratory, and the other cases were artificially generated.

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This research activity aims at providing a reliable estimation of particular state variables or parameters concerning the dynamics and performance optimization of a MotoGP-class motorcycle, integrating the classical model-based approach with new methodologies involving artificial intelligence. The first topic of the research focuses on the estimation of the thermal behavior of the MotoGP carbon braking system. Numerical tools are developed to assess the instantaneous surface temperature distribution in the motorcycle's front brake discs. Within this application other important brake parameters are identified using Kalman filters, such as the disc convection coefficient and the power distribution in the disc-pads contact region. Subsequently, a physical model of the brake is built to estimate the instantaneous braking torque. However, the results obtained with this approach are highly limited by the knowledge of the friction coefficient (μ) between the disc rotor and the pads. Since the value of μ is a highly nonlinear function of many variables (namely temperature, pressure and angular velocity of the disc), an analytical model for the friction coefficient estimation appears impractical to establish. To overcome this challenge, an innovative hybrid solution is implemented, combining the benefit of artificial intelligence (AI) with classical model-based approach. Indeed, the disc temperature estimated through the thermal model previously implemented is processed by a machine learning algorithm that outputs the actual value of the friction coefficient thus improving the braking torque computation performed by the physical model of the brake. Finally, the last topic of this research activity regards the development of an AI algorithm to estimate the current sideslip angle of the motorcycle's front tire. While a single-track motorcycle kinematic model and IMU accelerometer signals theoretically enable sideslip calculation, the presence of accelerometer noise leads to a significant drift over time. To address this issue, a long short-term memory (LSTM) network is implemented.

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Tesis (Doctor en Ingeniería Eléctrica) UANL, 2011.

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This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

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Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.

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Els sistemes híbrids de navegació integren mesures de posició i velocitat provinents de satèl·lits (GPS) i d’unitats de mesura inercials (IMU).Les dades d’aquests sensors s’han de fusionar i suavitzar, i per a aquest propòsit existeixen diversos algorismes de filtratge, que tracten les dades conjuntament o per separat. En aquest treball s’han codificat en Matlab els algorismes dels filtres de Kalman i IMM, i s’han comparat les seves prestacions en diverses trajectòries d’un vehicle. S’han avaluat quantitativament els errors dels dos filtres, i s’han sintonitzat els seus paràmetres per a minimitzar aquests errors. Amb una correcta sintonia dels filtres, s’ha comprovat que el filtre IMM és superior al filtre de Kalman, tant per maniobres brusques com per maniobres suaus, malgrat que la complexitat i el temps de càlcul requerit són majors.

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A Kalman filter algorithm has been applied to interpret the optical reflectance excursions during vacuum deposition of infrared coatings and multilayer thin-film filters. The application has been described in detail elsewhere and this paper now reports on-line experience for estimating deposition rate and thickness. The estimation proved sufficiently reliable to firstly 'navigate' regular manufacture (as controlled by a skilled operator) and to subsequently reproduce the skill without interpretation or intervention whilst maintaining exemplary product quality. Optical control by means of this Kalman filter application is therefore considered suitable as a basis for the automated manufacture of infrared coatings and multilayer thin-film filters.

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Animal tracking has been addressed by different initiatives over the last two decades. Most of them rely on satellite connectivity on every single node and lack of energy-saving strategies. This paper presents several new contributions on the tracking of dynamic heterogeneous asynchronous networks (primary nodes with GPS and secondary nodes with a kinetic generator) motivated by the animal tracking paradigm with random transmissions. A simple approach based on connectivity and coverage intersection is compared with more sophisticated algorithms based on ad-hoc implementations of distributed Kalman-based filters that integrate measurement information using Consensus principles in order to provide enhanced accuracy. Several simulations varying the coverage range, the random behavior of the kinetic generator (modeled as a Poisson Process) and the periodic activation of GPS are included. In addition, this study is enhanced with HW developments and implementations on commercial off-the-shelf equipment which show the feasibility for performing these proposals on real hardware.

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This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

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A new simple method to design linear-phase finite impulse response (FIR) digital filters, based on the steepest-descent optimization method, is presented in this paper. Starting from the specifications of the desired frequency response and a maximum approximation error a nearly optimum digital filter is obtained. Tests have shown that this method is alternative to other traditional ones such as Frequency Sampling and Parks-McClellan, mainly when other than brick wall frequency response is required as a desired frequency response. (C) 2011 Elsevier Inc. All rights reserved.

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The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.

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Modal filters may be obtained by a properly designed weighted sum of the output signals of an array of sensors distributed on the host structure. Although several research groups have been interested in techniques for designing and implementing modal filters based on a given array of sensors, the effect of the array topology on the effectiveness of the modal filter has received much less attention. In particular, it is known that some parameters, such as size, shape and location of a sensor, are very important in determining the observability of a vibration mode. Hence, this paper presents a methodology for the topological optimization of an array of sensors in order to maximize the effectiveness of a set of selected modal filters. This is done using a genetic algorithm optimization technique for the selection of 12 piezoceramic sensors from an array of 36 piezoceramic sensors regularly distributed on an aluminum plate, which maximize the filtering performance, over a given frequency range, of a set of modal filters, each one aiming to isolate one of the first vibration modes. The vectors of the weighting coefficients for each modal filter are evaluated using QR decomposition of the complex frequency response function matrix. Results show that the array topology is not very important for lower frequencies but it greatly affects the filter effectiveness for higher frequencies. Therefore, it is possible to improve the effectiveness and frequency range of a set of modal filters by optimizing the topology of an array of sensors. Indeed, using 12 properly located piezoceramic sensors bonded on an aluminum plate it is shown that the frequency range of a set of modal filters may be enlarged by 25-50%.

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Porous ceramic samples were prepared from aqueous foam incorporated alumina suspension for application as hot aerosol filtering membrane. The procedure for establishment of membrane features required to maintain a desired flow condition was theoretically described and experimental work was designed to prepare ceramic membranes to meet the predicted criteria. Two best membranes, thus prepared, were selected for permeability tests up to 700 degrees C and their total and fractional collection efficiencies were experimentally evaluated. Reasonably good performance was achieved at room temperature, while at 700 degrees C, increased permeability was obtained with significant reduction in collection efficiency, which was explained by a combination of thermal expansion of the structure and changes in the gas properties. (C) 2008 Elsevier B.V. All rights reserved.