Converted Measurement Trackers for Systems with Nonlinear Measurement Functions

Converted measurement tracking is a technique that filters in the coordinate system where the underlying process of interest is linear and Gaussian, and requires the measurements to be nonlinearly transformed to fit. The goal of the transformation is to allow for tracking in the coordinate system that is most natural for describing system dynamics. There are two potential issues that arise when performing converted measurement tracking. The first is conversion bias that occurs when the measurement transformation introduces a bias in the expected value of the converted measurement. The second is estimation bias that occurs because the estimate of the converted measurement error covariance is correlated with the measurement noise, leading to a biased Kalman gain. The goal of this research is to develop a new approach to converted measurement tracking that eliminates the conversion bias and mitigates the estimation bias. This new decorrelated unbiased converted measurement (DUCM) approach is developed and applied to numerous tracking problems applicable to sonar and radar systems. The resulting methods are compared to the current state of the art based on their mean square error (MSE) performance, consistency and performance with respect to the posterior Cramer-Rao lower bound

Kalman Filter for Noise Reduction in Aerial Vehicles using Echoic Flow

Echolocation is a natural phenomenon observed in bats that allows them to navigate complex, dim environments with enough precision to capture insects in midair. Echolocation is driven by the underlying process of echoic flow, which can be broken down into a ratio of the distance from a target to the velocity towards it. This ratio produces a parameter τ representing the time to collision, and controlling it allows for highly efficient and consistent movement. When a quadcopter uses echoic flow to descend to a target, measurements from the ultrasonic range sensor exhibit noise. Furthermore, the use of first order derivatives to calculate the echoic flow parameters results in an even greater magnitude of noise. The implementation of an optimal Kalman filter to smooth measurements allows for more accurate and precise tracking, ultimately recreating the high efficiency and consistency of echolocation tracking techniques found in nature. Kalman filter parameters were tested in realistic simulations of the quadcopter's descent. These tests determined an optimal Kalman filter for the system. The Kalman filter's effect on an accurate echoic flow descent was then tested against that of other filtering methods. Of the filtering methods tested, Kalman filtering best allowed the quadcopter to control its echoic flow descent in a precise and consistent manner. In this presentation, the test methodology and results of the various tests are presented.No embargoAcademic Major: Electrical and Computer Engineerin

Review of Unbiased FIR Filters, Smoothers, and Predictors for Polynomial Signals

Extracting an estimate of a slowly varying signal corrupted by noise is a common task. Examples can be found in industrial, scientific and biomedical instrumentation. Depending on the nature of the application the signal estimate is allowed to be a delayed estimate of the original signal or, in the other extreme, no delay is tolerated. These cases are commonly referred to as filtering, prediction, and smoothing depending on the amount of advance or lag between the input data set and the output data set. In this review paper we provide a comprehensive set of design and analysis tools for designing unbiased FIR filters, predictors, and smoothers for slowly varying signals, i.e. signals that can be modeled by low order polynomials. Explicit expressions of parameters needed in practical implementations are given. Real life examples are provided including cases where the method is extended to signals that are piecewise slowly varying. A critical view on recursive implementations of the algorithms is provided

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Robust filtering with randomly varying sensor delay: The finite-horizon case

Copyright [2009] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we consider the robust filtering problem for discrete time-varying systems with delayed sensor measurement subject to norm-bounded parameter uncertainties. The delayed sensor measurement is assumed to be a linear function of a stochastic variable that satisfies the Bernoulli random binary distribution law. An upper bound for the actual covariance of the uncertain stochastic parameter system is derived and used for estimation variance constraints. Such an upper bound is then minimized over the filter parameters for all stochastic sensor delays and admissible deterministic uncertainties. It is shown that the desired filter can be obtained in terms of solutions to two discrete Riccati difference equations of a form suitable for recursive computation in online applications. An illustrative example is presented to show the applicability of the proposed method

Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Ensemble Kalman Filter Assimilation of ERT Data for Numerical Modeling of Seawater Intrusion in a Laboratory Experiment

Seawater intrusion in coastal aquifers is a worldwide problem exacerbated by aquifer overexploitation and climate changes. To limit the deterioration of water quality caused by saline intrusion, research studies are needed to identify and assess the performance of possible countermeasures, e.g., underground barriers. Within this context, numerical models are fundamental to fully understand the process and for evaluating the effectiveness of the proposed solutions to contain the saltwater wedge; on the other hand, they are typically affected by uncertainty on hydrogeological parameters, as well as initial and boundary conditions. Data assimilation methods such as the ensemble Kalman filter (EnKF) represent promising tools that can reduce such uncertainties. Here, we present an application of the EnKF to the numerical modeling of a laboratory experiment where seawater intrusion was reproduced in a specifically designed sandbox and continuously monitored with electrical resistivity tomography (ERT). Combining EnKF and the SUTRA model for the simulation of density-dependent flow and transport in porous media, we assimilated the collected ERT data by means of joint and sequential assimilation approaches. In the joint approach, raw ERT data (electrical resistances) are assimilated to update both salt concentration and soil parameters, without the need for an electrical inversion. In the sequential approach, we assimilated electrical conductivities computed from a previously performed electrical inversion. Within both approaches, we suggest dual-step update strategies to minimize the effects of spurious correlations in parameter estimation. The results show that, in both cases, ERT data assimilation can reduce the uncertainty not only on the system state in terms of salt concentration, but also on the most relevant soil parameters, i.e., saturated hydraulic conductivity and longitudinal dispersivity. However, the sequential approach is more prone to filter inbreeding due to the large number of observations assimilated compared to the ensemble size