Probabilistic sonar scan matching for an AUV

This paper proposes MSISpIC, a probabilistic sonar scan matching algorithm for the localization of an autonomous underwater vehicle (AUV). The technique uses range scans gathered with a Mechanical Scanning Imaging Sonar (MSIS), the robot displacement estimated through dead-reckoning using a Doppler velocity log (DVL) and a motion reference unit (MRU). The proposed method is an extension of the pIC algorithm. An extended Kalman filter (EKF) is used to estimate the robot-path during the scan in order to reference all the range and bearing measurements as well as their uncertainty to a scan fixed frame before registering. The major contribution consists of experimentally proving that probabilistic sonar scan matching techniques have the potential to improve the DVL-based navigation. The algorithm has been tested on an AUV guided along a 600 m path within an abandoned marina underwater environment with satisfactory results

Dam wall detection and tracking using a Mechanically Scanned Imaging Sonar

In dam inspection tasks, an underwater robot has to grab images while surveying the wall meanwhile maintaining a certain distance and relative orientation. This paper proposes the use of an MSIS (mechanically scanned imaging sonar) for relative positioning of a robot with respect to the wall. An imaging sonar gathers polar image scans from which depth images (range & bearing) are generated. Depth scans are first processed to extract a line corresponding to the wall (with the Hough transform), which is then tracked by means of an EKF (Extended Kalman Filter) using a static motion model and an implicit measurement equation associating the sensed points to the candidate line. The line estimate is referenced to the robot fixed frame and represented in polar coordinates (rho&thetas) which directly corresponds to the actual distance and relative orientation of the robot with respect to the wall. The proposed system has been tested in simulation as well as in water tank conditions

Underwater SLAM in a marina environment

This paper describes a navigation system for autonomous underwater vehicles (AUVs) in partially structured environments, such as dams, harbors, marinas or marine platforms. A mechanical scanning imaging sonar is used to obtain information about the location of planar structures present in such environments. A modified version of the Hough transform has been developed to extract line features, together with their uncertainty, from the continuous sonar dataflow. The information obtained is incorporated into a feature-based SLAM algorithm running an Extended Kalman Filter (EKF). Simultaneously, the AUV's position estimate is provided to the feature extraction algorithm to correct the distortions that the vehicle motion produces in the acoustic images. Experiments carried out in a marina located in the Costa Brava (Spain) with the Ictineu AUV show the viability of the proposed approach

Visual SLAM for 3D large-scale seabed acquisition employing underwater vehicles

This paper presents a novel technique to align partial 3D reconstructions of the seabed acquired by a stereo camera mounted on an autonomous underwater vehicle. Vehicle localization and seabed mapping is performed simultaneously by means of an Extended Kalman Filter. Passive landmarks are detected on the images and characterized considering 2D and 3D features. Landmarks are re-observed while the robot is navigating and data association becomes easier but robust. Once the survey is completed, vehicle trajectory is smoothed by a Rauch-Tung-Striebel filter obtaining an even better alignment of the 3D views and yet a large-scale acquisition of the seabed

Visual SLAM for underwater vehicles using video velocity log and natural landmarks

A visual SLAM system has been implemented and optimised for real-time deployment on an AUV equipped with calibrated stereo cameras. The system incorporates a novel approach to landmark description in which landmarks are local sub maps that consist of a cloud of 3D points and their associated SIFT/SURF descriptors. Landmarks are also sparsely distributed which simplifies and accelerates data association and map updates. In addition to landmark-based localisation the system utilises visual odometry to estimate the pose of the vehicle in 6 degrees of freedom by identifying temporal matches between consecutive local sub maps and computing the motion. Both the extended Kalman filter and unscented Kalman filter have been considered for filtering the observations. The output of the filter is also smoothed using the Rauch-Tung-Striebel (RTS) method to obtain a better alignment of the sequence of local sub maps and to deliver a large-scale 3D acquisition of the surveyed area. Synthetic experiments have been performed using a simulation environment in which ray tracing is used to generate synthetic images for the stereo system

Contribució al posicionament dinàmic de robots mòbils per mitjà d'un sistema làser

Aquesta tesi tracta el problema del posicionament de robots mòbils quan, en el decurs del moviment, es realitzen mesures angulars relatives al robot de l'orientació de la recta entre un dels seus punts i punts de l'entorn de posició coneguda. Es considera que les mesures angulars són fetes per un sensor làser giratori que detecta diferents reflectors catadiòptrics fixos. La contribució principal és el desenvolupament d'un algorisme dinàmic, basat en un filtre de Kalman estès (EKF), que estima a cada instant de temps l'estat format pels angles associats als reflectors. La simulació hodomètrica dels angles entre mesures directes del sensor làser garanteix l'ús consistent i continuat dels mètodes de triangulació per a determinar la posició i l'orientació del robot. Inclou simulacions informàtiques i experiments per a validar la precisió del mètode de posicionament proposat. En l'experimentació s'utilitza un robot mòbil omnidireccional amb tres rodes de lliscament direccional de corrons esfèrics.

Suboptimal system recovery from communication loss in a multi-robot localization scenario using EKF algorithms

This paper describes a multi-robot localization scenario where, for a period of time, the robot team loses communication with one of the robots due to system error. In this novel approach, extended Kalman filter (EKF) algorithms utilize relative measurements to localize the robots in space. These measurements are used to reliably compensate "dead-com" periods were no information can be exchanged between the members of the robot group.

A concept of approximated densities for efficient nonlinear estimation

This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). The most common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to constraints. Thus, the densities created are of an exponential type and depend on a finite number of parameters. The filtering yields recursive equations involving these parameters. The update applies the Bayes theorem. Through simulation on a generic exponential model, the proposed nonlinear filter is implemented and the results prove to be superior to that of the extended Kalman filter and a class of nonlinear filters based on partitioning algorithms.

Dynamic data reconciliation for sequential modular simulators

In this paper the implementation of dynamic data reconciliation techniques for sequential modular models is described. The paper is organised as follows. First, an introduction to dynamic data reconciliation is given. Then, the online use of rigorous process models is introduced. The sequential modular approach to dynamic simulation is briefly discussed followed by a short review of the extended Kalman filter. The second section describes how the modules are implemented. A simulation case study and its results are also presented.

A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

Modelo Nelson-Siegel dinâmico da estrutura a termo da taxa de juros com fatores exógenos macroeconômicos: uma aplicação ao mercado brasileiro

A tradicional representação da estrutura a termo das taxas de juros em três fatores latentes (nível, inclinação e curvatura) teve sua formulação original desenvolvida por Charles R. Nelson e Andrew F. Siegel em 1987. Desde então, diversas aplicações vêm sendo desenvolvidas por acadêmicos e profissionais de mercado tendo como base esta classe de modelos, sobretudo com a intenção de antecipar movimentos nas curvas de juros. Ao mesmo tempo, estudos recentes como os de Diebold, Piazzesi e Rudebusch (2010), Diebold, Rudebusch e Aruoba (2006), Pooter, Ravazallo e van Dijk (2010) e Li, Niu e Zeng (2012) sugerem que a incorporação de informação macroeconômica aos modelos da ETTJ pode proporcionar um maior poder preditivo. Neste trabalho, a versão dinâmica do modelo Nelson-Siegel, conforme proposta por Diebold e Li (2006), foi comparada a um modelo análogo, em que são incluídas variáveis exógenas macroeconômicas. Em paralelo, foram testados dois métodos diferentes para a estimação dos parâmetros: a tradicional abordagem em dois passos (Two-Step DNS), e a estimação com o Filtro de Kalman Estendido, que permite que os parâmetros sejam estimados recursivamente, a cada vez que uma nova informação é adicionada ao sistema. Em relação aos modelos testados, os resultados encontrados mostram-se pouco conclusivos, apontando uma melhora apenas marginal nas estimativas dentro e fora da amostra quando as variáveis exógenas são incluídas. Já a utilização do Filtro de Kalman Estendido mostrou resultados mais consistentes quando comparados ao método em dois passos para praticamente todos os horizontes de tempo estudados.

Real-Time Visual SLAM Using Pre - Existing Floor Lines as Landmarks and a Single Camera

SANTANA, André M.; SANTIAGO, Gutemberg S.; MEDEIROS, Adelardo A. D. Real-Time Visual SLAM Using Pre-Existing Floor Lines as Landmarks and a Single Camera. In: CONGRESSO BRASILEIRO DE AUTOMÁTICA, 2008, Juiz de Fora, MG. Anais... Juiz de Fora: CBA, 2008.

Sistema de detecção e isolamento de falhas em sistemas dinâmicos baseado em identificação paramétrica

The present research aims at contributing to the area of detection and diagnosis of failure through the proposal of a new system architecture of detection and isolation of failures (FDI, Fault Detection and Isolation). The proposed architecture presents innovations related to the way the physical values monitored are linked to the FDI system and, as a consequence, the way the failures are detected, isolated and classified. A search for mathematical tools able to satisfy the objectives of the proposed architecture has pointed at the use of the Kalman Filter and its derivatives EKF (Extended Kalman Filter) and UKF (Unscented Kalman Filter). The use of the first one is efficient when the monitored process presents a linear relation among its physical values to be monitored and its out-put. The other two are proficient in case this dynamics is no-linear. After that, a short comparative of features and abilities in the context of failure detection concludes that the UFK system is a better alternative than the EKF one to compose the architecture of the FDI system proposed in case of processes of no-linear dynamics. The results shown in the end of the research refer to the linear and no-linear industrial processes. The efficiency of the proposed architecture may be observed since it has been applied to simulated and real processes. To conclude, the contributions of this thesis are found in the end of the text

Localização e mapeamento simultâneos de ambientes planos usando visão monocular e representação híbrida do ambiente

The goal of this work is to propose a SLAM (Simultaneous Localization and Mapping) solution based on Extended Kalman Filter (EKF) in order to make possible a robot navigates along the environment using information from odometry and pre-existing lines on the floor. Initially, a segmentation step is necessary to classify parts of the image in floor or non floor . Then the image processing identifies floor lines and the parameters of these lines are mapped to world using a homography matrix. Finally, the identified lines are used in SLAM as landmarks in order to build a feature map. In parallel, using the corrected robot pose, the uncertainty about the pose and also the part non floor of the image, it is possible to build an occupancy grid map and generate a metric map with the obstacle s description. A greater autonomy for the robot is attained by using the two types of obtained map (the metric map and the features map). Thus, it is possible to run path planning tasks in parallel with localization and mapping. Practical results are presented to validate the proposal

Localização e planejamento de caminhos para um robô humanóide e um robô escravo com rodas

This work presents the localization and path planning systems for two robots: a non-instrumented humanoid and a slave wheeled robot. The localization of wheeled robot is made using odometry information and landmark detection. These informations are fused using a Extended Kalman Filter. The relative position of humanoid is acquired fusing (using another Kalman Filter) the wheeled robot pose with the characteristics of the landmark on the back of humanoid. Knowing the wheeled robot position and the humanoid relative position in relation to it, we acquired the absolute position of humanoid. The path planning system was developed to provide the cooperative movement of the two robots,incorporating the visibility restrictions of the robotic system