Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Digital-domain self-calibration technique for video-rate pipeline A/D converters using Gaussian white noise

Electronics Letters Vol.38, nº 19

Integer vs. fractional order control of a hexapod robot

This paper studies the performance of integer and fractional order controllers in a hexapod robot with joints at the legs having viscous friction and flexibility. For that objective the robot prescribed motion is characterized in terms of several locomotion variables. The controller performance is analised through the Nyquist stability criterion. A set of model-based experiments reveals the influence of the different controller implementations upon the proposed metrics.

The operation of autonomous mobile robot assistants in the environment of care facilities adopting a user-centered development design

The participation of the Fraunhofer Institute for Manufacturing Engineering and Automation IPA (Stuttgart, Germany) and the companies User Interface Design GmbH (Ludwigsburg, Germany) plus MLR System GmbH (Ludwigsburg, Germany) enabled the research and findings presented in this paper; we would like to namely mention Birgit Graf and Theo Jacobs (Fraunhofer IPA) furthermore Peter Klein and Christiane Hartmann (User Interface Design GmbH).

Navegação de robôs móveis por marcas artificiais em ambientes semi-estruturados

Mestrado em engenharia electrotécnica e de computadores - Área de Especialização de Sistemas Autónomos

New simple digital self-calibration technique for pipeline ADCs using the internal thermal noise

IEEE International Symposium on Circuits and Systems, pp. 232 – 235, Seattle, EUA

Efficient digital self-calibration of video-rate pipeline ADCs using white gaussian noise

Proceedings of IEEE, ISCAS 2003, Vol.I, pp. 877-880

Complementary filter design with three frequency bands: robot attitude estimation

This paper extents the by now classic sensor fusion complementary filter (CF) design, involving two sensors, to the case where three sensors that provide measurements in different bands are available. This paper shows that the use of classical CF techniques to tackle a generic three sensors fusion problem, based solely on their frequency domain characteristics, leads to a minimal realization, stable, sub-optimal solution, denoted as Complementary Filters3 (CF3). Then, a new approach for the estimation problem at hand is used, based on optimal linear Kalman filtering techniques. Moreover, the solution is shown to preserve the complementary property, i.e. the sum of the three transfer functions of the respective sensors add up to one, both in continuous and discrete time domains. This new class of filters are denoted as Complementary Kalman Filters3 (CKF3). The attitude estimation of a mobile robot is addressed, based on data from a rate gyroscope, a digital compass, and odometry. The experimental results obtained are reported.

Robot visual localization through local feature fusion: an evaluation of multiple classifiers combination approaches

In the last decade, local image features have been widely used in robot visual localization. In order to assess image similarity, a strategy exploiting these features compares raw descriptors extracted from the current image with those in the models of places. This paper addresses the ensuing step in this process, where a combining function must be used to aggregate results and assign each place a score. Casting the problem in the multiple classifier systems framework, in this paper we compare several candidate combiners with respect to their performance in the visual localization task. For this evaluation, we selected the most popular methods in the class of non-trained combiners, namely the sum rule and product rule. A deeper insight into the potential of these combiners is provided through a discriminativity analysis involving the algebraic rules and two extensions of these methods: the threshold, as well as the weighted modifications. In addition, a voting method, previously used in robot visual localization, is assessed. Furthermore, we address the process of constructing a model of the environment by describing how the model granularity impacts upon performance. All combiners are tested on a visual localization task, carried out on a public dataset. It is experimentally demonstrated that the sum rule extensions globally achieve the best performance, confirming the general agreement on the robustness of this rule in other classification problems. The voting method, whilst competitive with the product rule in its standard form, is shown to be outperformed by its modified versions.

Vision based context categorization for all-terrain robot

Dissertation presented at the Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa to obtain the Master degree in Electrical and Computer Engineering.

Low cost inertial-based localization system for a service robot

Dissertation presented at Faculty of Sciences and Technology of the New University of Lisbon to attain the Master degree in Electrical and Computer Science Engineering

CALIBRATION AND USE OF AN IN-HOUSE ANTI-MEASLES IgG STANDARD SERUM

For the purpose of research a large quantity of anti-measles IgG working reference serum was needed. A pool of sera from five teenagers was prepared and named Alexandre Herculano (AH). In order to calibrate the AH serum, 18 EIA assays were performed testing in parallel AH and the 2nd International Standard 1990, Anti-Measles Antibody, 66/202 (IS) in a range of dilutions (from 1/50 to 1/25600). A method which compared parallel lines resulting from the graphic representation of the results of laboratory tests was used to estimate the power of AH relative to IS. A computer programme written by one of the authors was used to analyze the data and make potency estimates. Another method of analysis was used, comparing logistic curves relating serum concentrations with optical density by EIA. For that purpose an existing computer programme (WRANL) was used. The potency of AH relative to IS, by either method, was estimated to be 2.4. As IS has 5000 milli international units (mIU) of anti-measles IgG per millilitre (ml), we concluded that AH has 12000 mIU/ml.

Desenvolvimento de um procedimento de Numerical Site Calibration para um Parque Eólico usando Dinâmica de Fluidos Computacional

Esta dissertação descreve o desenvolvimento e avaliação de um procedimento de \Numerical Site Calibration" (NSC) para um Parque Eólico, situado a sul de Portugal, usando Dinâmica de Fluídos Computacional (CFD). O NSC encontra-se baseado no \Site Calibration" (SC), sendo este um método de medição padronizado pela Comissão Electrónica Internacional através da norma IEC 61400. Este método tem a finalidade de quantificar e reduzir os efeitos provocados pelo terreno e por possíveis obstáculos, na medição do desempenho energético das turbinas eólicas. Assim, no SC são realizadas medições em dois pontos, no mastro referência e no local da turbina (mastro temporário). No entanto, em Parques Eólicos já construídos, este método não é aplicável visto ser necessária a instalação de um mastro de medição no local da turbina e, por conseguinte, o procedimento adequado para estas circunstâncias é o NSC. O desenvolvimento deste método é feito por um código CFD, desenvolvido por uma equipa de investigação do Instituto Superior de Engenharia do Porto, designado de WINDIETM, usado extensivamente pela empresa Megajoule Inovação, Lda em aplicações de energia eólica em todo mundo. Este código é uma ferramenta para simulação de escoamentos tridimensionais em terrenos complexos. As simulações do escoamento são realizadas no regime transiente utilizando as equações de Navier-Stokes médias de Reynolds com aproximação de Bussinesq e o modelo de turbulência TKE 1.5. As condições fronteira são provenientes dos resultados de uma simulação realizada com Weather Research and Forecasting, WRF. Estas simulações dividem-se em dois grupos, um dos conjuntos de simulações utiliza o esquema convectivo Upwind e o outro utiliza o esquema convectivo de 4aordem. A análise deste método é realizada a partir da comparação dos dados obtidos nas simulações realizadas no código WINDIETM e a coleta de dados medidos durante o processo SC. Em suma, conclui-se que o WINDIETM e as suas configurações reproduzem bons resultados de calibração, ja que produzem erros globais na ordem de dois pontos percentuais em relação ao SC realizado para o mesmo local em estudo.

Design and Implementation of a Biologically Inspired Flying Robot - An EPS@ISEP 2014 Spring Project

The goal of this EPS@ISEP project proposed in the Spring of 2014 was to develop a flapping wing flying robot. The project was embraced by a multinational team composed of four students from different countries and fields of study. The team designed and implemented a robot inspired by a biplane design, constructed from lightweight materials and battery powered. The prototype, called MyBird, was built with a 250 € budget, reuse existing materials as well as low cost solutions. Although the team's initial idea was to build a light radio controlled robot, time limitations along with setbacks involving the required electrical components led to a light but not radio controlled prototype. The team, from the experience gathered, made a number of future improvement suggestions, namely, the addition of radio control and a camera and the adoption of articulated monoplane design instead of the current biplane design for the wings.

Design and Implementation of a Biologically Inspired Swimming Robot - An EPS@ISEP 2014 Spring Project

This paper presents the development of a fish-like robot called Bro-Fish. Bro-Fish aims to be an educational toy dedicated to teaching mechanics, programming and the physics of floating objects to youngsters. The underlying intention is to awaken the interest of children for technology, especially biomimetic (biologically inspired) approaches, in order to promote sustainability and raise the level of ecological awareness. The main focus of this project was to create a robot with carangiform locomotion and controllable swimming, providing the opportunity to customize parts and experiment with the physics of floating objects. Therefore, the locomotion principles of fishes and mechanisms developed in related projects were analysed. Inspired by this background knowledge, a prototype was designed and implemented. The main achievement is the new tail mechanism that propels the robot. The tail resembles the undulation motion of fish bodies and is actuated in an innovative way, triggered by an elegant movement of a rotating helicoidal. First experimental tests revealed the potential of the proposed methodology to effectively generate forward propulsion.