Hardware-Based Particle Filter with Evolutionary Resampling Stage

Autonomous systems require, in most of the cases, reasoning and decision-making capabilities. Moreover, the decision process has to occur in real time. Real-time computing means that every situation or event has to have an answer before a temporal deadline. In complex applications, these deadlines are usually in the order of milliseconds or even microseconds if the application is very demanding. In order to comply with these timing requirements, computing tasks have to be performed as fast as possible. The problem arises when computations are no longer simple, but very time-consuming operations. A good example can be found in autonomous navigation systems with visual-tracking submodules where Kalman filtering is the most extended solution. However, in recent years, some interesting new approaches have been developed. Particle filtering, given its more general problem-solving features, has reached an important position in the field. The aim of this thesis is to design, implement and validate a hardware platform that constitutes itself an embedded intelligent system. The proposed system would combine particle filtering and evolutionary computation algorithms to generate intelligent behavior. Traditional approaches to particle filtering or evolutionary computation have been developed in software platforms, including parallel capabilities to some extent. In this work, an additional goal is fully exploiting hardware implementation advantages. By using the computational resources available in a FPGA device, better performance results in terms of computation time are expected. These hardware resources will be in charge of extensive repetitive computations. With this hardware-based implementation, real-time features are also expected.

On-road visual vehicle tracking using Markov chain Monte Carlo with metropolis sampling

In this study, a method for vehicle tracking through video analysis based on Markov chain Monte Carlo (MCMC) particle filtering with metropolis sampling is proposed. The method handles multiple targets with low computational requirements and is, therefore, ideally suited for advanced-driver assistance systems that involve real-time operation. The method exploits the removed perspective domain given by inverse perspective mapping (IPM) to define a fast and efficient likelihood model. Additionally, the method encompasses an interaction model using Markov Random Fields (MRF) that allows treatment of dependencies between the motions of targets. The proposed method is tested in highway sequences and compared to state-of-the-art methods for vehicle tracking, i.e., independent target tracking with Kalman filtering (KF) and joint tracking with particle filtering. The results showed fewer tracking failures using the proposed method.

Sampling strategies for water quality in the Great Lakes /

Mode of access: Internet.

Why do firms invest in consumer advertising with limited sales response? A shareholder perspective

Marketing managers increasingly recognize the need to measure and communicate the impact of their actions on shareholder returns. This study focuses on the shareholder value effects of pharmaceutical direct-to-consumer advertising (DTCA) and direct-to-physician (DTP) marketing efforts. Although DTCA has moderate effects on brand sales and market share, companies invest vast amounts of money in it. Relying on Kalman filtering, the authors develop a methodology to assess the effects from DTCA and DTP on three components of shareholder value: stock return, systematic risk, and idiosyncratic risk. Investors value DTCA positively because it leads to higher stock returns and lower systematic risk. Furthermore, DTCA increases idiosyncratic risk, which does not affect investors who maintain well-diversified portfolios. In contrast, DTP marketing has modest positive effects on stock returns and idiosyncratic risk. The outcomes indicate that evaluations of marketing expenditures should include a consideration of the effects of marketing on multiple stakeholders, not just the sales effects on consumers.

Early marketing matters:a time-varying parameter approach to persistence modeling

Are persistent marketing effects most likely to appear right after the introduction of a product? The authors give an affirmative answer to this question by developing a model that explicitly reports how persistent and transient marketing effects evolve over time. The proposed model provides managers with a valuable tool to evaluate their allocation of marketing expenditures over time. An application of the model to many pharmaceutical products, estimated through (exact initial) Kalman filtering, indicates that both persistent and transient effects occur predominantly immediately after a brand's introduction. Subsequently, the size of the effects declines. The authors theoretically and empirically compare their methodology with methodology based on unit root testing and demonstrate that the need for unit root tests creates difficulties in applying conventional persistence modeling. The authors recommend that marketing models should either accommodate persistent effects that change over time or be applied to mature brands or limited time windows only.

Off-line and on-line affective recognition of a computer user through a biosignal processing approach

Physiological signals, which are controlled by the autonomic nervous system (ANS), could be used to detect the affective state of computer users and therefore find applications in medicine and engineering. The Pupil Diameter (PD) seems to provide a strong indication of the affective state, as found by previous research, but it has not been investigated fully yet. ^ In this study, new approaches based on monitoring and processing the PD signal for off-line and on-line affective assessment ("relaxation" vs. "stress") are proposed. Wavelet denoising and Kalman filtering methods are first used to remove abrupt changes in the raw Pupil Diameter (PD) signal. Then three features (PDmean, PDmax and PDWalsh) are extracted from the preprocessed PD signal for the affective state classification. In order to select more relevant and reliable physiological data for further analysis, two types of data selection methods are applied, which are based on the paired t-test and subject self-evaluation, respectively. In addition, five different kinds of the classifiers are implemented on the selected data, which achieve average accuracies up to 86.43% and 87.20%, respectively. Finally, the receiver operating characteristic (ROC) curve is utilized to investigate the discriminating potential of each individual feature by evaluation of the area under the ROC curve, which reaches values above 0.90. ^ For the on-line affective assessment, a hard threshold is implemented first in order to remove the eye blinks from the PD signal and then a moving average window is utilized to obtain the representative value PDr for every one-second time interval of PD. There are three main steps for the on-line affective assessment algorithm, which are preparation, feature-based decision voting and affective determination. The final results show that the accuracies are 72.30% and 73.55% for the data subsets, which were respectively chosen using two types of data selection methods (paired t-test and subject self-evaluation). ^ In order to further analyze the efficiency of affective recognition through the PD signal, the Galvanic Skin Response (GSR) was also monitored and processed. The highest affective assessment classification rate obtained from GSR processing is only 63.57% (based on the off-line processing algorithm). The overall results confirm that the PD signal should be considered as one of the most powerful physiological signals to involve in future automated real-time affective recognition systems, especially for detecting the "relaxation" vs. "stress" states.^

Uma contribuição para a medição de distorções harmônicas e inter-harmônicas em instalações de geração fotovoltaica

Dissertação (mestrado)— Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Elétrica, 2015.

Estimación de la estructura a plazos de tasas de interés de Colombia utilizando el modelo Diebold, Rudebusch & Aruoba con macrofactores

Se presenta una aproximación a la estructura a plazos de tasas de interés del mercado colombiano a través de dos modelos: Modelo de Diebold, & Li con factores latentes y el modelo de Diebold, Rudebusch & Aruoba con Macrofactores, los cuales fueron estimados utilizando un Filtro de Kalman implementado en MATLAB y posteriormente utilizados para obtener pronósticos de la curva en función del comportamiento esperado de variables macroeconómicas y financieras de la economía local y americana -- La inclusión de los macrofactores se hace esperando mejores proyecciones de la curva, de manera que tener proyecciones de estas variables será de utilidad para conocer el comportamiento futuro de la curva de rendimientos local -- Los modelos se ajustan con datos mensuales, tomando el periodo 2003-2015 y testeado con una porción de esta información; el modelo de factores latentes tiene solo información histórica de la curva cero cupón mientras que en el modelo con macrofactores se consideraron variables como: inflación local 12 meses, CDS 5Y, índice VIX, precios del WTI, TRM, tasa de cambio Euro/Dólar, tasa REPO y tasa FED; obteniendo finalmente dos modelos, siendo el que contiene macrofactores el que tiene mejores indicadores de desempeño en el pronóstico

Off-line and On-line Affective Recognition of a Computer User through A Biosignal Processing Approach

Physiological signals, which are controlled by the autonomic nervous system (ANS), could be used to detect the affective state of computer users and therefore find applications in medicine and engineering. The Pupil Diameter (PD) seems to provide a strong indication of the affective state, as found by previous research, but it has not been investigated fully yet. In this study, new approaches based on monitoring and processing the PD signal for off-line and on-line affective assessment (“relaxation” vs. “stress”) are proposed. Wavelet denoising and Kalman filtering methods are first used to remove abrupt changes in the raw Pupil Diameter (PD) signal. Then three features (PDmean, PDmax and PDWalsh) are extracted from the preprocessed PD signal for the affective state classification. In order to select more relevant and reliable physiological data for further analysis, two types of data selection methods are applied, which are based on the paired t-test and subject self-evaluation, respectively. In addition, five different kinds of the classifiers are implemented on the selected data, which achieve average accuracies up to 86.43% and 87.20%, respectively. Finally, the receiver operating characteristic (ROC) curve is utilized to investigate the discriminating potential of each individual feature by evaluation of the area under the ROC curve, which reaches values above 0.90. For the on-line affective assessment, a hard threshold is implemented first in order to remove the eye blinks from the PD signal and then a moving average window is utilized to obtain the representative value PDr for every one-second time interval of PD. There are three main steps for the on-line affective assessment algorithm, which are preparation, feature-based decision voting and affective determination. The final results show that the accuracies are 72.30% and 73.55% for the data subsets, which were respectively chosen using two types of data selection methods (paired t-test and subject self-evaluation). In order to further analyze the efficiency of affective recognition through the PD signal, the Galvanic Skin Response (GSR) was also monitored and processed. The highest affective assessment classification rate obtained from GSR processing is only 63.57% (based on the off-line processing algorithm). The overall results confirm that the PD signal should be considered as one of the most powerful physiological signals to involve in future automated real-time affective recognition systems, especially for detecting the “relaxation” vs. “stress” states.

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.

Comparative analysis of synchronization algorithms based on PLL, RDFT and Kalman Filter

This paper discusses the main characteristics and presents a comparative analysis of three synchronization algorithms based respectively, on a Phase-Locked Loop, a Kalman Filter and a Discrete Fourier Transform. It will be described the single and three-phase models of the first two methods and the single-phase model of the third one. Details on how to modify the filtering properties or dynamic response of each algorithm will be discussed in terms of their design parameters. In order to compare the different algorithms, these parameters will be set for maximum filter capability. Then, the dynamic response, during input amplitude and frequency deviations will be observed, as well as during the initialization procedure. So, advantages and disadvantages of all considered algorithms will be discussed. ©2007 IEEE.

Estimation of Key Dates and Stages in Rice Crops Using Dual-Polarization SAR Time Series and a Particle Filtering Approach

Information of crop phenology is essential for evaluating crop productivity. In a previous work, we determined phenological stages with remote sensing data using a dynamic system framework and an extended Kalman filter (EKF) approach. In this paper, we demonstrate that the particle filter is a more reliable method to infer any phenological stage compared to the EKF. The improvements achieved with this approach are discussed. In addition, this methodology enables the estimation of key cultivation dates, thus providing a practical product for many applications. The dates of some important stages, as the sowing date and the day when the crop reaches the panicle initiation stage, have been chosen to show the potential of this technique.

Collaborative filtering recommender systems using tag information

Recommender Systems is one of the effective tools to deal with information overload issue. Similar with the explicit rating and other implicit rating behaviours such as purchase behaviour, click streams, and browsing history etc., the tagging information implies user’s important personal interests and preferences information, which can be used to recommend personalized items to users. This paper is to explore how to utilize tagging information to do personalized recommendations. Based on the distinctive three dimensional relationships among users, tags and items, a new user profiling and similarity measure method is proposed. The experiments suggest that the proposed approach is better than the traditional collaborative filtering recommender systems using only rating data.

Automated road pavement marking detection from high resolution aerial images based on Multi-resolution image analysis and anisotropic Gaussian filtering

Road features extraction from remote sensed imagery has been a long-term topic of great interest within the photogrammetry and remote sensing communities for over three decades. The majority of the early work only focused on linear feature detection approaches, with restrictive assumption on image resolution and road appearance. The widely available of high resolution digital aerial images makes it possible to extract sub-road features, e.g. road pavement markings. In this paper, we will focus on the automatic extraction of road lane markings, which are required by various lane-based vehicle applications, such as, autonomous vehicle navigation, and lane departure warning. The proposed approach consists of three phases: i) road centerline extraction from low resolution image, ii) road surface detection in the original image, and iii) pavement marking extraction on the generated road surface. The proposed method was tested on the aerial imagery dataset of the Bruce Highway, Queensland, and the results demonstrate the efficiency of our approach.