High Degree Cubature Federated Filter for Multisensor Information Fusion with Correlated Noises

This paper proposes an improved high degree cubature federated filter for the nonlinear fusion system with cross-correlation between process and measurement noises at the same time using the fifth-degree cubature rule and the decorrelated principle in its local filters. The master filter of the federated filter adopts the no-reset mode to fuse local estimates of local filters to generate a global estimate according to the scalar weighted rule. The air-traffic maneuvering target tracking simulations are performed between the proposed filter and the fifth-degree cubature federated filter. Simulations results demonstrate that the proposed filter not only can achieve almost the same accuracy as the fifth-degree cubature federated filter with independent white noises, but also has superior performance to the fifth-degree cubature federated filter while the noises are cross-correlated at the same time

A SLAM Algorithm Based on Adaptive Cubature Kalman Filter

We need to predict mathematical model of the system and a priori knowledge of the noise statistics when traditional simultaneous localization and mapping (SLAM) solutions are used. However, in many practical applications, prior statistics of the noise are unknown or time-varying, which will lead to large estimation errors or even cause divergence. In order to solve the above problem, an innovative cubature Kalman filter-based SLAM (CKF-SLAM) algorithm based on an adaptive cubature Kalman filter (ACKF) was established in this paper. The novel algorithm estimates the statistical parameters of the unknown system noise by introducing the Sage-Husa noise statistic estimator. Combining the advantages of the CKF-SLAM and the adaptive estimator, the new ACKF-SLAM algorithm can reduce the state estimated error significantly and improve the navigation accuracy of the SLAM system effectively. The performance of this new algorithm has been examined through numerical simulations in different scenarios. The results have shown that the position error can be effectively reduced with the new adaptive CKF-SLAM algorithm. Compared with other traditional SLAM methods, the accuracy of the nonlinear SLAM system is significantly improved. It verifies that the proposed ACKF-SLAM algorithm is valid and feasible

Practice and Innovations in Sustainable Transport

The book continues with an experimental analysis conducted to obtain accurate and complete information about electric vehicles in different traffic situations and road conditions. For the experimental analysis in this study, three different electric vehicles from the Edinburgh College leasing program were equipped and tracked to obtain over 50 GPS and energy consumption data for short distance journeys in the Edinburgh area and long-range tests between Edinburgh and Bristol. In the following section, an adaptive and robust square root cubature Kalman filter based on variational Bayesian approximation and Huber’s M-estimation is proposed to accurately estimate state of charge (SOC), which is vital for safe operation and efficient management of lithium-ion batteries. A coupled-inductor DC-DC converter with a high voltage gain is proposed in the following section to match the voltage of a fuel cell stack to a DC link bus. Finally, the book presents a review of the different approaches that have been proposed by various authors to mitigate the impact of electric buses and electric taxis on the future smart grid

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

Real Time Dynamic State Estimation: Development and Application to Power System

Since the state estimation algorithm has been firstly proposed, considerable research interest has been shown in adapting and applying the different versions of this algorithm to the power transmission systems. Those applications include power system state estimation (PSSE) and short-term operational planning. In the transmission level, state estimation offers various applications including, process monitoring and security monitoring. Recently, distribution systems experience a much higher level of variability and complexity due to the large increase in the penetration level of distributed energy resources (DER), such as distributed generation (DG), demand-responsive loads, and storage devices. The first step, for better situational awareness at the distribution level, is to adapt the most developed real time state estimation algorithm to distribution systems, including distribution system state estimation (DSSE). DSSE has an important role in the operation of the distribution systems. Motivated by the increasing need for robust and accurate real time state estimators, capable of capturing the dynamics of system states and suitable for large-scale distribution networks with a lack of sensors, this thesis introduces a three state estimators based on a distributed approach. The first proposed estimator technique is the square root cubature Kalman filter (SCKF), which is the improved version of cubature Kalman filter (CKF). The second one is based on a combination of the particle filter (PF) and the SCKF, which yields a square root cubature particle filter (SCPF). This technique employs a PF with the proposal distribution provided by the SCKF. Additionally, a combination of PF and CKF, which yields a cubature particle filter (CPF) is proposed. Unlike the other types of filters, the PF is a non-Gaussian algorithm from which a true posterior distribution of the estimated states can be obtained. This permits the replacement of real measurements with pseudo-measurements and allows the calculation to be applied to large-scale networks with a high degree of nonlinearity. This research also provides a comparison study between the above mentioned algorithms and the latest algorithms available in the literature. To validate their robustness and accuracy, the proposed methods were tested and verified using a large range of customer loads with 50 % uncertainty on a connected IEEE 123-bus system. Next, a developed foretasted aided state estimator is proposed. The foretasted aided state estimator is needed to increase the immunization of the state estimator against the delay and loss of the real measurements, due to the sensors malfunction or communication failure. Moreover, due to the lack of measurements in the electrical distribution system, the pseudo-measurements are needed to insure the observability of the state estimator. Therefore, the very short term load forecasting algorithm that insures the observability and provides reliable backup data in case of sensor malfunction or communication failure is proposed. The proposed very short term load forecasting is based on the wavelet recurrent neural network (WRNN). The historical data used to train the RNN are decomposed into low-frequency, low-high frequency and high frequency components. The neural networks are trained using an extended Kalman filter (EKF) for the low frequency component and using a square root cubature Kalman filter (SCKF) for both low-high frequency and high frequency components. To estimate the system states, state estimation algorithm based SCKF is used. The results demonstrate the theoretical and practical advantages of the proposed methodology. Finally, in recent years several cyber-attacks have been recorded against sensitive monitoring systems. Among them is the automatic generation control (AGC) system, a fundamental control system used in all power networks to keep the network frequency at its desired value and for maintaining tie line power exchanges at their scheduled values. Motivated by the increasing need for robust and safe operation of AGCs, this thesis introduces an attack resilient control scheme for the AGC system based on attack detection using real time state estimation. The proposed approach requires redundancy of sensors available at the transmission level in the power network and leverages recent results on attack detection using mixed integer linear programming (MILP). The proposed algorithm detects and identifies the sensors under attack in the presence of noise. The non-attacked sensors are then averaged and made available to the feedback controller. No assumptions about the nature of the attack signal are made. The proposed method is simulated using a large range of attack signals and uncertain sensors measurements. All the proposed algorithms were implemented in MATLAB to verify their theoretical expectations

Computational intelligence approaches to robotics, automation, and control [Volume guest editors]

No abstract available

Approximate Bayesian inference methods for stochastic state space models

This thesis collects together research results obtained during my doctoral studies related to approximate Bayesian inference in stochastic state-space models. The published research spans a variety of topics including 1) application of Gaussian filtering in satellite orbit prediction, 2) outlier robust linear regression using variational Bayes (VB) approximation, 3) filtering and smoothing in continuous-discrete Gaussian models using VB approximation and 4) parameter estimation using twisted particle filters. The main goal of the introductory part of the thesis is to connect the results to the general framework of estimation of state and model parameters and present them in a unified manner.Bayesian inference for non-linear state space models generally requires use of approximations, since the exact posterior distribution is readily available only for a few special cases. The approximation methods can be roughly classified into to groups: deterministic methods, where the intractable posterior distribution is approximated from a family of more tractable distributions (e.g. Gaussian and VB approximations), and stochastic sampling based methods (e.g. particle filters). Gaussian approximation refers to directly approximating the posterior with a Gaussian distribution, and can be readily applied for models with Gaussian process and measurement noise. Well known examples are the extended Kalman filter and sigma-point based unscented Kalman filter. The VB method is based on minimizing the Kullback-Leibler divergence of the true posterior with respect to the approximate distribution, chosen from a family of more tractable simpler distributions.The first main contribution of the thesis is the development of a VB approximation for linear regression problems with outlier robust measurement distributions. A broad family of outlier robust distributions can be presented as an infinite mixture of Gaussians, called Gaussian scale mixture models, and include e.g. the t-distribution, the Laplace distribution and the contaminated normal distribution. The VB approximation for the regression problem can be readily extended to the estimation of state space models and is presented in the introductory part.VB approximations can be also used for approximate inference in continuous-discrete Gaussian models, where the dynamics are modeled with stochastic differential equations and measurements are obtained at discrete time instants. The second main contribution is the presentation of a VB approximation for these models and the explanation of how the resulting algorithm connects to the Gaussian filtering and smoothing framework.The third contribution of the thesis is the development of parameter estimation using particle Markov Chain Monte Carlo (PMCMC) method and twisted particle filters. Twisted particle filters are obtained from standard particle filters by applying a special weighting to the sampling law of the filter. The weighting is chosen to minimize the variance of the marginal likelihood estimate, and the resulting particle filter is more efficient than conventional PMCMC algorithms. The exact optimal weighting is generally not available, but can be approximated using the Gaussian filtering and smoothing framework

The Sparse-grid based Nonlinear Filter: Theory and Applications

Filtering or estimation is of great importance to virtually all disciplines of engineering and science that need inference, learning, information fusion, and knowledge discovery of dynamical systems. The filtering problem is to recursively determine the states and/or parameters of a dynamical system from a sequence of noisy measurements made on the system. The theory and practice of optimal estimation of linear Gaussian dynamical systems have been well established and successful, but optimal estimation of nonlinear and non-Gaussian dynamical systems is much more challenging and in general requires solving partial differential equations and intractable high-dimensional integrations. Hence, Gaussian approximation filters are widely used. In this dissertation, three innovative point-based Gaussian approximation filters including sparse Gauss-Hermite quadrature filter, sparse-grid quadrature filter, and the anisotropic sparse-grid quadrature filter are proposed. The relationship between the proposed filters and conventional Gaussian approximation filters is analyzed. In particular, it is proven that the popular unscented Kalman filter and the cubature Kalman filter are subset of the proposed sparse-grid filters. The sparse-grid filters are employed in three aerospace applications including spacecraft attitude estimation, orbit determination, and relative navigation. The results show that the proposed filters can achieve better estimation accuracy than the conventional Gaussian approximation filters, such as the extended Kalman filter, the cubature Kalman filter, the unscented Kalman filter, and is computationally more efficient than the Gauss-Hermite quadrature filter