Trade-growth relationship in Cuba: estimation using the Kalman filter

Includes bibliography

New methods for the estimation of Takagi-Sugeno model based extended Kalman filter and its applications to optimal control for nonlinear systems

This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use.

Application of the Extended Kalman filter to fuzzy modeling: Algorithms and practical implementation

Modeling phase is fundamental both in the analysis process of a dynamic system and the design of a control system. If this phase is in-line is even more critical and the only information of the system comes from input/output data. Some adaptation algorithms for fuzzy system based on extended Kalman filter are presented in this paper, which allows obtaining accurate models without renounce the computational efficiency that characterizes the Kalman filter, and allows its implementation in-line with the process

Combination of Kalman filter and least error square techniques in power system

An algorithm based on the concept of combining Kalman filter and Least Error Square (LES) techniques is proposed in this paper. The algorithm is intended to estimate signal attributes like amplitude, frequency and phase angle in the online mode. This technique can be used in protection relays, digital AVRs, DGs, DSTATCOMs, FACTS and other power electronics applications. The Kalman filter is modified to operate on a fictitious input signal and provides precise estimation results insensitive to noise and other disturbances. At the same time, the LES system has been arranged to operate in critical transient cases to compensate the delay and inaccuracy identified because of the response of the standard Kalman filter. Practical considerations such as the effect of noise, higher order harmonics, and computational issues of the algorithm are considered and tested in the paper. Several computer simulations and a laboratory test are presented to highlight the usefulness of the proposed method. Simulation results show that the proposed technique can simultaneously estimate the signal attributes, even if it is highly distorted due to the presence of non-linear loads and noise.

Towards improving mission execution for autonomous gliders with an ocean model and Kalman filter

In this paper, we examine the use of a Kalman filter to aid in the mission planning process for autonomous gliders. Given a set of waypoints defining the planned mission and a prediction of the ocean currents from a regional ocean model, we present an approach to determine the best, constant, time interval at which the glider should surface to maintain a prescribed tracking error, and minimizing time on the ocean surface. We assume basic parameters for the execution of a given mission, and provide the results of the Kalman filter mission planning approach. These results are compared with previous executions of the given mission scenario.

A Kalman filter based queue estimation algorithm using time occupancies for motorway on-ramps

The primary objective of this study is to develop a robust queue estimation algorithm for motorway on-ramps. Real-time queue information is the most vital input for a dynamic queue management that can treat long queues on metered on-ramps more sophistically. The proposed algorithm is developed based on the Kalman filter framework. The fundamental conservation model is used to estimate the system state (queue size) with the flow-in and flow-out measurements. This projection results are updated with the measurement equation using the time occupancies from mid-link and link-entrance loop detectors. This study also proposes a novel single point correction method. This method resets the estimated system state to eliminate the counting errors that accumulate over time. In the performance evaluation, the proposed algorithm demonstrated accurate and reliable performances and consistently outperformed the benchmarked Single Occupancy Kalman filter (SOKF) method. The improvements over SOKF are 62% and 63% in average in terms of the estimation accuracy (MAE) and reliability (RMSE), respectively. The benefit of the innovative concepts of the algorithm is well justified by the improved estimation performance in the congested ramp traffic conditions where long queues may significantly compromise the benchmark algorithm’s performance.

Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Localization of a mobile robot based on odometry and natural landmarks using extended kalman filter

SANTANA, André M.; SOUZA, Anderson A. S.; BRITTO, Ricardo S.; ALSINA, Pablo J.; MEDEIROS, Adelardo A. D. Localization of a mobile robot based on odometry and natural landmarks using extended Kalman Filter. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Kalman Filter approaches on crane swing

The purpose of this study is to explore a Kalman Filter approach to estimating swing of crane-suspended loads. Measuring real-time swing is needed to implement swing damping control strategies where crane joints are used to remove energy from a swinging load. The typical solution to measuring swing uses an inertial sensor attached to the hook block. Measured hook block twist is used to resolve the other two sensed body rates into tangential and radial swing. Uncertainty in the twist measurement leads to inaccurate tangential and radial swing calculations and ineffective swing damping. A typical mitigation approach is to bandpass the inertial sensor readings to remove low frequency drift and high frequency noise. The center frequency of the bandpass filter is usually designed to track the load length and the pass band width set to trade off performance with damping loop gain. The Kalman Filter approach developed here allows all swing motions (radial, tangential and twist) to be measured without the use of a bandpass filter. This provides an alternate solution for swing damping control implementation. After developing a Kalman Filter solution for a two-dimensional swing scenario, the three-dimensional system is considered where simplifying assumptions, suggested by the two-dimensional study, are exploited. One of the interesting aspects of the three-dimensional study is the hook block twist model. Unlike the mass-independence of a pendulum's natural frequency, the twist natural frequency depends both on the pendulum length and the load’s mass distribution. The linear Kalman Filter is applied to experimental data demonstrating the ability to extract the individual swing components for complex motions. It should be noted that the three-dimensional simplifying assumptions preclude the ability to measure two "secondary" hook block rotations. The ability to segregate these motions from the primary swing degrees of freedom was illustrated in the two-dimensional study and could be included into the three-dimensional solution if they were found to be important for a particular application.

Localization of a mobile robot based on odometry and natural landmarks using extended kalman filter

SANTANA, André M.; SOUZA, Anderson A. S.; BRITTO, Ricardo S.; ALSINA, Pablo J.; MEDEIROS, Adelardo A. D. Localization of a mobile robot based on odometry and natural landmarks using extended Kalman Filter. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Localization of a mobile robot based on odometry and natural landmarks using extended kalman filter

SANTANA, André M.; SOUZA, Anderson A. S.; BRITTO, Ricardo S.; ALSINA, Pablo J.; MEDEIROS, Adelardo A. D. Localization of a mobile robot based on odometry and natural landmarks using extended Kalman Filter. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Integrating the Utkin observer with the unscented Kalman filter

This paper describes the integration of an Utkin observer with the unscented Kalman filter, investigates the performance of the combined observer, termed the unscented Utkin observer, and compares it with an unscented Kalman filter. Simulation tests are performed using a model of a single link robot arm with a revolute elastic joint rotating in a vertical plane. The results indicate that the unscented Utkin observer outperforms the unscented Kalman filter.

On the Kalman-Bucy filter with specified input

In a recent paper, Vathsal suggested that a new configuration had been obtained for linear filtering problems, which was distinctly different from the Kalman-Bucy filter. It is shown that this in fact is merely a special case of the filter with a specified input.

Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.