Tyre-force estimation by Kalman inverse filtering: applications to off-highway mining trucks

Kalman inverse filtering is used to develop a methodology for real-time estimation of forces acting at the interface between tyre and road on large off-highway mining trucks. The system model formulated is capable of estimating the three components of tyre-force at each wheel of the truck using a practical set of measurements and inputs. Good tracking is obtained by the estimated tyre-forces when compared with those simulated by an ADAMS virtual-truck model. A sensitivity analysis determines the susceptibility of the tyre-force estimates to uncertainties in the truck's parameters.

A modified particle filter for simultaneous robot localization and landmark tracking in an indoor environment

This paper presents the implementation of a modified particle filter for vision-based simultaneous localization and mapping of an autonomous robot in a structured indoor environment. Through this method, artificial landmarks such as multi-coloured cylinders can be tracked with a camera mounted on the robot, and the position of the robot can be estimated at the same time. Experimental results in simulation and in real environments show that this approach has advantages over the extended Kalman filter with ambiguous data association and various levels of odometric noise.

Bayesian regression filter and the issue of priors

We propose a Bayesian framework for regression problems, which covers areas which are usually dealt with by function approximation. An online learning algorithm is derived which solves regression problems with a Kalman filter. Its solution always improves with increasing model complexity, without the risk of over-fitting. In the infinite dimension limit it approaches the true Bayesian posterior. The issues of prior selection and over-fitting are also discussed, showing that some of the commonly held beliefs are misleading. The practical implementation is summarised. Simulations using 13 popular publicly available data sets are used to demonstrate the method and highlight important issues concerning the choice of priors.

Towards sea surface pollution detection from visible band images

This paper presents a novel approach to water pollution detection from remotely sensed low-platform mounted visible band camera images. We examine the feasibility of unsupervised segmentation for slick (oily spills on the water surface) region labelling. Adaptive and non adaptive filtering is combined with density modeling of the obtained textural features. A particular effort is concentrated on the textural feature extraction from raw intensity images using filter banks and adaptive feature extraction from the obtained output coefficients. Segmentation in the extracted feature space is achieved using Gaussian mixture models (GMM).

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Simultaneous interrogation of fiber Bragg grating sensors using an acoustooptic tunable filter

We describe a novel technique to provide demultiplexing of fiber Bragg grating sensors, interrogated using interferometric wavelength shift detection. Amplitude modulation of multiple radio frequency driving signals allows an acoustooptic tunable filter to provide wavelength demultiplexing. We demonstrated a noise limited strain resolution of 150 nanostrain/v(Hz) and a crosstalk better than -50 dB.

Fast and widely tunable Bragg grating reflection filter

A fiber Bragg grating filter device linearly tunable over 45 nm is presented. The device has a maximum tuning speed of 19 nm/ms with a wavelength setting time below 1.5 ms.

Portfolio diversification and filter rule profits

Previously, it has been shown that the profits from a simple market timing trading rule applied to a portfolio of shares can be affected by the inter-relationships between the returns of the component securities. In this short letter, the results from applying a more sophisticated 'filter' rule to the same data are reported. Unlike the simple trading rule, the filter rule does produce some evidence of economic profits.

Local shell-side coefficients in shell and tube exchanges the use of a mass transfer technique

A diffusion-controlled electrochemical mass transfer technique has been employed in making local measurements of shell-side coefficients in segmentally baffled shell and tube heat exchangers. Corresponding heat transfer data are predicted through the Chilton and Colburn heat and mass transfer analogy. Mass transfer coefficients were measured for baffle spacing lengths of individual tubes in an internal baffle compartment. Shell-side pressure measurements were also made. Baffle compartment average coefficients derived from individual tube coefficients are shown to be in good agreement with reported experimental bundle average heat transfer data for a heat exchanger model of similar geometry. Mass transfer coefficients of individual tubes compare favourably with those obtained previously by another mass transfer technique. Experimental data are reported for a variety of segmental baffle configurations over the shell-side Reynolds number range 100 to 42 000. Baffles with zero clearances were studied at three baffle cuts and two baffle spacings. Baffle geometry is shown to have a large effect on the distribution of tube coefficients within the baffle compartment. Fluid "jetting" is identified with some baffle configurations. No simple characteristic velocity is found to correlate zonal or baffle compartment average mass transfer data for the effect of both baffle cut and baffle spacing. Experiments with baffle clearances typical of commercial heat exchangers are also reported. The effect of leakage streams associated with these baffles is identified. Investigations were extended to double segmental baffles for which no data had previously been published. The similarity in the shell-side characteristics of this baffle arrangement and two parallel single segmental baffle arrangements is demonstrated. A general relationship between the shell-side mass transfer performance and pressure drop was indicated by the data for all the baffle configurations examined.

Pulse tail suppression in laser diode output by tunable notch filter

Efficient suppression of relaxation oscillations in the output signal from an overdriven gain-switched laser diode was demonstrated. Several quantum-well distributed feedback laser diodes from different manufacturers were used for experimental analysis. A five-fold increase in the peak power was achieved for the tail-free operation. It was found that spectral filtering removed the nonlinearly chirped components resulting in pulse shortening by a factor of three.

Bidirectional nonreciprocal wavelength-interleaving coherent fiber transversal filter

A bidirectional nonreciprocal wavelength-interleaving filter based on an optically coherent high birefringence fiber transversal filter structure is demonstrated. Stable, low loss, low dispersion, and high isolation operation is demonstrated with reconfigurable transfer characteristics for interleaved channel spacing of 0.8 nm.

Statnote 15: the non-parametric correlation coefficients

If in a correlation test, one or both variables are small whole numbers, scores based on a limited scale, or percentages, a non-parametric correlation coefficient should be considered as an alternative to Pearson’s ‘r’. Kendall’s t and Spearman’s rs are similar tests but the former should be considered if the analysis is to be extended to include partial correlations. If the data contain many tied values, then gamma should be considered as a suitable test.