394 research outputs found
Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond
Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity
Approximate Gaussian Conjugacy: Parametric Recursive Filtering Under Nonlinearity, Multimodal, Uncertainty, and Constraint, and Beyond
This is a post-peer-review, pre-copyedit version of an article published in Frontiers of Information Technology & Electronic Engineering. The final authenticated version is available online at: https://doi.org/10.1631/FITEE.1700379Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity
New Approach of Indoor and Outdoor Localization Systems
Accurate determination of the mobile position constitutes the basis of many new applications. This book provides a detailed account of wireless systems for positioning, signal processing, radio localization techniques (Time Difference Of Arrival), performances evaluation, and localization applications. The first section is dedicated to Satellite systems for positioning like GPS, GNSS. The second section addresses the localization applications using the wireless sensor networks. Some techniques are introduced for localization systems, especially for indoor positioning, such as Ultra Wide Band (UWB), WIFI. The last section is dedicated to Coupled GPS and other sensors. Some results of simulations, implementation and tests are given to help readers grasp the presented techniques. This is an ideal book for students, PhD students, academics and engineers in the field of Communication, localization & Signal Processing, especially in indoor and outdoor localization domains
Robust GNSS Carrier Phase-based Position and Attitude Estimation Theory and Applications
Mención Internacional en el título de doctorNavigation information is an essential element for the functioning of robotic platforms and
intelligent transportation systems. Among the existing technologies, Global Navigation Satellite
Systems (GNSS) have established as the cornerstone for outdoor navigation, allowing for
all-weather, all-time positioning and timing at a worldwide scale. GNSS is the generic term
for referring to a constellation of satellites which transmit radio signals used primarily for
ranging information. Therefore, the successful operation and deployment of prospective
autonomous systems is subject to our capabilities to support GNSS in the provision of
robust and precise navigational estimates.
GNSS signals enable two types of ranging observations: –code pseudorange, which is a
measure of the time difference between the signal’s emission and reception at the satellite
and receiver, respectively, scaled by the speed of light; –carrier phase pseudorange, which
measures the beat of the carrier signal and the number of accumulated full carrier cycles.
While code pseudoranges provides an unambiguous measure of the distance between satellites
and receiver, with a dm-level precision when disregarding atmospheric delays and clock offsets,
carrier phase measurements present a much higher precision, at the cost of being ambiguous by
an unknown number of integer cycles, commonly denoted as ambiguities. Thus, the maximum
potential of GNSS, in terms of navigational precision, can be reach by the use of carrier phase
observations which, in turn, lead to complicated estimation problems.
This thesis deals with the estimation theory behind the provision of carrier phase-based
precise navigation for vehicles traversing scenarios with harsh signal propagation conditions.
Contributions to such a broad topic are made in three directions. First, the ultimate positioning
performance is addressed, by proposing lower bounds on the signal processing realized at the
receiver level and for the mixed real- and integer-valued problem related to carrier phase-based
positioning. Second, multi-antenna configurations are considered for the computation of a
vehicle’s orientation, introducing a new model for the joint position and attitude estimation
problems and proposing new deterministic and recursive estimators based on Lie Theory.
Finally, the framework of robust statistics is explored to propose new solutions to code- and
carrier phase-based navigation, able to deal with outlying impulsive noises.La información de navegación es un elemental fundamental para el funcionamiento de sistemas
de transporte inteligentes y plataformas robóticas. Entre las tecnologías existentes, los
Sistemas Globales de Navegación por Satélite (GNSS) se han consolidado como la piedra
angular para la navegación en exteriores, dando acceso a localización y sincronización temporal
a una escala global, irrespectivamente de la condición meteorológica. GNSS es el término
genérico que define una constelación de satélites que transmiten señales de radio, usadas
primordinalmente para proporcionar información de distancia. Por lo tanto, la operatibilidad y
funcionamiento de los futuros sistemas autónomos pende de nuestra capacidad para explotar
GNSS y estimar soluciones de navegación robustas y precisas.
Las señales GNSS permiten dos tipos de observaciones de alcance: –pseudorangos de
código, que miden el tiempo transcurrido entre la emisión de las señales en los satélites y su
acquisición en la tierra por parte de un receptor; –pseudorangos de fase de portadora, que
miden la fase de la onda sinusoide que portan dichas señales y el número acumulado de ciclos
completos. Los pseudorangos de código proporcionan una medida inequívoca de la distancia
entre los satélites y el receptor, con una precisión de decímetros cuando no se tienen en
cuenta los retrasos atmosféricos y los desfases del reloj. En contraposición, las observaciones
de la portadora son super precisas, alcanzando el milímetro de exactidud, a expensas de ser
ambiguas por un número entero y desconocido de ciclos. Por ende, el alcanzar la máxima
precisión con GNSS queda condicionado al uso de las medidas de fase de la portadora, lo
cual implica unos problemas de estimación de elevada complejidad.
Esta tesis versa sobre la teoría de estimación relacionada con la provisión de navegación
precisa basada en la fase de la portadora, especialmente para vehículos que transitan escenarios
donde las señales no se propagan fácilmente, como es el caso de las ciudades. Para ello,
primero se aborda la máxima efectividad del problema de localización, proponiendo cotas
inferiores para el procesamiento de la señal en el receptor y para el problema de estimación
mixto (es decir, cuando las incógnitas pertenecen al espacio de números reales y enteros). En
segundo lugar, se consideran las configuraciones multiantena para el cálculo de la orientación de un vehículo, presentando un nuevo modelo para la estimación conjunta de posición y
rumbo, y proponiendo estimadores deterministas y recursivos basados en la teoría de Lie. Por
último, se explora el marco de la estadística robusta para proporcionar nuevas soluciones de
navegación precisa, capaces de hacer frente a los ruidos atípicos.Programa de Doctorado en Ciencia y Tecnología Informática por la Universidad Carlos III de MadridPresidente: José Manuel Molina López.- Secretario: Giorgi Gabriele.- Vocal: Fabio Dovi
Cognitive radar network design and applications
PhD ThesisIn recent years, several emerging technologies in modern radar system
design are attracting the attention of radar researchers and practitioners
alike, noteworthy among which are multiple-input multiple-output
(MIMO), ultra wideband (UWB) and joint communication-radar technologies.
This thesis, in particular focuses upon a cognitive approach
to design these modern radars. In the existing literature, these technologies
have been implemented on a traditional platform in which the
transmitter and receiver subsystems are discrete and do not exchange
vital radar scene information. Although such radar architectures benefit
from these mentioned technological advances, their performance remains
sub-optimal due to the lack of exchange of dynamic radar scene
information between the subsystems. Consequently, such systems are
not capable to adapt their operational parameters “on the fly”, which
is in accordance with the dynamic radar environment. This thesis explores
the research gap of evaluating cognitive mechanisms, which could
enable modern radars to adapt their operational parameters like waveform,
power and spectrum by continually learning about the radar scene
through constant interactions with the environment and exchanging this
information between the radar transmitter and receiver. The cognitive
feedback between the receiver and transmitter subsystems is the facilitator
of intelligence for this type of architecture.
In this thesis, the cognitive architecture is fused together with modern
radar systems like MIMO, UWB and joint communication-radar designs
to achieve significant performance improvement in terms of target parameter
extraction. Specifically, in the context of MIMO radar, a novel
cognitive waveform optimization approach has been developed which facilitates
enhanced target signature extraction. In terms of UWB radar
system design, a novel cognitive illumination and target tracking algorithm
for target parameter extraction in indoor scenarios has been developed.
A cognitive system architecture and waveform design algorithm
has been proposed for joint communication-radar systems. This thesis
also explores the development of cognitive dynamic systems that allows
the fusion of cognitive radar and cognitive radio paradigms for optimal
resources allocation in wireless networks. In summary, the thesis provides
a theoretical framework for implementing cognitive mechanisms in
modern radar system design. Through such a novel approach, intelligent
illumination strategies could be devised, which enable the adaptation of
radar operational modes in accordance with the target scene variations
in real time. This leads to the development of radar systems which are
better aware of their surroundings and are able to quickly adapt to the
target scene variations in real time.Newcastle University, Newcastle upon Tyne:
University of Greenwich
Nonlinear bayesian filtering with applications to estimation and navigation
In principle, general approaches to optimal nonlinear filtering can be described
in a unified way from the recursive Bayesian approach. The central idea to this recur-
sive Bayesian estimation is to determine the probability density function of the state
vector of the nonlinear systems conditioned on the available measurements. However,
the optimal exact solution to this Bayesian filtering problem is intractable since it
requires an infinite dimensional process. For practical nonlinear filtering applications
approximate solutions are required. Recently efficient and accurate approximate non-
linear filters as alternatives to the extended Kalman filter are proposed for recursive
nonlinear estimation of the states and parameters of dynamical systems. First, as
sampling-based nonlinear filters, the sigma point filters, the unscented Kalman fil-
ter and the divided difference filter are investigated. Secondly, a direct numerical
nonlinear filter is introduced where the state conditional probability density is calcu-
lated by applying fast numerical solvers to the Fokker-Planck equation in continuous-
discrete system models. As simulation-based nonlinear filters, a universally effective
algorithm, called the sequential Monte Carlo filter, that recursively utilizes a set of
weighted samples to approximate the distributions of the state variables or param-
eters, is investigated for dealing with nonlinear and non-Gaussian systems. Recentparticle filtering algorithms, which are developed independently in various engineer-
ing fields, are investigated in a unified way. Furthermore, a new type of particle
filter is proposed by integrating the divided difference filter with a particle filtering
framework, leading to the divided difference particle filter. Sub-optimality of the ap-
proximate nonlinear filters due to unknown system uncertainties can be compensated
by using an adaptive filtering method that estimates both the state and system error
statistics. For accurate identification of the time-varying parameters of dynamic sys-
tems, new adaptive nonlinear filters that integrate the presented nonlinear filtering
algorithms with noise estimation algorithms are derived.
For qualitative and quantitative performance analysis among the proposed non-
linear filters, systematic methods for measuring the nonlinearities, biasness, and op-
timality of the proposed nonlinear filters are introduced. The proposed nonlinear
optimal and sub-optimal filtering algorithms with applications to spacecraft orbit es-
timation and autonomous navigation are investigated. Simulation results indicate
that the advantages of the proposed nonlinear filters make these attractive alterna-
tives to the extended Kalman filter
Optimizing Techniques and Cramer-Rao Bound for Passive Source Location Estimation
This work is motivated by the problem of locating potential unstable areas in
underground potash mines with better accuracy more consistently while introducing minimum extra computational load. It is important for both efficient mine design and safe mining activities, since these unstable areas may experience local, low-intensity earthquakes in the vicinity of an underground mine. The object of this thesis is to present localization algorithms that can deliver the most consistent and accurate estimation results for the application of interest.
As the first step towards the goal, three most representative source localization algorithms given in the literature are studied and compared. A one-step energy based grid search (EGS) algorithm is selected to address the needs of the application of interest.
The next step is the development of closed-form Cram´er-Rao bound (CRB) expressions. The mathematical derivation presented in this work deals with continuous signals using the Karhunen-Lo`eve (K-L) expansion, which makes the derivation applicable to non-stationary Gaussian noise problems. Explicit closed-form CRB expressions are presented only for stationary Gaussian noise cases using the spectrum representation of the signal and noise though.
Using the CRB comparisons, two approaches are proposed to further improve the EGS algorithm. The first approach utilizes the corresponding analytic expression of the error estimation variance (EEV) given in [1] to derive an amplitude weight expression, optimal in terms of minimizing this EEV, for the case of additive Gaussian noise with a common spectrum interpretation across all the sensors. An alternate noniterative amplitude weighting scheme is proposed based on the optimal amplitude weight expression. It achieves the same performance with less calculation compared with the traditional iterative approach.
The second approach tries to optimize the EGS algorithm in the frequency domain. An analytic frequency weighted EEV expression is derived using spectrum representation and the stochastic process theory. Based on this EEV expression, an integral equation is established and solved using the calculus of variations technique. The solution corresponds to a filter transfer function that is optimal in the sense
that it minimizes this analytic frequency domain EEV. When various parts of the frequency domain EEV expression are ignored during the minimization procedure using Cauchy-Schwarz inequality, several different filter transfer functions result. All of them turn out to be well known classical filters that have been developed in the
literature and used to deal with source localization problems. This demonstrates that in terms of minimizing the analytic EEV, they are all suboptimal, not optimal.
Monte Carlo simulation is performed and shows that both amplitude and frequency weighting bring obvious improvement over the unweighted EGS estimator
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